SEC 13F Intelligence

Managers / Q3 2024 · view latest →

Mount Lucas Management LP

CIK 0001185072 · 405 SOUTH STATE STREET, NEWTOWN, PA, 18940 · 267-759-3500

Reported Value
$294M
Q3 2024
Positions
146
Filings on Record
31
2019–present window
Filed
Nov 6, 2024
original filing

Summary

Mount Lucas Management LP reported $294M in U.S.-listed holdings across 146 positions for Q3 2024.

Its largest position, Kraneshares Csi China Intern, represents 15.1% of the portfolio.

Compared with Q2 2024, the fund opened 9 new positions and exited 19.

Portfolio Metrics

Turnover
+20.0%
vs prior filed quarter
Top-10 Concentration
+42.6%
share of reported value
Largest Position
+15.1%
Kraneshares Csi China Intern
New / Exited
9 / 19
positions this quarter

Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.

Reported Value by Quarter

13F Reported Value
Q4 ’18: $788MQ4 ’18Q1 ’19: $604MQ2 ’19: $591MQ3 ’19: $558MQ4 ’19: $502MQ4 ’19Q1 ’20: $486MQ2 ’20: $505MQ3 ’20: $480MQ4 ’20: $475MQ4 ’20Q1 ’21: $340MQ2 ’21: $376MQ3 ’21: $331MQ4 ’21: $350MQ4 ’21Q1 ’22: $343MQ2 ’22: $299MQ3 ’22: $290MQ4 ’22: $305MQ4 ’22Q1 ’23: $379MQ2 ’23: $299MQ3 ’23: $283MQ4 ’23: $348MQ4 ’23Q1 ’24: $366MQ2 ’24: $349MQ3 ’24: $294MQ4 ’24: $287MQ4 ’24Q1 ’25: $311MQ2 ’25: $235MQ3 ’25: $243MQ4 ’25: $250MQ4 ’25Q1 ’26: $271Mfilingsflow.com

Portfolio Composition

By security type
ETP: 51.1%Common Stock: 31.4%ADR: 10.5%REIT: 3.6%Other: 3.4%
  • ETP · 51.1% · $150M
  • Common Stock · 31.4% · $92M
  • ADR · 10.5% · $31M
  • REIT · 3.6% · $11M
  • Other · 3.4% · $10M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
JDJD.COM INC-ADRNEW+200.0K200.0K+$8M$8M
SIMPLIFY VOLATILITY PREMIUMNEW+83.1K83.1K+$2M$2M
ISHARES MSCI THAILAND ETFNEW+13.9K13.9K+$961,537$961,537
SOFISOFI TECHNOLOGIES INCNEW+117.0K117.0K+$919,620$919,620
ISHARES MSCI PHILIPPINES ETFNEW+31.0K31.0K+$902,943$902,943
ISHARES MSCI INDONESIA ETFNEW+39.2K39.2K+$882,900$882,900
SPDR FTSE INTERNATIONAL GOVENEW+18.7K18.7K+$753,342$753,342
NU HOLDINGS LTD/CAYMAN ISL-ANEW+35.0K35.0K+$477,750$477,750

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2024

49 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1KRANESHARES CSI CHINA INTERNETP16.05%$47M1.39M
2NDQINVESCO QQQ TRUST SERIES 1history →ETP8.86%$26M53.3K
3BABAALIBABA GROUP HOLDING-SP ADRhistory →ADR7.23%$21M200.0K
4JDJD.COM INC-ADRhistory →ADR2.72%$8M200.0K
5AGNCAGNC INVESTMENT CORPhistory →REIT1.82%$5M509.5K
6NLYANNALY CAPITAL MANAGEMENT INhistory →REIT1.79%$5M262.0K
7HIGHARTFORD FINANCIAL SVCS GRPhistory →Common Stock1.54%$5M38.4K
8ISHARES MSCI AUSTRALIA ETFETP1.22%$4M132.1K
9COSTCOSTCO WHOLESALE CORPhistory →Common Stock1.22%$4M4.0K
10LLOEWS CORPhistory →Common Stock1.18%$3M43.9K
11JPMORGAN BETABUILDERS JAPANETP1.16%$3M57.4K
12ARCH CAPITAL GROUP LTDCommon Stock1.15%$3M30.2K
13RSGREPUBLIC SERVICES INChistory →Common Stock1.12%$3M16.3K
14JPMJPMORGAN CHASE & COhistory →Common Stock1.08%$3M15.0K
15DALDELTA AIR LINES INChistory →Common Stock1.02%$3M58.8K
16SYFSYNCHRONY FINANCIALCommon Stock0.95%$3M55.7K
17SPDR BLOOMBERG CONVERTIBLE SETP0.94%$3M35.9K
18ISHARES PREFERRED & INCOME SETP0.94%$3M82.8K
19ISHARES 7-10 YEAR TREASURY BETP0.92%$3M27.4K
20ISHARES MORTGAGE REAL ESTATEETP0.91%$3M113.2K
21ISHARES 3-7 YEAR TREASURY BOETP0.91%$3M22.4K
22INVESCO SENIOR LOAN ETFETP0.91%$3M127.4K
23ISHARES 1-3 YEAR TREASURY BOETP0.91%$3M32.1K
24UALUNITED AIRLINES HOLDINGS INCCommon Stock0.90%$3M46.5K
25ISHARES J.P. MORGAN EM HIGHETP0.88%$3M66.3K
26ISHARES JP MORGAN USD EMERGIETP0.88%$3M27.6K
27SPDR S&P INTER DVD ETFETP0.87%$3M66.9K
28INVESCO S&P 500 BUYWRITE ETFETP0.87%$3M112.4K
29VANGUARD HIGH DVD YIELD ETFETP0.87%$3M20.0K
30PCARPACCAR INCCommon Stock0.81%$2M24.0K
31PHMPULTEGROUP INCCommon Stock0.80%$2M16.3K
32TRLDAVITA INCCommon Stock0.76%$2M13.6K
33EVEREST GROUP LTDCommon Stock0.76%$2M5.7K
34INVESCO NASDAQ 100 ETFETP0.69%$2M10.2K
35AIZASSURANT INCCommon Stock0.67%$2M9.9K
36SIMPLIFY VOLATILITY PREMIUMETP0.62%$2M83.1K
37ISHARES US&INTL HIGH YIELD CETP0.62%$2M39.5K
38FLEXSHARES HIGH YIELD VALUEETP0.61%$2M43.3K
39SPDR BLOOMBERG HIGH YIELD BOETP0.61%$2M18.5K
40ISHARES 0-5 YR HY CORP BONDETP0.61%$2M41.5K
41ISHARES FALLEN ANGELS ETFETP0.61%$2M65.9K
42CITCINTAS CORPCommon Stock0.58%$2M8.3K
43KGCKINROSS GOLD CORPCommon Stock0.57%$2M179.7K
44AJGARTHUR J GALLAGHER & COCommon Stock0.56%$2M5.9K
45CBOECBOE GLOBAL MARKETS INCCommon Stock0.55%$2M7.9K
46THCTENET HEALTHCARE CORPCommon Stock0.55%$2M9.8K
47TMUST-MOBILE US INCCommon Stock0.55%$2M7.9K
48BROBROWN & BROWN INCCommon Stock0.55%$2M15.6K
49BRBROADRIDGE FINANCIAL SOLUTIOCommon Stock0.55%$2M7.5K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$271M167May 5, 202613F-HRchanges · EDGAR ↗
Q4 2025$250M171Feb 5, 202613F-HRchanges · EDGAR ↗
Q3 2025$243M163Nov 10, 202513F-HRchanges · EDGAR ↗
Q2 2025$235M159Aug 11, 202513F-HRchanges · EDGAR ↗
Q1 2025$311M150May 6, 202513F-HRchanges · EDGAR ↗
Q4 2024$287M137Feb 7, 202513F-HRchanges · EDGAR ↗
Q3 2024$294M146Nov 6, 202413F-HRchanges · EDGAR ↗
Q2 2024$349M158Aug 6, 202413F-HRchanges · EDGAR ↗
Q1 2024$366M145May 10, 202413F-HRchanges · EDGAR ↗
Q4 2023$348M142Feb 7, 202413F-HRchanges · EDGAR ↗
Q3 2023$283M129Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$299M139Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$379M113May 12, 202313F-HRchanges · EDGAR ↗
Q4 2022$305M107Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$290M93Nov 14, 2022RESTATEMENTchanges · EDGAR ↗
Q2 2022$299M90Aug 10, 202213F-HRchanges · EDGAR ↗
Q1 2022$343M111May 12, 202213F-HRchanges · EDGAR ↗
Q4 2021$350M129Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$331M108Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$376M111Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$340M111May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$475M114Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$480M77Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$505M65Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$486M41May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$502M90Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$558M140Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$591M132Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$604M124May 15, 201913F-HRchanges · EDGAR ↗
Q4 2018$788M93Feb 14, 201913F-HRchanges · EDGAR ↗

13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.