SEC 13F Intelligence

Managers / Q4 2024 · view latest →

Mount Lucas Management LP

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

Reported Value
$287M
Q4 2024
Positions
137
Filings on Record
31
2019–present window
Filed
Feb 7, 2025
original filing

Summary

Mount Lucas Management LP reported $287M in U.S.-listed holdings across 137 positions for Q4 2024.

Its largest position, Kraneshares Csi China Intern, represents 8.9% of the portfolio.

Compared with Q3 2024, the fund opened 8 new positions and exited 18.

Portfolio Metrics

Turnover
+27.3%
vs prior filed quarter
Top-10 Concentration
+48.0%
share of reported value
Largest Position
+8.9%
Kraneshares Csi China Intern
New / Exited
8 / 18
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: 57.2%Common Stock: 31.5%ADR: 4.8%REIT: 3.3%Other: 3.1%
  • ETP · 57.2% · $164M
  • Common Stock · 31.5% · $91M
  • ADR · 4.8% · $14M
  • REIT · 3.3% · $10M
  • Other · 3.1% · $9M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
INVESCO S&P 500 PURE VALUE ENEW+273.7K273.7K+$25M$25M
XTRACKERS HARVEST CSI 300 CHNEW+700.0K700.0K+$19M$19M
ISHARES RUSSELL 1000 VALUE ENEW+10.7K10.7K+$2M$2M
MRVLMARVELL TECHNOLOGY INCNEW+7.0K7.0K+$773,150$773,150
CIENCIENA CORPNEW+9.0K9.0K+$763,290$763,290
COHRCOHERENT CORPNEW+6.5K6.5K+$615,745$615,745
ANETARISTA NETWORKS INCNEW+3.1K3.1K+$347,948$347,948
TKNOALPHA TEKNOVA INCNEW+9.0K9.0K+$75,150$75,150

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

Holdings — Q4 2024

48 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1KRANESHARES CSI CHINA INTERNETP15.35%$44M1.51M
2INVESCO S&P 500 PURE VALUE EETP8.60%$25M273.7K
3XTRACKERS HARVEST CSI 300 CHETP6.45%$19M700.0K
4ISHARES 1-3 YEAR TREASURY BOETP5.67%$16M198.6K
5JDJD.COM INC-ADRhistory →ADR4.83%$14M400.0K
6ISHARES 3-7 YEAR TREASURY BOETP3.19%$9M79.2K
7AGNCAGNC INVESTMENT CORPhistory →Common Stock1.67%$5M522.3K
8NLYANNALY CAPITAL MANAGEMENT INhistory →Common Stock1.67%$5M262.0K
9UALUNITED AIRLINES HOLDINGS INChistory →Common Stock1.44%$4M42.6K
10HIGHARTFORD FINANCIAL SVCS GRPhistory →Common Stock1.36%$4M35.8K
11LLOEWS CORPhistory →Common Stock1.22%$4M41.5K
12COSTCOSTCO WHOLESALE CORPhistory →Common Stock1.22%$4M3.8K
13JPMJPMORGAN CHASE & COhistory →Common Stock1.16%$3M13.9K
14SYFSYNCHRONY FINANCIALhistory →Common Stock1.16%$3M51.2K
15DALDELTA AIR LINES INChistory →Common Stock1.12%$3M53.0K
16RSGREPUBLIC SERVICES INChistory →Common Stock1.09%$3M15.6K
17INVESCO SENIOR LOAN ETFETP0.96%$3M131.5K
18INVESCO S&P 500 BUYWRITE ETFETP0.94%$3M114.0K
19ISHARES PREFERRED & INCOME SETP0.93%$3M84.6K
20SPDR BLOOMBERG CONVERTIBLE SETP0.92%$3M33.9K
21ARCH CAPITAL GROUP LTDCommon Stock0.92%$3M28.5K
22ISHARES J.P. MORGAN EM HIGHETP0.90%$3M68.3K
23ISHARES JP MORGAN USD EMERGIETP0.89%$3M28.9K
24VANGUARD HIGH DVD YIELD ETFETP0.87%$3M19.6K
25PCARPACCAR INCCommon Stock0.81%$2M22.3K
26ISHARES 7-10 YEAR TREASURY BETP0.75%$2M23.2K
27AIZASSURANT INCCommon Stock0.70%$2M9.4K
28ISHARES RUSSELL 1000 VALUE EETP0.69%$2M10.7K
29TRLDAVITA INCCommon Stock0.67%$2M12.8K
30EVEREST GROUP LTDCommon Stock0.66%$2M5.2K
31ISHARES 0-5 YR HY CORP BONDETP0.64%$2M43.0K
32FLEXSHARES HIGH YIELD VALUEETP0.64%$2M44.9K
33SPDR BLOOMBERG HIGH YIELD BOETP0.63%$2M19.1K
34ISHARES US&INTL HIGH YIELD CETP0.63%$2M41.3K
35ISHARES FALLEN ANGELS ETFETP0.63%$2M68.0K
36APPAPPLOVIN CORP-CLASS ACommon Stock0.63%$2M5.5K
37SIMPLIFY VOLATILITY PREMIUMETP0.62%$2M86.3K
38PHMPULTEGROUP INCCommon Stock0.58%$2M15.4K
39VVISA INC-CLASS A SHARESCommon Stock0.58%$2M5.3K
40TMUST-MOBILE US INCCommon Stock0.58%$2M7.5K
41CPRTCOPART INCCommon Stock0.56%$2M28.2K
42BRBROADRIDGE FINANCIAL SOLUTIOCommon Stock0.56%$2M7.1K
43AJGARTHUR J GALLAGHER & COCommon Stock0.55%$2M5.6K
44CMECME GROUP INCCommon Stock0.54%$2M6.7K
45BROBROWN & BROWN INCCommon Stock0.53%$2M14.9K
46TJXTJX COMPANIES INCCommon Stock0.53%$2M12.5K
47CBOECBOE GLOBAL MARKETS INCCommon Stock0.51%$1M7.6K
48CITCINTAS CORPCommon Stock0.50%$1M7.9K

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 ↗.