Latest Mount Lucas Management LP Stock Portfolio

Mount Lucas Management LP Performance:

2024 Q3: 2.69%YTD: 8.61%2023: 2.23%

Performance for 2024 Q3 is 2.69%, and YTD is 8.61%, and 2023 is 2.23%.

About Mount Lucas Management LP and 13F Hedge Fund Stock Holdings

Mount Lucas Management LP is a hedge fund based in NEWTOWN, PA. On 23-Mar-2023, the fund reported that it had an AUM (Regulated Assets under Management) of $1.2 Billions. In it's latest 13F Holdings report, Mount Lucas Management LP reported an equity portfolio of $293.6 Millions as of 30 Sep, 2024.

The top stock holdings of Mount Lucas Management LP are BNDD, QQQ, BABA. The fund has invested 16% of it's portfolio in KRANESHARES CSI CHINA INTERN and 8.9% of portfolio in INVESCO QQQ TRUST SERIES 1.

The fund managers got completely rid off INVESCO S&P 500 PURE VALUE E (CSD), SIMPLIFY MBS ETF (AGGH) and ISHARES MSCI TURKEY ETF (ACWV) stocks. They significantly reduced their stock positions in HCA HEALTHCARE INC (HCA), DAVITA INC (DVA) and PULTEGROUP INC (PHM). Mount Lucas Management LP opened new stock positions in ALIBABA GROUP HOLDING-SP ADR (BABA), JD.COM INC-ADR (JD) and SIMPLIFY VOLATILITY PREMIUM (AGGH). The fund showed a lot of confidence in some stocks as they added substantially to KRANESHARES CSI CHINA INTERN (BNDD), MICRON TECHNOLOGY INC (MU) and CINTAS CORP (CTAS).

Mount Lucas Management LP Annual Return Estimates Vs S&P 500

Our best estimate is that Mount Lucas Management LP made a return of 2.69% in the last quarter. In trailing 12 months, it's portfolio return was 14.27%.

New Buys

Ticker	$ Bought
alibaba group holding-sp adr	21,224,000
jd.com inc-adr	8,000,000
simplify volatility premium	1,824,880
ishares msci thailand etf	961,537
sofi technologies inc	919,620
ishares msci philippines etf	902,943
ishares msci indonesia etf	882,900
spdr ftse international gove	753,342

New stocks bought by Mount Lucas Management LP

Additions

Ticker	% Inc.
kraneshares csi china intern	1,529
micron technology inc	609
cintas corp	119
invesco qqq trust series 1	35.69
invesco nasdaq 100 etf	28.6
ishares msci chile etf	13.41
ishares msci peru and global	13.15
ishares mortgage real estate	12.62

Additions to existing portfolio by Mount Lucas Management LP

Reductions

Ticker	% Reduced
hca healthcare inc	-60.15
davita inc	-60.12
pultegroup inc	-60.11
universal health services-b	-60.11
united rentals inc	-60.1
chubb ltd	-60.09
charter communications inc-a	-60.09
general motors co	-60.09

Mount Lucas Management LP reduced stake in above stock

Sold off

Ticker	$ Sold
tellurian inc	-168,302
invesco s&p 500 pure value e	-5,764,990
simplify mbs etf	-3,097,140
ishares msci turkey etf	-800,985
mondelez international inc-a	-323,797
gilead sciences inc	-211,936
ishares russell 1000 value e	-481,886
automatic data processing	-319,606

Mount Lucas Management LP got rid off the above stocks

Sector Distribution

Mount Lucas Management LP has about 62.9% of it's holdings in Others sector.

Sector	%
Others	62.9
Financial Services	12.1
Industrials	6.5
Consumer Cyclical	4
Real Estate	3.6
Technology	3.1
Healthcare	2.7
Energy	1.5
Utilities	1.2
Consumer Defensive	1.2

Market Cap. Distribution

Mount Lucas Management LP has about 30.8% of it's portfolio invested in the large-cap and mega-cap stocks.

Category	%
UNALLOCATED	62.9
LARGE-CAP	27.1
MID-CAP	5.1
MEGA-CAP	3.7
SMALL-CAP	1.2

Stocks belong to which Index?

About 29.9% of the stocks held by Mount Lucas Management LP either belong to S&P 500 or RUSSELL 2000 index.

Index	%
Others	70
S&P 500	27.9
RUSSELL 2000	2

Top 5 Winners (%)		%
AVGO	broadcom inc	780.8 %
APP	applovin corp-class a	56.7 %
DUOL	duolingo	35.2 %
DASH	doordash inc - a	30.8 %
HWM	howmet aerospace inc	28.4 %

Top 5 Winners ($)		$
HIG	hartford financial svcs grp	1.1 M
PHM	pultegroup inc	1.0 M
AIZ	assurant inc	0.6 M
DVA	davita inc	0.6 M
QQQ	invesco qqq trust series 1	0.5 M

Top 5 Losers (%)		%
SMCI	super micro computer inc	-93.2 %
CTAS	cintas corp	-71.8 %
ESTC	elastic nv	-32.5 %
CRWD	crowdstrike holdings inc - a	-26.3 %
PR	permian resources corp	-15.4 %

Top 5 Losers ($)		$
CTAS	cintas corp	-4.3 M
F	ford motor co	-0.3 M
MCK	mckesson corp	-0.3 M
PR	permian resources corp	-0.3 M
PCAR	paccar inc	-0.2 M

Mount Lucas Management LP Holdings Map

This heatmap illustrates the top 50 positions within the fund's portfolio.

Current Stock Holdings of Mount Lucas Management LP

Mount Lucas Management LP has 145 stocks in it's portfolio. About 43.6% of the portfolio is in top 10 stocks. CTAS proved to be the most loss making stock for the portfolio. HIG was the most profitable stock for Mount Lucas Management LP last quarter.

Last Reported on: 06 Nov, 2024

Ticker	Namesorted ascending	% Portfolio	Shares Held	$ Value	Type	% Change
AAXJ	ishares preferred & income s	0.94	82,800	2,751,440	added	4.73

AAXJ	ishares 3-7 year treasury bo	0.91	22,412	2,680,590	reduced	-21.37

AAXJ	ishares jp morgan usd emergi	0.88	27,567	2,579,720	added	3.43

AAXJ	ishares national muni bond e	0.26	6,894	748,895	added	4.85

AAXJ	ishares 1-5y inv grade corp	0.26	14,197	747,614	added	4.34

ACGL	arch capital group ltd	1.15	30,208	3,379,670	reduced	-48.28

ACWF	ishares 0-5 yr hy corp bond	0.61	41,512	1,802,450	added	4.62

ACWV	ishares msci australia etf	1.22	132,087	3,580,880	added	0.42

ACWV	ishares j.p. morgan em high	0.88	66,307	2,587,300	added	4.64

ACWV	ishares us&intl high yield c	0.62	39,495	1,808,030	added	3.79

ACWV	ishares msci thailand etf	0.33	13,879	961,537	new

ACWV	ishares msci south africa et	0.31	18,191	916,826	reduced	-8.64

ACWV	ishares msci spain etf	0.27	22,406	790,708	added	4.94

ACWV	ishares msci germany etf	0.27	23,271	787,491	added	3.12

ACWV	ishares msci sweden etf	0.27	18,007	781,684	added	5.08

ACWV	ishares msci france etf	0.26	19,041	769,256	added	9.88

ACWV	ishares msci netherlands etf	0.26	14,951	760,408	added	6.95

ACWV	ishares msci switzerland etf	0.26	14,368	748,573	reduced	-2.09

ACWV	ishares msci austria etf	0.25	32,604	744,186	added	4.13

ACWV	ishares msci south korea etf	0.15	6,832	436,975	reduced	-41.13