Fund HoldingsMount Lucas Management LP

Total Portfolio Value
$298.58M
Total Bought
$79.35M
Total Sold
$84.86M
Net Transaction
-$5.51M
Filing Period:
Securities
SharesValue ($K)
Q4 2023
Q1 2024
Change
Q4 2023
Q1 2024
Weight (%)
Change
ALIBABA GROUP HOLDING-SP ADR(BABA)(Call)0750,000+750,000054,270+54,270
INVESCO S&P 500 PURE VALUE E
S&P500 PUR VAL
0222,148+222,148019,6476.58%+19,647
KRANESHARES CSI CHINA INTERN100,000175,000+75,0002,7004,5941.54%+1,894
BAIDU INC - SPON ADR015,000+15,00001,5790.53%+1,579
PACCAR INC(PCAR)68,91963,275-5,6446,7307,8392.63%+1,109
ISHARES RUSSELL 1000 VALUE E08,671+8,67101,5530.52%+1,553
UNITED RENTALS INC(URI)10,6969,816-8806,1337,0782.37%+945
ISHARES MSCI SOUTH KOREA ETF012,987+12,98708720.29%+872
HARTFORD FINANCIAL SVCS GRP(HIG)58,47553,790-4,6854,7005,5431.86%+843
ISHARES MSCI INDONESIA ETF
MSCI INDONIA ETF
026,586+26,58605990.20%+599
HCA HEALTHCARE INC(HCA)16,48015,112-1,3684,4615,0401.69%+579
ISHARES FALLEN ANGELS ETF
FALN ANGLS USD
065,655+65,65501,7630.59%+1,763
SPDR BLOOMBERG HIGH YIELD BO
ST BLOO HIGH ETF
018,424+18,42401,7540.59%+1,754
DELTA AIR LINES INC(DAL)139,045127,634-11,4115,5946,1102.05%+516
ISHARES US&INTL HIGH YIELD C039,700+39,70001,7530.59%+1,753
FLEXSHARES HIGH YIELD VALUE
HIG YLD VL ETF
042,620+42,62001,7520.59%+1,752
ISHARES 0-5 YR HY CORP BOND
0-5YR HI YL CP
041,121+41,12101,7500.59%+1,750
PULTEGROUP INC(PHM)61,69256,578-5,1146,3686,8242.29%+457
DAVITA INC(DVA)20,78319,029-1,7542,1772,6270.88%+450
ISHARES MSCI TURKEY ETF022,210+22,21007980.27%+798
ARCH CAPITAL GROUP LTD
ORD
41,91538,408-3,5073,1133,5501.19%+437
UTILITIES SELECT SECTOR SPDR
ST STR UTIL ETF
05,748+5,74803770.13%+377
GENERAL MOTORS CO(GM)63,95958,698-5,2612,2972,6620.89%+365
TAPESTRY INC(TPR)51,50047,488-4,0121,8962,2550.76%+359
AUTOZONE INC(AZO)0952+95203,0001.00%+3,000
UNITED AIRLINES HOLDINGS INC(UAL)119,853109,769-10,0844,9455,2561.76%+311
THE CIGNA GROUP(CI)07,633+7,63302,7720.93%+2,772
VERTIV HOLDINGS CO-A(VRT)10,2069,371-8354907650.26%+275
BOSTON SCIENTIFIC CORP(BSX)48,05744,409-3,6482,7783,0421.02%+263
COPART INC(CPRT)57,05152,712-4,3392,7953,0531.02%+258
O'REILLY AUTOMOTIVE INC(ORLY)2,6862,482-2042,5522,8020.94%+250
ANNALY CAPITAL MANAGEMENT IN244,632252,965+8,3334,7394,9811.67%+242
JPMORGAN CHASE & CO(JPM)17,14315,706-1,4372,9163,1461.05%+230
WELLS FARGO & CO(WFC)48,51244,729-3,7832,3882,5920.87%+205
REPUBLIC SERVICES INC(RSG)16,76615,491-1,2752,7652,9660.99%+201
ISHARES IBOXX INVESTMENT GRA4,8896,735+1,8465417340.25%+193
SCHWAB U.S. TIPS ETF10,36513,959+3,5945417280.24%+187
ISHARES 1-5Y INV GRADE CORP014,192+14,19207280.24%+728
SPDR BLOOMBERG INVESTMENT GR
ST STR RATE ETF
023,557+23,55707260.24%+726
SPDR FTSE INTERNATIONAL GOVE
ST STR FTSE ETF
12,90018,113+5,2135417240.24%+183
ISHARES NATIONAL MUNI BOND E4,9916,710+1,7195417220.24%+181
LOEWS CORP(L)71,77166,087-5,6844,9955,1741.73%+179
UBER TECHNOLOGIES INC(UBER)19,42017,826-1,5941,1961,3720.46%+177
NVIDIA CORP(NVDA)498458-402474140.14%+167
CARDINAL HEALTH INC(CAH)65,38360,384-4,9996,5916,7572.26%+166
LENNAR CORP-A(LEN)19,15917,544-1,6152,8553,0171.01%+162
EVEREST GROUP LTD(EG)12,92211,882-1,0404,5694,7231.58%+154
DRAFTKINGS INC-CL A(DKNG)23,85221,896-1,9568419940.33%+154
PERMIAN RESOURCES CORP(PR)54,86050,764-4,0967468960.30%+150
MCKESSON CORP(MCK)04,751+4,75102,5510.85%+2,551
TENET HEALTHCARE CORP(THC)6,4655,935-5304896240.21%+135
VANGUARD HIGH DVD YIELD ETF22,07421,469-6052,4642,5980.87%+133
ISHARES MORTGAGE REAL ESTATE
MORTGE REL ETF
110,089117,013+6,9242,5972,7190.91%+122
JPMORGAN BETABUILDERS JAPAN
BETABULDRS JAPAN
63,40658,854-4,5523,3303,4461.15%+116
FORD MOTOR CO(F)388,644365,000-23,6444,7384,8471.62%+110
ISHARES MSCI AUSTRALIA ETF136,817139,237+2,4203,3303,4341.15%+103
AGNC INVESTMENT CORP(AGNC)480,920486,920+6,0004,7184,8211.61%+103
SYNCHRONY FINANCIAL(SYF)63,38458,383-5,0012,4212,5170.84%+97
ISHARES MSCI PERU AND GLOBAL023,688+23,68809280.31%+928
SHOCKWAVE MEDICAL INC0805+80502620.09%+262
ARISTA NETWORKS INC2,6582,440-2186267080.24%+82
COSTCO WHOLESALE CORP(COST)4,5244,183-3412,9863,0651.03%+78
ARTHUR J GALLAGHER & CO(AJG)11,21910,390-8292,5232,5980.87%+75
APOLLO GLOBAL MANAGEMENT INC(APO)06,562+6,56207380.25%+738
ISHARES MSCI SPAIN ETF025,294+25,29408140.27%+814
TECHNIPFMC PLC(FTI)24,27222,318-1,9544895600.19%+72
HYATT HOTELS CORP - CL A(H)4,3393,985-3545666360.21%+70
DOORDASH INC - A(DASH)2,3972,201-1962373030.10%+66
VANGUARD GLBL EX-US REAL EST30,48832,344+1,8561,2981,3630.46%+64
ASSURANT INC(AIZ)13,33612,257-1,0792,2472,3070.77%+60
SPDR BLOOMBERG CONVERTIBLE S
ST STR CONV ETF
35,99536,359+3642,5972,6560.89%+59
AMERICAN AIRLINES GROUP INC(AAL)181,643166,345-15,2982,4962,5530.86%+58
SPDR S&P INTER DVD ETF
ST S&P INTL ETF
69,31471,667+2,3532,4642,5190.84%+55
ISHARES J.P. MORGAN EM HIGH067,218+67,21802,5180.84%+2,518
ISHARES MSCI MEXICO ETF012,763+12,76308850.30%+885
ISHARES JP MORGAN USD EMERGI27,66828,034+3662,4642,5140.84%+50
INVESCO S&P 500 BUYWRITE ETF
S&P500 BUY WRT
114,238112,345-1,8932,4792,5260.85%+47
PHINIA INC(PHIN)08,131+8,13103120.10%+312
SAREPTA THERAPEUTICS INC(SRPT)01,810+1,81002340.08%+234
ISHARES MSCI ITALY ETF
MSCI ITALY ETF
020,772+20,77207840.26%+784
ISHARES MSCI TAIWAN ETF
MSCI TAIWAN ETF
017,972+17,97208750.29%+875
CELANESE CORP(CE)15,82214,550-1,2722,4582,5010.84%+42
ISHARES MSCI AUSTRIA ETF34,24535,851+1,6067407790.26%+39
CONFLUENT INC-CLASS A06,729+6,72902050.07%+205
ISHARES MSCI UNITED KINGDOM
MSCI UK ETF NEW
022,599+22,59907730.26%+773
BANK OF NEW YORK MELLON CORP45,91742,048-3,8692,3902,4230.81%+33
TRADE DESK INC/THE -CLASS A(TTD)03,143+3,14302750.09%+275
ISHARES MSCI NETHERLANDS ETF16,58115,503-1,0787407670.26%+27
ISHARES MSCI GERMANY ETF24,92524,155-7707407670.26%+27
VANGUARD REAL ESTATE ETF14,69615,321+6251,2991,3250.44%+26
FIRST CITIZENS BCSHS -CL A(FCNCA)341312-294845100.17%+26
ISHARES MSCI FRANCE ETF18,88918,407-4827407620.26%+22
ISHARES PREFERRED & INCOME S83,26481,243-2,0212,5972,6180.88%+21
FORTINET INC(FTNT)03,456+3,45602360.08%+236
WYNN RESORTS LTD(WYNN)04,521+4,52104620.15%+462
ISHARES MSCI SWITZERLAND ETF15,33015,809+4797407530.25%+13
INVESCO SENIOR LOAN ETF
SR LN ETF
0123,959+123,95902,6220.88%+2,622
ISHARES MSCI POLAND ETF
MSCI POLAND ETF
36,75635,720-1,0368338430.28%+10
ISHARES MSCI SWEDEN ETF18,74918,718-317407480.25%+8
ISHARES MSCI INDIA ETF
MSCI INDIA ETF
016,275+16,27508400.28%+840
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