Fund HoldingsMount Lucas Management LP

Total Portfolio Value
$278.21M
Total Bought
$135.53M
Total Sold
$212.95M
Net Transaction
-$77.42M
Filing Period:
Securities
SharesValue ($K)
Q1 2023
Q2 2023
Change
Q1 2023
Q2 2023
Weight (%)
Change
INVESCO S&P 500 PURE VALUE E
S&P500 PUR VAL
0324,323+324,323025,1519.04%+25,151
CARDINAL HEALTH INC(CAH)061,866+61,86605,8512.10%+5,851
DELTA AIR LINES INC(DAL)075,353+75,35303,5821.29%+3,582
AMERICAN AIRLINES GROUP INC(AAL)0190,589+190,58903,4191.23%+3,419
UNITED AIRLINES HOLDINGS INC(UAL)11,55369,037+57,4845113,7881.36%+3,277
PACCAR INC(PCAR)037,462+37,46203,1341.13%+3,134
PULTEGROUP INC(PHM)040,149+40,14903,1191.12%+3,119
ISHARES MSCI AUSTRALIA ETF0132,471+132,47102,9871.07%+2,987
MGM RESORTS INTERNATIONAL(MGM)066,736+66,73602,9311.05%+2,931
FORD MOTOR CO(F)0186,332+186,33202,8191.01%+2,819
UNITED RENTALS INC(URI)06,326+6,32602,8171.01%+2,817
EQT CORP(EQT)92,086137,733+45,6472,9385,6652.04%+2,726
LAMB WESTON HOLDINGS INC(LW)023,217+23,21702,6690.96%+2,669
MCDONALD'S CORP(MCD)08,919+8,91902,6620.96%+2,662
BOSTON SCIENTIFIC CORP(BSX)048,868+48,86802,6430.95%+2,643
O'REILLY AUTOMOTIVE INC(ORLY)02,732+2,73202,6100.94%+2,610
AUTOZONE INC(AZO)01,045+1,04502,6060.94%+2,606
SPDR BLOOMBERG CONVERTIBLE S
ST STR CONV ETF
036,960+36,96002,5850.93%+2,585
MONSTER BEVERAGE CORP(MNST)044,082+44,08202,5320.91%+2,532
GENERAL MOTORS CO(GM)065,572+65,57202,5280.91%+2,528
JM SMUCKER CO/THE(SJM)017,088+17,08802,5230.91%+2,523
MONDELEZ INTERNATIONAL INC-A(MDLZ)033,778+33,77802,4640.89%+2,464
LENNAR CORP-A(LEN)019,567+19,56702,4520.88%+2,452
MCKESSON CORP(MCK)8,64912,898+4,2493,0795,5111.98%+2,432
HCA HEALTHCARE INC(HCA)07,987+7,98702,4240.87%+2,424
HUMANA INC(HUM)05,305+5,30502,3720.85%+2,372
ISHARES RUSSELL 1000 VALUE E015,005+15,00502,3680.85%+2,368
TAPESTRY INC(TPR)051,952+51,95202,2240.80%+2,224
THE CIGNA GROUP(CI)18,63024,446+5,8164,7616,8602.47%+2,099
EVEREST GROUP LTD(EG)05,867+5,86702,0060.72%+2,006
BORGWARNER INC045,863+45,86301,9730.71%+1,973
ISHARES 3-7 YEAR TREASURY BO25,75842,958+17,2003,0304,9511.78%+1,921
ISHARES JP MORGAN USD EMERGI6,83227,701+20,8695892,3970.86%+1,808
PETROLEO BRASILEIRO-SPON ADR(PBR)0105,300+105,30001,4560.52%+1,456
FLEXSHARES HIGH YIELD VALUE
HIG YLD VL ETF
029,722+29,72201,2020.43%+1,202
SPDR BLOOMBERG HIGH YIELD BO
ST BLOO HIGH ETF
013,009+13,00901,1970.43%+1,197
VANGUARD HIGH DVD YIELD ETF09,888+9,88801,0490.38%+1,049
UBER TECHNOLOGIES INC(UBER)021,931+21,93109470.34%+947
ISHARES MSCI BRAZIL ETF027,956+27,95609070.33%+907
INVESCO S&P 500 BUYWRITE ETF
S&P500 BUY WRT
72,441108,252+35,8111,5362,3950.86%+859
SPDR S&P INTER DVD ETF
ST S&P INTL ETF
45,15769,633+24,4761,5482,3950.86%+847
ISHARES MSCI INDIA ETF
MSCI INDIA ETF
018,936+18,93608280.30%+828
CARNIVAL CORP043,750+43,75008240.30%+824
ISHARES MSCI SOUTH KOREA ETF012,578+12,57807970.29%+797
ISHARES MSCI INDONESIA ETF
MSCI INDONIA ETF
034,347+34,34707920.28%+792
NORWEGIAN CRUISE LINE HOLDIN
SHS
033,494+33,49407290.26%+729
FIRST HORIZON CORP(FHN)060,750+60,75006850.25%+685
JABIL INC(JBL)06,081+6,08106560.24%+656
ROYAL CARIBBEAN CRUISES LTD
COM
06,263+6,26306500.23%+650
COUPANG INC(CPNG)035,899+35,89906250.22%+625
APOLLO GLOBAL MANAGEMENT INC(APO)07,964+7,96406120.22%+612
ARCH CAPITAL GROUP LTD
ORD
08,000+8,00005990.22%+599
WYNN RESORTS LTD(WYNN)05,521+5,52105830.21%+583
LAS VEGAS SANDS CORP(LVS)09,746+9,74605650.20%+565
HYATT HOTELS CORP - CL A(H)04,890+4,89005600.20%+560
MERCADOLIBRE INC(MELI)0471+47105580.20%+558
ISHARES IBOXX INVESTMENT GRA04,789+4,78905180.19%+518
SPDR FTSE INTERNATIONAL GOVE
ST STR FTSE ETF
011,358+11,35804740.17%+474
FORTINET INC(FTNT)04,250+4,25003210.12%+321
MONGODB INC(MDB)0774+77403180.11%+318
ISHARES FALLEN ANGELS ETF
FALN ANGLS USD
35,27447,387+12,1138911,2020.43%+311
DRAFTKINGS INC-CL A(DKNG)011,375+11,37503020.11%+302
TRADE DESK INC/THE -CLASS A(TTD)03,870+3,87002990.11%+299
ARISTA NETWORKS INC01,832+1,83202970.11%+297
SNOWFLAKE INC-CLASS A(SNOW)01,687+1,68702970.11%+297
CONFLUENT INC-CLASS A08,278+8,27802920.11%+292
SHOCKWAVE MEDICAL INC0992+99202830.10%+283
SAREPTA THERAPEUTICS INC(SRPT)02,228+2,22802550.09%+255
ISHARES MSCI POLAND ETF
MSCI POLAND ETF
42,43846,504+4,0666578920.32%+235
ANNALY CAPITAL MANAGEMENT IN148,000152,800+4,8002,8283,0581.10%+229
ISHARES 1-5Y INV GRADE CORP010,237+10,23705140.18%+514
TELLURIAN INC767,240767,24009441,0820.39%+138
AGNC INVESTMENT CORP(AGNC)298,600309,900+11,3003,0103,1391.13%+129
ISHARES MSCI TAIWAN ETF
MSCI TAIWAN ETF
15,31817,092+1,7746948040.29%+109
GLOBAL X MSCI GREECE ETF
MSCI GREECE ETF
25,39023,339-2,0517718670.31%+96
ISHARES MSCI SWITZERLAND ETF13,71615,446+1,7306227140.26%+92
ISHARES MSCI SWEDEN ETF18,82420,440+1,6166697240.26%+55
CANADIAN NATURAL RESOURCES(CNQ)9,77910,494+7155415900.21%+49
EOG RESOURCES INC(EOG)6,3886,827+4397327810.28%+49
ISHARES MSCI AUSTRIA ETF34,27636,585+2,3096947430.27%+49
OVINTIV INC(OVV)011,311+11,31104310.15%+431
HESS CORP02,088+2,08802840.10%+284
ISHARES MSCI ITALY ETF
MSCI ITALY ETF
24,48724,124-3637457680.28%+23
ANTERO RESOURCES CORP(AR)018,149+18,14904180.15%+418
ALBEMARLE CORP(ALB)01,095+1,09502440.09%+244
ISHARES MSCI SPAIN ETF26,80926,250-5597477590.27%+11
DEVON ENERGY CORP(DVN)04,609+4,60902230.08%+223
ISHARES MSCI CHILE ETF29,41028,870-5408468420.30%-4
ISHARES MSCI UNITED KINGDOM
MSCI UK ETF NEW
22,76622,355-4117347230.26%-11
ISHARES MSCI FRANCE ETF20,12219,317-8057617440.27%-16
SPDR BLOOMBERG INVESTMENT GR
ST STR RATE ETF
17,56916,842-7275355170.19%-18
ISHARES MSCI NETHERLANDS ETF18,01116,917-1,0947607320.26%-28
ENPHASE ENERGY INC(ENPH)0907+90701520.05%+152
ISHARES MSCI MEXICO ETF14,34313,273-1,0708548250.30%-29
ISHARES MSCI PERU AND GLOBAL28,46827,357-1,1118688380.30%-29
ISHARES J.P. MORGAN EM HIGH69,73469,092-6422,4572,4270.87%-30
ISHARES NATIONAL MUNI BOND E5,0974,841-2565495170.19%-32
ISHARES MSCI GERMANY ETF26,92725,650-1,2777667330.26%-34
INVESCO SENIOR LOAN ETF
SR LN ETF
123,662120,546-3,1162,5722,5360.91%-36
ISHARES MSCI PHILIPPINES ETF
MSCI PHILIPS ETF
0103+103030.00%+3
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