Fund HoldingsMount Lucas Management LP

Total Portfolio Value
$281.84M
Total Bought
$81.09M
Total Sold
$97.79M
Net Transaction
-$16.71M
Filing Period:
Securities
SharesValue ($K)
Q1 2024
Q2 2024
Change
Q1 2024
Q2 2024
Weight (%)
Change
INVESCO QQQ TRUST SERIES 1039,268+39,268018,8146.68%+18,814
SYNCHRONY FINANCIAL(SYF)58,383120,197+61,8142,5175,6722.01%+3,155
COSTCO WHOLESALE CORP(COST)4,1837,192+3,0093,0656,1132.17%+3,049
T-MOBILE US INC(TMUS)016,481+16,48102,9041.03%+2,904
REPUBLIC SERVICES INC(RSG)15,49129,143+13,6522,9665,6642.01%+2,698
AMPHENOL CORP-CL A039,454+39,45402,6580.94%+2,658
CINTAS CORP(CTAS)03,772+3,77202,6410.94%+2,641
TJX COMPANIES INC(TJX)023,955+23,95502,6370.94%+2,637
JPMORGAN CHASE & CO(JPM)15,70628,406+12,7003,1465,7452.04%+2,599
BROWN & BROWN INC(BRO)028,494+28,49402,5480.90%+2,548
TARGA RESOURCES CORP(TRGP)018,687+18,68702,4070.85%+2,407
HARTFORD FINANCIAL SVCS GRP(HIG)53,79078,481+24,6915,5437,8902.80%+2,347
ARCH CAPITAL GROUP LTD
ORD
38,40858,403+19,9953,5505,8922.09%+2,342
DIAMONDBACK ENERGY INC(FANG)011,587+11,58702,3200.82%+2,320
METLIFE INC(MET)031,481+31,48102,2100.78%+2,210
UNIVERSAL HEALTH SERVICES-B(UHS)011,757+11,75702,1740.77%+2,174
AMERICAN INTERNATIONAL GROUP029,170+29,17002,1660.77%+2,166
CHUBB LTD
COM
08,277+8,27702,1110.75%+2,111
DAVITA INC(DVA)19,02934,133+15,1042,6274,7301.68%+2,103
LOEWS CORP(L)66,08794,603+28,5165,1747,0712.51%+1,897
ASSURANT INC(AIZ)12,25724,786+12,5292,3074,1211.46%+1,813
WR BERKLEY CORP027,503+27,50301,4410.51%+1,441
INVESCO NASDAQ 100 ETF
NASDAQ 100 ETF
07,899+7,89901,5570.55%+1,557
KINROSS GOLD CORP(KGC)0174,893+174,89301,4550.52%+1,455
ISHARES MSCI SOUTH AFRICA ET019,912+19,91208630.31%+863
ISHARES CHINA LARGE-CAP ETF030,028+30,02807800.28%+780
THALES SA - UNSP ADR022,800+22,80007260.26%+726
RHEINMETALL AG-UNSP ADR07,100+7,10007220.26%+722
PERMIAN RESOURCES CORP(PR)50,76498,880+48,1168961,5970.57%+700
TENET HEALTHCARE CORP(THC)5,9359,557+3,6226241,2710.45%+648
ISHARES 1-3 YEAR TREASURY BO047,767+47,76703,9001.38%+3,900
TECHNIPFMC PLC(FTI)22,31842,518+20,2005601,1120.39%+551
APPLOVIN CORP-CLASS A(APP)06,559+6,55905460.19%+546
ISHARES 3-7 YEAR TREASURY BO028,503+28,50303,2911.17%+3,291
BURLINGTON STORES INC(BURL)02,212+2,21205310.19%+531
PRUDENTIAL FINANCIAL INC(PFH)04,439+4,43905200.18%+520
REINSURANCE GROUP OF AMERICA(RGA)02,520+2,52005170.18%+517
COMFORT SYSTEMS USA INC(FIX)01,684+1,68405120.18%+512
PROGRESSIVE CORP(PGR)02,434+2,43405060.18%+506
ALLSTATE CORP(ALL)03,140+3,14005010.18%+501
EMCOR GROUP INC(EME)01,354+1,35404940.18%+494
KKR & CO INC(KKR)04,604+4,60404850.17%+485
ISHARES 7-10 YEAR TREASURY B028,515+28,51502,6700.95%+2,670
NVIDIA CORP(NVDA)4586,578+6,1204148130.29%+399
KRANESHARES CSI CHINA INTERN(Call)0500,000+500,000013,510+13,510
AUTOMATIC DATA PROCESSING01,339+1,33903200.11%+320
MICROSOFT CORP(MSFT)0672+67203000.11%+300
VERTEX PHARMACEUTICALS INC(VRTX)0640+64003000.11%+300
DUOLINGO(DUOL)01,308+1,30802730.10%+273
SUPER MICRO COMPUTER INC(SMCI)0331+33102710.10%+271
ELASTIC NV
ORD SHS
02,273+2,27302590.09%+259
CROWDSTRIKE HOLDINGS INC - A(CRWD)0659+65902530.09%+253
UTILITIES SELECT SECTOR SPDR
ST STR UTIL ETF
5,7489,227+3,4793776290.22%+251
WOODWARD INC(WWD)01,402+1,40202440.09%+244
ISHARES MSCI CHILE ETF09,418+9,41802440.09%+244
AMAZON.COM INC(AMZN)01,245+1,24502410.09%+241
HOWMET AEROSPACE INC(HWM)03,049+3,04902370.08%+237
GILEAD SCIENCES INC(GILD)03,089+3,08902120.08%+212
APPLIED MATERIALS INC0773+77301820.06%+182
META PLATFORMS INC-CLASS A(META)0339+33901710.06%+171
ORACLE CORP(ORCL)01,165+1,16501640.06%+164
QUALCOMM INC(QCOM)0783+78301560.06%+156
MICRON TECHNOLOGY INC(MU)0986+98601300.05%+130
BANK OF NEW YORK MELLON CORP42,04841,680-3682,4232,4960.89%+73
ARTHUR J GALLAGHER & CO(AJG)10,39010,293-972,5982,6690.95%+71
CARNIVAL CORP054,619+54,61901,0220.36%+1,022
COCA-COLA CO/THE(KO)0600+6000380.01%+38
WELLS FARGO & CO(WFC)44,72944,271-4582,5922,6290.93%+37
VERTIV HOLDINGS CO-A(VRT)9,3719,188-1837657950.28%+30
BROADCOM INC(AVGO)0174+1740280.01%+28
CHARTER COMMUNICATIONS INC-A(CHTR)05,480+5,48001,6380.58%+1,638
ALPHABET INC-CL A(GOOG)0100+1000180.01%+18
MCKESSON CORP(MCK)4,7514,383-3682,5512,5600.91%+9
NETFLIX INC(NFLX)012+12080.00%+8
FIRST CITIZENS BCSHS -CL A(FCNCA)312307-55105170.18%+7
DATADOG INC - CLASS A(DDOG)01,786+1,78602320.08%+232
TELLURIAN INC0243,000+243,00001680.06%+168
ISHARES MSCI TURKEY ETF22,21019,062-3,1487988010.28%+3
ISHARES MSCI INDIA ETF
MSCI INDIA ETF
16,27515,045-1,2308408390.30%-0
ZSCALER INC(ZS)0989+98901900.07%+190
ROPER TECHNOLOGIES INC(ROP)04,621+4,62102,6050.92%+2,605
DRAFTKINGS INC-CL A(DKNG)21,89625,673+3,7779949800.35%-14
ISHARES MSCI TAIWAN ETF
MSCI TAIWAN ETF
17,97215,849-2,1238758590.30%-16
HUBSPOT INC(HUBS)0394+39402320.08%+232
ISHARES NATIONAL MUNI BOND E6,7106,575-1357227010.25%-21
SCHWAB U.S. TIPS ETF13,95913,435-5247286990.25%-29
SPDR BLOOMBERG INVESTMENT GR
ST STR RATE ETF
23,55722,572-9857266960.25%-30
ISHARES 1-5Y INV GRADE CORP14,19213,607-5857286970.25%-31
GXO LOGISTICS INC(GXO)07,154+7,15403610.13%+361
ISHARES IBOXX INVESTMENT GRA6,7356,512-2237346980.25%-36
EVEREST GROUP LTD(EG)11,88212,286+4044,7234,6811.66%-42
ISHARES MSCI MALAYSIA ETF
MSCI MLY ETF NEW
035,190+35,19007900.28%+790
ISHARES MSCI SWITZERLAND ETF15,80914,674-1,1357537070.25%-45
WARNER BROS DISCOVERY INC(WBD)035,771+35,77102660.09%+266
ISHARES MSCI POLAND ETF
MSCI POLAND ETF
35,72032,169-3,5518437890.28%-54
GLOBAL X MSCI GREECE ETF
MSCI GREECE ETF
019,422+19,42207720.27%+772
ISHARES MSCI SWEDEN ETF18,71817,136-1,5827486900.24%-58
ISHARES MSCI NETHERLANDS ETF15,50313,979-1,5247677020.25%-65
DOORDASH INC - A(DASH)2,2012,158-433032350.08%-68
ISHARES 0-5 YR HY CORP BOND
0-5YR HI YL CP
41,12139,677-1,4441,7501,6740.59%-75
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