Fund HoldingsMount Lucas Management LP

Total Portfolio Value
$262.57M
Total Bought
$30.08M
Total Sold
$52.38M
Net Transaction
-$22.30M
Filing Period:
Securities
SharesValue ($K)
Q2 2023
Q3 2023
Change
Q2 2023
Q3 2023
Weight (%)
Change
ISHARES CHINA LARGE-CAP ETF(Call)0500,000+500,000013,265+13,265
ISHARES 1-3 YEAR TREASURY BO0283,452+283,452022,9518.74%+22,951
ISHARES MORTGAGE REAL ESTATE
MORTGE REL ETF
0107,355+107,35502,3980.91%+2,398
ISHARES PREFERRED & INCOME S060,125+60,12501,8130.69%+1,813
VANGUARD HIGH DVD YIELD ETF9,88816,410+6,5221,0491,6950.65%+647
ANNALY CAPITAL MANAGEMENT IN152,800196,600+43,8003,0583,6981.41%+641
PHILLIPS 66(PSX)027,629+27,62903,3201.26%+3,320
AGNC INVESTMENT CORP(AGNC)309,900384,900+75,0003,1393,6331.38%+494
AMGEN INC(AMGN)010,168+10,16802,7331.04%+2,733
ISHARES MSCI TURKEY ETF022,109+22,10908530.32%+853
MARATHON PETROLEUM CORP(MPC)025,739+25,73903,8951.48%+3,895
APA CORP(APA)063,844+63,84402,6241.00%+2,624
DIAMONDBACK ENERGY INC(FANG)016,919+16,91902,6201.00%+2,620
CF INDUSTRIES HOLDINGS INC(CF)022,675+22,67501,9440.74%+1,944
CONOCOPHILLIPS(COP)026,976+26,97603,2321.23%+3,232
MARATHON OIL CORP0111,083+111,08302,9711.13%+2,971
AFLAC INC(AFL)040,183+40,18303,0841.17%+3,084
PHINIA INC(PHIN)08,701+8,70102330.09%+233
PIONEER NATURAL RESOURCES CO010,525+10,52502,4160.92%+2,416
EXXON MOBIL CORP029,725+29,72503,4951.33%+3,495
OCCIDENTAL PETROLEUM CORP(OXY)043,536+43,53602,8251.08%+2,825
PROGRESSIVE CORP(PGR)021,472+21,47202,9911.14%+2,991
EVEREST GROUP LTD(EG)5,8675,654-2132,0062,1010.80%+96
VALERO ENERGY CORP(VLO)023,818+23,81803,3751.29%+3,375
CENOVUS ENERGY INC(CVE)041,310+41,31008600.33%+860
HF SINCLAIR CORP(DINO)09,982+9,98205680.22%+568
HUMANA INC(HUM)5,3055,013-2922,3722,4390.93%+67
CHEVRON CORP(CVX)016,526+16,52602,7871.06%+2,787
INVESCO SENIOR LOAN ETF
SR LN ETF
120,546123,560+3,0142,5362,5940.99%+57
OVINTIV INC(OVV)11,31110,085-1,2264314800.18%+49
IMPERIAL OIL LTD(IMO)09,815+9,81506050.23%+605
COTERRA ENERGY INC0121,248+121,24803,2801.25%+3,280
AMERICAN INTERNATIONAL GROUP037,597+37,59702,2780.87%+2,278
JABIL INC(JBL)6,0815,391-6906566840.26%+28
ISHARES 0-5 YR HY CORP BOND
0-5YR HI YL CP
029,786+29,78601,2220.47%+1,222
SPDR BLOOMBERG INVESTMENT GR
ST STR RATE ETF
16,84217,641+7995175420.21%+25
APOLLO GLOBAL MANAGEMENT INC(APO)7,9647,091-8736126360.24%+25
ISHARES 1-5Y INV GRADE CORP10,23710,764+5275145360.20%+23
CANADIAN NATURAL RESOURCES(CNQ)10,4949,395-1,0995906080.23%+17
SPDR BLOOMBERG HIGH YIELD BO
ST BLOO HIGH ETF
13,00913,405+3961,1971,2120.46%+15
FLEXSHARES HIGH YIELD VALUE
HIG YLD VL ETF
29,72230,591+8691,2021,2160.46%+14
ISHARES US&INTL HIGH YIELD C029,120+29,12001,2090.46%+1,209
ISHARES MSCI TAIWAN ETF
MSCI TAIWAN ETF
17,09218,167+1,0758048090.31%+6
ISHARES MSCI INDIA ETF
MSCI INDIA ETF
18,93618,840-968288330.32%+6
ISHARES MSCI UNITED KINGDOM
MSCI UK ETF NEW
22,35523,012+6577237280.28%+5
ISHARES FALLEN ANGELS ETF
FALN ANGLS USD
47,38748,673+1,2861,2021,2070.46%+5
AUTOZONE INC(AZO)1,0451,027-182,6062,6090.99%+3
ARISTA NETWORKS INC1,8321,622-2102972980.11%+1
HESS CORP2,0881,853-2352842840.11%-0
ISHARES MSCI PHILIPPINES ETF
MSCI PHILIPS ETF
1030-10330-3
HEWLETT PACKARD ENTERPRISE(HPE)0143,479+143,47902,4920.95%+2,492
DRAFTKINGS INC-CL A(DKNG)11,37510,076-1,2993022970.11%-6
EOG RESOURCES INC(EOG)6,8276,087-7407817720.29%-10
ANTERO RESOURCES CORP(AR)18,14916,075-2,0744184080.16%-10
INVESCO S&P 500 BUYWRITE ETF
S&P500 BUY WRT
108,252111,618+3,3662,3952,3820.91%-13
SAREPTA THERAPEUTICS INC(SRPT)2,2281,974-2542552390.09%-16
ISHARES J.P. MORGAN EM HIGH69,09270,648+1,5562,4272,4050.92%-22
SPDR S&P INTER DVD ETF
ST S&P INTL ETF
69,63372,085+2,4522,3952,3720.90%-23
DEVON ENERGY CORP(DVN)4,6094,126-4832231970.07%-26
MERCADOLIBRE INC(MELI)471416-555585270.20%-31
TRADE DESK INC/THE -CLASS A(TTD)3,8703,427-4432992680.10%-31
MCKESSON CORP(MCK)12,89812,577-3215,5115,4692.08%-42
ISHARES MSCI MEXICO ETF13,27313,435+1628257820.30%-43
ISHARES MSCI SPAIN ETF26,25025,856-3947597110.27%-48
UBER TECHNOLOGIES INC(UBER)21,93119,427-2,5049478930.34%-53
ENPHASE ENERGY INC(ENPH)907805-102152970.04%-55
ISHARES MSCI PERU AND GLOBAL27,35725,864-1,4938387810.30%-58
GLOBE LIFE INC023,677+23,67702,5740.98%+2,574
THE CIGNA GROUP(CI)24,44623,762-6846,8606,7982.59%-62
SPDR BLOOMBERG CONVERTIBLE S
ST STR CONV ETF
36,96037,176+2162,5852,5210.96%-65
SNOWFLAKE INC-CLASS A(SNOW)1,6871,493-1942972280.09%-69
ISHARES MSCI ITALY ETF
MSCI ITALY ETF
24,12422,939-1,1857686980.27%-70
MOSAIC CO/THE(MOS)059,071+59,07102,1030.80%+2,103
CONFLUENT INC-CLASS A8,2787,335-9432922170.08%-75
ALBEMARLE CORP(ALB)1,095971-1242441650.06%-79
MONGODB INC(MDB)774685-893182370.09%-81
ISHARES MSCI BRAZIL ETF27,95626,853-1,1039078240.31%-83
COUPANG INC(CPNG)35,89931,798-4,1016255410.21%-84
JPMORGAN BETABUILDERS JAPAN
BETABULDRS JAPAN
064,468+64,46803,2391.23%+3,239
ISHARES MSCI AUSTRIA ETF36,58532,933-3,6527436470.25%-95
FORTINET INC(FTNT)4,2503,766-4843212210.08%-100
HYATT HOTELS CORP - CL A(H)4,8904,336-5545604600.18%-100
BOSTON SCIENTIFIC CORP(BSX)48,86848,074-7942,6432,5380.97%-105
SHOCKWAVE MEDICAL INC992878-1142831750.07%-108
HARTFORD FINANCIAL SVCS GRP(HIG)029,398+29,39802,0850.79%+2,085
UNITED RENTALS INC(URI)6,3266,087-2392,8172,7061.03%-111
ISHARES MSCI FRANCE ETF19,31717,691-1,6267446300.24%-115
PACCAR INC(PCAR)37,46235,489-1,9733,1343,0171.15%-116
WYNN RESORTS LTD(WYNN)5,5214,904-6175834530.17%-130
GLOBAL X MSCI GREECE ETF
MSCI GREECE ETF
23,33922,044-1,2958677330.28%-134
ROYAL CARIBBEAN CRUISES LTD
COM
6,2635,546-7176505110.19%-139
MONDELEZ INTERNATIONAL INC-A(MDLZ)33,77833,428-3502,4642,3200.88%-144
ISHARES MSCI POLAND ETF
MSCI POLAND ETF
46,50443,259-3,2458927400.28%-152
PRINCIPAL FINANCIAL GROUP(PFG)025,916+25,91601,8680.71%+1,868
O'REILLY AUTOMOTIVE INC(ORLY)2,7322,689-432,6102,4440.93%-166
LAS VEGAS SANDS CORP(LVS)9,7468,663-1,0835653970.15%-168
JOHNSON & JOHNSON(JNJ)016,273+16,27302,5350.97%+2,535
TELLURIAN INC767,240767,24001,0828900.34%-192
ISHARES RUSSELL 1000 VALUE E15,00514,193-8122,3682,1550.82%-213
ISHARES MSCI SWITZERLAND ETF15,44611,402-4,0447144970.19%-217
Page 1 of 1