Fund HoldingsMount Lucas Management LP

Total Portfolio Value
$293.59M
Total Bought
$109.34M
Total Sold
$163.22M
Net Transaction
-$53.88M
Filing Period:
Securities
SharesValue ($K)
Q2 2024
Q3 2024
Change
Q2 2024
Q3 2024
Weight (%)
Change
KRANESHARES CSI CHINA INTERN01,385,000+1,385,000047,11816.05%+47,118
ALIBABA GROUP HOLDING-SP ADR(BABA)0200,000+200,000021,2247.23%+21,224
JD.COM INC-ADR(JD)0200,000+200,00008,0002.72%+8,000
INVESCO QQQ TRUST SERIES 139,26853,283+14,01518,81426,0068.86%+7,192
AGNC INVESTMENT CORP(AGNC)0509,500+509,50005,3291.82%+5,329
ANNALY CAPITAL MANAGEMENT IN0262,000+262,00005,2581.79%+5,258
SIMPLIFY VOLATILITY PREMIUM
VOLATILITY PREM
083,100+83,10001,8250.62%+1,825
ISHARES MSCI THAILAND ETF013,879+13,87909620.33%+962
SOFI TECHNOLOGIES INC(SOFI)0117,000+117,00009200.31%+920
ISHARES MSCI PHILIPPINES ETF
MSCI PHILIPS ETF
030,997+30,99709030.31%+903
ISHARES MSCI INDONESIA ETF
MSCI INDONIA ETF
039,240+39,24008830.30%+883
SPDR FTSE INTERNATIONAL GOVE
ST STR FTSE ETF
018,698+18,69807530.26%+753
MICRON TECHNOLOGY INC(MU)9867,000+6,0141307260.25%+596
INVESCO NASDAQ 100 ETF
NASDAQ 100 ETF
7,89910,158+2,2591,5572,0400.69%+483
NU HOLDINGS LTD/CAYMAN ISL-A(NU)035,000+35,00004780.16%+478
ISHARES MORTGAGE REAL ESTATE
MORTGE REL ETF
0113,160+113,16002,6850.91%+2,685
ISHARES MSCI AUSTRALIA ETF0132,087+132,08703,5811.22%+3,581
TENET HEALTHCARE CORP(THC)9,5579,785+2281,2711,6260.55%+355
APPLOVIN CORP-CLASS A(APP)6,5596,717+1585468770.30%+331
BROADCOM INC(AVGO)1741,782+1,608283070.10%+279
ISHARES PREFERRED & INCOME S082,800+82,80002,7510.94%+2,751
ISHARES CHINA LARGE-CAP ETF30,02832,286+2,2587801,0260.35%+246
ISHARES J.P. MORGAN EM HIGH066,307+66,30702,5870.88%+2,587
SPDR BLOOMBERG CONVERTIBLE S
ST STR CONV ETF
035,946+35,94602,7530.94%+2,753
SPDR S&P INTER DVD ETF
ST S&P INTL ETF
066,862+66,86202,5670.87%+2,567
JPMORGAN BETABUILDERS JAPAN
BETABULDRS JAPAN
057,391+57,39103,4021.16%+3,402
KINROSS GOLD CORP(KGC)174,893179,664+4,7711,4551,6820.57%+227
VANGUARD REAL ESTATE ETF014,112+14,11201,3750.47%+1,375
ISHARES JP MORGAN USD EMERGI027,567+27,56702,5800.88%+2,580
VANGUARD HIGH DVD YIELD ETF019,970+19,97002,5600.87%+2,560
VANGUARD GLBL EX-US REAL EST029,900+29,90001,4030.48%+1,403
INVESCO SENIOR LOAN ETF
SR LN ETF
0127,414+127,41402,6770.91%+2,677
INVESCO S&P 500 BUYWRITE ETF
S&P500 BUY WRT
0112,356+112,35602,5660.87%+2,566
COMFORT SYSTEMS USA INC(FIX)1,6841,724+405126730.23%+161
ISHARES MSCI PERU AND GLOBAL020,999+20,99909070.31%+907
ROYAL CARIBBEAN CRUISES LTD
COM
07,073+7,07301,2540.43%+1,254
ISHARES US&INTL HIGH YIELD C039,495+39,49501,8080.62%+1,808
ISHARES FALLEN ANGELS ETF
FALN ANGLS USD
065,857+65,85701,8010.61%+1,801
VERTIV HOLDINGS CO-A(VRT)9,1889,411+2237959360.32%+141
FLEXSHARES HIGH YIELD VALUE
HIG YLD VL ETF
043,329+43,32901,8050.61%+1,805
SPDR BLOOMBERG HIGH YIELD BO
ST BLOO HIGH ETF
018,455+18,45501,8050.61%+1,805
KKR & CO INC(KKR)4,6044,720+1164856160.21%+132
ISHARES 0-5 YR HY CORP BOND
0-5YR HI YL CP
39,67741,512+1,8351,6741,8020.61%+128
PROGRESSIVE CORP(PGR)2,4342,493+595066330.22%+127
ISHARES MSCI SPAIN ETF022,406+22,40607910.27%+791
ISHARES MSCI FRANCE ETF019,041+19,04107690.26%+769
ALLSTATE CORP(ALL)3,1403,229+895016120.21%+111
GLOBAL X MSCI GREECE ETF
MSCI GREECE ETF
19,42220,398+9767728810.30%+109
DUOLINGO(DUOL)1,3081,340+322733780.13%+105
EMCOR GROUP INC(EME)1,3541,388+344945980.20%+103
UTILITIES SELECT SECTOR SPDR
ST STR UTIL ETF
9,2279,043-1846297300.25%+102
ISHARES MSCI MALAYSIA ETF
MSCI MLY ETF NEW
35,19032,958-2,2327908920.30%+101
ISHARES MSCI GERMANY ETF023,271+23,27107870.27%+787
ISHARES MSCI ITALY ETF
MSCI ITALY ETF
019,546+19,54607620.26%+762
ISHARES MSCI SWEDEN ETF17,13618,007+8716907820.27%+92
DOORDASH INC - A(DASH)2,1582,209+512353150.11%+81
HOWMET AEROSPACE INC(HWM)3,0493,123+742373130.11%+76
CARDINAL HEALTH INC(CAH)04,530+4,53005010.17%+501
MERCADOLIBRE INC(MELI)0143+14302930.10%+293
BURLINGTON STORES INC(BURL)2,2122,266+545315970.20%+66
ISHARES MSCI UNITED KINGDOM
MSCI UK ETF NEW
020,232+20,23207570.26%+757
FIRST CITIZENS BCSHS -CL A(FCNCA)307315+85175800.20%+63
ISHARES MSCI AUSTRIA ETF032,604+32,60407440.25%+744
ISHARES MSCI NETHERLANDS ETF13,97914,951+9727027600.26%+58
ISHARES IBOXX INVESTMENT GRA6,5126,681+1696987550.26%+57
ISHARES MSCI SOUTH AFRICA ET19,91218,191-1,7218639170.31%+54
ISHARES MSCI POLAND ETF
MSCI POLAND ETF
32,16934,769+2,6007898430.29%+54
DRAFTKINGS INC-CL A(DKNG)25,67326,291+6189801,0310.35%+51
ISHARES 1-5Y INV GRADE CORP13,60714,197+5906977480.25%+50
ISHARES NATIONAL MUNI BOND E6,5756,894+3197017490.26%+48
SPDR BLOOMBERG INVESTMENT GR
ST STR RATE ETF
22,57224,129+1,5576967440.25%+48
ISHARES MSCI CHILE ETF9,41810,681+1,2632442910.10%+48
NORWEGIAN CRUISE LINE HOLDIN
SHS
022,055+22,05504520.15%+452
REINSURANCE GROUP OF AMERICA(RGA)2,5202,592+725175650.19%+47
RHEINMETALL AG-UNSP ADR7,1007,10007227680.26%+46
ISHARES MSCI SWITZERLAND ETF14,67414,368-3067077490.25%+41
ARISTA NETWORKS INC0954+95403660.12%+366
PRUDENTIAL FINANCIAL INC(PFH)4,4394,596+1575205570.19%+36
WARNER BROS DISCOVERY INC(WBD)35,77136,630+8592663020.10%+36
TECHNIPFMC PLC(FTI)42,51843,612+1,0941,1121,1440.39%+32
ISHARES MSCI INDIA ETF
MSCI INDIA ETF
15,04514,800-2458398660.30%+27
GXO LOGISTICS INC(GXO)7,1547,327+1733613820.13%+20
ISHARES 7-10 YEAR TREASURY B28,51527,411-1,1042,6702,6900.92%+19
SUPER MICRO COMPUTER INC(SMCI)0339+3390140.00%+14
CARNIVAL CORP54,61955,929+1,3101,0221,0340.35%+11
NVIDIA CORP(NVDA)6,5786,734+1568138180.28%+5
WOODWARD INC(WWD)1,4021,439+372442470.08%+2
ISHARES MSCI TAIWAN ETF
MSCI TAIWAN ETF
15,84915,879+308598550.29%-3
THALES SA - UNSP ADR22,80022,80007267220.25%-4
NETFLIX INC(NFLX)120-1280-8
ZSCALER INC(ZS)9891,013+241901730.06%-17
HUBSPOT INC(HUBS)394404+102322150.07%-18
ALPHABET INC-CL A(GOOG)1000-100180-18
SNOWFLAKE INC-CLASS A(SNOW)01,128+1,12801300.04%+130
DATADOG INC - CLASS A(DDOG)1,7861,830+442322110.07%-21
COCA-COLA CO/THE(KO)6000-600380-38
MGM RESORTS INTERNATIONAL(MGM)010,416+10,41604070.14%+407
CROWDSTRIKE HOLDINGS INC - A(CRWD)659676+172531900.06%-63
ELASTIC NV
ORD SHS
2,2732,326+532591790.06%-80
QUALCOMM INC(QCOM)7830-7831560-156
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