Mount Lucas Management LP
Securities ▲▼ | Shares | Value ($K) | |||||
|---|---|---|---|---|---|---|---|
Q2 2025 ▲▼ | Q3 2025 ▲▼ | Change ▲▼ | Q2 2025 ▲▼ | Q3 2025 ▲▼ | Weight (%) ▲▼ | Change ▲▼ | |
| ROCKET COS INC-CLASS A(RKT)(Call) | 0 | 300,000 | +300,000 | 0 | 5,814,000 | — | +5,814,000 |
| ISHARES PREFERRED & INCOME S | 0 | 91,038 | +91,038 | 0 | 2,878,622 | 1.30% | +2,878,622 |
| ISHARES MORTGAGE REAL ESTATE | 0 | 127,038 | +127,038 | 0 | 2,791,025 | 1.26% | +2,791,025 |
| INTEL CORP(INTC)(Call) | 150,000 | 182,500 | +32,500 | 3,360,000 | 6,122,875 | — | +2,762,875 |
| ARCH CAPITAL GROUP LTD | 8,063 | 12,748 | +4,685 | 734,136 | 2,153,241 | 0.97% | +1,419,105 |
| INVESCO QQQ TRUST SERIES 1 | 49,539 | 47,847 | -1,692 | 27,327,694 | 28,725,903 | 12.96% | +1,398,209 |
| FTAI AVIATION LTD(FTAI) | 0 | 8,000 | +8,000 | 0 | 1,334,880 | 0.60% | +1,334,880 |
| WW INTERNATIONAL INC-NEW | 0 | 40,000 | +40,000 | 0 | 1,094,400 | 0.49% | +1,094,400 |
| ISHARES MSCI THAILAND ETF | 0 | 16,066 | +16,066 | 0 | 946,127 | 0.43% | +946,127 |
| ISHARES NATIONAL MUNI BOND E | 0 | 6,856 | +6,856 | 0 | 730,095 | 0.33% | +730,095 |
| VANGUARD REAL ESTATE ETF | 7,949 | 15,575 | +7,626 | 707,938 | 1,423,867 | 0.64% | +715,929 |
| ROCKET COS INC-CLASS A(RKT) | 0 | 34,000 | +34,000 | 0 | 658,920 | 0.30% | +658,920 |
| NEWMONT CORP(NEM) | 26,783 | 25,460 | -1,323 | 1,560,378 | 2,146,533 | 0.97% | +586,155 |
| APPLOVIN CORP-CLASS A(APP) | 1,490 | 1,383 | -107 | 521,619 | 993,741 | 0.45% | +472,122 |
| ROBINHOOD MARKETS INC - A(HOOD) | 11,790 | 10,940 | -850 | 1,103,898 | 1,566,389 | 0.71% | +462,491 |
| KINROSS GOLD CORP(KGC) | 54,662 | 50,802 | -3,860 | 854,367 | 1,262,430 | 0.57% | +408,063 |
| ONCOLOGY INSTITUTE INC/THE | 77,000 | 160,500 | +83,500 | 157,850 | 560,145 | 0.25% | +402,295 |
| AGNICO EAGLE MINES LTD(AEM) | 10,515 | 9,784 | -731 | 1,250,549 | 1,649,191 | 0.74% | +398,642 |
| BANK OF NEW YORK MELLON CORP | 18,064 | 18,692 | +628 | 1,645,811 | 2,036,680 | 0.92% | +390,869 |
| FOX CORP - CLASS A(FOX) | 43,002 | 43,558 | +556 | 2,409,832 | 2,746,767 | 1.24% | +336,935 |
| WELLTOWER INC(WELL) | 11,014 | 11,382 | +368 | 1,693,182 | 2,027,589 | 0.91% | +334,407 |
| INVESCO LTD(IVZ) | 47,704 | 46,809 | -895 | 752,292 | 1,073,798 | 0.48% | +321,506 |
| GENERAL MOTORS CO(GM) | 28,982 | 28,226 | -756 | 1,426,204 | 1,720,939 | 0.78% | +294,735 |
| FREDDIE MAC(FMCC) | 108,677 | 100,847 | -7,830 | 895,498 | 1,186,969 | 0.54% | +291,471 |
| BARRICK MINING CORP(B) | 26,517 | 24,747 | -1,770 | 552,084 | 810,959 | 0.37% | +258,875 |
| UNITED AIRLINES HOLDINGS INC(UAL) | 21,467 | 20,342 | -1,125 | 1,709,417 | 1,963,003 | 0.89% | +253,586 |
| COMFORT SYSTEMS USA INC(FIX) | 1,057 | 983 | -74 | 566,774 | 811,152 | 0.37% | +244,378 |
| JPMORGAN BETABUILDERS JAPAN | 57,160 | 56,874 | -286 | 3,531,345 | 3,771,884 | 1.70% | +240,539 |
| PACKAGING CORP OF AMERICA(PKG) | 6,151 | 6,367 | +216 | 1,159,156 | 1,387,560 | 0.63% | +228,404 |
| ISHARES MSCI TURKEY ETF | 0 | 6,205 | +6,205 | 0 | 212,397 | 0.10% | +212,397 |
| SS SPDR BB CONV SEC ETF | 33,775 | 33,084 | -691 | 2,791,842 | 2,994,102 | 1.35% | +202,260 |
| PALANTIR TECHNOLOGIES INC-A(PLTR) | 5,423 | 5,031 | -392 | 739,263 | 917,755 | 0.41% | +178,492 |
| DELTA AIR LINES INC(DAL) | 27,531 | 26,849 | -682 | 1,353,975 | 1,523,681 | 0.69% | +169,706 |
| ROBLOX CORP -CLASS A(RBLX) | 6,727 | 6,240 | -487 | 707,680 | 864,365 | 0.39% | +156,685 |
| INVESCO SENIOR LOAN ETF | 129,518 | 136,934 | +7,416 | 2,709,517 | 2,866,029 | 1.29% | +156,512 |
| MOTOROLA SOLUTIONS INC(MSI) | 2,987 | 3,082 | +95 | 1,255,914 | 1,409,368 | 0.64% | +153,454 |
| ISHARES MSCI MALAYSIA ETF | 33,418 | 36,984 | +3,566 | 813,394 | 958,625 | 0.43% | +145,231 |
| INVESCO S&P 500 BUYWRITE ETF | 119,538 | 124,347 | +4,809 | 2,613,101 | 2,750,556 | 1.24% | +137,455 |
| ISHARES MSCI PERU AND GLOBAL | 18,901 | 17,096 | -1,805 | 918,400 | 1,051,404 | 0.47% | +133,004 |
| WALMART INC(WMT) | 15,205 | 15,685 | +480 | 1,486,745 | 1,616,496 | 0.73% | +129,751 |
| ISHARES JP MORGAN USD EMERGI | 28,405 | 28,975 | +570 | 2,630,871 | 2,758,130 | 1.24% | +127,259 |
| ISHARES MSCI MEXICO ETF | 14,639 | 14,850 | +211 | 886,538 | 1,012,919 | 0.46% | +126,381 |
| HEWLETT PACKARD ENTERPRISE(HPE) | 34,315 | 33,483 | -832 | 701,742 | 822,342 | 0.37% | +120,600 |
| ISHARES MSCI SOUTH AFRICA ET | 16,786 | 15,949 | -837 | 902,248 | 1,022,331 | 0.46% | +120,083 |
| NU HOLDINGS LTD/CAYMAN ISL-A(NU) | 50,000 | 50,000 | 0 | 686,000 | 800,500 | 0.36% | +114,500 |
| ISHARES J.P. MORGAN EM HIGH | 67,401 | 68,856 | +1,455 | 2,626,617 | 2,732,895 | 1.23% | +106,278 |
| NORWEGIAN CRUISE LINE HOLDIN | 29,001 | 28,174 | -827 | 588,140 | 693,926 | 0.31% | +105,786 |
| SPDR S&P INTER DVD ETF | 61,944 | 63,599 | +1,655 | 2,610,940 | 2,715,677 | 1.23% | +104,737 |
| VANGUARD HIGH DVD YIELD ETF | 19,969 | 19,613 | -356 | 2,662,067 | 2,764,452 | 1.25% | +102,385 |
| ISHARES FALLEN ANGELS ETF | 67,806 | 69,897 | +2,091 | 1,840,255 | 1,941,739 | 0.88% | +101,484 |
| UWM HOLDINGS CORP(UWMC) | 215,000 | 162,000 | -53,000 | 890,100 | 986,580 | 0.45% | +96,480 |
| SS SPDR BB HIGH YIELD BOND | 18,765 | 19,587 | +822 | 1,825,272 | 1,919,330 | 0.87% | +94,058 |
| ISHARES 0-5 YR HY CORP BOND | 42,231 | 44,214 | +1,983 | 1,821,845 | 1,914,466 | 0.86% | +92,621 |
| INTERACTIVE BROKERS GRO-CL A(IBKR) | 10,832 | 10,066 | -766 | 600,201 | 692,641 | 0.31% | +92,440 |
| FLEXSHARES HIGH YIELD VALUE | 44,564 | 46,606 | +2,042 | 1,828,461 | 1,920,167 | 0.87% | +91,706 |
| ISHARES MSCI NETHERLANDS ETF | 14,756 | 15,426 | +670 | 804,202 | 894,862 | 0.40% | +90,660 |
| ALPHA TEKNOVA INC | 70,000 | 70,000 | 0 | 343,700 | 433,300 | 0.20% | +89,600 |
| GLOBE LIFE INC | 5,858 | 5,706 | -152 | 728,091 | 815,787 | 0.37% | +87,696 |
| CENCORA INC | 6,569 | 6,575 | +6 | 1,969,715 | 2,054,885 | 0.93% | +85,170 |
| ISHARES MSCI AUSTRALIA ETF | 136,206 | 135,861 | -345 | 3,584,942 | 3,668,247 | 1.66% | +83,305 |
| ISHARES US&INTL HIGH YIELD C | 39,688 | 41,136 | +1,448 | 1,837,951 | 1,914,469 | 0.86% | +76,518 |
| ISHARES MSCI BRAZIL ETF | 52,761 | 51,551 | -1,210 | 1,522,155 | 1,598,081 | 0.72% | +75,926 |
| REGIONS FINANCIAL CORP(RF) | 31,822 | 31,225 | -597 | 748,453 | 823,403 | 0.37% | +74,950 |
| UNIVERSAL HEALTH SERVICES-B(UHS) | 4,127 | 4,013 | -114 | 747,606 | 820,418 | 0.37% | +72,812 |
| WILLIAMS COS INC(WMB) | 24,687 | 25,587 | +900 | 1,550,590 | 1,620,936 | 0.73% | +70,346 |
| BLEND LABS INC-A | 200,000 | 200,000 | 0 | 660,000 | 730,000 | 0.33% | +70,000 |
| TECHNIPFMC PLC(FTI) | 31,279 | 29,066 | -2,213 | 1,077,249 | 1,146,654 | 0.52% | +69,405 |
| EMCOR GROUP INC(EME) | 1,016 | 943 | -73 | 543,448 | 612,516 | 0.28% | +69,068 |
| ARISTA NETWORKS INC(ANET) | 2,072 | 1,924 | -148 | 211,986 | 280,346 | 0.13% | +68,360 |
| HOULIHAN LOKEY INC(HLI) | 6,106 | 5,681 | -425 | 1,098,775 | 1,166,423 | 0.53% | +67,648 |
| INVESCO NASDAQ 100 ETF | 9,628 | 9,121 | -507 | 2,186,519 | 2,253,982 | 1.02% | +67,463 |
| UTILITIES SELECT SECTOR SPDR | 7,794 | 7,998 | +204 | 636,458 | 697,506 | 0.31% | +61,048 |
| HCA HEALTHCARE INC(HCA) | 1,869 | 1,819 | -50 | 716,014 | 775,258 | 0.35% | +59,244 |
| PERFORMANCE FOOD GROUP CO(PFGC) | 6,488 | 6,020 | -468 | 567,505 | 626,321 | 0.28% | +58,816 |
| ISHARES MSCI SPAIN ETF | 17,985 | 17,136 | -849 | 791,880 | 848,232 | 0.38% | +56,352 |
| CVS HEALTH CORP(CVS) | 10,607 | 10,420 | -187 | 731,671 | 785,564 | 0.35% | +53,893 |
| LOEWS CORP(L) | 8,751 | 8,511 | -240 | 802,117 | 854,419 | 0.39% | +52,302 |
| MAN FUND PLC-MAN SYS EUR-ISA | 18,501 | 19,197 | +696 | 791,843 | 843,324 | 0.38% | +51,481 |
| ISHARES CHINA LARGE-CAP ETF | 25,084 | 23,638 | -1,446 | 922,088 | 972,467 | 0.44% | +50,379 |
| ISHARES MSCI UNITED KINGDOM | 19,653 | 19,720 | +67 | 780,617 | 827,648 | 0.37% | +47,031 |
| TENET HEALTHCARE CORP(THC) | 3,712 | 3,444 | -268 | 653,312 | 699,270 | 0.32% | +45,958 |
| SCHWAB U.S. TIPS ETF | 28,086 | 29,500 | +1,414 | 749,334 | 795,025 | 0.36% | +45,691 |
| ISHARES IBOXX INVESTMENT GRA | 6,945 | 7,233 | +288 | 761,241 | 806,263 | 0.36% | +45,022 |
| SS SPDR BB IG FLOAT RT ETF | 24,358 | 25,779 | +1,421 | 750,957 | 795,540 | 0.36% | +44,583 |
| ISHARES MSCI TAIWAN ETF | 16,562 | 15,637 | -925 | 950,659 | 994,826 | 0.45% | +44,167 |
| ISHARES MSCI ITALY ETF | 16,384 | 16,015 | -369 | 788,726 | 831,979 | 0.38% | +43,253 |
| ISHARES MSCI CHILE ETF | 28,046 | 28,034 | -12 | 882,047 | 924,001 | 0.42% | +41,954 |
| ISHARES 1-5Y INV GRADE CORP | 14,291 | 14,994 | +703 | 753,993 | 795,132 | 0.36% | +41,139 |
| ISHARES MSCI SWEDEN ETF | 17,295 | 17,624 | +329 | 791,073 | 831,853 | 0.38% | +40,780 |
| VANGUARD GLBL EX-US REAL EST | 30,437 | 30,254 | -183 | 1,404,668 | 1,444,326 | 0.65% | +39,658 |
| ISHARES MSCI SWITZERLAND ETF | 14,199 | 14,776 | +577 | 778,247 | 816,226 | 0.37% | +37,979 |
| BROADCOM INC(AVGO) | 1,127 | 1,047 | -80 | 310,658 | 345,416 | 0.16% | +34,758 |
| ISHARES MSCI BRAZIL SMALL-CA | 50,500 | 50,500 | 0 | 669,630 | 701,950 | 0.32% | +32,320 |
| COMTECH TELECOMMUNICATIONS | 100,000 | 107,400 | +7,400 | 245,000 | 277,092 | 0.13% | +32,092 |
| CISCO SYSTEMS INC(CSCO) | 20,494 | 21,223 | +729 | 1,421,874 | 1,452,078 | 0.66% | +30,204 |
| US BANCORP(USB) | 16,457 | 16,023 | -434 | 744,679 | 774,392 | 0.35% | +29,713 |
| ALLSTATE CORP(ALL) | 6,483 | 6,216 | -267 | 1,305,093 | 1,334,264 | 0.60% | +29,171 |
| NASDAQ INC(NDAQ) | 15,786 | 16,287 | +501 | 1,411,584 | 1,440,585 | 0.65% | +29,001 |
| SYNCHRONY FINANCIAL(SYF) | 11,139 | 10,868 | -271 | 743,417 | 772,171 | 0.35% | +28,754 |
| SPDR FTSE INTERNATIONAL GOVE | 19,501 | 20,556 | +1,055 | 777,700 | 806,001 | 0.36% | +28,301 |