Fund HoldingsMount Lucas Management LP

Total Portfolio Value
$283.36M
Total Bought
$208.90M
Total Sold
$146.84M
Net Transaction
+$62.07M
Filing Period:
Securities
SharesValue ($K)
Q3 2023
Q4 2023
Change
Q3 2023
Q4 2023
Weight (%)
Change
ALIBABA GROUP HOLDING-SP ADR(BABA)(Call)0500,000+500,000038,755+38,755
INVESCO QQQ TRUST SERIES 1045,165+45,165018,4966.53%+18,496
KRANESHARES CSI CHINA INTERN(Call)0500,000+500,000013,500+13,500
ISHARES CHINA LARGE-CAP ETF(Call)0500,000+500,000012,015+12,015
LOEWS CORP(L)071,771+71,77104,9951.76%+4,995
PACCAR INC(PCAR)35,48968,919+33,4303,0176,7302.38%+3,713
PULTEGROUP INC(PHM)061,692+61,69206,3682.25%+6,368
ISHARES 3-7 YEAR TREASURY BO029,779+29,77903,4881.23%+3,488
ISHARES 7-10 YEAR TREASURY B036,184+36,18403,4881.23%+3,488
UNITED RENTALS INC(URI)6,08710,696+4,6092,7066,1332.16%+3,427
ISHARES MSCI AUSTRALIA ETF0136,817+136,81703,3301.18%+3,330
SIMPLIFY MBS ETF
MBS ETF
061,750+61,75003,1921.13%+3,192
ARCH CAPITAL GROUP LTD
ORD
041,915+41,91503,1131.10%+3,113
COSTCO WHOLESALE CORP(COST)04,524+4,52402,9861.05%+2,986
DELTA AIR LINES INC(DAL)0139,045+139,04505,5941.97%+5,594
BROADRIDGE FINANCIAL SOLUTIO(BR)014,185+14,18502,9191.03%+2,919
JPMORGAN CHASE & CO(JPM)017,143+17,14302,9161.03%+2,916
COPART INC(CPRT)057,051+57,05102,7950.99%+2,795
REPUBLIC SERVICES INC(RSG)016,766+16,76602,7650.98%+2,765
CME GROUP INC(CME)013,089+13,08902,7570.97%+2,757
VISA INC-CLASS A SHARES(V)010,575+10,57502,7530.97%+2,753
ROPER TECHNOLOGIES INC(ROP)05,046+5,04602,7510.97%+2,751
CBOE GLOBAL MARKETS INC(CBOE)015,135+15,13502,7030.95%+2,703
KRANESHARES CSI CHINA INTERN0100,000+100,00002,7000.95%+2,700
HARTFORD FINANCIAL SVCS GRP(HIG)29,39858,475+29,0772,0854,7001.66%+2,616
HCA HEALTHCARE INC(HCA)016,480+16,48004,4611.57%+4,461
ARTHUR J GALLAGHER & CO(AJG)011,219+11,21902,5230.89%+2,523
FORD MOTOR CO(F)0388,644+388,64404,7381.67%+4,738
EVEREST GROUP LTD(EG)5,65412,922+7,2682,1014,5691.61%+2,468
CELANESE CORP(CE)015,822+15,82202,4580.87%+2,458
SYNCHRONY FINANCIAL(SYF)063,384+63,38402,4210.85%+2,421
BANK OF NEW YORK MELLON CORP045,917+45,91702,3900.84%+2,390
WELLS FARGO & CO(WFC)048,512+48,51202,3880.84%+2,388
CHARTER COMMUNICATIONS INC-A(CHTR)06,082+6,08202,3640.83%+2,364
COMCAST CORP-CLASS A(CCZ)053,474+53,47402,3450.83%+2,345
ASSURANT INC(AIZ)013,336+13,33602,2470.79%+2,247
UNITED AIRLINES HOLDINGS INC(UAL)0119,853+119,85304,9451.75%+4,945
DAVITA INC(DVA)020,783+20,78302,1770.77%+2,177
INVESCO NASDAQ 100 ETF
NASDAQ 100 ETF
08,808+8,80801,4850.52%+1,485
CARDINAL HEALTH INC(CAH)065,383+65,38306,5912.33%+6,591
VANGUARD REAL ESTATE ETF014,696+14,69601,2990.46%+1,299
VANGUARD GLBL EX-US REAL EST030,488+30,48801,2980.46%+1,298
AGNC INVESTMENT CORP(AGNC)384,900480,920+96,0203,6334,7181.66%+1,084
ANNALY CAPITAL MANAGEMENT IN196,600244,632+48,0323,6984,7391.67%+1,040
MGM RESORTS INTERNATIONAL(MGM)074,866+74,86603,3451.18%+3,345
ISHARES MSCI PHILIPPINES ETF
MSCI PHILIPS ETF
032,033+32,03308330.29%+833
ISHARES MSCI MALAYSIA ETF
MSCI MLY ETF NEW
039,178+39,17808330.29%+833
ISHARES PREFERRED & INCOME S60,12583,264+23,1391,8132,5970.92%+784
VANGUARD HIGH DVD YIELD ETF16,41022,074+5,6641,6952,4640.87%+769
ISHARES JP MORGAN USD EMERGI027,668+27,66802,4640.87%+2,464
PERMIAN RESOURCES CORP(PR)054,860+54,86007460.26%+746
LENNAR CORP-A(LEN)019,159+19,15902,8551.01%+2,855
ISHARES MSCI SWEDEN ETF018,749+18,74907400.26%+740
ISHARES MSCI NETHERLANDS ETF016,581+16,58107400.26%+740
ROYAL CARIBBEAN CRUISES LTD
COM
5,5469,520+3,9745111,2330.44%+722
CARNIVAL CORP064,912+64,91201,2030.42%+1,203
NORWEGIAN CRUISE LINE HOLDIN
SHS
053,582+53,58201,0740.38%+1,074
DRAFTKINGS INC-CL A(DKNG)10,07623,852+13,7762978410.30%+544
SCHWAB U.S. TIPS ETF010,365+10,36505410.19%+541
SPDR FTSE INTERNATIONAL GOVE
ST STR FTSE ETF
012,900+12,90005410.19%+541
ISHARES IBOXX INVESTMENT GRA04,889+4,88905410.19%+541
VERTIV HOLDINGS CO-A(VRT)010,206+10,20604900.17%+490
TECHNIPFMC PLC(FTI)024,272+24,27204890.17%+489
KINROSS GOLD CORP(KGC)080,791+80,79104890.17%+489
TENET HEALTHCARE CORP(THC)06,465+6,46504890.17%+489
GXO LOGISTICS INC(GXO)07,947+7,94704860.17%+486
FIRST CITIZENS BCSHS -CL A(FCNCA)0341+34104840.17%+484
WARNER BROS DISCOVERY INC(WBD)039,737+39,73704520.16%+452
TAPESTRY INC(TPR)051,500+51,50001,8960.67%+1,896
LAMB WESTON HOLDINGS INC(LW)022,957+22,95702,4810.88%+2,481
MERCADOLIBRE INC(MELI)416566+1505278890.31%+362
ARISTA NETWORKS INC1,6222,658+1,0362986260.22%+328
ISHARES NATIONAL MUNI BOND E04,991+4,99105410.19%+541
SNOWFLAKE INC-CLASS A(SNOW)1,4932,718+1,2252285410.19%+313
MCDONALD'S CORP(MCD)08,873+8,87302,6310.93%+2,631
UBER TECHNOLOGIES INC(UBER)19,42719,420-78931,1960.42%+302
HUBSPOT INC(HUBS)0437+43702540.09%+254
NVIDIA CORP(NVDA)0498+49802470.09%+247
ISHARES MSCI GERMANY ETF024,925+24,92507400.26%+740
ZSCALER INC(ZS)01,099+1,09902430.09%+243
ISHARES MSCI SWITZERLAND ETF11,40215,330+3,9284977400.26%+243
DATADOG INC - CLASS A(DDOG)01,986+1,98602410.09%+241
BOSTON SCIENTIFIC CORP(BSX)48,07448,057-172,5382,7780.98%+240
DOORDASH INC - A(DASH)02,397+2,39702370.08%+237
GENERAL MOTORS CO(GM)063,959+63,95902,2970.81%+2,297
MONSTER BEVERAGE CORP(MNST)043,357+43,35702,4980.88%+2,498
ISHARES MORTGAGE REAL ESTATE
MORTGE REL ETF
107,355110,089+2,7342,3982,5970.92%+199
AMERICAN AIRLINES GROUP INC(AAL)0181,643+181,64302,4960.88%+2,496
MONDELEZ INTERNATIONAL INC-A(MDLZ)33,42833,640+2122,3202,4370.86%+117
ISHARES MSCI FRANCE ETF17,69118,889+1,1986307400.26%+110
O'REILLY AUTOMOTIVE INC(ORLY)2,6892,686-32,4442,5520.90%+108
HYATT HOTELS CORP - CL A(H)4,3364,339+34605660.20%+106
GLOBAL X MSCI GREECE ETF
MSCI GREECE ETF
22,04422,470+4267338330.29%+100
INVESCO S&P 500 BUYWRITE ETF
S&P500 BUY WRT
111,618114,238+2,6202,3822,4790.87%+97
ISHARES MSCI AUSTRIA ETF32,93334,245+1,3126477400.26%+93
SPDR S&P INTER DVD ETF
ST S&P INTL ETF
72,08569,314-2,7712,3722,4640.87%+93
ISHARES MSCI POLAND ETF
MSCI POLAND ETF
43,25936,756-6,5037408330.29%+92
JPMORGAN BETABUILDERS JAPAN
BETABULDRS JAPAN
64,46863,406-1,0623,2393,3301.18%+91
JM SMUCKER CO/THE(SJM)017,078+17,07802,1580.76%+2,158
SPDR BLOOMBERG CONVERTIBLE S
ST STR CONV ETF
37,17635,995-1,1812,5212,5970.92%+77
Page 1 of 1