Fund HoldingsMount Lucas Management LP

Total Portfolio Value
$287.25M
Total Bought
$87.65M
Total Sold
$96.09M
Net Transaction
-$8.44M
Filing Period:
Securities
SharesValue ($K)
Q3 2024
Q4 2024
Change
Q3 2024
Q4 2024
Weight (%)
Change
INVESCO S&P 500 PURE VALUE E
S&P500 PUR VAL
0273,745+273,745024,6958.60%+24,695
XTRACKERS HARVEST CSI 300 CH0700,000+700,000018,5296.45%+18,529
ISHARES 1-3 YEAR TREASURY BO0198,611+198,611016,2825.67%+16,282
ISHARES 3-7 YEAR TREASURY BO079,224+79,22409,1543.19%+9,154
JD.COM INC-ADR(JD)200,000400,000+200,0008,00013,8684.83%+5,868
AGNC INVESTMENT CORP(AGNC)0522,300+522,30004,8101.67%+4,810
ANNALY CAPITAL MANAGEMENT IN0262,000+262,00004,7951.67%+4,795
ISHARES RUSSELL 1000 VALUE E010,710+10,71001,9830.69%+1,983
UNITED AIRLINES HOLDINGS INC(UAL)042,560+42,56004,1331.44%+4,133
APPLOVIN CORP-CLASS A(APP)6,7175,544-1,1738771,7950.63%+918
MARVELL TECHNOLOGY INC(MRVL)07,000+7,00007730.27%+773
CIENA CORP(CIEN)09,000+9,00007630.27%+763
COHERENT CORP(COHR)06,500+6,50006160.21%+616
SYNCHRONY FINANCIAL(SYF)051,206+51,20603,3281.16%+3,328
SCHWAB U.S. TIPS ETF029,226+29,22607550.26%+755
ARISTA NETWORKS INC(ANET)03,148+3,14803480.12%+348
DELTA AIR LINES INC(DAL)053,037+53,03703,2091.12%+3,209
JPMORGAN CHASE & CO(JPM)013,937+13,93703,3411.16%+3,341
WELLS FARGO & CO(WFC)016,825+16,82501,1820.41%+1,182
TARGA RESOURCES CORP(TRGP)07,078+7,07801,2630.44%+1,263
VISA INC-CLASS A SHARES(V)05,265+5,26501,6640.58%+1,664
INVESCO S&P 500 BUYWRITE ETF
S&P500 BUY WRT
112,356114,007+1,6512,5662,6870.94%+121
CARNIVAL CORP55,92946,153-9,7761,0341,1500.40%+117
MCKESSON CORP(MCK)02,281+2,28101,3000.45%+1,300
GENERAL MOTORS CO(GM)018,177+18,17709680.34%+968
ROYAL CARIBBEAN CRUISES LTD
COM
7,0735,849-1,2241,2541,3490.47%+95
INVESCO SENIOR LOAN ETF
SR LN ETF
127,414131,480+4,0662,6772,7700.96%+93
ALPHA TEKNOVA INC09,000+9,0000750.03%+75
SUPER MICRO COMPUTER INC(SMCI)3392,803+2,46414850.03%+71
COPART INC(CPRT)028,210+28,21001,6190.56%+1,619
LOEWS CORP(L)041,506+41,50603,5151.22%+3,515
CME GROUP INC(CME)06,722+6,72201,5610.54%+1,561
ISHARES MSCI TAIWAN ETF
MSCI TAIWAN ETF
15,87917,215+1,3368558910.31%+36
BROADCOM INC(AVGO)1,7821,474-3083073420.12%+34
T-MOBILE US INC(TMUS)07,490+7,49001,6530.58%+1,653
ISHARES 0-5 YR HY CORP BOND
0-5YR HI YL CP
41,51242,985+1,4731,8021,8320.64%+29
SPDR BLOOMBERG INVESTMENT GR
ST STR RATE ETF
24,12925,073+9447447700.27%+26
ASSURANT INC(AIZ)09,370+9,37001,9980.70%+1,998
AMPHENOL CORP-CL A020,614+20,61401,4320.50%+1,432
FLEXSHARES HIGH YIELD VALUE
HIG YLD VL ETF
43,32944,889+1,5601,8051,8260.64%+21
SPDR BLOOMBERG HIGH YIELD BO
ST BLOO HIGH ETF
18,45519,099+6441,8051,8230.63%+19
ISHARES 1-5Y INV GRADE CORP14,19714,803+6067487650.27%+18
WARNER BROS DISCOVERY INC(WBD)36,63030,228-6,4023023200.11%+17
HUBSPOT INC(HUBS)404333-712152320.08%+17
ISHARES FALLEN ANGELS ETF
FALN ANGLS USD
65,85768,023+2,1661,8011,8170.63%+16
NORWEGIAN CRUISE LINE HOLDIN
SHS
22,05518,200-3,8554524680.16%+16
BANK OF NEW YORK MELLON CORP015,849+15,84901,2180.42%+1,218
SNOWFLAKE INC-CLASS A(SNOW)1,128932-1961301440.05%+14
ISHARES US&INTL HIGH YIELD C39,49541,328+1,8331,8081,8210.63%+13
ELASTIC NV
ORD SHS
2,3261,919-4071791900.07%+12
ISHARES MSCI MALAYSIA ETF
MSCI MLY ETF NEW
32,95836,749+3,7918929010.31%+10
ISHARES J.P. MORGAN EM HIGH66,30768,328+2,0212,5872,5950.90%+8
ISHARES NATIONAL MUNI BOND E6,8947,099+2057497560.26%+8
DATADOG INC - CLASS A(DDOG)1,8301,511-3192112160.08%+5
BROADRIDGE FINANCIAL SOLUTIO(BR)07,116+7,11601,6090.56%+1,609
CROWDSTRIKE HOLDINGS INC - A(CRWD)676558-1181901910.07%+1
CHARTER COMMUNICATIONS INC-A(CHTR)02,060+2,06007060.25%+706
ISHARES MSCI GERMANY ETF23,27124,526+1,2557877800.27%-7
ISHARES IBOXX INVESTMENT GRA6,6816,983+3027557460.26%-9
DOORDASH INC - A(DASH)2,2091,823-3863153060.11%-9
ISHARES JP MORGAN USD EMERGI27,56728,853+1,2862,5802,5690.89%-11
WR BERKLEY CORP015,683+15,68309180.32%+918
DUOLINGO(DUOL)1,3401,106-2343783590.12%-19
ZSCALER INC(ZS)1,013836-1771731510.05%-22
FIRST CITIZENS BCSHS -CL A(FCNCA)315260-555805490.19%-31
HOWMET AEROSPACE INC(HWM)3,1232,579-5443132820.10%-31
SIMPLIFY VOLATILITY PREMIUM
VOLATILITY PREM
83,10086,264+3,1641,8251,7930.62%-31
TJX COMPANIES INC(TJX)012,536+12,53601,5140.53%+1,514
KKR & CO INC(KKR)4,7203,899-8216165770.20%-40
WOODWARD INC(WWD)1,4391,189-2502471980.07%-49
AMERICAN INTERNATIONAL GROUP011,050+11,05008040.28%+804
VANGUARD HIGH DVD YIELD ETF19,97019,647-3232,5602,5070.87%-53
VERTIV HOLDINGS CO-A(VRT)9,4117,769-1,6429368830.31%-54
PACCAR INC(PCAR)022,250+22,25002,3140.81%+2,314
CARDINAL HEALTH INC(CAH)4,5303,754-7765014440.15%-57
ISHARES MSCI PERU AND GLOBAL20,99921,439+4409078490.30%-57
METLIFE INC(MET)011,977+11,97709810.34%+981
COSTCO WHOLESALE CORP(COST)03,831+3,83103,5101.22%+3,510
BURLINGTON STORES INC(BURL)2,2661,871-3955975330.19%-64
ARTHUR J GALLAGHER & CO(AJG)05,584+5,58401,5850.55%+1,585
COMFORT SYSTEMS USA INC(FIX)1,7241,423-3016736030.21%-70
NVIDIA CORP(NVDA)6,7345,558-1,1768187460.26%-71
EMCOR GROUP INC(EME)1,3881,145-2435985200.18%-78
FORD MOTOR CO(F)073,364+73,36407260.25%+726
CHUBB LTD
COM
03,120+3,12008620.30%+862
ISHARES PREFERRED & INCOME S82,80084,626+1,8262,7512,6610.93%-91
DIAMONDBACK ENERGY INC(FANG)04,360+4,36007140.25%+714
MERCADOLIBRE INC(MELI)143118-252932010.07%-93
ISHARES MSCI SOUTH AFRICA ET18,19119,591+1,4009178210.29%-96
ALLSTATE CORP(ALL)3,2292,676-5536125160.18%-96
TECHNIPFMC PLC(FTI)43,61236,053-7,5591,1441,0430.36%-101
PRUDENTIAL FINANCIAL INC(PFH)4,5963,831-7655574540.16%-102
BROWN & BROWN INC(BRO)014,863+14,86301,5160.53%+1,516
REINSURANCE GROUP OF AMERICA(RGA)2,5922,146-4465654580.16%-106
MGM RESORTS INTERNATIONAL(MGM)10,4168,595-1,8214072980.10%-109
VANGUARD REAL ESTATE ETF14,11214,185+731,3751,2640.44%-111
SPDR BLOOMBERG CONVERTIBLE S
ST STR CONV ETF
35,94633,902-2,0442,7532,6410.92%-112
NU HOLDINGS LTD/CAYMAN ISL-A(NU)35,00035,00004783630.13%-115
GXO LOGISTICS INC(GXO)7,3276,045-1,2823822630.09%-119
ISHARES CHINA LARGE-CAP ETF32,28629,746-2,5401,0269050.32%-121
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