13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q4 2024 · Filed February 7, 2025 · Accession 0001140361-25-003529
Total Value
$287.3M
Positions
137
Other Managers
0
Confidential Omitted
No
Holdings (137)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | KRANESHARES CSI CHINA INTERN | 500767306 | 869,600 | $25.4M | 8.85% |
| 2 | INVESCO S&P 500 PURE VALUE E | IVZ | 273,745 | $24.7M | 8.60% |
| 3 | XTRACKERS HARVEST CSI 300 CH | 233051879 | 700,000 | $18.5M | 6.45% |
| 4 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 198,611 | $16.3M | 5.67% |
| 5 | KRANESHARES CSI CHINA INTERN | 500767306 | 550,400 | $16.1M | 5.60% |
| 6 | JD.COM INC-ADR | JDCMF | 400,000 | $13.9M | 4.83% |
| 7 | ISHARES 3-7 YEAR TREASURY BO | 464288661 | 79,224 | $9.2M | 3.19% |
| 8 | AGNC INVESTMENT CORP | 00123Q104 | 522,300 | $4.8M | 1.67% |
| 9 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 262,000 | $4.8M | 1.67% |
| 10 | UNITED AIRLINES HOLDINGS INC | UNTCW | 42,560 | $4.1M | 1.44% |
| 11 | HARTFORD FINANCIAL SVCS GRP | HIG-PG | 35,829 | $3.9M | 1.36% |
| 12 | LOEWS CORP | L | 41,506 | $3.5M | 1.22% |
| 13 | COSTCO WHOLESALE CORP | 22160K105 | 3,831 | $3.5M | 1.22% |
| 14 | JPMORGAN CHASE & CO | VYLD | 13,937 | $3.3M | 1.16% |
| 15 | SYNCHRONY FINANCIAL | SYF-PB | 51,206 | $3.3M | 1.16% |
| 16 | DELTA AIR LINES INC | DAL | 53,037 | $3.2M | 1.12% |
| 17 | REPUBLIC SERVICES INC | 760759100 | 15,555 | $3.1M | 1.09% |
| 18 | INVESCO SENIOR LOAN ETF | IVZ | 131,480 | $2.8M | 0.96% |
| 19 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 114,007 | $2.7M | 0.94% |
| 20 | ISHARES PREFERRED & INCOME S | 464288687 | 84,626 | $2.7M | 0.93% |
| 21 | SPDR BLOOMBERG CONVERTIBLE S | 78464A359 | 33,902 | $2.6M | 0.92% |
| 22 | ARCH CAPITAL GROUP LTD | G0450A105 | 28,478 | $2.6M | 0.92% |
| 23 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 68,328 | $2.6M | 0.90% |
| 24 | KRANESHARES CSI CHINA INTERN | 500767306 | 87,900 | $2.6M | 0.89% |
| 25 | ISHARES JP MORGAN USD EMERGI | 464288281 | 28,853 | $2.6M | 0.89% |
| 26 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 19,647 | $2.5M | 0.87% |
| 27 | PACCAR INC | PCAR | 22,250 | $2.3M | 0.81% |
| 28 | ISHARES 7-10 YEAR TREASURY B | 464287440 | 23,211 | $2.1M | 0.75% |
| 29 | ASSURANT INC | AIZN | 9,370 | $2.0M | 0.70% |
| 30 | ISHARES RUSSELL 1000 VALUE E | 464287598 | 10,710 | $2.0M | 0.69% |
| 31 | DAVITA INC | DVA | 12,810 | $1.9M | 0.67% |
| 32 | EVEREST GROUP LTD | EG | 5,237 | $1.9M | 0.66% |
| 33 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 42,985 | $1.8M | 0.64% |
| 34 | FLEXSHARES HIGH YIELD VALUE | FLEX | 44,889 | $1.8M | 0.64% |
| 35 | SPDR BLOOMBERG HIGH YIELD BO | 78468R622 | 19,099 | $1.8M | 0.63% |
| 36 | ISHARES US&INTL HIGH YIELD C | 464286178 | 41,328 | $1.8M | 0.63% |
| 37 | ISHARES FALLEN ANGELS ETF | 46435G474 | 68,023 | $1.8M | 0.63% |
| 38 | APPLOVIN CORP-CLASS A | APP | 5,544 | $1.8M | 0.63% |
| 39 | SIMPLIFY VOLATILITY PREMIUM | 82889N863 | 86,264 | $1.8M | 0.62% |
| 40 | PULTEGROUP INC | 745867101 | 15,360 | $1.7M | 0.58% |
| 41 | VISA INC-CLASS A SHARES | V | 5,265 | $1.7M | 0.58% |
| 42 | T-MOBILE US INC | TMUSZ | 7,490 | $1.7M | 0.58% |
| 43 | COPART INC | CPRT | 28,210 | $1.6M | 0.56% |
| 44 | BROADRIDGE FINANCIAL SOLUTIO | 11133T103 | 7,116 | $1.6M | 0.56% |
| 45 | ARTHUR J GALLAGHER & CO | 363576109 | 5,584 | $1.6M | 0.55% |
| 46 | CME GROUP INC | CME | 6,722 | $1.6M | 0.54% |
| 47 | BROWN & BROWN INC | BRO | 14,863 | $1.5M | 0.53% |
| 48 | TJX COMPANIES INC | 872540109 | 12,536 | $1.5M | 0.53% |
| 49 | CBOE GLOBAL MARKETS INC | 12503M108 | 7,555 | $1.5M | 0.51% |
| 50 | CINTAS CORP | CTAS | 7,867 | $1.4M | 0.50% |
| 51 | AMPHENOL CORP-CL A | 032095101 | 20,614 | $1.4M | 0.50% |
| 52 | ISHARES MORTGAGE REAL ESTATE | 46435G342 | 66,284 | $1.4M | 0.49% |
| 53 | KINROSS GOLD CORP | KGCRF | 148,707 | $1.4M | 0.48% |
| 54 | ROYAL CARIBBEAN CRUISES LTD | V7780T103 | 5,849 | $1.3M | 0.47% |
| 55 | MCKESSON CORP | MCK | 2,281 | $1.3M | 0.45% |
| 56 | ROPER TECHNOLOGIES INC | ROP | 2,498 | $1.3M | 0.45% |
| 57 | VANGUARD REAL ESTATE ETF | 922908553 | 14,185 | $1.3M | 0.44% |
| 58 | TARGA RESOURCES CORP | TRGP | 7,078 | $1.3M | 0.44% |
| 59 | PERMIAN RESOURCES CORP | PR | 85,599 | $1.2M | 0.43% |
| 60 | BANK OF NEW YORK MELLON CORP | 064058100 | 15,849 | $1.2M | 0.42% |
| 61 | WELLS FARGO & CO | 949746101 | 16,825 | $1.2M | 0.41% |
| 62 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 21,510 | $1.2M | 0.41% |
| 63 | CARNIVAL CORP | CUKPF | 46,153 | $1.2M | 0.40% |
| 64 | ISHARES MSCI AUSTRALIA ETF | 464286103 | 46,843 | $1.1M | 0.39% |
| 65 | UNITED RENTALS INC | URI | 1,540 | $1.1M | 0.38% |
| 66 | SPDR S&P INTER DVD ETF | 78463X772 | 30,965 | $1.1M | 0.38% |
| 67 | TECHNIPFMC PLC | FTI | 36,053 | $1.0M | 0.36% |
| 68 | TENET HEALTHCARE CORP | THC | 8,075 | $1.0M | 0.35% |
| 69 | METLIFE INC | MET-PF | 11,977 | $980,677 | 0.34% |
| 70 | GENERAL MOTORS CO | 37045V100 | 18,177 | $968,289 | 0.34% |
| 71 | WR BERKLEY CORP | WRB-PH | 15,683 | $917,769 | 0.32% |
| 72 | ISHARES CHINA LARGE-CAP ETF | 464287184 | 29,746 | $905,468 | 0.32% |
| 73 | ISHARES MSCI MALAYSIA ETF | 46434G814 | 36,749 | $901,453 | 0.31% |
| 74 | ISHARES MSCI TAIWAN ETF | 46434G772 | 17,215 | $891,048 | 0.31% |
| 75 | HCA HEALTHCARE INC | HCA | 2,952 | $886,043 | 0.31% |
| 76 | VERTIV HOLDINGS CO-A | VRT | 7,769 | $882,636 | 0.31% |
| 77 | CHUBB LTD | CB | 3,120 | $862,056 | 0.30% |
| 78 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 21,439 | $849,242 | 0.30% |
| 79 | ISHARES MSCI SOUTH AFRICA ET | 464286780 | 19,591 | $821,059 | 0.29% |
| 80 | DRAFTKINGS INC-CL A | DKNG | 21,697 | $807,128 | 0.28% |
| 81 | AMERICAN INTERNATIONAL GROUP | 026874784 | 11,050 | $804,440 | 0.28% |
| 82 | UNIVERSAL HEALTH SERVICES-B | 913903100 | 4,415 | $792,139 | 0.28% |
| 83 | ISHARES MSCI GERMANY ETF | 464286806 | 24,526 | $780,417 | 0.27% |
| 84 | MARVELL TECHNOLOGY INC | MRVL | 7,000 | $773,150 | 0.27% |
| 85 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 25,073 | $770,493 | 0.27% |
| 86 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 14,803 | $765,315 | 0.27% |
| 87 | CIENA CORP | CIEN | 9,000 | $763,290 | 0.27% |
| 88 | ISHARES NATIONAL MUNI BOND E | 464288414 | 7,099 | $756,398 | 0.26% |
| 89 | SCHWAB U.S. TIPS ETF | 808524870 | 29,226 | $754,908 | 0.26% |
| 90 | NVIDIA CORP | NVDA | 5,558 | $746,384 | 0.26% |
| 91 | ISHARES IBOXX INVESTMENT GRA | 464287242 | 6,983 | $746,064 | 0.26% |
| 92 | FORD MOTOR CO | 345370860 | 73,364 | $726,304 | 0.25% |
| 93 | DIAMONDBACK ENERGY INC | FANG | 4,360 | $714,299 | 0.25% |
| 94 | LENNAR CORP-A | LEN-B | 5,399 | $707,496 | 0.25% |
| 95 | CHARTER COMMUNICATIONS INC-A | 16119P108 | 2,060 | $706,106 | 0.25% |
| 96 | ISHARES MSCI THAILAND ETF | 464286624 | 11,513 | $695,846 | 0.24% |
| 97 | COMCAST CORP-CLASS A | CCZ | 18,482 | $693,629 | 0.24% |
| 98 | COHERENT CORP | COHR | 6,500 | $615,745 | 0.21% |
| 99 | UTILITIES SELECT SECTOR SPDR | 81369Y886 | 8,016 | $606,731 | 0.21% |
| 100 | COMFORT SYSTEMS USA INC | 199908104 | 1,423 | $603,437 | 0.21% |
| 101 | MICRON TECHNOLOGY INC | MU | 7,000 | $589,120 | 0.21% |
| 102 | KKR & CO INC | KKRT | 3,899 | $576,701 | 0.20% |
| 103 | FIRST CITIZENS BCSHS -CL A | 31946M103 | 260 | $549,385 | 0.19% |
| 104 | BURLINGTON STORES INC | BURL | 1,871 | $533,347 | 0.19% |
| 105 | EMCOR GROUP INC | EME | 1,145 | $519,716 | 0.18% |
| 106 | ALLSTATE CORP | ALL-PJ | 2,676 | $515,906 | 0.18% |
| 107 | PROGRESSIVE CORP | 743315103 | 2,058 | $493,117 | 0.17% |
| 108 | ISHARES MSCI ITALY ETF | 46434G830 | 13,655 | $491,170 | 0.17% |
| 109 | NORWEGIAN CRUISE LINE HOLDIN | NCLH | 18,200 | $468,286 | 0.16% |
| 110 | REINSURANCE GROUP OF AMERICA | 759351604 | 2,146 | $458,450 | 0.16% |
| 111 | PRUDENTIAL FINANCIAL INC | PUKPF | 3,831 | $454,088 | 0.16% |
| 112 | ISHARES MSCI INDIA ETF | 46429B598 | 8,514 | $448,177 | 0.16% |
| 113 | CARDINAL HEALTH INC | CAH | 3,754 | $443,986 | 0.15% |
| 114 | CELANESE CORP | CE | 5,383 | $372,557 | 0.13% |
| 115 | NU HOLDINGS LTD/CAYMAN ISL-A | NU | 35,000 | $362,600 | 0.13% |
| 116 | DUOLINGO | DUOL | 1,106 | $358,598 | 0.12% |
| 117 | ARISTA NETWORKS INC | ANET | 3,148 | $347,948 | 0.12% |
| 118 | BROADCOM INC | AVGO | 1,474 | $341,732 | 0.12% |
| 119 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 9,868 | $334,525 | 0.12% |
| 120 | WARNER BROS DISCOVERY INC | WBD | 30,228 | $319,510 | 0.11% |
| 121 | DOORDASH INC - A | DASH | 1,823 | $305,808 | 0.11% |
| 122 | MGM RESORTS INTERNATIONAL | MGM | 8,595 | $297,817 | 0.10% |
| 123 | HOWMET AEROSPACE INC | HWM | 2,579 | $282,065 | 0.10% |
| 124 | ISHARES MSCI SPAIN ETF | 464286764 | 8,585 | $266,564 | 0.09% |
| 125 | GXO LOGISTICS INC | GXO | 6,045 | $262,958 | 0.09% |
| 126 | HUBSPOT INC | HUBS | 333 | $232,024 | 0.08% |
| 127 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 5,593 | $216,952 | 0.08% |
| 128 | DATADOG INC - CLASS A | DDOG | 1,511 | $215,907 | 0.08% |
| 129 | MERCADOLIBRE INC | MELI | 118 | $200,652 | 0.07% |
| 130 | WOODWARD INC | WWD | 1,189 | $197,873 | 0.07% |
| 131 | CROWDSTRIKE HOLDINGS INC - A | CRWD | 558 | $190,925 | 0.07% |
| 132 | ELASTIC NV | ESTC | 1,919 | $190,135 | 0.07% |
| 133 | ZSCALER INC | ZS | 836 | $150,823 | 0.05% |
| 134 | SNOWFLAKE INC-CLASS A | SNOW | 932 | $143,910 | 0.05% |
| 135 | ISHARES MSCI AUSTRIA ETF | 464286202 | 5,358 | $112,348 | 0.04% |
| 136 | SUPER MICRO COMPUTER INC | SMCI | 2,803 | $85,435 | 0.03% |
| 137 | ALPHA TEKNOVA INC | TKNO | 9,000 | $75,150 | 0.03% |