13F HOLDINGS REPORT
Mount Lucas Management LP
Quarter ended Q1 2025 · Filed May 6, 2025 · Accession 0001140361-25-017463
Total Value
$311.0M
Positions
150
Other Managers
0
Confidential Omitted
No
Holdings (150)
| # | Issuer | Ticker / CUSIP | Shares | Value | % of Filing |
|---|---|---|---|---|---|
| 1 | KRANESHARES CSI CHINA INTERN | 500767306 | 869,600 | $30.4M | 9.76% |
| 2 | INVESCO QQQ TRUST SERIES 1 | IVZ | 51,317 | $24.1M | 7.74% |
| 3 | KRANESHARES CSI CHINA INTERN | 500767306 | 550,400 | $19.2M | 6.18% |
| 4 | XTRACKERS HARVEST CSI 300 CH | 233051879 | 700,000 | $18.6M | 5.98% |
| 5 | JD.COM INC-ADR | JDCMF | 400,000 | $16.4M | 5.29% |
| 6 | ISHARES MSCI BRAZIL ETF | 464286400 | 400,000 | $10.3M | 3.33% |
| 7 | ISHARES 3-7 YEAR TREASURY BO | 464288661 | 58,089 | $6.9M | 2.21% |
| 8 | ISHARES 1-3 YEAR TREASURY BO | 464287457 | 82,817 | $6.9M | 2.20% |
| 9 | ISHARES 7-10 YEAR TREASURY B | 464287440 | 71,782 | $6.8M | 2.20% |
| 10 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 281,100 | $5.7M | 1.84% |
| 11 | AGNC INVESTMENT CORP | 00123Q104 | 548,600 | $5.3M | 1.69% |
| 12 | HARTFORD INSURANCE GROUP INC | HIG-PG | 34,128 | $4.2M | 1.36% |
| 13 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 62,898 | $3.5M | 1.14% |
| 14 | INTEL CORP | INTC | 150,000 | $3.4M | 1.10% |
| 15 | FOX CORP - CLASS A | FOX | 51,606 | $2.9M | 0.94% |
| 16 | SPDR S&P INTER DVD ETF | 78463X772 | 70,922 | $2.7M | 0.87% |
| 17 | INVESCO SENIOR LOAN ETF | IVZ | 130,703 | $2.7M | 0.87% |
| 18 | SPDR BLOOMBERG CONVERTIBLE S | 78464A359 | 34,529 | $2.6M | 0.85% |
| 19 | ISHARES MORTGAGE REAL ESTATE | 46435G342 | 115,606 | $2.6M | 0.83% |
| 20 | ISHARES JP MORGAN USD EMERGI | 464288281 | 28,364 | $2.6M | 0.83% |
| 21 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 67,142 | $2.6M | 0.83% |
| 22 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 19,498 | $2.5M | 0.81% |
| 23 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 111,269 | $2.5M | 0.79% |
| 24 | PROGRESSIVE CORP | 743315103 | 8,262 | $2.3M | 0.75% |
| 25 | SYNCHRONY FINANCIAL | SYF-PB | 43,190 | $2.3M | 0.74% |
| 26 | ARCH CAPITAL GROUP LTD | G0450A105 | 23,308 | $2.2M | 0.72% |
| 27 | WR BERKLEY CORP | WRB-PH | 31,497 | $2.2M | 0.72% |
| 28 | ALLSTATE CORP | ALL-PJ | 10,626 | $2.2M | 0.71% |
| 29 | LOEWS CORP | L | 21,790 | $2.0M | 0.64% |
| 30 | INVESCO NASDAQ 100 ETF | IVZ | 10,171 | $2.0M | 0.63% |
| 31 | CHUBB LTD | CB | 6,487 | $2.0M | 0.63% |
| 32 | WELLTOWER INC | WELL | 12,713 | $1.9M | 0.63% |
| 33 | T-MOBILE US INC | TMUSZ | 7,270 | $1.9M | 0.62% |
| 34 | METLIFE INC | MET-PF | 23,140 | $1.9M | 0.60% |
| 35 | ISHARES US&INTL HIGH YIELD C | 464286178 | 40,695 | $1.8M | 0.58% |
| 36 | ISHARES FALLEN ANGELS ETF | 46435G474 | 67,339 | $1.8M | 0.58% |
| 37 | ISHARES 0-5 YR HY CORP BOND | 46434V407 | 42,266 | $1.8M | 0.58% |
| 38 | SPDR BLOOMBERG HIGH YIELD BO | 78468R622 | 18,824 | $1.8M | 0.58% |
| 39 | FLEXSHARES HIGH YIELD VALUE | FLEX | 44,371 | $1.8M | 0.58% |
| 40 | BROWN & BROWN INC | BRO | 14,398 | $1.8M | 0.58% |
| 41 | UNIVERSAL HEALTH SERVICES-B | 913903100 | 9,526 | $1.8M | 0.58% |
| 42 | DELTA AIR LINES INC | DAL | 40,973 | $1.8M | 0.57% |
| 43 | BANK OF NEW YORK MELLON CORP | 064058100 | 20,814 | $1.7M | 0.56% |
| 44 | APPLOVIN CORP-CLASS A | APP | 6,530 | $1.7M | 0.56% |
| 45 | WILLIAMS COS INC | 969457100 | 28,328 | $1.7M | 0.54% |
| 46 | REPUBLIC SERVICES INC | 760759100 | 6,978 | $1.7M | 0.54% |
| 47 | GENERAL MOTORS CO | 37045V100 | 35,780 | $1.7M | 0.54% |
| 48 | AUTOMATIC DATA PROCESSING | ADP | 5,480 | $1.7M | 0.54% |
| 49 | KINDER MORGAN INC | EP-PC | 56,925 | $1.6M | 0.52% |
| 50 | JPMORGAN CHASE & CO | VYLD | 6,560 | $1.6M | 0.52% |
| 51 | SIMPLIFY BOND BULL ETF | 82889N376 | 30,000 | $1.6M | 0.52% |
| 52 | CINTAS CORP | CTAS | 7,632 | $1.6M | 0.50% |
| 53 | WALMART INC | WMT | 17,580 | $1.5M | 0.50% |
| 54 | WABTEC CORP | 929740108 | 8,370 | $1.5M | 0.49% |
| 55 | MOTOROLA SOLUTIONS INC | MSI | 3,454 | $1.5M | 0.49% |
| 56 | MCKESSON CORP | MCK | 2,209 | $1.5M | 0.48% |
| 57 | TJX COMPANIES INC | 872540109 | 12,169 | $1.5M | 0.48% |
| 58 | COSTCO WHOLESALE CORP | 22160K105 | 1,535 | $1.5M | 0.47% |
| 59 | UNITED AIRLINES HOLDINGS INC | UNTCW | 20,338 | $1.4M | 0.45% |
| 60 | PACKAGING CORP OF AMERICA | 695156109 | 7,080 | $1.4M | 0.45% |
| 61 | DAVITA INC | DVA | 9,092 | $1.4M | 0.45% |
| 62 | TARGA RESOURCES CORP | TRGP | 6,833 | $1.4M | 0.44% |
| 63 | PRUDENTIAL FINANCIAL INC | PUKPF | 12,017 | $1.3M | 0.43% |
| 64 | VANGUARD REAL ESTATE ETF | 922908553 | 14,651 | $1.3M | 0.43% |
| 65 | AMPHENOL CORP-CL A | 032095101 | 19,990 | $1.3M | 0.42% |
| 66 | CARNIVAL CORP | CUKPF | 65,754 | $1.3M | 0.41% |
| 67 | ISHARES PREFERRED & INCOME S | 464288687 | 37,173 | $1.1M | 0.37% |
| 68 | KINROSS GOLD CORP | KGCRF | 89,136 | $1.1M | 0.36% |
| 69 | TECHNIPFMC PLC | FTI | 34,804 | $1.1M | 0.35% |
| 70 | ROYAL CARIBBEAN CRUISES LTD | V7780T103 | 5,308 | $1.1M | 0.35% |
| 71 | UWM HOLDINGS CORP | UWMC | 191,000 | $1.0M | 0.34% |
| 72 | TRAVELERS COS INC/THE | TRV | 3,906 | $1.0M | 0.33% |
| 73 | TENET HEALTHCARE CORP | THC | 7,441 | $1.0M | 0.32% |
| 74 | CINCINNATI FINANCIAL CORP | 172062101 | 6,664 | $984,406 | 0.32% |
| 75 | ASSURANT INC | AIZN | 4,651 | $975,547 | 0.31% |
| 76 | ISHARES MSCI POLAND ETF | 46429B606 | 34,820 | $975,308 | 0.31% |
| 77 | GLOBAL X MSCI GREECE ETF | 37954Y319 | 20,673 | $971,011 | 0.31% |
| 78 | ISHARES MSCI SOUTH AFRICA ET | 464286780 | 19,825 | $954,177 | 0.31% |
| 79 | ISHARES MSCI PERU AND GLOBAL | 464289842 | 21,500 | $943,635 | 0.30% |
| 80 | AMERICAN INTERNATIONAL GROUP | 026874784 | 10,666 | $927,302 | 0.30% |
| 81 | ISHARES MSCI CHILE ETF | 464286640 | 30,756 | $917,144 | 0.29% |
| 82 | NORTHERN TRUST CORP | NTRSO | 9,180 | $905,607 | 0.29% |
| 83 | ISHARES CHINA LARGE-CAP ETF | 464287184 | 24,986 | $895,498 | 0.29% |
| 84 | VERSABANK | VBNK | 85,000 | $880,600 | 0.28% |
| 85 | EMCOR GROUP INC | EME | 2,326 | $859,759 | 0.28% |
| 86 | COMFORT SYSTEMS USA INC | 199908104 | 2,660 | $857,398 | 0.28% |
| 87 | ISHARES MSCI SPAIN ETF | 464286764 | 21,686 | $825,369 | 0.27% |
| 88 | ISHARES MSCI AUSTRIA ETF | 464286202 | 32,725 | $822,052 | 0.26% |
| 89 | ISHARES MSCI ITALY ETF | 46434G830 | 19,177 | $811,571 | 0.26% |
| 90 | ISHARES MSCI GERMANY ETF | 464286806 | 21,693 | $804,376 | 0.26% |
| 91 | ISHARES MSCI UNITED KINGDOM | 46435G334 | 21,123 | $791,479 | 0.25% |
| 92 | ISHARES MSCI FRANCE ETF | 464286707 | 19,788 | $787,562 | 0.25% |
| 93 | ISHARES MSCI SWITZERLAND ETF | 464286749 | 15,125 | $783,324 | 0.25% |
| 94 | EVEREST GROUP LTD | EG | 2,103 | $764,083 | 0.25% |
| 95 | ISHARES MSCI SWEDEN ETF | 464286756 | 18,138 | $763,247 | 0.25% |
| 96 | SCHWAB U.S. TIPS ETF | 808524870 | 28,379 | $763,111 | 0.25% |
| 97 | ISHARES 1-5Y INV GRADE CORP | 464288646 | 14,523 | $760,570 | 0.24% |
| 98 | SPDR BLOOMBERG INVESTMENT GR | 78468R200 | 24,647 | $759,621 | 0.24% |
| 99 | ISHARES IBOXX INVESTMENT GRA | 464287242 | 6,936 | $753,874 | 0.24% |
| 100 | PACCAR INC | PCAR | 7,661 | $745,952 | 0.24% |
| 101 | PULTEGROUP INC | 745867101 | 7,173 | $737,384 | 0.24% |
| 102 | AGNICO EAGLE MINES LTD | AEM | 6,675 | $723,637 | 0.23% |
| 103 | GLOBUS MEDICAL INC - A | GMED | 9,695 | $709,674 | 0.23% |
| 104 | NORWEGIAN CRUISE LINE HOLDIN | NCLH | 37,137 | $704,118 | 0.23% |
| 105 | DIAMONDBACK ENERGY INC | FANG | 4,267 | $682,208 | 0.22% |
| 106 | HEWLETT PACKARD ENTERPRISE | HPE-PC | 43,490 | $671,051 | 0.22% |
| 107 | FREDDIE MAC | 313400301 | 122,590 | $655,857 | 0.21% |
| 108 | PILGRIM'S PRIDE CORP | PPC | 11,897 | $648,505 | 0.21% |
| 109 | UTILITIES SELECT SECTOR SPDR | 81369Y886 | 8,147 | $642,391 | 0.21% |
| 110 | DUOLINGO | DUOL | 1,982 | $615,490 | 0.20% |
| 111 | PERMIAN RESOURCES CORP | PR | 43,606 | $603,943 | 0.19% |
| 112 | LENNAR CORP-A | LEN-B | 5,209 | $597,889 | 0.19% |
| 113 | SPROUTS FARMERS MARKET INC | 85208M102 | 3,882 | $592,548 | 0.19% |
| 114 | VANGUARD GLBL EX-US REAL EST | 922042676 | 14,495 | $586,468 | 0.19% |
| 115 | WARRIOR MET COAL INC | HCC | 12,020 | $573,594 | 0.18% |
| 116 | ROBINHOOD MARKETS INC - A | 770700102 | 13,299 | $553,504 | 0.18% |
| 117 | ISHARES MSCI BRAZIL SMALL-CA | 464289131 | 50,000 | $538,500 | 0.17% |
| 118 | ISHARES MSCI BRAZIL ETF | 464286400 | 20,000 | $517,000 | 0.17% |
| 119 | NU HOLDINGS LTD/CAYMAN ISL-A | NU | 50,000 | $512,000 | 0.16% |
| 120 | HOULIHAN LOKEY INC | HLI | 3,169 | $511,794 | 0.16% |
| 121 | ROYAL BANK OF CANADA | 780087102 | 4,500 | $507,240 | 0.16% |
| 122 | KKR & CO INC | KKRT | 4,023 | $465,099 | 0.15% |
| 123 | ISHARES NATIONAL MUNI BOND E | 464288414 | 4,373 | $461,089 | 0.15% |
| 124 | BURLINGTON STORES INC | BURL | 1,929 | $459,739 | 0.15% |
| 125 | ARES MANAGEMENT CORP - A | ARES-PB | 3,042 | $445,988 | 0.14% |
| 126 | REINSURANCE GROUP OF AMERICA | 759351604 | 2,223 | $437,709 | 0.14% |
| 127 | QUANTA SERVICES INC | 74762E102 | 1,686 | $428,547 | 0.14% |
| 128 | NVIDIA CORP | NVDA | 3,755 | $406,967 | 0.13% |
| 129 | SPDR FTSE INTERNATIONAL GOVE | 78464A490 | 10,693 | $400,999 | 0.13% |
| 130 | DRAFTKINGS INC-CL A | DKNG | 11,556 | $383,775 | 0.12% |
| 131 | COINBASE GLOBAL INC -CLASS A | COIN | 2,040 | $351,349 | 0.11% |
| 132 | HOWMET AEROSPACE INC | HWM | 2,661 | $345,212 | 0.11% |
| 133 | PALANTIR TECHNOLOGIES INC-A | PLTR | 3,853 | $325,193 | 0.10% |
| 134 | ALPHA TEKNOVA INC | TKNO | 60,000 | $311,400 | 0.10% |
| 135 | QUANTERIX CORP | QTRX | 43,837 | $285,379 | 0.09% |
| 136 | CLOUDFLARE INC - CLASS A | NET | 2,373 | $267,413 | 0.09% |
| 137 | ROBLOX CORP -CLASS A | RBLX | 4,400 | $256,476 | 0.08% |
| 138 | BROADCOM INC | AVGO | 1,523 | $254,996 | 0.08% |
| 139 | AXON ENTERPRISE INC | AXON | 479 | $251,930 | 0.08% |
| 140 | INOTIV INC | NOTV | 113,000 | $249,730 | 0.08% |
| 141 | WOODWARD INC | WWD | 1,227 | $223,915 | 0.07% |
| 142 | SOHO HOUSE & CO INC | 586001109 | 35,000 | $216,300 | 0.07% |
| 143 | SERVICENOW INC | NOW | 258 | $205,404 | 0.07% |
| 144 | CROWDSTRIKE HOLDINGS INC - A | CRWD | 575 | $202,734 | 0.07% |
| 145 | ARISTA NETWORKS INC | ANET | 2,339 | $181,226 | 0.06% |
| 146 | ELASTIC NV | ESTC | 1,979 | $176,329 | 0.06% |
| 147 | ISHARES MSCI NETHERLANDS ETF | 464286814 | 2,370 | $110,750 | 0.04% |
| 148 | SUPER MICRO COMPUTER INC | SMCI | 2,888 | $98,885 | 0.03% |
| 149 | COMTECH TELECOMMUNICATIONS | 205826209 | 50,000 | $80,000 | 0.03% |
| 150 | MILLROSE PROPERTIES | 601137102 | 2,611 | $69,218 | 0.02% |