Mount Lucas Management LP Q1 2025 Filing
Filed May 6, 2025
Portfolio Value
$311.0B
Holdings
148
Report Date
Q1 2025
Filing Type
13F-HR
All Holdings (148 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | KWEBKRANESHARES CSI CHINA INTERN | 1,420,000 | $49.6B | 15.94% | Call |
| 2 | NDQINVESCO QQQ TRUST SERIES 1 | 51,317 | $24.1B | 7.74% | |
| 3 | ASHRXTRACKERS HARVEST CSI 300 CH | 700,000 | $18.6B | 5.98% | Call |
| 4 | JDJD.COM INC-ADR | 400,000 | $16.4B | 5.29% | Call |
| 5 | EWZISHARES MSCI BRAZIL ETF | 420,000 | $10.9B | 3.49% | Call |
| 6 | IEIISHARES 3-7 YEAR TREASURY BO | 58,089 | $6.9B | 2.21% | |
| 7 | SHYISHARES 1-3 YEAR TREASURY BO | 82,817 | $6.9B | 2.20% | |
| 8 | IEFISHARES 7-10 YEAR TREASURY B | 71,782 | $6.8B | 2.20% | |
| 9 | NLYANNALY CAPITAL MANAGEMENT IN | 281,100 | $5.7B | 1.84% | |
| 10 | AGNCAGNC INVESTMENT CORP | 548,600 | $5.3B | 1.69% | |
| 11 | HIGHARTFORD INSURANCE GROUP INC | 34,128 | $4.2B | 1.36% | |
| 12 | BBJPJPMORGAN BETABUILDERS JAPAN | 62,898 | $3.5B | 1.14% | |
| 13 | INTCINTEL CORP | 150,000 | $3.4B | 1.10% | Call |
| 14 | FOXAFOX CORP - CLASS A | 51,606 | $2.9B | 0.94% | |
| 15 | DWXSPDR S&P INTER DVD ETF | 70,922 | $2.7B | 0.87% | |
| 16 | BKLNINVESCO SENIOR LOAN ETF | 130,703 | $2.7B | 0.87% | |
| 17 | CWBSPDR BLOOMBERG CONVERTIBLE S | 34,529 | $2.6B | 0.85% | |
| 18 | REMISHARES MORTGAGE REAL ESTATE | 115,606 | $2.6B | 0.83% | |
| 19 | EMBISHARES JP MORGAN USD EMERGI | 28,364 | $2.6B | 0.83% | |
| 20 | EMHYISHARES J.P. MORGAN EM HIGH | 67,142 | $2.6B | 0.83% | |
| 21 | VYMVANGUARD HIGH DVD YIELD ETF | 19,498 | $2.5B | 0.81% | |
| 22 | PBPINVESCO S&P 500 BUYWRITE ETF | 111,269 | $2.5B | 0.79% | |
| 23 | PGRPROGRESSIVE CORP | 8,262 | $2.3B | 0.75% | |
| 24 | SYFSYNCHRONY FINANCIAL | 43,190 | $2.3B | 0.74% | |
| 25 | ACGLARCH CAPITAL GROUP LTD | 23,308 | $2.2B | 0.72% | |
| 26 | WRBWR BERKLEY CORP | 31,497 | $2.2B | 0.72% | |
| 27 | ALSALLSTATE CORP | 10,626 | $2.2B | 0.71% | |
| 28 | LLOEWS CORP | 21,790 | $2.0B | 0.64% | |
| 29 | QQQMINVESCO NASDAQ 100 ETF | 10,171 | $2.0B | 0.63% | |
| 30 | CBCHUBB LTD | 6,487 | $2.0B | 0.63% | |
| 31 | WELLWELLTOWER INC | 12,713 | $1.9B | 0.63% | |
| 32 | TMUST-MOBILE US INC | 7,270 | $1.9B | 0.62% | |
| 33 | METMETLIFE INC | 23,140 | $1.9B | 0.60% | |
| 34 | GHYGISHARES US&INTL HIGH YIELD C | 40,695 | $1.8B | 0.58% | |
| 35 | FALNISHARES FALLEN ANGELS ETF | 67,339 | $1.8B | 0.58% | |
| 36 | SHYGISHARES 0-5 YR HY CORP BOND | 42,266 | $1.8B | 0.58% | |
| 37 | JNKSPDR BLOOMBERG HIGH YIELD BO | 18,824 | $1.8B | 0.58% | |
| 38 | HYGVFLEXSHARES HIGH YIELD VALUE | 44,371 | $1.8B | 0.58% | |
| 39 | BROBROWN & BROWN INC | 14,398 | $1.8B | 0.58% | |
| 40 | UHSUNIVERSAL HEALTH SERVICES-B | 9,526 | $1.8B | 0.58% | |
| 41 | DALDELTA AIR LINES INC | 40,973 | $1.8B | 0.57% | |
| 42 | BKBANK OF NEW YORK MELLON CORP | 20,814 | $1.7B | 0.56% | |
| 43 | APPAPPLOVIN CORP-CLASS A | 6,530 | $1.7B | 0.56% | |
| 44 | WMBWILLIAMS COS INC | 28,328 | $1.7B | 0.54% | |
| 45 | RSGREPUBLIC SERVICES INC | 6,978 | $1.7B | 0.54% | |
| 46 | GMGENERAL MOTORS CO | 35,780 | $1.7B | 0.54% | |
| 47 | ADPAUTOMATIC DATA PROCESSING | 5,480 | $1.7B | 0.54% | |
| 48 | KMIKINDER MORGAN INC | 56,925 | $1.6B | 0.52% | |
| 49 | JPMJPMORGAN CHASE & CO | 6,560 | $1.6B | 0.52% | |
| 50 | RFIXSIMPLIFY BOND BULL ETF | 30,000 | $1.6B | 0.52% | |
| 51 | CITCINTAS CORP | 7,632 | $1.6B | 0.50% | |
| 52 | WMTWALMART INC | 17,580 | $1.5B | 0.50% | |
| 53 | WABWABTEC CORP | 8,370 | $1.5B | 0.49% | |
| 54 | MSIMOTOROLA SOLUTIONS INC | 3,454 | $1.5B | 0.49% | |
| 55 | MCKMCKESSON CORP | 2,209 | $1.5B | 0.48% | |
| 56 | TJXTJX COMPANIES INC | 12,169 | $1.5B | 0.48% | |
| 57 | COSTCOSTCO WHOLESALE CORP | 1,535 | $1.5B | 0.47% | |
| 58 | UALUNITED AIRLINES HOLDINGS INC | 20,338 | $1.4B | 0.45% | |
| 59 | PKGPACKAGING CORP OF AMERICA | 7,080 | $1.4B | 0.45% | |
| 60 | DVADAVITA INC | 9,092 | $1.4B | 0.45% | |
| 61 | TRGPTARGA RESOURCES CORP | 6,833 | $1.4B | 0.44% | |
| 62 | PRUPRUDENTIAL FINANCIAL INC | 12,017 | $1.3B | 0.43% | |
| 63 | VNQVANGUARD REAL ESTATE ETF | 14,651 | $1.3B | 0.43% | |
| 64 | APHAMPHENOL CORP-CL A | 19,990 | $1.3B | 0.42% | |
| 65 | CCLCARNIVAL CORP | 65,754 | $1.3B | 0.41% | |
| 66 | PFFISHARES PREFERRED & INCOME S | 37,173 | $1.1B | 0.37% | |
| 67 | KGCKINROSS GOLD CORP | 89,136 | $1.1B | 0.36% | |
| 68 | FTITECHNIPFMC PLC | 34,804 | $1.1B | 0.35% | |
| 69 | RCLROYAL CARIBBEAN CRUISES LTD | 5,308 | $1.1B | 0.35% | |
| 70 | UWMCUWM HOLDINGS CORP | 191,000 | $1.0B | 0.34% | |
| 71 | TRVTRAVELERS COS INC/THE | 3,906 | $1.0B | 0.33% | |
| 72 | THCTENET HEALTHCARE CORP | 7,441 | $1.0B | 0.32% | |
| 73 | CINFCINCINNATI FINANCIAL CORP | 6,664 | $984.4M | 0.32% | |
| 74 | AIZASSURANT INC | 4,651 | $975.5M | 0.31% | |
| 75 | EPOLISHARES MSCI POLAND ETF | 34,820 | $975.3M | 0.31% | |
| 76 | BCCCGLOBAL X MSCI GREECE ETF | 20,673 | $971.0M | 0.31% | |
| 77 | EZAISHARES MSCI SOUTH AFRICA ET | 19,825 | $954.2M | 0.31% | |
| 78 | EPUISHARES MSCI PERU AND GLOBAL | 21,500 | $943.6M | 0.30% | |
| 79 | AIGAMERICAN INTERNATIONAL GROUP | 10,666 | $927.3M | 0.30% | |
| 80 | ECHISHARES MSCI CHILE ETF | 30,756 | $917.1M | 0.29% | |
| 81 | NTRSNORTHERN TRUST CORP | 9,180 | $905.6M | 0.29% | |
| 82 | FXIISHARES CHINA LARGE-CAP ETF | 24,986 | $895.5M | 0.29% | |
| 83 | VBNKVERSABANK | 85,000 | $880.6M | 0.28% | |
| 84 | EMEEMCOR GROUP INC | 2,326 | $859.8M | 0.28% | |
| 85 | FIXCOMFORT SYSTEMS USA INC | 2,660 | $857.4M | 0.28% | |
| 86 | EWPISHARES MSCI SPAIN ETF | 21,686 | $825.4M | 0.27% | |
| 87 | EWOISHARES MSCI AUSTRIA ETF | 32,725 | $822.1M | 0.26% | |
| 88 | EWIISHARES MSCI ITALY ETF | 19,177 | $811.6M | 0.26% | |
| 89 | EWGISHARES MSCI GERMANY ETF | 21,693 | $804.4M | 0.26% | |
| 90 | EWUISHARES MSCI UNITED KINGDOM | 21,123 | $791.5M | 0.25% | |
| 91 | EWQISHARES MSCI FRANCE ETF | 19,788 | $787.6M | 0.25% | |
| 92 | EWLISHARES MSCI SWITZERLAND ETF | 15,125 | $783.3M | 0.25% | |
| 93 | REEVEREST GROUP LTD | 2,103 | $764.1M | 0.25% | |
| 94 | EWDISHARES MSCI SWEDEN ETF | 18,138 | $763.2M | 0.25% | |
| 95 | SCHPSCHWAB U.S. TIPS ETF | 28,379 | $763.1M | 0.25% | |
| 96 | IGSBISHARES 1-5Y INV GRADE CORP | 14,523 | $760.6M | 0.24% | |
| 97 | FLRNSPDR BLOOMBERG INVESTMENT GR | 24,647 | $759.6M | 0.24% | |
| 98 | LQDISHARES IBOXX INVESTMENT GRA | 6,936 | $753.9M | 0.24% | |
| 99 | PCARPACCAR INC | 7,661 | $746.0M | 0.24% | |
| 100 | PHMPULTEGROUP INC | 7,173 | $737.4M | 0.24% |
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