Mount Lucas Management LP Q2 2025 Filing

Filed August 11, 2025

Portfolio Value

$234.6B

Holdings

158

Report Date

Q2 2025

Filing Type

13F-HR

All Holdings (158 positions)

#StockSharesValue% PortfolioType
1
NDQINVESCO QQQ TRUST SERIES 1
49,539$27.3B11.65%
2
EWZISHARES MSCI BRAZIL ETF
452,761$13.1B5.57%Call
3
TSLATESLA INC
30,000$9.5B4.06%Call
4
NLYANNALY CAPITAL MANAGEMENT IN
291,600$5.5B2.34%
5
AGNCAGNC INVESTMENT CORP
570,800$5.2B2.24%
6
IEFISHARES 7-10 YEAR TREASURY B
49,686$4.8B2.03%
7
IEIISHARES 3-7 YEAR TREASURY BO
39,756$4.7B2.02%
8
SHYISHARES 1-3 YEAR TREASURY BO
56,853$4.7B2.01%
9
EWAISHARES MSCI AUSTRALIA ETF
136,206$3.6B1.53%
10
BBJPJPMORGAN BETABUILDERS JAPAN
57,160$3.5B1.51%
11
INTCINTEL CORP
150,000$3.4B1.43%Call
12
CWBSPDR BLOOMBERG CONVERTIBLE S
33,775$2.8B1.19%
13
BKLNINVESCO SENIOR LOAN ETF
129,518$2.7B1.16%
14
VYMVANGUARD HIGH DVD YIELD ETF
19,969$2.7B1.13%
15
PGRPROGRESSIVE CORP
9,887$2.6B1.12%
16
EMBISHARES JP MORGAN USD EMERGI
28,405$2.6B1.12%
17
EMHYISHARES J.P. MORGAN EM HIGH
67,401$2.6B1.12%
18
PBPINVESCO S&P 500 BUYWRITE ETF
119,538$2.6B1.11%
19
DWXSPDR S&P INTER DVD ETF
61,944$2.6B1.11%
20
FOXAFOX CORP - CLASS A
43,002$2.4B1.03%
21
QQQMINVESCO NASDAQ 100 ETF
9,628$2.2B0.93%
22
TAT&T INC
74,397$2.2B0.92%
23
METMETLIFE INC
25,252$2.0B0.87%
24
ABGCENCORA INC
6,569$2.0B0.84%
25
FALNISHARES FALLEN ANGELS ETF
67,806$1.8B0.78%
26
GHYGISHARES US&INTL HIGH YIELD C
39,688$1.8B0.78%
27
HYGVFLEXSHARES HIGH YIELD VALUE
44,564$1.8B0.78%
28
JNKSPDR BLOOMBERG HIGH YIELD BO
18,765$1.8B0.78%
29
SHYGISHARES 0-5 YR HY CORP BOND
42,231$1.8B0.78%
30
UALUNITED AIRLINES HOLDINGS INC
21,467$1.7B0.73%
31
WELLWELLTOWER INC
11,014$1.7B0.72%
32
CCLCARNIVAL CORP
59,962$1.7B0.72%
33
BKBANK OF NEW YORK MELLON CORP
18,064$1.6B0.70%
34
NTRSNORTHERN TRUST CORP
12,353$1.6B0.67%
35
NEMNEWMONT CORP
26,783$1.6B0.67%
36
WMBWILLIAMS COS INC
24,687$1.6B0.66%
37
WABWABTEC CORP
7,228$1.5B0.65%
38
WMTWALMART INC
15,205$1.5B0.63%
39
ADPAUTOMATIC DATA PROCESSING
4,753$1.5B0.62%
40
KMIKINDER MORGAN INC
49,637$1.5B0.62%
41
RFIXSIMPLIFY BOND BULL ETF
30,000$1.5B0.62%
42
GMGENERAL MOTORS CO
28,982$1.4B0.61%
43
CSCOCISCO SYSTEMS INC
20,494$1.4B0.61%
44
NDAQNASDAQ INC
15,786$1.4B0.60%
45
VNQIVANGUARD GLBL EX-US REAL EST
30,437$1.4B0.60%
46
VRSNVERISIGN INC
4,842$1.4B0.60%
47
CAHCARDINAL HEALTH INC
8,319$1.4B0.60%
48
ICEINTERCONTINENTAL EXCHANGE IN
7,616$1.4B0.60%
49
ABTABBOTT LABORATORIES
10,221$1.4B0.59%
50
COFCAPITAL ONE FINANCIAL CORP
6,435$1.4B0.58%
51
CMECME GROUP INC
4,962$1.4B0.58%
52
DALDELTA AIR LINES INC
27,531$1.4B0.58%
53
RSGREPUBLIC SERVICES INC
5,476$1.4B0.58%
54
ALSALLSTATE CORP
6,483$1.3B0.56%
55
MSIMOTOROLA SOLUTIONS INC
2,987$1.3B0.54%
56
AEMAGNICO EAGLE MINES LTD
10,515$1.3B0.53%
57
PKGPACKAGING CORP OF AMERICA
6,151$1.2B0.49%
58
SFMSPROUTS FARMERS MARKET INC
6,977$1.1B0.49%
59
HOODROBINHOOD MARKETS INC - A
11,790$1.1B0.47%
60
HLIHOULIHAN LOKEY INC
6,106$1.1B0.47%
61
FTITECHNIPFMC PLC
31,279$1.1B0.46%
62
EWYISHARES MSCI SOUTH KOREA ETF
14,308$1.0B0.44%
63
EWTISHARES MSCI TAIWAN ETF
16,562$950.7M0.41%
64
WRBWR BERKLEY CORP
12,745$936.4M0.40%
65
EPOLISHARES MSCI POLAND ETF
28,991$935.3M0.40%
66
BCCCGLOBAL X MSCI GREECE ETF
15,976$927.2M0.40%
67
FXIISHARES CHINA LARGE-CAP ETF
25,084$922.1M0.39%
68
EPUISHARES MSCI PERU AND GLOBAL
18,901$918.4M0.39%
69
EZAISHARES MSCI SOUTH AFRICA ET
16,786$902.2M0.38%
70
FMCCFREDDIE MAC
108,677$895.5M0.38%
71
UWMCUWM HOLDINGS CORP
215,000$890.1M0.38%
72
EWWISHARES MSCI MEXICO ETF
14,639$886.5M0.38%
73
ECHISHARES MSCI CHILE ETF
28,046$882.0M0.38%
74
AQLTISHARES MSCI PHILIPPINES ETF
32,171$872.5M0.37%
75
HIGHARTFORD INSURANCE GROUP INC
6,786$860.9M0.37%
76
KGCKINROSS GOLD CORP
54,662$854.4M0.36%
77
TRVTRAVELERS COS INC/THE
3,064$819.7M0.35%
78
EWMISHARES MSCI MALAYSIA ETF
33,418$813.4M0.35%
79
EWNISHARES MSCI NETHERLANDS ETF
14,756$804.2M0.34%
80
LLOEWS CORP
8,751$802.1M0.34%
81
EWOISHARES MSCI AUSTRIA ETF
27,249$801.1M0.34%
82
EWPISHARES MSCI SPAIN ETF
17,985$791.9M0.34%
83
EWQISHARES MSCI FRANCE ETF
18,501$791.8M0.34%
84
EWDISHARES MSCI SWEDEN ETF
17,295$791.1M0.34%
85
CBCHUBB LTD
2,727$790.1M0.34%
86
EWIISHARES MSCI ITALY ETF
16,384$788.7M0.34%
87
EWGISHARES MSCI GERMANY ETF
18,633$788.4M0.34%
88
EWUISHARES MSCI UNITED KINGDOM
19,653$780.6M0.33%
89
EWLISHARES MSCI SWITZERLAND ETF
14,199$778.2M0.33%
90
WIPSPDR FTSE INTERNATIONAL GOVE
19,501$777.7M0.33%
91
CINFCINCINNATI FINANCIAL CORP
5,217$776.9M0.33%
92
LQDISHARES IBOXX INVESTMENT GRA
6,945$761.2M0.32%
93
IGSBISHARES 1-5Y INV GRADE CORP
14,291$754.0M0.32%
94
IVZINVESCO LTD
47,704$752.3M0.32%
95
FLRNSPDR BLOOMBERG INVESTMENT GR
24,358$751.0M0.32%
96
SCHPSCHWAB U.S. TIPS ETF
28,086$749.3M0.32%
97
RFREGIONS FINANCIAL CORP
31,822$748.5M0.32%
98
UHSUNIVERSAL HEALTH SERVICES-B
4,127$747.6M0.32%
99
HBANHUNTINGTON BANCSHARES INC
44,600$747.5M0.32%
100
CHTRCHARTER COMMUNICATIONS INC-A
1,827$746.9M0.32%
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