Mount Lucas Management LP Q4 2024 Filing
Filed February 7, 2025
Portfolio Value
$287.3B
Holdings
135
Report Date
Q4 2024
Filing Type
13F-HR
All Holdings (135 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | KWEBKRANESHARES CSI CHINA INTERN | 1,507,900 | $44.1B | 15.35% | |
| 2 | RPVINVESCO S&P 500 PURE VALUE E | 273,745 | $24.7B | 8.60% | |
| 3 | ASHRXTRACKERS HARVEST CSI 300 CH | 700,000 | $18.5B | 6.45% | |
| 4 | SHYISHARES 1-3 YEAR TREASURY BO | 198,611 | $16.3B | 5.67% | |
| 5 | JDJD.COM INC-ADR | 400,000 | $13.9B | 4.83% | |
| 6 | IEIISHARES 3-7 YEAR TREASURY BO | 79,224 | $9.2B | 3.19% | |
| 7 | AGNCAGNC INVESTMENT CORP | 522,300 | $4.8B | 1.67% | |
| 8 | NLYANNALY CAPITAL MANAGEMENT IN | 262,000 | $4.8B | 1.67% | |
| 9 | UALUNITED AIRLINES HOLDINGS INC | 42,560 | $4.1B | 1.44% | |
| 10 | HIGHARTFORD FINANCIAL SVCS GRP | 35,829 | $3.9B | 1.36% | |
| 11 | LLOEWS CORP | 41,506 | $3.5B | 1.22% | |
| 12 | COSTCOSTCO WHOLESALE CORP | 3,831 | $3.5B | 1.22% | |
| 13 | JPMJPMORGAN CHASE & CO | 13,937 | $3.3B | 1.16% | |
| 14 | SYFSYNCHRONY FINANCIAL | 51,206 | $3.3B | 1.16% | |
| 15 | DALDELTA AIR LINES INC | 53,037 | $3.2B | 1.12% | |
| 16 | RSGREPUBLIC SERVICES INC | 15,555 | $3.1B | 1.09% | |
| 17 | BKLNINVESCO SENIOR LOAN ETF | 131,480 | $2.8B | 0.96% | |
| 18 | PBPINVESCO S&P 500 BUYWRITE ETF | 114,007 | $2.7B | 0.94% | |
| 19 | PFFISHARES PREFERRED & INCOME S | 84,626 | $2.7B | 0.93% | |
| 20 | CWBSPDR BLOOMBERG CONVERTIBLE S | 33,902 | $2.6B | 0.92% | |
| 21 | ACGLARCH CAPITAL GROUP LTD | 28,478 | $2.6B | 0.92% | |
| 22 | EMHYISHARES J.P. MORGAN EM HIGH | 68,328 | $2.6B | 0.90% | |
| 23 | EMBISHARES JP MORGAN USD EMERGI | 28,853 | $2.6B | 0.89% | |
| 24 | VYMVANGUARD HIGH DVD YIELD ETF | 19,647 | $2.5B | 0.87% | |
| 25 | PCARPACCAR INC | 22,250 | $2.3B | 0.81% | |
| 26 | IEFISHARES 7-10 YEAR TREASURY B | 23,211 | $2.1B | 0.75% | |
| 27 | AIZASSURANT INC | 9,370 | $2.0B | 0.70% | |
| 28 | IWDISHARES RUSSELL 1000 VALUE E | 10,710 | $2.0B | 0.69% | |
| 29 | DVADAVITA INC | 12,810 | $1.9B | 0.67% | |
| 30 | REEVEREST GROUP LTD | 5,237 | $1.9B | 0.66% | |
| 31 | SHYGISHARES 0-5 YR HY CORP BOND | 42,985 | $1.8B | 0.64% | |
| 32 | HYGVFLEXSHARES HIGH YIELD VALUE | 44,889 | $1.8B | 0.64% | |
| 33 | JNKSPDR BLOOMBERG HIGH YIELD BO | 19,099 | $1.8B | 0.63% | |
| 34 | GHYGISHARES US&INTL HIGH YIELD C | 41,328 | $1.8B | 0.63% | |
| 35 | FALNISHARES FALLEN ANGELS ETF | 68,023 | $1.8B | 0.63% | |
| 36 | APPAPPLOVIN CORP-CLASS A | 5,544 | $1.8B | 0.63% | |
| 37 | SVOLSIMPLIFY VOLATILITY PREMIUM | 86,264 | $1.8B | 0.62% | |
| 38 | PHMPULTEGROUP INC | 15,360 | $1.7B | 0.58% | |
| 39 | VVISA INC-CLASS A SHARES | 5,265 | $1.7B | 0.58% | |
| 40 | TMUST-MOBILE US INC | 7,490 | $1.7B | 0.58% | |
| 41 | CPRTCOPART INC | 28,210 | $1.6B | 0.56% | |
| 42 | BRBROADRIDGE FINANCIAL SOLUTIO | 7,116 | $1.6B | 0.56% | |
| 43 | AJGARTHUR J GALLAGHER & CO | 5,584 | $1.6B | 0.55% | |
| 44 | CMECME GROUP INC | 6,722 | $1.6B | 0.54% | |
| 45 | BROBROWN & BROWN INC | 14,863 | $1.5B | 0.53% | |
| 46 | TJXTJX COMPANIES INC | 12,536 | $1.5B | 0.53% | |
| 47 | CBOECBOE GLOBAL MARKETS INC | 7,555 | $1.5B | 0.51% | |
| 48 | CITCINTAS CORP | 7,867 | $1.4B | 0.50% | |
| 49 | APHAMPHENOL CORP-CL A | 20,614 | $1.4B | 0.50% | |
| 50 | REMISHARES MORTGAGE REAL ESTATE | 66,284 | $1.4B | 0.49% | |
| 51 | KGCKINROSS GOLD CORP | 148,707 | $1.4B | 0.48% | |
| 52 | RCLROYAL CARIBBEAN CRUISES LTD | 5,849 | $1.3B | 0.47% | |
| 53 | MCKMCKESSON CORP | 2,281 | $1.3B | 0.45% | |
| 54 | ROPROPER TECHNOLOGIES INC | 2,498 | $1.3B | 0.45% | |
| 55 | VNQVANGUARD REAL ESTATE ETF | 14,185 | $1.3B | 0.44% | |
| 56 | TRGPTARGA RESOURCES CORP | 7,078 | $1.3B | 0.44% | |
| 57 | PRPERMIAN RESOURCES CORP | 85,599 | $1.2B | 0.43% | |
| 58 | BKBANK OF NEW YORK MELLON CORP | 15,849 | $1.2B | 0.42% | |
| 59 | WFCWELLS FARGO & CO | 16,825 | $1.2B | 0.41% | |
| 60 | BBJPJPMORGAN BETABUILDERS JAPAN | 21,510 | $1.2B | 0.41% | |
| 61 | CCLCARNIVAL CORP | 46,153 | $1.2B | 0.40% | |
| 62 | EWAISHARES MSCI AUSTRALIA ETF | 46,843 | $1.1B | 0.39% | |
| 63 | URIUNITED RENTALS INC | 1,540 | $1.1B | 0.38% | |
| 64 | DWXSPDR S&P INTER DVD ETF | 30,965 | $1.1B | 0.38% | |
| 65 | FTITECHNIPFMC PLC | 36,053 | $1.0B | 0.36% | |
| 66 | THCTENET HEALTHCARE CORP | 8,075 | $1.0B | 0.35% | |
| 67 | METMETLIFE INC | 11,977 | $980.7M | 0.34% | |
| 68 | GMGENERAL MOTORS CO | 18,177 | $968.3M | 0.34% | |
| 69 | WRBWR BERKLEY CORP | 15,683 | $917.8M | 0.32% | |
| 70 | FXIISHARES CHINA LARGE-CAP ETF | 29,746 | $905.5M | 0.32% | |
| 71 | EWMISHARES MSCI MALAYSIA ETF | 36,749 | $901.5M | 0.31% | |
| 72 | EWTISHARES MSCI TAIWAN ETF | 17,215 | $891.0M | 0.31% | |
| 73 | HCAHCA HEALTHCARE INC | 2,952 | $886.0M | 0.31% | |
| 74 | VRTVERTIV HOLDINGS CO-A | 7,769 | $882.6M | 0.31% | |
| 75 | CBCHUBB LTD | 3,120 | $862.1M | 0.30% | |
| 76 | EPUISHARES MSCI PERU AND GLOBAL | 21,439 | $849.2M | 0.30% | |
| 77 | EZAISHARES MSCI SOUTH AFRICA ET | 19,591 | $821.1M | 0.29% | |
| 78 | DKNGDRAFTKINGS INC-CL A | 21,697 | $807.1M | 0.28% | |
| 79 | AIGAMERICAN INTERNATIONAL GROUP | 11,050 | $804.4M | 0.28% | |
| 80 | UHSUNIVERSAL HEALTH SERVICES-B | 4,415 | $792.1M | 0.28% | |
| 81 | EWGISHARES MSCI GERMANY ETF | 24,526 | $780.4M | 0.27% | |
| 82 | MRVLMARVELL TECHNOLOGY INC | 7,000 | $773.1M | 0.27% | |
| 83 | FLRNSPDR BLOOMBERG INVESTMENT GR | 25,073 | $770.5M | 0.27% | |
| 84 | IGSBISHARES 1-5Y INV GRADE CORP | 14,803 | $765.3M | 0.27% | |
| 85 | CIENCIENA CORP | 9,000 | $763.3M | 0.27% | |
| 86 | MUBISHARES NATIONAL MUNI BOND E | 7,099 | $756.4M | 0.26% | |
| 87 | SCHPSCHWAB U.S. TIPS ETF | 29,226 | $754.9M | 0.26% | |
| 88 | NVDANVIDIA CORP | 5,558 | $746.4M | 0.26% | |
| 89 | LQDISHARES IBOXX INVESTMENT GRA | 6,983 | $746.1M | 0.26% | |
| 90 | FFORD MOTOR CO | 73,364 | $726.3M | 0.25% | |
| 91 | FANGDIAMONDBACK ENERGY INC | 4,360 | $714.3M | 0.25% | |
| 92 | LENLENNAR CORP-A | 5,399 | $707.5M | 0.25% | |
| 93 | CHTRCHARTER COMMUNICATIONS INC-A | 2,060 | $706.1M | 0.25% | |
| 94 | THD*ISHARES MSCI THAILAND ETF | 11,513 | $695.8M | 0.24% | |
| 95 | CMCSACOMCAST CORP-CLASS A | 18,482 | $693.6M | 0.24% | |
| 96 | COHRCOHERENT CORP | 6,500 | $615.7M | 0.21% | |
| 97 | XLUUTILITIES SELECT SECTOR SPDR | 8,016 | $606.7M | 0.21% | |
| 98 | FIXCOMFORT SYSTEMS USA INC | 1,423 | $603.4M | 0.21% | |
| 99 | MUMICRON TECHNOLOGY INC | 7,000 | $589.1M | 0.21% | |
| 100 | KKRKKR & CO INC | 3,899 | $576.7M | 0.20% |
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