Filer Name: MOUNT LUCAS MANAGEMENT LP
CIK: 1185072
Period: 2024-12-31
Filed At: 2025-02-07
Number of Holdings: 135
Portfolio Value: $0.29B

Mount Lucas Management Lp Top Holdings

Ticker Exchange Security Shares Value % of Portfolio Position Change Put/Call
KWEB US KRANESHARES CSI CHINA INTERN 1,507,900 $44M 15.35% 8.9% -
RPV US INVESCO S&P 500 PURE VALUE E 273,745 $25M 8.60% 100.0% -
ASHR US XTRACKERS HARVEST CSI 300 CH 700,000 $19M 6.45% 100.0% -
SHY US ISHARES 1-3 YEAR TREASURY BO 198,611 $16M 5.67% 518.0% -
JD US JD.COM INC-ADR 400,000 $14M 4.83% 100.0% -
IEI US ISHARES 3-7 YEAR TREASURY BO 79,224 $9M 3.19% 253.5% -
AGNC US AGNC INVESTMENT CORP 522,300 $5M 1.67% 2.5% -
NLY US ANNALY CAPITAL MANAGEMENT IN 262,000 $5M 1.67% - -
UAL US UNITED AIRLINES HOLDINGS INC 42,560 $4M 1.44% -8.5% -
HIG US HARTFORD FINANCIAL SVCS GRP 35,829 $4M 1.36% -6.8% -
COST US COSTCO WHOLESALE CORP 3,831 $4M 1.22% -5.0% -
L US LOEWS CORP 41,506 $4M 1.22% -5.4% -
SYF US SYNCHRONY FINANCIAL 51,206 $3M 1.16% -8.0% -
JPM US JPMORGAN CHASE & CO 13,937 $3M 1.16% -7.1% -
DAL US DELTA AIR LINES INC 53,037 $3M 1.12% -9.8% -
RSG US REPUBLIC SERVICES INC 15,555 $3M 1.09% -4.8% -
BKLN US INVESCO SENIOR LOAN ETF 131,480 $3M 0.96% 3.2% -
PBP US INVESCO S&P 500 BUYWRITE ETF 114,007 $3M 0.94% 1.5% -
PFF US ISHARES PREFERRED & INCOME S 84,626 $3M 0.93% 2.2% -
ACGL US ARCH CAPITAL GROUP LTD 28,478 $3M 0.92% -5.7% -
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