Mount Lucas Management LP
CIK 0001185072
Annualised vol
6.658286%
Beta
0.273918
HHI
165.410683
Top-10 weight
29.132507%
VaR 95%
0.607348%
VaR 99%
1.1056%
Max drawdown
14.852495%
Matched value
39.906541%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| IREN | UNCHANGED | 100,000 | 100,000 | 0.0% | 4,573,000 |
| ADBE | REDUCED | 17,500 | 35,000 | -50.0% | 3,587,850 |
| CAH | ADDED | 12,322 | 12,013 | 2.57% | 2,927,214 |
| L | ADDED | 25,699 | 24,959 | 2.96% | 2,909,384 |
| IVZ | ADDED | 105,719 | 79,693 | 32.66% | 2,789,924 |
| CSCO | ADDED | 22,985 | 22,148 | 3.78% | 2,699,818 |
| DAL | ADDED | 27,897 | 27,207 | 2.54% | 2,612,833 |
| MU | ADDED | 2,244 | 1,919 | 16.94% | 2,590,227 |
| T | ADDED | 120,449 | 116,088 | 3.76% | 2,493,294 |
| JNJ | ADDED | 8,815 | 8,494 | 3.78% | 2,238,746 |
| MNST | ADDED | 23,056 | 22,334 | 3.23% | 2,216,143 |
| GL | ADDED | 12,356 | 12,054 | 2.51% | 2,207,770 |
| BNY | ADDED | 15,100 | 14,573 | 3.62% | 2,183,611 |
| MOH | UNCHANGED | 9,500 | 9,500 | 0.0% | 2,172,650 |
| VTR | ADDED | 24,065 | 23,179 | 3.82% | 2,136,972 |
| UAL | REDUCED | 15,527 | 16,339 | -4.97% | 2,111,517 |
| HCA | ADDED | 5,132 | 5,040 | 1.83% | 2,000,915 |
| COR | REDUCED | 6,977 | 8,665 | -19.48% | 1,974,351 |
| EVC | REDUCED | 150,000 | 175,600 | -14.58% | 1,956,000 |
| GD | ADDED | 5,078 | 4,902 | 3.59% | 1,798,831 |
| NEM | REDUCED | 18,865 | 26,210 | -28.02% | 1,761,991 |
| VZ | ADDED | 40,699 | 39,230 | 3.74% | 1,723,196 |
| CCL | ADDED | 58,808 | 57,162 | 2.88% | 1,680,145 |
| CBOE | ADDED | 6,864 | 6,634 | 3.47% | 1,665,687 |
| FTAI | UNCHANGED | 6,000 | 6,000 | 0.0% | 1,623,180 |
| F | ADDED | 109,539 | 106,840 | 2.53% | 1,522,592 |
| TD | ADDED | 12,438 | 6,640 | 87.32% | 1,510,346 |
| NDAQ | ADDED | 17,514 | 16,908 | 3.58% | 1,380,453 |
| STLN | NEW | 250,000 | - | - | 1,357,500 |
| MPC | ADDED | 5,164 | 5,032 | 2.62% | 1,320,280 |
| RSG | ADDED | 6,059 | 5,854 | 3.5% | 1,291,052 |
| AMD | ADDED | 2,194 | 1,534 | 43.02% | 1,274,517 |
| CME | ADDED | 5,639 | 5,423 | 3.98% | 1,245,260 |
| DG | ADDED | 10,722 | 10,538 | 1.75% | 1,234,209 |
| ROL | ADDED | 29,563 | 28,547 | 3.56% | 1,233,960 |
| COF | REDUCED | 6,135 | 8,799 | -30.28% | 1,230,804 |
| EVR | ADDED | 3,573 | 1,723 | 107.37% | 1,219,965 |
| PAAS | ADDED | 26,143 | 5,931 | 340.79% | 1,170,945 |
| GM | ADDED | 14,991 | 14,625 | 2.5% | 1,155,506 |
| CDE | ADDED | 70,760 | 32,012 | 121.04% | 1,154,803 |
| CVS | ADDED | 11,146 | 10,807 | 3.14% | 1,153,054 |
| DDI | NEW | 100,000 | - | - | 1,148,000 |
| ADM | ADDED | 14,753 | 14,336 | 2.91% | 1,127,129 |
| B | REDUCED | 29,840 | 39,107 | -23.7% | 1,096,023 |
| PFG | ADDED | 10,153 | 9,836 | 3.22% | 1,094,290 |
| KGC | REDUCED | 45,257 | 72,688 | -37.74% | 1,068,970 |
| STX | REDUCED | 1,104 | 1,105 | -0.09% | 1,065,360 |
| ABT | ADDED | 11,429 | 11,006 | 3.84% | 1,037,067 |
| ALL | ADDED | 4,283 | 4,174 | 2.61% | 1,019,097 |
| RF | ADDED | 33,568 | 32,521 | 3.22% | 1,013,754 |
| WW | UNCHANGED | 60,000 | 60,000 | 0.0% | 958,800 |
| MTB | ADDED | 3,979 | 3,863 | 3.0% | 947,042 |
| IAG | NEW | 57,971 | - | - | 918,261 |
| HIG | ADDED | 6,675 | 6,499 | 2.71% | 884,571 |
| AAL | NEW | 44,059 | - | - | 796,146 |
| SYF | ADDED | 10,455 | 10,186 | 2.64% | 795,103 |
| CF | ADDED | 7,288 | 7,099 | 2.66% | 788,999 |
| MET | REDUCED | 9,301 | 16,088 | -42.19% | 786,958 |
| LUV | NEW | 14,561 | - | - | 748,727 |
| MOS | ADDED | 35,323 | 34,163 | 3.4% | 748,494 |
| HUM | NEW | 1,880 | - | - | 746,774 |
| CNC | NEW | 11,204 | - | - | 719,185 |
| SANM | NEW | 2,798 | - | - | 708,118 |
| DELL | NEW | 1,620 | - | - | 698,965 |
| UHS | ADDED | 4,362 | 4,263 | 2.32% | 648,586 |
| TIC | UNCHANGED | 80,000 | 80,000 | 0.0% | 647,200 |
| FIVE | NEW | 3,553 | - | - | 638,794 |
| AGNC | ADDED | 58,559 | 56,707 | 3.27% | 638,293 |
| HPE | NEW | 14,095 | - | - | 635,825 |
| TKO | ADDED | 3,126 | 3,117 | 0.29% | 629,295 |
| AG | NEW | 36,624 | - | - | 621,143 |
| MDGL | REDUCED | 1,127 | 1,129 | -0.18% | 605,143 |
| UWMC | ADDED | 260,000 | 159,800 | 62.7% | 595,400 |
| JLL | REDUCED | 1,810 | 1,813 | -0.17% | 561,010 |
| EXE | ADDED | 6,082 | 6,049 | 0.55% | 554,618 |
| SGI | ADDED | 6,834 | 6,821 | 0.19% | 535,786 |
| QXO | REDUCED | 25,442 | 25,478 | -0.14% | 439,638 |
| ALAB | NEW | 908 | - | - | 438,582 |
| NXT | REDUCED | 3,515 | 3,519 | -0.11% | 418,777 |
| TER | NEW | 832 | - | - | 402,555 |
| SITM | NEW | 502 | - | - | 374,271 |
| CELH | REDUCED | 12,232 | 12,248 | -0.13% | 358,153 |
| LLY | UNCHANGED | 290 | 290 | 0.0% | 347,835 |
| GRVY | ADDED | 5,000 | 3,900 | 28.21% | 335,750 |
| AAOI | NEW | 2,030 | - | - | 300,765 |
| EQX | NEW | 30,796 | - | - | 299,337 |
| AEM | REDUCED | 1,687 | 6,080 | -72.25% | 261,704 |
| PLTR | REDUCED | 1,773 | 3,688 | -51.93% | 206,856 |
| INSM | REDUCED | 1,842 | 1,844 | -0.11% | 196,394 |
| BLND | REDUCED | 100,000 | 128,000 | -21.88% | 171,000 |
| AVAV | REDUCED | 908 | 910 | -0.22% | 149,884 |
| INTC | CLOSED OUT | 0 | 125,000 | -100.0% | 0 |
| TKNO | CLOSED OUT | 0 | 70,000 | -100.0% | 0 |
| FTI | CLOSED OUT | 0 | 15,663 | -100.0% | 0 |
| EXEL | CLOSED OUT | 0 | 12,969 | -100.0% | 0 |
| EQH | CLOSED OUT | 0 | 10,388 | -100.0% | 0 |
| USFD | CLOSED OUT | 0 | 7,064 | -100.0% | 0 |
| IOT | CLOSED OUT | 0 | 6,923 | -100.0% | 0 |
| PFGC | CLOSED OUT | 0 | 6,188 | -100.0% | 0 |
| NTRS | CLOSED OUT | 0 | 4,961 | -100.0% | 0 |
| SFM | CLOSED OUT | 0 | 3,371 | -100.0% | 0 |
| HLI | CLOSED OUT | 0 | 3,162 | -100.0% | 0 |
| RBLX | CLOSED OUT | 0 | 2,698 | -100.0% | 0 |
| CVNA | CLOSED OUT | 0 | 1,865 | -100.0% | 0 |
| LAD | CLOSED OUT | 0 | 1,636 | -100.0% | 0 |
| NET | CLOSED OUT | 0 | 1,512 | -100.0% | 0 |
| AVGO | CLOSED OUT | 0 | 1,078 | -100.0% | 0 |
| ZS | CLOSED OUT | 0 | 888 | -100.0% | 0 |
| APP | CLOSED OUT | 0 | 728 | -100.0% | 0 |
| DUOL | CLOSED OUT | 0 | 570 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | ISHARES MSCI BRAZIL ETF | ETP | 464286400 | 17,250,000 | 6.15 | 500000.0 | |
| - | INVESCO S&P 500 PURE VALUE E | ETP | 46137V258 | 15,902,020 | 5.67 | 139712.0 | |
| - | INVESCO QQQ TRUST SERIES 1 | ETP | 46090E103 | 15,614,626 | 5.56 | 21204.0 | |
| - | ISHARES 1-3 YEAR TREASURY BO | ETP | 464287457 | 6,938,870 | 2.47 | 84507.0 | |
| - | NEBIUS GROUP NV | Common Stock | N97284108 | 5,523,400 | 1.97 | 20000.0 | |
| IREN | UNCHANGED | IREN LTD | Common Stock | Q4982L109 | 4,573,000 | 1.63 | 100000.0 |
| - | JPMORGAN BETABUILDERS JAPAN | ETP | 46641Q217 | 4,244,698 | 1.51 | 56363.0 | |
| - | ISHARES MSCI AUSTRALIA ETF | ETP | 464286103 | 4,146,813 | 1.48 | 147259.0 | |
| - | ISHARES 3-7 YEAR TREASURY BO | ETP | 464288661 | 3,994,592 | 1.42 | 34011.0 | |
| ADBE | REDUCED | ADOBE INC | Common Stock | 00724F101 | 3,587,850 | 1.28 | 17500.0 |
| - | INVESCO SENIOR LOAN ETF | ETP | 46138G508 | 3,300,857 | 1.18 | 162045.0 | |
| - | SS SPDR BB CONV SEC ETF | ETP | 78464A359 | 3,299,292 | 1.18 | 30600.0 | |
| - | INVESCO S&P 500 BUYWRITE ETF | ETP | 46137V399 | 3,176,596 | 1.13 | 138716.0 | |
| - | ISHARES J.P. MORGAN EM HIGH | ETP | 464286285 | 3,163,656 | 1.13 | 77798.0 | |
| - | ISHARES JP MORGAN USD EMERGI | ETP | 464288281 | 3,157,928 | 1.13 | 32745.0 | |
| - | VANGUARD HIGH DVD YIELD ETF | ETP | 921946406 | 3,137,686 | 1.12 | 19855.0 | |
| - | STATE STREET SPDR S&P INTERN | ETP | 78463X772 | 3,121,438 | 1.11 | 67917.0 | |
| - | ISHARES MORTGAGE REAL ESTATE | ETP | 46435G342 | 3,039,328 | 1.08 | 137838.0 | |
| CAH | ADDED | CARDINAL HEALTH INC | Common Stock | 14149Y108 | 2,927,214 | 1.04 | 12322.0 |
| L | ADDED | LOEWS CORP | Common Stock | 540424108 | 2,909,384 | 1.04 | 25699.0 |
| IVZ | ADDED | INVESCO LTD | Common Stock | G491BT108 | 2,789,924 | 0.99 | 105719.0 |
| - | NEBIUS GROUP NV | Common Stock | N97284108 | 2,761,700 | 0.98 | 10000.0 | |
| CSCO | ADDED | CISCO SYSTEMS INC | Common Stock | 17275R102 | 2,699,818 | 0.96 | 22985.0 |
| DAL | ADDED | DELTA AIR LINES INC | Common Stock | 247361702 | 2,612,833 | 0.93 | 27897.0 |
| - | ISHARES PREFERRED & INCOME S | ETP | 464288687 | 2,597,321 | 0.93 | 85186.0 | |
| MU | ADDED | MICRON TECHNOLOGY INC | Common Stock | 595112103 | 2,590,227 | 0.92 | 2244.0 |
| T | ADDED | AT&T INC | Common Stock | 00206R102 | 2,493,294 | 0.89 | 120449.0 |
| - | ISHARES 7-10 YEAR TREASURY B | ETP | 464287440 | 2,316,398 | 0.83 | 24494.0 | |
| JNJ | ADDED | JOHNSON & JOHNSON | Common Stock | 478160104 | 2,238,746 | 0.8 | 8815.0 |
| - | ISHARES FALLEN ANGELS ETF | ETP | 46435G474 | 2,217,418 | 0.79 | 81403.0 | |
| MNST | ADDED | MONSTER BEVERAGE CORP | Common Stock | 61174X109 | 2,216,143 | 0.79 | 23056.0 |
| GL | ADDED | GLOBE LIFE INC | Common Stock | 37959E102 | 2,207,770 | 0.79 | 12356.0 |
| - | FLEXSHARES HIGH YIELD VALUE | ETP | 33939L662 | 2,206,167 | 0.79 | 54798.0 | |
| - | ISHARES 0-5 YR HY CORP BOND | ETP | 46434V407 | 2,205,447 | 0.79 | 52003.0 | |
| - | SS SPDR BB HIGH YIELD BOND | ETP | 78468R622 | 2,204,753 | 0.79 | 22878.0 | |
| - | ISHARES US&INTL HIGH YIELD C | ETP | 464286178 | 2,200,233 | 0.78 | 48581.0 | |
| BNY | ADDED | BANK OF NEW YORK MELLON CORP | Common Stock | 064058100 | 2,183,611 | 0.78 | 15100.0 |
| MOH | UNCHANGED | MOLINA HEALTHCARE INC | Common Stock | 60855R100 | 2,172,650 | 0.77 | 9500.0 |
| VTR | ADDED | VENTAS INC | Common Stock | 92276F100 | 2,136,972 | 0.76 | 24065.0 |
| UAL | REDUCED | UNITED AIRLINES HOLDINGS INC | Common Stock | 910047109 | 2,111,517 | 0.75 | 15527.0 |
| HCA | ADDED | HCA HEALTHCARE INC | Common Stock | 40412C101 | 2,000,915 | 0.71 | 5132.0 |
| COR | REDUCED | CENCORA INC | Common Stock | 03073E105 | 1,974,351 | 0.7 | 6977.0 |
| EVC | REDUCED | ENTRAVISION COMMUNICATIONS-A | Common Stock | 29382R107 | 1,956,000 | 0.7 | 150000.0 |
| GD | ADDED | GENERAL DYNAMICS CORP | Common Stock | 369550108 | 1,798,831 | 0.64 | 5078.0 |
| NEM | REDUCED | NEWMONT CORP | Common Stock | 651639106 | 1,761,991 | 0.63 | 18865.0 |
| - | ISHARES MSCI BRAZIL ETF | ETP | 464286400 | 1,737,627 | 0.62 | 50366.0 | |
| VZ | ADDED | VERIZON COMMUNICATIONS INC | Common Stock | 92343V104 | 1,723,196 | 0.61 | 40699.0 |
| - | TJX COMPANIES INC | Common Stock | 872540109 | 1,721,798 | 0.61 | 11365.0 | |
| CCL | ADDED | CARNIVAL CORP LTD | Common Stock | G2004J103 | 1,680,145 | 0.6 | 58808.0 |
| - | VANGUARD REAL ESTATE ETF | ETP | 922908553 | 1,676,436 | 0.6 | 17385.0 | |
| CBOE | ADDED | CBOE GLOBAL MARKETS INC | Common Stock | 12503M108 | 1,665,687 | 0.59 | 6864.0 |
| FTAI | UNCHANGED | FTAI AVIATION LTD | Common Stock | G3730V105 | 1,623,180 | 0.58 | 6000.0 |
| - | L3HARRIS TECHNOLOGIES INC | Common Stock | 502431109 | 1,552,332 | 0.55 | 5342.0 | |
| F | ADDED | FORD MOTOR CO | Common Stock | 345370860 | 1,522,592 | 0.54 | 109539.0 |
| TD | ADDED | TORONTO-DOMINION BANK | Common Stock | 891160509 | 1,510,346 | 0.54 | 12438.0 |
| - | ISHARES RUSSELL 1000 VALUE E | ETP | 464287598 | 1,399,064 | 0.5 | 5771.0 | |
| NDAQ | ADDED | NASDAQ INC | Common Stock | 631103108 | 1,380,453 | 0.49 | 17514.0 |
| - | INVESCO NASDAQ 100 ETF | ETP | 46138G649 | 1,368,818 | 0.49 | 4518.0 | |
| STLN | NEW | STARLING ONCOLOGY INC | Common Stock | 68236X100 | 1,357,500 | 0.48 | 250000.0 |
| - | VERISIGN INC | Common Stock | 92343E102 | 1,351,883 | 0.48 | 5374.0 | |
| MPC | ADDED | MARATHON PETROLEUM CORP | Common Stock | 56585A102 | 1,320,280 | 0.47 | 5164.0 |
| RSG | ADDED | REPUBLIC SERVICES INC | Common Stock | 760759100 | 1,291,052 | 0.46 | 6059.0 |
| AMD | ADDED | ADVANCED MICRO DEVICES | Common Stock | 007903107 | 1,274,517 | 0.45 | 2194.0 |
| CME | ADDED | CME GROUP INC | Common Stock | 12572Q105 | 1,245,260 | 0.44 | 5639.0 |
| DG | ADDED | DOLLAR GENERAL CORP | Common Stock | 256677105 | 1,234,209 | 0.44 | 10722.0 |
| ROL | ADDED | ROLLINS INC | Common Stock | 775711104 | 1,233,960 | 0.44 | 29563.0 |
| COF | REDUCED | CAPITAL ONE FINANCIAL CORP | Common Stock | 14040H105 | 1,230,804 | 0.44 | 6135.0 |
| - | GRUPO AEROPORTUARIO SUR-ADR | Common Stock | 40051E202 | 1,226,800 | 0.44 | 4000.0 | |
| EVR | ADDED | EVERCORE INC - A | Common Stock | 29977A105 | 1,219,965 | 0.43 | 3573.0 |
| - | NU HOLDINGS LTD/CAYMAN ISL-A | Common Stock | G6683N103 | 1,202,400 | 0.43 | 90000.0 | |
| PAAS | ADDED | PAN AMERICAN SILVER CORP | Common Stock | 697900108 | 1,170,945 | 0.42 | 26143.0 |
| GM | ADDED | GENERAL MOTORS CO | Common Stock | 37045V100 | 1,155,506 | 0.41 | 14991.0 |
| CDE | ADDED | COEUR MINING INC | Common Stock | 192108504 | 1,154,803 | 0.41 | 70760.0 |
| CVS | ADDED | CVS HEALTH CORP | Common Stock | 126650100 | 1,153,054 | 0.41 | 11146.0 |
| DDI | NEW | DOUBLEDOWN INTERACTIVE -ADR | Common Stock | 25862B109 | 1,148,000 | 0.41 | 100000.0 |
| ADM | ADDED | ARCHER-DANIELS-MIDLAND CO | Common Stock | 039483102 | 1,127,129 | 0.4 | 14753.0 |
| - | ISHARES MSCI TAIWAN ETF | ETP | 46434G772 | 1,124,548 | 0.4 | 10354.0 | |
| B | REDUCED | BARRICK MINING CORP | Common Stock | 06849F108 | 1,096,023 | 0.39 | 29840.0 |
| - | ISHARES MSCI TURKEY ETF | ETP | 464286715 | 1,094,355 | 0.39 | 28147.0 | |
| PFG | ADDED | PRINCIPAL FINANCIAL GROUP | Common Stock | 74251V102 | 1,094,290 | 0.39 | 10153.0 |
| - | GLOBAL X MSCI GREECE ETF | ETP | 37954Y319 | 1,087,276 | 0.39 | 14401.0 | |
| KGC | REDUCED | KINROSS GOLD CORP | Common Stock | 496902404 | 1,068,970 | 0.38 | 45257.0 |
| - | ISHARES MSCI THAILAND ETF | ETP | 464286624 | 1,068,236 | 0.38 | 14773.0 | |
| STX | REDUCED | SEAGATE TECHNOLOGY HOLDINGS | Common Stock | G7997R103 | 1,065,360 | 0.38 | 1104.0 |
| - | TRAVELERS COS INC/THE | Common Stock | 89417E109 | 1,062,326 | 0.38 | 3218.0 | |
| - | ISHARES MSCI PERU AND GLOBAL | ETP | 464289842 | 1,050,514 | 0.37 | 12581.0 | |
| - | ISHARES MSCI SOUTH KOREA ETF | ETP | 464286772 | 1,044,025 | 0.37 | 5171.0 | |
| - | INTERCONTINENTAL EXCHANGE IN | Common Stock | 45866F104 | 1,040,403 | 0.37 | 8451.0 | |
| - | US BANCORP | Common Stock | 902973304 | 1,038,276 | 0.37 | 17190.0 | |
| ABT | ADDED | ABBOTT LABORATORIES | Common Stock | 002824100 | 1,037,067 | 0.37 | 11429.0 |
| - | ISHARES MSCI MEXICO ETF | ETP | 464286822 | 1,033,909 | 0.37 | 13736.0 | |
| - | ISHARES MSCI MALAYSIA ETF | ETP | 46434G814 | 1,021,378 | 0.36 | 37899.0 | |
| - | ISHARES MSCI POLAND ETF | ETP | 46429B606 | 1,020,694 | 0.36 | 26436.0 | |
| - | ISHARES MSCI CHILE ETF | ETP | 464286640 | 1,019,774 | 0.36 | 25687.0 | |
| ALL | ADDED | ALLSTATE CORP | Common Stock | 020002101 | 1,019,097 | 0.36 | 4283.0 |
| RF | ADDED | REGIONS FINANCIAL CORP | Common Stock | 7591EP100 | 1,013,754 | 0.36 | 33568.0 |
| - | ISHARES MSCI NETHERLANDS ETF | ETP | 464286814 | 1,000,657 | 0.36 | 14226.0 | |
| - | ISHARES MSCI AUSTRIA ETF | ETP | 464286202 | 988,712 | 0.35 | 23360.0 | |
| - | ISHARES MSCI SPAIN ETF | ETP | 464286764 | 983,142 | 0.35 | 16554.0 | |
| - | CREDO TECHNOLOGY GROUP HOLDI | Common Stock | G25457105 | 972,493 | 0.35 | 3576.0 | |
| - | ISHARES MSCI ITALY ETF | ETP | 46434G830 | 959,570 | 0.34 | 16198.0 | |
| WW | UNCHANGED | WW INTERNATIONAL INC-NEW | Common Stock | 98262P200 | 958,800 | 0.34 | 60000.0 |
| - | ISHARES MSCI SWITZERLAND ETF | ETP | 464286749 | 955,760 | 0.34 | 15207.0 | |
| - | ISHARES MSCI FRANCE ETF | ETP | 464286707 | 953,576 | 0.34 | 20990.0 | |
| MTB | ADDED | M & T BANK CORP | Common Stock | 55261F104 | 947,042 | 0.34 | 3979.0 |
| - | ISHARES MSCI UNITED KINGDOM | ETP | 46435G334 | 941,302 | 0.34 | 20401.0 | |
| - | WR BERKLEY CORP | Common Stock | 084423102 | 931,560 | 0.33 | 13208.0 | |
| - | ISHARES NATIONAL MUNI BOND E | ETP | 464288414 | 923,595 | 0.33 | 8582.0 | |
| - | SS SPDR BB IG FLOAT RT ETF | ETP | 78468R200 | 920,965 | 0.33 | 29853.0 | |
| - | ISHARES 1-5Y INV GRADE CORP | ETP | 464288646 | 918,695 | 0.33 | 17529.0 | |
| IAG | NEW | IAMGOLD CORP | Common Stock | 450913108 | 918,261 | 0.33 | 57971.0 |
| - | ISHR IBX USD INVGD CB ETF-UI | ETP | 464287242 | 915,097 | 0.33 | 8390.0 | |
| - | ISHARES MSCI SWEDEN ETF | ETP | 464286756 | 914,234 | 0.33 | 18292.0 | |
| - | SCHWAB U.S. TIPS ETF | ETP | 808524870 | 913,084 | 0.33 | 34456.0 | |
| - | AUNA SA-CLASS A | Common Stock | L0415A103 | 897,750 | 0.32 | 175000.0 | |
| - | STATE STREET SPDR FTSE INTER | ETP | 78464A490 | 896,832 | 0.32 | 22768.0 | |
| HIG | ADDED | HARTFORD INSURANCE GROUP INC | Common Stock | 416515104 | 884,571 | 0.32 | 6675.0 |
| - | HUNTINGTON BANCSHARES INC | Common Stock | 446150104 | 830,810 | 0.3 | 46859.0 | |
| AAL | NEW | AMERICAN AIRLINES GROUP INC | Common Stock | 02376R102 | 796,146 | 0.28 | 44059.0 |
| SYF | ADDED | SYNCHRONY FINANCIAL | Common Stock | 87165B103 | 795,103 | 0.28 | 10455.0 |
| CF | ADDED | CF INDUSTRIES HOLDINGS INC | Common Stock | 125269100 | 788,999 | 0.28 | 7288.0 |
| MET | REDUCED | METLIFE INC | Common Stock | 59156R108 | 786,958 | 0.28 | 9301.0 |
| LUV | NEW | SOUTHWEST AIRLINES CO | Common Stock | 844741108 | 748,727 | 0.27 | 14561.0 |
| MOS | ADDED | MOSAIC CO/THE | Common Stock | 61945C103 | 748,494 | 0.27 | 35323.0 |
| HUM | NEW | HUMANA INC | Common Stock | 444859102 | 746,774 | 0.27 | 1880.0 |
| - | ST SR UTL SL SE SPDR ETF-USD | ETP | 81369Y886 | 737,092 | 0.26 | 16257.0 | |
| CNC | NEW | CENTENE CORP | Common Stock | 15135B101 | 719,185 | 0.26 | 11204.0 |
| SANM | NEW | SANMINA CORP | Common Stock | 801056102 | 708,118 | 0.25 | 2798.0 |
| - | ISHARES MSCI SOUTH AFRICA ET | ETP | 464286780 | 708,107 | 0.25 | 11206.0 | |
| DELL | NEW | DELL TECHNOLOGIES -C | Common Stock | 24703L202 | 698,965 | 0.25 | 1620.0 |
| - | TERRESTRIAL ENERGY INC | Common Stock | 881454102 | 658,440 | 0.23 | 93000.0 | |
| - | ISHARES MSCI BRAZIL SMALL-CA | ETP | 464289131 | 657,437 | 0.23 | 50650.0 | |
| - | HECLA MINING CO | Common Stock | 422704106 | 652,735 | 0.23 | 42303.0 | |
| UHS | ADDED | UNIVERSAL HEALTH SERVICES-B | Common Stock | 913903100 | 648,586 | 0.23 | 4362.0 |
| TIC | UNCHANGED | TIC SOLUTIONS INC | Common Stock | 00510N102 | 647,200 | 0.23 | 80000.0 |
| - | SK TELECOM CO LTD-SPON ADR | Common Stock | 78440P306 | 643,200 | 0.23 | 20000.0 | |
| FIVE | NEW | FIVE BELOW | Common Stock | 33829M101 | 638,794 | 0.23 | 3553.0 |
| AGNC | ADDED | AGNC INVESTMENT CORP | Common Stock | 00123Q104 | 638,293 | 0.23 | 58559.0 |
| - | PROGRESSIVE CORP | Common Stock | 743315103 | 635,908 | 0.23 | 2911.0 | |
| HPE | NEW | HEWLETT PACKARD ENTERPRISE | Common Stock | 42824C109 | 635,825 | 0.23 | 14095.0 |
| TKO | ADDED | TKO GROUP HOLDINGS INC | Common Stock | 87256C101 | 629,295 | 0.22 | 3126.0 |
| AG | NEW | FIRST MAJESTIC SILVER CORP | Common Stock | 32076V103 | 621,143 | 0.22 | 36624.0 |
| MDGL | REDUCED | MADRIGAL PHARMACEUTICALS INC | Common Stock | 558868105 | 605,143 | 0.22 | 1127.0 |
| UWMC | ADDED | UWM HOLDINGS CORP | Common Stock | 91823B109 | 595,400 | 0.21 | 260000.0 |
| - | WHIRLPOOL CORP | Common Stock | 963320106 | 591,300 | 0.21 | 15000.0 | |
| JLL | REDUCED | JONES LANG LASALLE INC | Common Stock | 48020Q107 | 561,010 | 0.2 | 1810.0 |
| EXE | ADDED | EXPAND ENERGY CORP | Common Stock | 165167735 | 554,618 | 0.2 | 6082.0 |
| SGI | ADDED | SOMNIGROUP INTERNATIONAL INC | Common Stock | 88023U101 | 535,786 | 0.19 | 6834.0 |
| - | ROCKET COS INC-CLASS A | Common Stock | 77311W101 | 519,750 | 0.19 | 33000.0 | |
| QXO | REDUCED | QXO INC | Common Stock | 82846H405 | 439,638 | 0.16 | 25442.0 |
| ALAB | NEW | ASTERA LABS INC | Common Stock | 04626A103 | 438,582 | 0.16 | 908.0 |
| - | SIMPLIFY BOND BULL ETF | ETP | 82889N376 | 431,266 | 0.15 | 11027.0 | |
| NXT | REDUCED | NEXTPOWER INC-CL A | Common Stock | 65290E101 | 418,777 | 0.15 | 3515.0 |
| TER | NEW | TERADYNE INC | Common Stock | 880770102 | 402,555 | 0.14 | 832.0 |
| - | ISHARES MSCI GERMANY ETF | ETP | 464286806 | 398,476 | 0.14 | 9632.0 | |
| SITM | NEW | SITIME CORP | Common Stock | 82982T106 | 374,271 | 0.13 | 502.0 |
| CELH | REDUCED | CELSIUS HOLDINGS INC | Common Stock | 15118V207 | 358,153 | 0.13 | 12232.0 |
| LLY | UNCHANGED | ELI LILLY & CO | Common Stock | 532457108 | 347,835 | 0.12 | 290.0 |
| GRVY | ADDED | GRAVITY CO LTD-SPONSORED ADR | Common Stock | 38911N206 | 335,750 | 0.12 | 5000.0 |
| - | COMTECH TELECOMMUNICATIONS | Common Stock | 205826209 | 304,500 | 0.11 | 145000.0 | |
| AAOI | NEW | APPLIED OPTOELECTRONICS INC | Common Stock | 03823U102 | 300,765 | 0.11 | 2030.0 |
| EQX | NEW | EQUINOX GOLD CORP | Common Stock | 29446Y502 | 299,337 | 0.11 | 30796.0 |
| - | CHARTER COMMUNICATIONS INC-A | Common Stock | 16119P108 | 264,084 | 0.09 | 1857.0 | |
| AEM | REDUCED | AGNICO EAGLE MINES LTD | Common Stock | 008474108 | 261,704 | 0.09 | 1687.0 |
| PLTR | REDUCED | PALANTIR TECHNOLOGIES INC-A | Common Stock | 69608A108 | 206,856 | 0.07 | 1773.0 |
| INSM | REDUCED | INSMED INC | Common Stock | 457669307 | 196,394 | 0.07 | 1842.0 |
| BLND | REDUCED | BLEND LABS INC-A | Common Stock | 09352U108 | 171,000 | 0.06 | 100000.0 |
| AVAV | REDUCED | AEROVIRONMENT INC | Common Stock | 008073108 | 149,884 | 0.05 | 908.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-10 | 280,703,160 | 168 | 6.658286 | 0.273918 | 14.852495 |
| 2026-03-31 | 2026-05-05 | 270,804,449 | 167 | 6.804987 | 0.292231 | 14.671521 |
| 2025-12-31 | 2026-02-05 | 250,031,441 | 171 | 7.173597 | 0.294216 | 15.626314 |
| 2025-09-30 | 2025-11-10 | 243,471,483 | 163 | 7.094823 | 0.294226 | 15.39243 |
| 2025-03-31 | 2025-05-06 | 310,962,421 | 150 | 5.82718 | 0.231585 | 13.882627 |
| 2024-12-31 | 2025-02-07 | 287,250,204 | 137 | 6.468708 | 0.261346 | 15.645293 |