Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 7, 2024

Total Value ($000): $347,634 (100.0% shares, 0.0% debt)

Holdings (142)

BABA ALIBABA GROUP HOLDING-SP ADR 11.1%
Value ($000) $38,755 Shares 500,000 Est. Cost — Unrealized —
QQQ INVESCO QQQ TRUST SERIES 1 5.3%
Value ($000) $18,496 Shares 45,165 Est. Cost $409.52 Unrealized —
KWEB KRANESHARES CSI CHINA INTERN 3.9%
Value ($000) $13,500 Shares 500,000 Est. Cost $27.00 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 3.5%
Value ($000) $12,015 Shares 500,000 Est. Cost — Unrealized —
PCAR PACCAR INC 1.9%
Value ($000) $6,730 Shares 68,919 Est. Cost $73.92 Unrealized +10.6%
CAH CARDINAL HEALTH INC 1.9%
Value ($000) $6,591 Shares 65,383 Est. Cost $81.92 Unrealized +16.8%
PHM PULTEGROUP INC 1.8%
Value ($000) $6,368 Shares 61,692 Est. Cost $73.00 Unrealized +14.5%
RPV INVESCO S&P 500 PURE VALUE E 1.8%
Value ($000) $6,165 Shares 75,114 Est. Cost $77.55 Unrealized —
URI UNITED RENTALS INC 1.8%
Value ($000) $6,133 Shares 10,696 Est. Cost $404.85 Unrealized +14.3%
DAL DELTA AIR LINES INC 1.6%
Value ($000) $5,594 Shares 139,045 Est. Cost $35.67 Unrealized -0.6%
L LOEWS CORP 1.4%
Value ($000) $4,995 Shares 71,771 Est. Cost $66.05 Unrealized 0.0%
UAL UNITED AIRLINES HOLDINGS INC 1.4%
Value ($000) $4,945 Shares 119,853 Est. Cost $42.97 Unrealized -8.5%
NLY ANNALY CAPITAL MANAGEMENT IN 1.4%
Value ($000) $4,739 Shares 244,632 Est. Cost $19.12 Unrealized —
F FORD MOTOR CO 1.4%
Value ($000) $4,738 Shares 388,644 Est. Cost $10.12 Unrealized -4.9%
AGNC AGNC INVESTMENT CORP 1.4%
Value ($000) $4,718 Shares 480,920 Est. Cost $9.93 Unrealized —
HIG HARTFORD FINANCIAL SVCS GRP 1.4%
Value ($000) $4,700 Shares 58,475 Est. Cost $68.81 Unrealized +5.3%
EG EVEREST GROUP LTD 1.3%
Value ($000) $4,569 Shares 12,922 Est. Cost $361.80 Unrealized +3.4%
HCA HCA HEALTHCARE INC 1.3%
Value ($000) $4,461 Shares 16,480 Est. Cost $256.54 Unrealized -5.3%
IEI ISHARES 3-7 YEAR TREASURY BO 1.0%
Value ($000) $3,488 Shares 29,779 Est. Cost $117.13 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 1.0%
Value ($000) $3,488 Shares 42,516 Est. Cost $82.76 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 1.0%
Value ($000) $3,488 Shares 36,184 Est. Cost $96.39 Unrealized —
MGM MGM RESORTS INTERNATIONAL 1.0%
Value ($000) $3,345 Shares 74,866 Est. Cost $42.17 Unrealized -7.0%
EWA ISHARES MSCI AUSTRALIA ETF 1.0%
Value ($000) $3,330 Shares 136,817 Est. Cost $24.34 Unrealized —
BBJP JPMORGAN BETABUILDERS JAPAN 1.0%
Value ($000) $3,330 Shares 63,406 Est. Cost $48.40 Unrealized —
MTBA SIMPLIFY MBS ETF 0.9%
Value ($000) $3,192 Shares 61,750 Est. Cost $51.69 Unrealized —
ACGL ARCH CAPITAL GROUP LTD 0.9%
Value ($000) $3,113 Shares 41,915 Est. Cost $77.71 Unrealized 0.0%
COST COSTCO WHOLESALE CORP 0.9%
Value ($000) $2,986 Shares 4,524 Est. Cost $573.49 Unrealized 0.0%
BR BROADRIDGE FINANCIAL SOLUTIO 0.8%
Value ($000) $2,919 Shares 14,185 Est. Cost $178.14 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.8%
Value ($000) $2,916 Shares 17,143 Est. Cost $144.89 Unrealized 0.0%
LEN LENNAR CORP-A 0.8%
Value ($000) $2,855 Shares 19,159 Est. Cost $105.39 Unrealized +10.9%
CPRT COPART INC 0.8%
Value ($000) $2,795 Shares 57,051 Est. Cost $47.24 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.8%
Value ($000) $2,778 Shares 48,057 Est. Cost $52.23 Unrealized +2.2%
RSG REPUBLIC SERVICES INC 0.8%
Value ($000) $2,765 Shares 16,766 Est. Cost $151.31 Unrealized 0.0%
CME CME GROUP INC 0.8%
Value ($000) $2,757 Shares 13,089 Est. Cost $194.65 Unrealized 0.0%
V VISA INC-CLASS A SHARES 0.8%
Value ($000) $2,753 Shares 10,575 Est. Cost $242.67 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 0.8%
Value ($000) $2,751 Shares 5,046 Est. Cost $508.04 Unrealized 0.0%
CBOE CBOE GLOBAL MARKETS INC 0.8%
Value ($000) $2,703 Shares 15,135 Est. Cost $168.03 Unrealized 0.0%
KWEB KRANESHARES CSI CHINA INTERN 0.8%
Value ($000) $2,700 Shares 100,000 Est. Cost $27.00 Unrealized —
AZO AUTOZONE INC 0.8%
Value ($000) $2,661 Shares 1,029 Est. Cost $2550.38 Unrealized +1.7%
MCD MCDONALD'S CORP 0.8%
Value ($000) $2,631 Shares 8,873 Est. Cost $273.09 Unrealized -5.3%
BKLN INVESCO SENIOR LOAN ETF 0.8%
Value ($000) $2,612 Shares 123,305 Est. Cost $20.60 Unrealized —
CWB SPDR BLOOMBERG CONVERTIBLE S 0.7%
Value ($000) $2,597 Shares 35,995 Est. Cost $69.95 Unrealized —
PFF ISHARES PREFERRED & INCOME S 0.7%
Value ($000) $2,597 Shares 83,264 Est. Cost $30.44 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 0.7%
Value ($000) $2,597 Shares 110,089 Est. Cost $22.37 Unrealized —
ORLY O'REILLY AUTOMOTIVE INC 0.7%
Value ($000) $2,552 Shares 2,686 Est. Cost $61.07 Unrealized +3.5%
AJG ARTHUR J GALLAGHER & CO 0.7%
Value ($000) $2,523 Shares 11,219 Est. Cost $232.39 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP 0.7%
Value ($000) $2,498 Shares 43,357 Est. Cost $56.87 Unrealized -6.0%
AAL AMERICAN AIRLINES GROUP INC 0.7%
Value ($000) $2,496 Shares 181,643 Est. Cost $14.66 Unrealized -14.4%
CI THE CIGNA GROUP 0.7%
Value ($000) $2,488 Shares 8,310 Est. Cost $285.85 Unrealized -1.8%
LW LAMB WESTON HOLDINGS INC 0.7%
Value ($000) $2,481 Shares 22,957 Est. Cost $106.00 Unrealized -13.2%
PBP INVESCO S&P 500 BUYWRITE ETF 0.7%
Value ($000) $2,479 Shares 114,238 Est. Cost $21.50 Unrealized —
EMHY ISHARES J.P. MORGAN EM HIGH 0.7%
Value ($000) $2,464 Shares 67,789 Est. Cost $35.21 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.7%
Value ($000) $2,464 Shares 22,074 Est. Cost $106.68 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.7%
Value ($000) $2,464 Shares 69,314 Est. Cost $34.27 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.7%
Value ($000) $2,464 Shares 27,668 Est. Cost $87.14 Unrealized —
CE CELANESE CORP 0.7%
Value ($000) $2,458 Shares 15,822 Est. Cost $127.36 Unrealized 0.0%
MDLZ MONDELEZ INTERNATIONAL INC-A 0.7%
Value ($000) $2,437 Shares 33,640 Est. Cost $68.54 Unrealized -6.2%
SYF SYNCHRONY FINANCIAL 0.7%
Value ($000) $2,421 Shares 63,384 Est. Cost $30.33 Unrealized 0.0%
MCK MCKESSON CORP 0.7%
Value ($000) $2,401 Shares 5,186 Est. Cost $370.95 Unrealized +21.4%
BK BANK OF NEW YORK MELLON CORP 0.7%
Value ($000) $2,390 Shares 45,917 Est. Cost $43.67 Unrealized 0.0%
WFC WELLS FARGO & CO 0.7%
Value ($000) $2,388 Shares 48,512 Est. Cost $41.03 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC-A 0.7%
Value ($000) $2,364 Shares 6,082 Est. Cost $407.77 Unrealized 0.0%
CMCSA COMCAST CORP-CLASS A 0.7%
Value ($000) $2,345 Shares 53,474 Est. Cost $40.09 Unrealized 0.0%
HUM HUMANA INC 0.7%
Value ($000) $2,318 Shares 5,064 Est. Cost $488.06 Unrealized -1.7%
GM GENERAL MOTORS CO 0.7%
Value ($000) $2,297 Shares 63,959 Est. Cost $33.58 Unrealized -10.0%
AIZ ASSURANT INC 0.6%
Value ($000) $2,247 Shares 13,336 Est. Cost $153.72 Unrealized 0.0%
EQT EQT CORP 0.6%
Value ($000) $2,183 Shares 56,461 Est. Cost $36.64 Unrealized +7.3%
DVA DAVITA INC 0.6%
Value ($000) $2,177 Shares 20,783 Est. Cost $92.39 Unrealized 0.0%
SJM JM SMUCKER CO/THE 0.6%
Value ($000) $2,158 Shares 17,078 Est. Cost $138.52 Unrealized -22.9%
TPR TAPESTRY INC 0.5%
Value ($000) $1,896 Shares 51,500 Est. Cost $38.52 Unrealized -24.2%
HSY HERSHEY CO/THE 0.5%
Value ($000) $1,793 Shares 9,619 Est. Cost $199.40 Unrealized -10.9%
BWA BORGWARNER INC 0.5%
Value ($000) $1,567 Shares 43,696 Est. Cost $39.66 Unrealized -12.7%
TSM TAIWAN SEMICONDUCTOR-SP ADR 0.4%
Value ($000) $1,560 Shares 15,000 Est. Cost $74.49 Unrealized —
QQQM INVESCO NASDAQ 100 ETF 0.4%
Value ($000) $1,485 Shares 8,808 Est. Cost $168.54 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.4%
Value ($000) $1,299 Shares 14,696 Est. Cost $88.36 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.4%
Value ($000) $1,298 Shares 30,488 Est. Cost $42.59 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.4%
Value ($000) $1,237 Shares 27,960 Est. Cost $42.78 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.4%
Value ($000) $1,237 Shares 29,292 Est. Cost $41.14 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 0.4%
Value ($000) $1,237 Shares 13,055 Est. Cost $91.98 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.4%
Value ($000) $1,237 Shares 30,259 Est. Cost $40.42 Unrealized —
FALN ISHARES FALLEN ANGELS ETF 0.4%
Value ($000) $1,237 Shares 46,843 Est. Cost $25.28 Unrealized —
RCL ROYAL CARIBBEAN CRUISES LTD 0.4%
Value ($000) $1,233 Shares 9,520 Est. Cost $86.70 Unrealized +15.5%
CCL CARNIVAL CORP 0.3%
Value ($000) $1,203 Shares 64,912 Est. Cost $12.83 Unrealized +13.1%
UBER UBER TECHNOLOGIES INC 0.3%
Value ($000) $1,196 Shares 19,420 Est. Cost $37.17 Unrealized +40.7%
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.3%
Value ($000) $1,074 Shares 53,582 Est. Cost $15.64 Unrealized +2.6%
MELI MERCADOLIBRE INC 0.3%
Value ($000) $889 Shares 566 Est. Cost $1300.01 Unrealized +9.0%
DKNG DRAFTKINGS INC-CL A 0.2%
Value ($000) $841 Shares 23,852 Est. Cost $29.06 Unrealized +15.1%
INDA ISHARES MSCI INDIA ETF 0.2%
Value ($000) $833 Shares 17,057 Est. Cost $43.70 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.2%
Value ($000) $833 Shares 18,087 Est. Cost $45.45 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.2%
Value ($000) $833 Shares 32,033 Est. Cost $25.99 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.2%
Value ($000) $833 Shares 23,814 Est. Cost $32.43 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.2%
Value ($000) $833 Shares 39,178 Est. Cost $21.25 Unrealized —
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $833 Shares 36,756 Est. Cost $15.80 Unrealized —
EWW ISHARES MSCI MEXICO ETF 0.2%
Value ($000) $833 Shares 12,270 Est. Cost $49.56 Unrealized —
GREK GLOBAL X MSCI GREECE ETF 0.2%
Value ($000) $833 Shares 22,470 Est. Cost $26.84 Unrealized —
EPU ISHARES MSCI PERU AND GLOBAL 0.2%
Value ($000) $833 Shares 24,215 Est. Cost $29.82 Unrealized —
PR PERMIAN RESOURCES CORP 0.2%
Value ($000) $746 Shares 54,860 Est. Cost $13.69 Unrealized 0.0%
EWQ ISHARES MSCI FRANCE ETF 0.2%
Value ($000) $740 Shares 18,889 Est. Cost $33.50 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.2%
Value ($000) $740 Shares 34,245 Est. Cost $20.30 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.2%
Value ($000) $740 Shares 24,925 Est. Cost $28.76 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.2%
Value ($000) $740 Shares 18,749 Est. Cost $39.47 Unrealized —
EWI ISHARES MSCI ITALY ETF 0.2%
Value ($000) $740 Shares 21,810 Est. Cost $26.94 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.2%
Value ($000) $740 Shares 16,581 Est. Cost $44.63 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.2%
Value ($000) $740 Shares 24,167 Est. Cost $24.18 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.2%
Value ($000) $740 Shares 22,390 Est. Cost $30.81 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.2%
Value ($000) $740 Shares 15,330 Est. Cost $46.15 Unrealized —
JBL JABIL INC 0.2%
Value ($000) $687 Shares 5,392 Est. Cost $87.51 Unrealized +44.8%
APO APOLLO GLOBAL MANAGEMENT INC 0.2%
Value ($000) $664 Shares 7,125 Est. Cost $64.08 Unrealized +33.5%
— ARISTA NETWORKS INC 0.2%
Value ($000) $626 Shares 2,658 Est. Cost $190.69 Unrealized —
H HYATT HOTELS CORP - CL A 0.2%
Value ($000) $566 Shares 4,339 Est. Cost $111.77 Unrealized +0.6%
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $541 Shares 4,991 Est. Cost $108.11 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value ($000) $541 Shares 10,552 Est. Cost $50.38 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value ($000) $541 Shares 10,365 Est. Cost $52.20 Unrealized —
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $541 Shares 17,687 Est. Cost $30.32 Unrealized —
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $541 Shares 12,900 Est. Cost $41.94 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $541 Shares 4,889 Est. Cost $110.66 Unrealized —
SNOW SNOWFLAKE INC-CLASS A 0.2%
Value ($000) $541 Shares 2,718 Est. Cost $165.50 Unrealized +2.2%
CPNG COUPANG INC 0.1%
Value ($000) $515 Shares 31,785 Est. Cost $16.30 Unrealized +1.2%
IWD ISHARES RUSSELL 1000 VALUE E 0.1%
Value ($000) $495 Shares 2,995 Est. Cost $157.83 Unrealized —
VRT VERTIV HOLDINGS CO-A 0.1%
Value ($000) $490 Shares 10,206 Est. Cost $42.45 Unrealized 0.0%
FTI TECHNIPFMC PLC 0.1%
Value ($000) $489 Shares 24,272 Est. Cost $20.19 Unrealized 0.0%
KGC KINROSS GOLD CORP 0.1%
Value ($000) $489 Shares 80,791 Est. Cost $5.47 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.1%
Value ($000) $489 Shares 6,465 Est. Cost $63.39 Unrealized 0.0%
GXO GXO LOGISTICS INC 0.1%
Value ($000) $486 Shares 7,947 Est. Cost $56.03 Unrealized 0.0%
FCNCA FIRST CITIZENS BCSHS -CL A 0.1%
Value ($000) $484 Shares 341 Est. Cost $1392.36 Unrealized 0.0%
WBD WARNER BROS DISCOVERY INC 0.1%
Value ($000) $452 Shares 39,737 Est. Cost $10.79 Unrealized 0.0%
WYNN WYNN RESORTS LTD 0.1%
Value ($000) $448 Shares 4,915 Est. Cost $104.26 Unrealized -16.8%
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $428 Shares 8,694 Est. Cost $56.48 Unrealized -19.6%
TUR ISHARES MSCI TURKEY ETF 0.1%
Value ($000) $357 Shares 11,054 Est. Cost $26.55 Unrealized —
MDB MONGODB INC 0.1%
Value ($000) $280 Shares 685 Est. Cost $291.65 Unrealized +30.1%
PHIN PHINIA INC 0.1%
Value ($000) $268 Shares 8,836 Est. Cost $26.05 Unrealized -2.1%
HUBS HUBSPOT INC 0.1%
Value ($000) $254 Shares 437 Est. Cost $481.11 Unrealized 0.0%
NVDA NVIDIA CORP 0.1%
Value ($000) $247 Shares 498 Est. Cost $46.31 Unrealized 0.0%
TTD TRADE DESK INC/THE -CLASS A 0.1%
Value ($000) $246 Shares 3,425 Est. Cost $67.67 Unrealized +8.6%
ZS ZSCALER INC 0.1%
Value ($000) $243 Shares 1,099 Est. Cost $185.19 Unrealized 0.0%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $241 Shares 1,986 Est. Cost $103.00 Unrealized 0.0%
DASH DOORDASH INC - A 0.1%
Value ($000) $237 Shares 2,397 Est. Cost $88.56 Unrealized 0.0%
FTNT FORTINET INC 0.1%
Value ($000) $220 Shares 3,764 Est. Cost $68.00 Unrealized -18.7%
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value ($000) $190 Shares 1,972 Est. Cost $128.81 Unrealized -25.5%
— TELLURIAN INC 0.1%
Value ($000) $189 Shares 250,000 Est. Cost $3.82 Unrealized —
CFLT CONFLUENT INC-CLASS A 0.0%
Value ($000) $172 Shares 7,330 Est. Cost $27.98 Unrealized -13.6%
— SHOCKWAVE MEDICAL INC 0.0%
Value ($000) $167 Shares 877 Est. Cost $285.41 Unrealized —