Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 10, 2024

Total Value ($000): $365,973 (100.0% shares, 0.0% debt)

Holdings (144)

BABA ALIBABA GROUP HOLDING-SP ADR 14.8%
Value ($000) $54,270 Shares 750,000 Est. Cost — Unrealized —
RPV INVESCO S&P 500 PURE VALUE E 5.4%
Value ($000) $19,647 Shares 222,148 Est. Cost $84.76 Unrealized —
KWEB KRANESHARES CSI CHINA INTERN 3.6%
Value ($000) $13,125 Shares 500,000 Est. Cost $26.68 Unrealized —
PCAR PACCAR INC 2.1%
Value ($000) $7,839 Shares 63,275 Est. Cost $73.92 Unrealized +36.4%
URI UNITED RENTALS INC 1.9%
Value ($000) $7,078 Shares 9,816 Est. Cost $404.85 Unrealized +55.9%
PHM PULTEGROUP INC 1.9%
Value ($000) $6,824 Shares 56,578 Est. Cost $73.00 Unrealized +44.9%
CAH CARDINAL HEALTH INC 1.8%
Value ($000) $6,757 Shares 60,384 Est. Cost $81.92 Unrealized +27.7%
QQQ INVESCO QQQ TRUST SERIES 1 1.7%
Value ($000) $6,237 Shares 14,046 Est. Cost $409.52 Unrealized —
DAL DELTA AIR LINES INC 1.7%
Value ($000) $6,110 Shares 127,634 Est. Cost $35.67 Unrealized +13.4%
HIG HARTFORD FINANCIAL SVCS GRP 1.5%
Value ($000) $5,543 Shares 53,790 Est. Cost $68.81 Unrealized +28.9%
UAL UNITED AIRLINES HOLDINGS INC 1.4%
Value ($000) $5,256 Shares 109,769 Est. Cost $42.97 Unrealized -0.3%
L LOEWS CORP 1.4%
Value ($000) $5,174 Shares 66,087 Est. Cost $66.05 Unrealized +11.3%
HCA HCA HEALTHCARE INC 1.4%
Value ($000) $5,040 Shares 15,112 Est. Cost $256.54 Unrealized +17.4%
NLY ANNALY CAPITAL MANAGEMENT IN 1.4%
Value ($000) $4,981 Shares 252,965 Est. Cost $19.14 Unrealized —
F FORD MOTOR CO 1.3%
Value ($000) $4,847 Shares 365,000 Est. Cost $10.12 Unrealized +5.6%
AGNC AGNC INVESTMENT CORP 1.3%
Value ($000) $4,821 Shares 486,920 Est. Cost $9.93 Unrealized —
EG EVEREST GROUP LTD 1.3%
Value ($000) $4,723 Shares 11,882 Est. Cost $361.80 Unrealized +0.5%
KWEB KRANESHARES CSI CHINA INTERN 1.3%
Value ($000) $4,594 Shares 175,000 Est. Cost $26.68 Unrealized —
ACGL ARCH CAPITAL GROUP LTD 1.0%
Value ($000) $3,550 Shares 38,408 Est. Cost $77.71 Unrealized +3.5%
BBJP JPMORGAN BETABUILDERS JAPAN 0.9%
Value ($000) $3,446 Shares 58,854 Est. Cost $48.40 Unrealized —
EWA ISHARES MSCI AUSTRALIA ETF 0.9%
Value ($000) $3,434 Shares 139,237 Est. Cost $24.35 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 0.9%
Value ($000) $3,268 Shares 39,955 Est. Cost $82.76 Unrealized —
MGM MGM RESORTS INTERNATIONAL 0.9%
Value ($000) $3,238 Shares 68,581 Est. Cost $42.17 Unrealized +3.7%
MTBA SIMPLIFY MBS ETF 0.9%
Value ($000) $3,175 Shares 62,360 Est. Cost $51.69 Unrealized —
JPM JPMORGAN CHASE & CO 0.9%
Value ($000) $3,146 Shares 15,706 Est. Cost $144.89 Unrealized +19.8%
COST COSTCO WHOLESALE CORP 0.8%
Value ($000) $3,065 Shares 4,183 Est. Cost $573.49 Unrealized +23.2%
CPRT COPART INC 0.8%
Value ($000) $3,053 Shares 52,712 Est. Cost $47.24 Unrealized +8.8%
BSX BOSTON SCIENTIFIC CORP 0.8%
Value ($000) $3,042 Shares 44,409 Est. Cost $52.23 Unrealized +23.1%
LEN LENNAR CORP-A 0.8%
Value ($000) $3,017 Shares 17,544 Est. Cost $105.39 Unrealized +38.8%
AZO AUTOZONE INC 0.8%
Value ($000) $3,000 Shares 952 Est. Cost $2550.38 Unrealized +12.1%
RSG REPUBLIC SERVICES INC 0.8%
Value ($000) $2,966 Shares 15,491 Est. Cost $151.31 Unrealized +14.7%
ORLY O'REILLY AUTOMOTIVE INC 0.8%
Value ($000) $2,802 Shares 2,482 Est. Cost $61.07 Unrealized +14.5%
CI THE CIGNA GROUP 0.8%
Value ($000) $2,772 Shares 7,633 Est. Cost $285.85 Unrealized +11.2%
IEI ISHARES 3-7 YEAR TREASURY BO 0.8%
Value ($000) $2,749 Shares 23,734 Est. Cost $117.13 Unrealized —
V VISA INC-CLASS A SHARES 0.7%
Value ($000) $2,732 Shares 9,789 Est. Cost $242.67 Unrealized +12.2%
REM ISHARES MORTGAGE REAL ESTATE 0.7%
Value ($000) $2,719 Shares 117,013 Est. Cost $22.42 Unrealized —
BR BROADRIDGE FINANCIAL SOLUTIO 0.7%
Value ($000) $2,694 Shares 13,149 Est. Cost $178.14 Unrealized +9.8%
GM GENERAL MOTORS CO 0.7%
Value ($000) $2,662 Shares 58,698 Est. Cost $33.58 Unrealized +13.2%
CWB SPDR BLOOMBERG CONVERTIBLE S 0.7%
Value ($000) $2,656 Shares 36,359 Est. Cost $69.98 Unrealized —
DVA DAVITA INC 0.7%
Value ($000) $2,627 Shares 19,029 Est. Cost $92.39 Unrealized +29.8%
BKLN INVESCO SENIOR LOAN ETF 0.7%
Value ($000) $2,622 Shares 123,959 Est. Cost $20.60 Unrealized —
PFF ISHARES PREFERRED & INCOME S 0.7%
Value ($000) $2,618 Shares 81,243 Est. Cost $30.44 Unrealized —
CME CME GROUP INC 0.7%
Value ($000) $2,616 Shares 12,152 Est. Cost $194.65 Unrealized +1.3%
ROP ROPER TECHNOLOGIES INC 0.7%
Value ($000) $2,615 Shares 4,663 Est. Cost $508.04 Unrealized +6.1%
AJG ARTHUR J GALLAGHER & CO 0.7%
Value ($000) $2,598 Shares 10,390 Est. Cost $232.39 Unrealized +1.7%
VYM VANGUARD HIGH DVD YIELD ETF 0.7%
Value ($000) $2,598 Shares 21,469 Est. Cost $106.68 Unrealized —
WFC WELLS FARGO & CO 0.7%
Value ($000) $2,592 Shares 44,729 Est. Cost $41.03 Unrealized +22.2%
CBOE CBOE GLOBAL MARKETS INC 0.7%
Value ($000) $2,577 Shares 14,024 Est. Cost $168.03 Unrealized +8.0%
AAL AMERICAN AIRLINES GROUP INC 0.7%
Value ($000) $2,553 Shares 166,345 Est. Cost $14.66 Unrealized -1.1%
MCK MCKESSON CORP 0.7%
Value ($000) $2,551 Shares 4,751 Est. Cost $370.95 Unrealized +35.7%
PBP INVESCO S&P 500 BUYWRITE ETF 0.7%
Value ($000) $2,526 Shares 112,345 Est. Cost $21.50 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.7%
Value ($000) $2,519 Shares 71,667 Est. Cost $34.30 Unrealized —
EMHY ISHARES J.P. MORGAN EM HIGH 0.7%
Value ($000) $2,518 Shares 67,218 Est. Cost $35.21 Unrealized —
SYF SYNCHRONY FINANCIAL 0.7%
Value ($000) $2,517 Shares 58,383 Est. Cost $30.33 Unrealized +26.8%
EMB ISHARES JP MORGAN USD EMERGI 0.7%
Value ($000) $2,514 Shares 28,034 Est. Cost $87.17 Unrealized —
CE CELANESE CORP 0.7%
Value ($000) $2,501 Shares 14,550 Est. Cost $127.36 Unrealized +17.2%
BK BANK OF NEW YORK MELLON CORP 0.7%
Value ($000) $2,423 Shares 42,048 Est. Cost $43.67 Unrealized +20.6%
MNST MONSTER BEVERAGE CORP 0.6%
Value ($000) $2,375 Shares 40,059 Est. Cost $56.87 Unrealized +1.1%
MCD MCDONALD'S CORP 0.6%
Value ($000) $2,325 Shares 8,246 Est. Cost $273.09 Unrealized +1.8%
AIZ ASSURANT INC 0.6%
Value ($000) $2,307 Shares 12,257 Est. Cost $153.72 Unrealized +10.2%
LW LAMB WESTON HOLDINGS INC 0.6%
Value ($000) $2,268 Shares 21,288 Est. Cost $106.00 Unrealized -5.9%
TPR TAPESTRY INC 0.6%
Value ($000) $2,255 Shares 47,488 Est. Cost $38.52 Unrealized +6.7%
IEF ISHARES 7-10 YEAR TREASURY B 0.6%
Value ($000) $2,231 Shares 23,571 Est. Cost $96.39 Unrealized —
MDLZ MONDELEZ INTERNATIONAL INC-A 0.6%
Value ($000) $2,188 Shares 31,251 Est. Cost $68.54 Unrealized +0.5%
CMCSA COMCAST CORP-CLASS A 0.6%
Value ($000) $2,122 Shares 48,952 Est. Cost $40.09 Unrealized +1.3%
SJM JM SMUCKER CO/THE 0.5%
Value ($000) $2,003 Shares 15,913 Est. Cost $138.52 Unrealized -15.0%
EQT EQT CORP 0.5%
Value ($000) $1,925 Shares 51,918 Est. Cost $36.64 Unrealized -4.9%
FALN ISHARES FALLEN ANGELS ETF 0.5%
Value ($000) $1,763 Shares 65,655 Est. Cost $25.73 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 0.5%
Value ($000) $1,754 Shares 18,424 Est. Cost $92.92 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.5%
Value ($000) $1,753 Shares 39,700 Est. Cost $43.18 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.5%
Value ($000) $1,752 Shares 42,620 Est. Cost $40.62 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.5%
Value ($000) $1,750 Shares 41,121 Est. Cost $41.55 Unrealized —
HSY HERSHEY CO/THE 0.5%
Value ($000) $1,741 Shares 8,949 Est. Cost $199.40 Unrealized -8.7%
CHTR CHARTER COMMUNICATIONS INC-A 0.4%
Value ($000) $1,617 Shares 5,565 Est. Cost $407.77 Unrealized -21.2%
HUM HUMANA INC 0.4%
Value ($000) $1,611 Shares 4,646 Est. Cost $488.06 Unrealized -24.3%
BIDU BAIDU INC - SPON ADR 0.4%
Value ($000) $1,579 Shares 15,000 Est. Cost $105.28 Unrealized —
IWD ISHARES RUSSELL 1000 VALUE E 0.4%
Value ($000) $1,553 Shares 8,671 Est. Cost $171.76 Unrealized —
BWA BORGWARNER INC 0.4%
Value ($000) $1,394 Shares 40,140 Est. Cost $39.66 Unrealized -19.7%
UBER UBER TECHNOLOGIES INC 0.4%
Value ($000) $1,372 Shares 17,826 Est. Cost $37.17 Unrealized +93.1%
VNQI VANGUARD GLBL EX-US REAL EST 0.4%
Value ($000) $1,363 Shares 32,344 Est. Cost $42.56 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.4%
Value ($000) $1,325 Shares 15,321 Est. Cost $88.28 Unrealized —
RCL ROYAL CARIBBEAN CRUISES LTD 0.3%
Value ($000) $1,215 Shares 8,737 Est. Cost $86.70 Unrealized +41.5%
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.3%
Value ($000) $1,029 Shares 49,184 Est. Cost $15.64 Unrealized +16.3%
DKNG DRAFTKINGS INC-CL A 0.3%
Value ($000) $994 Shares 21,896 Est. Cost $29.06 Unrealized +40.1%
CCL CARNIVAL CORP 0.3%
Value ($000) $974 Shares 59,585 Est. Cost $12.83 Unrealized +26.7%
EPU ISHARES MSCI PERU AND GLOBAL 0.3%
Value ($000) $928 Shares 23,688 Est. Cost $29.82 Unrealized —
PR PERMIAN RESOURCES CORP 0.2%
Value ($000) $896 Shares 50,764 Est. Cost $13.69 Unrealized +7.2%
EWW ISHARES MSCI MEXICO ETF 0.2%
Value ($000) $885 Shares 12,763 Est. Cost $50.32 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.2%
Value ($000) $875 Shares 17,972 Est. Cost $45.45 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.2%
Value ($000) $872 Shares 12,987 Est. Cost $67.11 Unrealized —
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $843 Shares 35,720 Est. Cost $15.80 Unrealized —
INDA ISHARES MSCI INDIA ETF 0.2%
Value ($000) $840 Shares 16,275 Est. Cost $43.70 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.2%
Value ($000) $838 Shares 30,322 Est. Cost $25.99 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.2%
Value ($000) $835 Shares 38,317 Est. Cost $21.25 Unrealized —
GREK GLOBAL X MSCI GREECE ETF 0.2%
Value ($000) $830 Shares 20,754 Est. Cost $26.84 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.2%
Value ($000) $818 Shares 25,224 Est. Cost $32.43 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.2%
Value ($000) $814 Shares 25,294 Est. Cost $24.54 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.2%
Value ($000) $798 Shares 22,210 Est. Cost $31.27 Unrealized —
MELI MERCADOLIBRE INC 0.2%
Value ($000) $786 Shares 520 Est. Cost $1300.01 Unrealized +25.9%
EWI ISHARES MSCI ITALY ETF 0.2%
Value ($000) $784 Shares 20,772 Est. Cost $26.94 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.2%
Value ($000) $779 Shares 35,851 Est. Cost $20.36 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.2%
Value ($000) $773 Shares 22,599 Est. Cost $30.81 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.2%
Value ($000) $767 Shares 15,503 Est. Cost $44.63 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.2%
Value ($000) $767 Shares 24,155 Est. Cost $28.76 Unrealized —
VRT VERTIV HOLDINGS CO-A 0.2%
Value ($000) $765 Shares 9,371 Est. Cost $42.45 Unrealized +47.6%
EWQ ISHARES MSCI FRANCE ETF 0.2%
Value ($000) $762 Shares 18,407 Est. Cost $33.50 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.2%
Value ($000) $753 Shares 15,809 Est. Cost $46.19 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.2%
Value ($000) $748 Shares 18,718 Est. Cost $39.47 Unrealized —
APO APOLLO GLOBAL MANAGEMENT INC 0.2%
Value ($000) $738 Shares 6,562 Est. Cost $64.08 Unrealized +60.3%
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $734 Shares 6,735 Est. Cost $110.18 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value ($000) $728 Shares 13,959 Est. Cost $52.19 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value ($000) $728 Shares 14,192 Est. Cost $50.61 Unrealized —
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $726 Shares 23,557 Est. Cost $30.45 Unrealized —
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $724 Shares 18,113 Est. Cost $41.38 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $722 Shares 6,710 Est. Cost $107.98 Unrealized —
— ARISTA NETWORKS INC 0.2%
Value ($000) $708 Shares 2,440 Est. Cost $190.69 Unrealized —
JBL JABIL INC 0.2%
Value ($000) $663 Shares 4,951 Est. Cost $87.51 Unrealized +52.8%
H HYATT HOTELS CORP - CL A 0.2%
Value ($000) $636 Shares 3,985 Est. Cost $111.77 Unrealized +25.0%
THC TENET HEALTHCARE CORP 0.2%
Value ($000) $624 Shares 5,935 Est. Cost $63.39 Unrealized +41.7%
EIDO ISHARES MSCI INDONESIA ETF 0.2%
Value ($000) $599 Shares 26,586 Est. Cost $22.53 Unrealized —
FTI TECHNIPFMC PLC 0.2%
Value ($000) $560 Shares 22,318 Est. Cost $20.19 Unrealized +2.9%
CPNG COUPANG INC 0.1%
Value ($000) $519 Shares 29,178 Est. Cost $16.30 Unrealized +0.4%
FCNCA FIRST CITIZENS BCSHS -CL A 0.1%
Value ($000) $510 Shares 312 Est. Cost $1392.36 Unrealized +7.2%
QQQM INVESCO NASDAQ 100 ETF 0.1%
Value ($000) $501 Shares 2,740 Est. Cost $168.54 Unrealized —
WYNN WYNN RESORTS LTD 0.1%
Value ($000) $462 Shares 4,521 Est. Cost $104.26 Unrealized -6.6%
KGC KINROSS GOLD CORP 0.1%
Value ($000) $457 Shares 74,513 Est. Cost $5.47 Unrealized -0.5%
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $414 Shares 8,012 Est. Cost $56.48 Unrealized -12.1%
NVDA NVIDIA CORP 0.1%
Value ($000) $414 Shares 458 Est. Cost $46.31 Unrealized +56.4%
SNOW SNOWFLAKE INC-CLASS A 0.1%
Value ($000) $403 Shares 2,495 Est. Cost $165.50 Unrealized +17.2%
GXO GXO LOGISTICS INC 0.1%
Value ($000) $392 Shares 7,295 Est. Cost $56.03 Unrealized -3.5%
XLU UTILITIES SELECT SECTOR SPDR 0.1%
Value ($000) $377 Shares 5,748 Est. Cost $65.65 Unrealized —
WBD WARNER BROS DISCOVERY INC 0.1%
Value ($000) $318 Shares 36,476 Est. Cost $10.79 Unrealized -10.7%
PHIN PHINIA INC 0.1%
Value ($000) $312 Shares 8,131 Est. Cost $26.05 Unrealized +19.9%
DASH DOORDASH INC - A 0.1%
Value ($000) $303 Shares 2,201 Est. Cost $88.56 Unrealized +33.0%
TTD TRADE DESK INC/THE -CLASS A 0.1%
Value ($000) $275 Shares 3,143 Est. Cost $67.67 Unrealized +12.0%
— SHOCKWAVE MEDICAL INC 0.1%
Value ($000) $262 Shares 805 Est. Cost $285.41 Unrealized —
HUBS HUBSPOT INC 0.1%
Value ($000) $252 Shares 402 Est. Cost $481.11 Unrealized +24.9%
FTNT FORTINET INC 0.1%
Value ($000) $236 Shares 3,456 Est. Cost $68.00 Unrealized -2.1%
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value ($000) $234 Shares 1,810 Est. Cost $128.81 Unrealized -4.9%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $225 Shares 1,823 Est. Cost $103.00 Unrealized +22.0%
MDB MONGODB INC 0.1%
Value ($000) $225 Shares 628 Est. Cost $291.65 Unrealized +40.1%
CFLT CONFLUENT INC-CLASS A 0.1%
Value ($000) $205 Shares 6,729 Est. Cost $27.98 Unrealized +0.9%
ZS ZSCALER INC 0.1%
Value ($000) $194 Shares 1,009 Est. Cost $185.19 Unrealized +20.8%
— TELLURIAN INC 0.0%
Value ($000) $165 Shares 250,000 Est. Cost $3.82 Unrealized —