Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 6, 2024

Total Value ($000): $349,355 (100.0% shares, 0.0% debt)

Holdings (156)

BABA ALIBABA GROUP HOLDING-SP ADR 15.5%
Value ($000) $54,000 Shares 750,000 Est. Cost — Unrealized —
QQQ INVESCO QQQ TRUST SERIES 1 5.4%
Value ($000) $18,814 Shares 39,268 Est. Cost $454.22 Unrealized —
KWEB KRANESHARES CSI CHINA INTERN 3.9%
Value ($000) $13,510 Shares 500,000 Est. Cost $26.68 Unrealized —
HIG HARTFORD FINANCIAL SVCS GRP 2.3%
Value ($000) $7,890 Shares 78,481 Est. Cost $77.86 Unrealized +25.3%
L LOEWS CORP 2.0%
Value ($000) $7,071 Shares 94,603 Est. Cost $68.87 Unrealized +9.5%
COST COSTCO WHOLESALE CORP 1.7%
Value ($000) $6,113 Shares 7,192 Est. Cost $657.30 Unrealized +17.7%
ACGL ARCH CAPITAL GROUP LTD 1.7%
Value ($000) $5,892 Shares 58,403 Est. Cost $82.76 Unrealized +11.7%
RPV INVESCO S&P 500 PURE VALUE E 1.7%
Value ($000) $5,765 Shares 69,108 Est. Cost $84.76 Unrealized —
JPM JPMORGAN CHASE & CO 1.6%
Value ($000) $5,745 Shares 28,406 Est. Cost $164.69 Unrealized +14.9%
SYF SYNCHRONY FINANCIAL 1.6%
Value ($000) $5,672 Shares 120,197 Est. Cost $36.40 Unrealized +15.8%
RSG REPUBLIC SERVICES INC 1.6%
Value ($000) $5,664 Shares 29,143 Est. Cost $167.16 Unrealized +10.8%
DAL DELTA AIR LINES INC 1.6%
Value ($000) $5,436 Shares 114,580 Est. Cost $35.67 Unrealized +36.9%
PCAR PACCAR INC 1.5%
Value ($000) $5,074 Shares 49,293 Est. Cost $73.92 Unrealized +40.2%
UAL UNITED AIRLINES HOLDINGS INC 1.4%
Value ($000) $4,906 Shares 100,832 Est. Cost $42.97 Unrealized +17.1%
NLY ANNALY CAPITAL MANAGEMENT IN 1.4%
Value ($000) $4,841 Shares 254,000 Est. Cost $19.14 Unrealized —
DVA DAVITA INC 1.4%
Value ($000) $4,730 Shares 34,133 Est. Cost $112.49 Unrealized +22.5%
AGNC AGNC INVESTMENT CORP 1.3%
Value ($000) $4,694 Shares 492,000 Est. Cost $9.92 Unrealized —
EG EVEREST GROUP LTD 1.3%
Value ($000) $4,681 Shares 12,286 Est. Cost $362.02 Unrealized +1.8%
PHM PULTEGROUP INC 1.3%
Value ($000) $4,495 Shares 40,830 Est. Cost $73.00 Unrealized +53.6%
AIZ ASSURANT INC 1.2%
Value ($000) $4,121 Shares 24,786 Est. Cost $161.48 Unrealized +4.7%
SHY ISHARES 1-3 YEAR TREASURY BO 1.1%
Value ($000) $3,900 Shares 47,767 Est. Cost $82.57 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 0.9%
Value ($000) $3,291 Shares 28,503 Est. Cost $116.85 Unrealized —
EWA ISHARES MSCI AUSTRALIA ETF 0.9%
Value ($000) $3,213 Shares 131,533 Est. Cost $24.35 Unrealized —
BBJP JPMORGAN BETABUILDERS JAPAN 0.9%
Value ($000) $3,172 Shares 56,215 Est. Cost $48.40 Unrealized —
MTBA SIMPLIFY MBS ETF 0.9%
Value ($000) $3,097 Shares 61,500 Est. Cost $51.69 Unrealized —
TMUS T-MOBILE US INC 0.8%
Value ($000) $2,904 Shares 16,481 Est. Cost $163.58 Unrealized 0.0%
CPRT COPART INC 0.8%
Value ($000) $2,826 Shares 52,173 Est. Cost $47.24 Unrealized +15.6%
IEF ISHARES 7-10 YEAR TREASURY B 0.8%
Value ($000) $2,670 Shares 28,515 Est. Cost $95.91 Unrealized —
AJG ARTHUR J GALLAGHER & CO 0.8%
Value ($000) $2,669 Shares 10,293 Est. Cost $232.39 Unrealized +5.2%
APH AMPHENOL CORP-CL A 0.8%
Value ($000) $2,658 Shares 39,454 Est. Cost $62.23 Unrealized 0.0%
URI UNITED RENTALS INC 0.8%
Value ($000) $2,644 Shares 4,088 Est. Cost $404.85 Unrealized +61.9%
CTAS CINTAS CORP 0.8%
Value ($000) $2,641 Shares 3,772 Est. Cost $168.55 Unrealized 0.0%
TJX TJX COMPANIES INC 0.8%
Value ($000) $2,637 Shares 23,955 Est. Cost $98.66 Unrealized 0.0%
WFC WELLS FARGO & CO 0.8%
Value ($000) $2,629 Shares 44,271 Est. Cost $41.03 Unrealized +38.6%
ROP ROPER TECHNOLOGIES INC 0.7%
Value ($000) $2,605 Shares 4,621 Est. Cost $508.04 Unrealized +5.0%
BR BROADRIDGE FINANCIAL SOLUTIO 0.7%
Value ($000) $2,576 Shares 13,074 Est. Cost $178.14 Unrealized +8.4%
MCK MCKESSON CORP 0.7%
Value ($000) $2,560 Shares 4,383 Est. Cost $370.95 Unrealized +49.0%
BRO BROWN & BROWN INC 0.7%
Value ($000) $2,548 Shares 28,494 Est. Cost $85.97 Unrealized 0.0%
V VISA INC-CLASS A SHARES 0.7%
Value ($000) $2,547 Shares 9,705 Est. Cost $242.67 Unrealized +11.6%
HCA HCA HEALTHCARE INC 0.7%
Value ($000) $2,526 Shares 7,861 Est. Cost $256.54 Unrealized +25.0%
CWB SPDR BLOOMBERG CONVERTIBLE S 0.7%
Value ($000) $2,515 Shares 34,900 Est. Cost $69.98 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 0.7%
Value ($000) $2,502 Shares 118,908 Est. Cost $20.60 Unrealized —
BK BANK OF NEW YORK MELLON CORP 0.7%
Value ($000) $2,496 Shares 41,680 Est. Cost $43.67 Unrealized +27.6%
PFF ISHARES PREFERRED & INCOME S 0.7%
Value ($000) $2,494 Shares 79,058 Est. Cost $30.44 Unrealized —
TRGP TARGA RESOURCES CORP 0.7%
Value ($000) $2,407 Shares 18,687 Est. Cost $113.18 Unrealized 0.0%
PBP INVESCO S&P 500 BUYWRITE ETF 0.7%
Value ($000) $2,397 Shares 108,158 Est. Cost $21.50 Unrealized —
F FORD MOTOR CO 0.7%
Value ($000) $2,384 Shares 190,086 Est. Cost $10.12 Unrealized +9.9%
CME CME GROUP INC 0.7%
Value ($000) $2,371 Shares 12,061 Est. Cost $194.65 Unrealized +0.2%
CBOE CBOE GLOBAL MARKETS INC 0.7%
Value ($000) $2,363 Shares 13,893 Est. Cost $168.03 Unrealized +4.2%
EMB ISHARES JP MORGAN USD EMERGI 0.7%
Value ($000) $2,358 Shares 26,654 Est. Cost $87.17 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.7%
Value ($000) $2,353 Shares 19,839 Est. Cost $106.68 Unrealized —
EMHY ISHARES J.P. MORGAN EM HIGH 0.7%
Value ($000) $2,348 Shares 63,365 Est. Cost $35.21 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.7%
Value ($000) $2,334 Shares 67,803 Est. Cost $34.30 Unrealized —
FANG DIAMONDBACK ENERGY INC 0.7%
Value ($000) $2,320 Shares 11,587 Est. Cost $188.88 Unrealized 0.0%
KWEB KRANESHARES CSI CHINA INTERN 0.7%
Value ($000) $2,297 Shares 85,000 Est. Cost $26.68 Unrealized —
GM GENERAL MOTORS CO 0.6%
Value ($000) $2,242 Shares 48,256 Est. Cost $33.58 Unrealized +32.2%
REM ISHARES MORTGAGE REAL ESTATE 0.6%
Value ($000) $2,227 Shares 100,483 Est. Cost $22.42 Unrealized —
MET METLIFE INC 0.6%
Value ($000) $2,210 Shares 31,481 Est. Cost $68.14 Unrealized 0.0%
UHS UNIVERSAL HEALTH SERVICES-B 0.6%
Value ($000) $2,174 Shares 11,757 Est. Cost $175.78 Unrealized 0.0%
AIG AMERICAN INTERNATIONAL GROUP 0.6%
Value ($000) $2,166 Shares 29,170 Est. Cost $73.69 Unrealized 0.0%
LEN LENNAR CORP-A 0.6%
Value ($000) $2,146 Shares 14,317 Est. Cost $105.39 Unrealized +41.0%
CB CHUBB LTD 0.6%
Value ($000) $2,111 Shares 8,277 Est. Cost $252.75 Unrealized 0.0%
CE CELANESE CORP 0.6%
Value ($000) $1,940 Shares 14,379 Est. Cost $127.36 Unrealized +18.3%
CMCSA COMCAST CORP-CLASS A 0.5%
Value ($000) $1,900 Shares 48,523 Est. Cost $40.09 Unrealized -7.4%
SHYG ISHARES 0-5 YR HY CORP BOND 0.5%
Value ($000) $1,674 Shares 39,677 Est. Cost $41.55 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 0.5%
Value ($000) $1,673 Shares 17,743 Est. Cost $92.92 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.5%
Value ($000) $1,673 Shares 41,399 Est. Cost $40.62 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.5%
Value ($000) $1,663 Shares 38,054 Est. Cost $43.18 Unrealized —
FALN ISHARES FALLEN ANGELS ETF 0.5%
Value ($000) $1,658 Shares 63,322 Est. Cost $25.73 Unrealized —
CHTR CHARTER COMMUNICATIONS INC-A 0.5%
Value ($000) $1,638 Shares 5,480 Est. Cost $407.77 Unrealized -33.1%
PR PERMIAN RESOURCES CORP 0.5%
Value ($000) $1,597 Shares 98,880 Est. Cost $15.09 Unrealized +9.8%
QQQM INVESCO NASDAQ 100 ETF 0.4%
Value ($000) $1,557 Shares 7,899 Est. Cost $187.20 Unrealized —
KGC KINROSS GOLD CORP 0.4%
Value ($000) $1,455 Shares 174,893 Est. Cost $6.48 Unrealized +11.6%
WRB WR BERKLEY CORP 0.4%
Value ($000) $1,441 Shares 27,503 Est. Cost $51.01 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.4%
Value ($000) $1,271 Shares 9,557 Est. Cost $84.99 Unrealized +41.6%
VNQI VANGUARD GLBL EX-US REAL EST 0.3%
Value ($000) $1,215 Shares 29,936 Est. Cost $42.56 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.3%
Value ($000) $1,148 Shares 13,711 Est. Cost $88.28 Unrealized —
FTI TECHNIPFMC PLC 0.3%
Value ($000) $1,112 Shares 42,518 Est. Cost $22.71 Unrealized +12.3%
RCL ROYAL CARIBBEAN CRUISES LTD 0.3%
Value ($000) $1,099 Shares 6,891 Est. Cost $86.70 Unrealized +63.0%
CCL CARNIVAL CORP 0.3%
Value ($000) $1,022 Shares 54,619 Est. Cost $12.83 Unrealized +20.5%
DKNG DRAFTKINGS INC-CL A 0.3%
Value ($000) $980 Shares 25,673 Est. Cost $30.89 Unrealized +34.4%
EZA ISHARES MSCI SOUTH AFRICA ET 0.2%
Value ($000) $863 Shares 19,912 Est. Cost $43.32 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.2%
Value ($000) $859 Shares 15,849 Est. Cost $45.45 Unrealized —
INDA ISHARES MSCI INDIA ETF 0.2%
Value ($000) $839 Shares 15,045 Est. Cost $43.70 Unrealized —
NVDA NVIDIA CORP 0.2%
Value ($000) $813 Shares 6,578 Est. Cost $97.24 Unrealized +3.9%
TUR ISHARES MSCI TURKEY ETF 0.2%
Value ($000) $801 Shares 19,062 Est. Cost $31.27 Unrealized —
VRT VERTIV HOLDINGS CO-A 0.2%
Value ($000) $795 Shares 9,188 Est. Cost $42.45 Unrealized +114.0%
EWM ISHARES MSCI MALAYSIA ETF 0.2%
Value ($000) $790 Shares 35,190 Est. Cost $21.25 Unrealized —
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $789 Shares 32,169 Est. Cost $15.80 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.2%
Value ($000) $780 Shares 30,028 Est. Cost $25.99 Unrealized —
GREK GLOBAL X MSCI GREECE ETF 0.2%
Value ($000) $772 Shares 19,422 Est. Cost $26.84 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.2%
Value ($000) $767 Shares 11,605 Est. Cost $67.11 Unrealized —
EPU ISHARES MSCI PERU AND GLOBAL 0.2%
Value ($000) $747 Shares 18,559 Est. Cost $29.82 Unrealized —
THLLY THALES SA - UNSP ADR 0.2%
Value ($000) $726 Shares 22,800 Est. Cost $31.83 Unrealized —
RNMBY RHEINMETALL AG-UNSP ADR 0.2%
Value ($000) $722 Shares 7,100 Est. Cost $101.63 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.2%
Value ($000) $707 Shares 14,674 Est. Cost $46.19 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.2%
Value ($000) $702 Shares 13,979 Est. Cost $44.63 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $701 Shares 6,575 Est. Cost $107.98 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value ($000) $699 Shares 13,435 Est. Cost $52.19 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $698 Shares 6,512 Est. Cost $110.18 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value ($000) $697 Shares 13,607 Est. Cost $50.61 Unrealized —
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $696 Shares 22,572 Est. Cost $30.45 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.2%
Value ($000) $692 Shares 19,838 Est. Cost $30.81 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.2%
Value ($000) $691 Shares 22,568 Est. Cost $28.76 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.2%
Value ($000) $690 Shares 17,136 Est. Cost $39.47 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.2%
Value ($000) $684 Shares 31,312 Est. Cost $20.36 Unrealized —
EWI ISHARES MSCI ITALY ETF 0.2%
Value ($000) $668 Shares 18,632 Est. Cost $26.94 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.2%
Value ($000) $667 Shares 21,352 Est. Cost $24.54 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.2%
Value ($000) $655 Shares 17,329 Est. Cost $33.50 Unrealized —
XLU UTILITIES SELECT SECTOR SPDR 0.2%
Value ($000) $629 Shares 9,227 Est. Cost $66.59 Unrealized —
APP APPLOVIN CORP-CLASS A 0.2%
Value ($000) $546 Shares 6,559 Est. Cost $77.59 Unrealized 0.0%
BURL BURLINGTON STORES INC 0.2%
Value ($000) $531 Shares 2,212 Est. Cost $205.79 Unrealized 0.0%
PRU PRUDENTIAL FINANCIAL INC 0.1%
Value ($000) $520 Shares 4,439 Est. Cost $106.75 Unrealized 0.0%
RGA REINSURANCE GROUP OF AMERICA 0.1%
Value ($000) $517 Shares 2,520 Est. Cost $199.76 Unrealized 0.0%
FCNCA FIRST CITIZENS BCSHS -CL A 0.1%
Value ($000) $517 Shares 307 Est. Cost $1392.36 Unrealized +19.4%
FIX COMFORT SYSTEMS USA INC 0.1%
Value ($000) $512 Shares 1,684 Est. Cost $316.07 Unrealized 0.0%
PGR PROGRESSIVE CORP 0.1%
Value ($000) $506 Shares 2,434 Est. Cost $192.70 Unrealized 0.0%
ALL ALLSTATE CORP 0.1%
Value ($000) $501 Shares 3,140 Est. Cost $161.46 Unrealized 0.0%
EME EMCOR GROUP INC 0.1%
Value ($000) $494 Shares 1,354 Est. Cost $367.70 Unrealized 0.0%
KKR KKR & CO INC 0.1%
Value ($000) $485 Shares 4,604 Est. Cost $100.87 Unrealized 0.0%
IWD ISHARES RUSSELL 1000 VALUE E 0.1%
Value ($000) $482 Shares 2,762 Est. Cost $171.76 Unrealized —
MGM MGM RESORTS INTERNATIONAL 0.1%
Value ($000) $452 Shares 10,172 Est. Cost $42.17 Unrealized -0.9%
CAH CARDINAL HEALTH INC 0.1%
Value ($000) $433 Shares 4,401 Est. Cost $81.92 Unrealized +21.1%
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.1%
Value ($000) $405 Shares 21,539 Est. Cost $15.64 Unrealized +12.3%
GXO GXO LOGISTICS INC 0.1%
Value ($000) $361 Shares 7,154 Est. Cost $56.03 Unrealized -9.9%
— ARISTA NETWORKS INC 0.1%
Value ($000) $327 Shares 932 Est. Cost $190.69 Unrealized —
MDLZ MONDELEZ INTERNATIONAL INC-A 0.1%
Value ($000) $324 Shares 4,948 Est. Cost $68.54 Unrealized -4.9%
ADP AUTOMATIC DATA PROCESSING 0.1%
Value ($000) $320 Shares 1,339 Est. Cost $236.61 Unrealized 0.0%
MSFT MICROSOFT CORP 0.1%
Value ($000) $300 Shares 672 Est. Cost $417.26 Unrealized 0.0%
VRTX VERTEX PHARMACEUTICALS INC 0.1%
Value ($000) $300 Shares 640 Est. Cost $434.05 Unrealized 0.0%
DUOL DUOLINGO 0.1%
Value ($000) $273 Shares 1,308 Est. Cost $204.75 Unrealized 0.0%
— SUPER MICRO COMPUTER INC 0.1%
Value ($000) $271 Shares 331 Est. Cost $819.35 Unrealized —
WBD WARNER BROS DISCOVERY INC 0.1%
Value ($000) $266 Shares 35,771 Est. Cost $10.79 Unrealized -25.8%
ESTC ELASTIC NV 0.1%
Value ($000) $259 Shares 2,273 Est. Cost $105.02 Unrealized 0.0%
CRWD CROWDSTRIKE HOLDINGS INC - A 0.1%
Value ($000) $253 Shares 659 Est. Cost $332.59 Unrealized 0.0%
WWD WOODWARD INC 0.1%
Value ($000) $244 Shares 1,402 Est. Cost $168.53 Unrealized 0.0%
ECH ISHARES MSCI CHILE ETF 0.1%
Value ($000) $244 Shares 9,418 Est. Cost $25.87 Unrealized —
AMZN AMAZON.COM INC 0.1%
Value ($000) $241 Shares 1,245 Est. Cost $183.70 Unrealized 0.0%
HWM HOWMET AEROSPACE INC 0.1%
Value ($000) $237 Shares 3,049 Est. Cost $75.38 Unrealized 0.0%
DASH DOORDASH INC - A 0.1%
Value ($000) $235 Shares 2,158 Est. Cost $88.56 Unrealized +36.0%
HUBS HUBSPOT INC 0.1%
Value ($000) $232 Shares 394 Est. Cost $481.11 Unrealized +27.5%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $232 Shares 1,786 Est. Cost $103.00 Unrealized +17.5%
MELI MERCADOLIBRE INC 0.1%
Value ($000) $227 Shares 138 Est. Cost $1300.01 Unrealized +21.4%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $212 Shares 3,089 Est. Cost $63.13 Unrealized 0.0%
ZS ZSCALER INC 0.1%
Value ($000) $190 Shares 989 Est. Cost $185.19 Unrealized -3.9%
AMAT APPLIED MATERIALS INC 0.1%
Value ($000) $182 Shares 773 Est. Cost $211.43 Unrealized 0.0%
META META PLATFORMS INC-CLASS A 0.0%
Value ($000) $171 Shares 339 Est. Cost $483.31 Unrealized 0.0%
— TELLURIAN INC 0.0%
Value ($000) $168 Shares 243,000 Est. Cost $3.82 Unrealized —
ORCL ORACLE CORP 0.0%
Value ($000) $164 Shares 1,165 Est. Cost $122.30 Unrealized 0.0%
QCOM QUALCOMM INC 0.0%
Value ($000) $156 Shares 783 Est. Cost $182.37 Unrealized 0.0%
SNOW SNOWFLAKE INC-CLASS A 0.0%
Value ($000) $149 Shares 1,101 Est. Cost $165.50 Unrealized -10.8%
MU MICRON TECHNOLOGY INC 0.0%
Value ($000) $130 Shares 986 Est. Cost $125.19 Unrealized 0.0%
KO COCA-COLA CO/THE 0.0%
Value ($000) $38 Shares 600 Est. Cost $58.89 Unrealized 0.0%
AVGO BROADCOM INC 0.0%
Value ($000) $28 Shares 174 Est. Cost $137.66 Unrealized 0.0%
GOOGL ALPHABET INC-CL A 0.0%
Value ($000) $18 Shares 100 Est. Cost $167.35 Unrealized 0.0%
NFLX NETFLIX INC 0.0%
Value ($000) $8 Shares 12 Est. Cost $62.46 Unrealized 0.0%