Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 6, 2024

Total Value ($000): $293,595 (100.0% shares, 0.0% debt)

Holdings (145)

KWEB KRANESHARES CSI CHINA INTERN 16.0%
Value ($000) $47,118 Shares 1,385,000 Est. Cost $33.57 Unrealized
QQQ INVESCO QQQ TRUST SERIES 1 8.9%
Value ($000) $26,006 Shares 53,283 Est. Cost $463.12 Unrealized
BABA ALIBABA GROUP HOLDING-SP ADR 7.2%
Value ($000) $21,224 Shares 200,000 Est. Cost $106.12 Unrealized
JD JD.COM INC-ADR 2.7%
Value ($000) $8,000 Shares 200,000 Est. Cost $40.00 Unrealized
AGNC AGNC INVESTMENT CORP 1.8%
Value ($000) $5,329 Shares 509,500 Est. Cost $9.94 Unrealized
NLY ANNALY CAPITAL MANAGEMENT IN 1.8%
Value ($000) $5,258 Shares 262,000 Est. Cost $19.17 Unrealized
HIG HARTFORD FINANCIAL SVCS GRP 1.5%
Value ($000) $4,520 Shares 38,431 Est. Cost $77.86 Unrealized +37.5%
EWA ISHARES MSCI AUSTRALIA ETF 1.2%
Value ($000) $3,581 Shares 132,087 Est. Cost $24.35 Unrealized
COST COSTCO WHOLESALE CORP 1.2%
Value ($000) $3,574 Shares 4,031 Est. Cost $657.30 Unrealized +31.1%
L LOEWS CORP 1.2%
Value ($000) $3,469 Shares 43,879 Est. Cost $68.87 Unrealized +13.5%
BBJP JPMORGAN BETABUILDERS JAPAN 1.2%
Value ($000) $3,402 Shares 57,391 Est. Cost $48.62 Unrealized
ACGL ARCH CAPITAL GROUP LTD 1.2%
Value ($000) $3,380 Shares 30,208 Est. Cost $82.76 Unrealized +19.5%
RSG REPUBLIC SERVICES INC 1.1%
Value ($000) $3,280 Shares 16,332 Est. Cost $167.16 Unrealized +18.4%
JPM JPMORGAN CHASE & CO 1.1%
Value ($000) $3,163 Shares 14,999 Est. Cost $164.69 Unrealized +24.4%
DAL DELTA AIR LINES INC 1.0%
Value ($000) $2,987 Shares 58,813 Est. Cost $35.67 Unrealized +20.2%
SYF SYNCHRONY FINANCIAL 0.9%
Value ($000) $2,778 Shares 55,684 Est. Cost $36.40 Unrealized +29.7%
CWB SPDR BLOOMBERG CONVERTIBLE S 0.9%
Value ($000) $2,753 Shares 35,946 Est. Cost $70.17 Unrealized
PFF ISHARES PREFERRED & INCOME S 0.9%
Value ($000) $2,751 Shares 82,800 Est. Cost $30.57 Unrealized
IEF ISHARES 7-10 YEAR TREASURY B 0.9%
Value ($000) $2,690 Shares 27,411 Est. Cost $95.91 Unrealized
REM ISHARES MORTGAGE REAL ESTATE 0.9%
Value ($000) $2,685 Shares 113,160 Est. Cost $22.57 Unrealized
IEI ISHARES 3-7 YEAR TREASURY BO 0.9%
Value ($000) $2,681 Shares 22,412 Est. Cost $116.85 Unrealized
BKLN INVESCO SENIOR LOAN ETF 0.9%
Value ($000) $2,677 Shares 127,414 Est. Cost $20.62 Unrealized
SHY ISHARES 1-3 YEAR TREASURY BO 0.9%
Value ($000) $2,672 Shares 32,136 Est. Cost $82.57 Unrealized
UAL UNITED AIRLINES HOLDINGS INC 0.9%
Value ($000) $2,653 Shares 46,491 Est. Cost $42.97 Unrealized +7.7%
EMHY ISHARES J.P. MORGAN EM HIGH 0.9%
Value ($000) $2,587 Shares 66,307 Est. Cost $35.38 Unrealized
EMB ISHARES JP MORGAN USD EMERGI 0.9%
Value ($000) $2,580 Shares 27,567 Est. Cost $87.38 Unrealized
DWX SPDR S&P INTER DVD ETF 0.9%
Value ($000) $2,567 Shares 66,862 Est. Cost $34.30 Unrealized
PBP INVESCO S&P 500 BUYWRITE ETF 0.9%
Value ($000) $2,566 Shares 112,356 Est. Cost $21.55 Unrealized
VYM VANGUARD HIGH DVD YIELD ETF 0.9%
Value ($000) $2,560 Shares 19,970 Est. Cost $106.68 Unrealized
PCAR PACCAR INC 0.8%
Value ($000) $2,370 Shares 24,021 Est. Cost $73.92 Unrealized +24.8%
PHM PULTEGROUP INC 0.8%
Value ($000) $2,338 Shares 16,289 Est. Cost $73.00 Unrealized +72.3%
DVA DAVITA INC 0.8%
Value ($000) $2,231 Shares 13,611 Est. Cost $112.49 Unrealized +31.3%
EG EVEREST GROUP LTD 0.8%
Value ($000) $2,229 Shares 5,689 Est. Cost $362.02 Unrealized +3.1%
QQQM INVESCO NASDAQ 100 ETF 0.7%
Value ($000) $2,040 Shares 10,158 Est. Cost $190.24 Unrealized
AIZ ASSURANT INC 0.7%
Value ($000) $1,974 Shares 9,927 Est. Cost $161.48 Unrealized +10.5%
SVOL SIMPLIFY VOLATILITY PREMIUM 0.6%
Value ($000) $1,825 Shares 83,100 Est. Cost $21.96 Unrealized
GHYG ISHARES US&INTL HIGH YIELD C 0.6%
Value ($000) $1,808 Shares 39,495 Est. Cost $43.28 Unrealized
HYGV FLEXSHARES HIGH YIELD VALUE 0.6%
Value ($000) $1,805 Shares 43,329 Est. Cost $40.67 Unrealized
JNK SPDR BLOOMBERG HIGH YIELD BO 0.6%
Value ($000) $1,805 Shares 18,455 Est. Cost $93.11 Unrealized
SHYG ISHARES 0-5 YR HY CORP BOND 0.6%
Value ($000) $1,802 Shares 41,512 Est. Cost $41.63 Unrealized
FALN ISHARES FALLEN ANGELS ETF 0.6%
Value ($000) $1,801 Shares 65,857 Est. Cost $25.80 Unrealized
CTAS CINTAS CORP 0.6%
Value ($000) $1,702 Shares 8,268 Est. Cost $180.69 Unrealized +5.6%
KGC KINROSS GOLD CORP 0.6%
Value ($000) $1,682 Shares 179,664 Est. Cost $6.55 Unrealized +37.1%
AJG ARTHUR J GALLAGHER & CO 0.6%
Value ($000) $1,651 Shares 5,868 Est. Cost $232.39 Unrealized +19.9%
CBOE CBOE GLOBAL MARKETS INC 0.6%
Value ($000) $1,627 Shares 7,943 Est. Cost $168.03 Unrealized +15.7%
THC TENET HEALTHCARE CORP 0.6%
Value ($000) $1,626 Shares 9,785 Est. Cost $86.53 Unrealized +74.8%
TMUS T-MOBILE US INC 0.6%
Value ($000) $1,622 Shares 7,859 Est. Cost $163.58 Unrealized +14.6%
BRO BROWN & BROWN INC 0.6%
Value ($000) $1,619 Shares 15,629 Est. Cost $85.97 Unrealized +14.7%
BR BROADRIDGE FINANCIAL SOLUTIO 0.5%
Value ($000) $1,605 Shares 7,463 Est. Cost $178.14 Unrealized +14.8%
CPRT COPART INC 0.5%
Value ($000) $1,556 Shares 29,698 Est. Cost $47.24 Unrealized +9.9%
TJX TJX COMPANIES INC 0.5%
Value ($000) $1,547 Shares 13,162 Est. Cost $98.66 Unrealized +14.3%
CME CME GROUP INC 0.5%
Value ($000) $1,522 Shares 6,896 Est. Cost $194.65 Unrealized +0.9%
V VISA INC-CLASS A SHARES 0.5%
Value ($000) $1,521 Shares 5,533 Est. Cost $242.67 Unrealized +10.3%
ROP ROPER TECHNOLOGIES INC 0.5%
Value ($000) $1,462 Shares 2,628 Est. Cost $508.04 Unrealized +7.2%
APH AMPHENOL CORP-CL A 0.5%
Value ($000) $1,411 Shares 21,647 Est. Cost $62.23 Unrealized +2.9%
VNQI VANGUARD GLBL EX-US REAL EST 0.5%
Value ($000) $1,403 Shares 29,900 Est. Cost $42.56 Unrealized
PR PERMIAN RESOURCES CORP 0.5%
Value ($000) $1,398 Shares 102,701 Est. Cost $15.08 Unrealized -2.6%
VNQ VANGUARD REAL ESTATE ETF 0.5%
Value ($000) $1,375 Shares 14,112 Est. Cost $88.54 Unrealized
URI UNITED RENTALS INC 0.4%
Value ($000) $1,321 Shares 1,631 Est. Cost $404.85 Unrealized +75.6%
HCA HCA HEALTHCARE INC 0.4%
Value ($000) $1,273 Shares 3,133 Est. Cost $256.54 Unrealized +41.2%
RCL ROYAL CARIBBEAN CRUISES LTD 0.4%
Value ($000) $1,254 Shares 7,073 Est. Cost $88.57 Unrealized +79.9%
BK BANK OF NEW YORK MELLON CORP 0.4%
Value ($000) $1,203 Shares 16,741 Est. Cost $43.67 Unrealized +46.2%
MCK MCKESSON CORP 0.4%
Value ($000) $1,187 Shares 2,401 Est. Cost $370.95 Unrealized +49.2%
FTI TECHNIPFMC PLC 0.4%
Value ($000) $1,144 Shares 43,612 Est. Cost $22.80 Unrealized +15.2%
TRGP TARGA RESOURCES CORP 0.4%
Value ($000) $1,109 Shares 7,490 Est. Cost $113.18 Unrealized +20.9%
UHS UNIVERSAL HEALTH SERVICES-B 0.4%
Value ($000) $1,074 Shares 4,690 Est. Cost $175.78 Unrealized +21.9%
LEN LENNAR CORP-A 0.4%
Value ($000) $1,073 Shares 5,724 Est. Cost $105.39 Unrealized +55.8%
MET METLIFE INC 0.4%
Value ($000) $1,043 Shares 12,642 Est. Cost $68.14 Unrealized +5.5%
CCL CARNIVAL CORP 0.4%
Value ($000) $1,034 Shares 55,929 Est. Cost $12.93 Unrealized +31.0%
DKNG DRAFTKINGS INC-CL A 0.4%
Value ($000) $1,031 Shares 26,291 Est. Cost $31.01 Unrealized +16.5%
FXI ISHARES CHINA LARGE-CAP ETF 0.3%
Value ($000) $1,026 Shares 32,286 Est. Cost $26.39 Unrealized
WFC WELLS FARGO & CO 0.3%
Value ($000) $1,005 Shares 17,782 Est. Cost $41.03 Unrealized +33.7%
THD ISHARES MSCI THAILAND ETF 0.3%
Value ($000) $962 Shares 13,879 Est. Cost $69.28 Unrealized
CB CHUBB LTD 0.3%
Value ($000) $953 Shares 3,303 Est. Cost $252.75 Unrealized +7.1%
VRT VERTIV HOLDINGS CO-A 0.3%
Value ($000) $936 Shares 9,411 Est. Cost $43.41 Unrealized +90.6%
WRB WR BERKLEY CORP 0.3%
Value ($000) $936 Shares 16,497 Est. Cost $51.01 Unrealized +5.6%
SOFI SOFI TECHNOLOGIES INC 0.3%
Value ($000) $920 Shares 117,000 Est. Cost $7.27 Unrealized 0.0%
EZA ISHARES MSCI SOUTH AFRICA ET 0.3%
Value ($000) $917 Shares 18,191 Est. Cost $43.32 Unrealized
EPU ISHARES MSCI PERU AND GLOBAL 0.3%
Value ($000) $907 Shares 20,999 Est. Cost $31.37 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.3%
Value ($000) $903 Shares 30,997 Est. Cost $29.13 Unrealized
EWM ISHARES MSCI MALAYSIA ETF 0.3%
Value ($000) $892 Shares 32,958 Est. Cost $21.25 Unrealized
EIDO ISHARES MSCI INDONESIA ETF 0.3%
Value ($000) $883 Shares 39,240 Est. Cost $22.50 Unrealized
GREK GLOBAL X MSCI GREECE ETF 0.3%
Value ($000) $881 Shares 20,398 Est. Cost $27.62 Unrealized
APP APPLOVIN CORP-CLASS A 0.3%
Value ($000) $877 Shares 6,717 Est. Cost $77.91 Unrealized +17.1%
INDA ISHARES MSCI INDIA ETF 0.3%
Value ($000) $866 Shares 14,800 Est. Cost $43.70 Unrealized
GM GENERAL MOTORS CO 0.3%
Value ($000) $864 Shares 19,258 Est. Cost $33.58 Unrealized +36.0%
EWT ISHARES MSCI TAIWAN ETF 0.3%
Value ($000) $855 Shares 15,879 Est. Cost $45.45 Unrealized
AIG AMERICAN INTERNATIONAL GROUP 0.3%
Value ($000) $854 Shares 11,666 Est. Cost $73.69 Unrealized -2.0%
EPOL ISHARES MSCI POLAND ETF 0.3%
Value ($000) $843 Shares 34,769 Est. Cost $16.43 Unrealized
NVDA NVIDIA CORP 0.3%
Value ($000) $818 Shares 6,734 Est. Cost $97.73 Unrealized +20.8%
CMCSA COMCAST CORP-CLASS A 0.3%
Value ($000) $815 Shares 19,503 Est. Cost $40.09 Unrealized -5.8%
F FORD MOTOR CO 0.3%
Value ($000) $813 Shares 76,951 Est. Cost $10.12 Unrealized +3.1%
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $805 Shares 4,671 Est. Cost $188.88 Unrealized -2.0%
EWP ISHARES MSCI SPAIN ETF 0.3%
Value ($000) $791 Shares 22,406 Est. Cost $25.04 Unrealized
EWG ISHARES MSCI GERMANY ETF 0.3%
Value ($000) $787 Shares 23,271 Est. Cost $28.91 Unrealized
CE CELANESE CORP 0.3%
Value ($000) $783 Shares 5,760 Est. Cost $127.36 Unrealized +2.2%
EWD ISHARES MSCI SWEDEN ETF 0.3%
Value ($000) $782 Shares 18,007 Est. Cost $39.66 Unrealized
EWQ ISHARES MSCI FRANCE ETF 0.3%
Value ($000) $769 Shares 19,041 Est. Cost $34.12 Unrealized
RNMBY RHEINMETALL AG-UNSP ADR 0.3%
Value ($000) $768 Shares 7,100 Est. Cost $101.63 Unrealized
EWI ISHARES MSCI ITALY ETF 0.3%
Value ($000) $762 Shares 19,546 Est. Cost $27.50 Unrealized
EWN ISHARES MSCI NETHERLANDS ETF 0.3%
Value ($000) $760 Shares 14,951 Est. Cost $45.04 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.3%
Value ($000) $757 Shares 20,232 Est. Cost $30.94 Unrealized
LQD ISHARES IBOXX INVESTMENT GRA 0.3%
Value ($000) $755 Shares 6,681 Est. Cost $110.25 Unrealized
WIP SPDR FTSE INTERNATIONAL GOVE 0.3%
Value ($000) $753 Shares 18,698 Est. Cost $40.29 Unrealized
MUB ISHARES NATIONAL MUNI BOND E 0.3%
Value ($000) $749 Shares 6,894 Est. Cost $108.01 Unrealized
EWL ISHARES MSCI SWITZERLAND ETF 0.3%
Value ($000) $749 Shares 14,368 Est. Cost $46.19 Unrealized
IGSB ISHARES 1-5Y INV GRADE CORP 0.3%
Value ($000) $748 Shares 14,197 Est. Cost $50.70 Unrealized
FLRN SPDR BLOOMBERG INVESTMENT GR 0.3%
Value ($000) $744 Shares 24,129 Est. Cost $30.47 Unrealized
EWO ISHARES MSCI AUSTRIA ETF 0.3%
Value ($000) $744 Shares 32,604 Est. Cost $20.46 Unrealized
XLU UTILITIES SELECT SECTOR SPDR 0.2%
Value ($000) $730 Shares 9,043 Est. Cost $66.59 Unrealized
MU MICRON TECHNOLOGY INC 0.2%
Value ($000) $726 Shares 7,000 Est. Cost $106.97 Unrealized -2.8%
THLLY THALES SA - UNSP ADR 0.2%
Value ($000) $722 Shares 22,800 Est. Cost $31.83 Unrealized
CHTR CHARTER COMMUNICATIONS INC-A 0.2%
Value ($000) $709 Shares 2,187 Est. Cost $407.77 Unrealized -17.5%
FIX COMFORT SYSTEMS USA INC 0.2%
Value ($000) $673 Shares 1,724 Est. Cost $316.34 Unrealized +3.6%
PGR PROGRESSIVE CORP 0.2%
Value ($000) $633 Shares 2,493 Est. Cost $193.21 Unrealized +10.8%
KKR KKR & CO INC 0.2%
Value ($000) $616 Shares 4,720 Est. Cost $101.28 Unrealized +15.9%
ALL ALLSTATE CORP 0.2%
Value ($000) $612 Shares 3,229 Est. Cost $161.77 Unrealized +6.8%
EME EMCOR GROUP INC 0.2%
Value ($000) $598 Shares 1,388 Est. Cost $367.92 Unrealized +2.3%
BURL BURLINGTON STORES INC 0.2%
Value ($000) $597 Shares 2,266 Est. Cost $207.05 Unrealized +25.0%
FCNCA FIRST CITIZENS BCSHS -CL A 0.2%
Value ($000) $580 Shares 315 Est. Cost $1405.19 Unrealized +35.1%
RGA REINSURANCE GROUP OF AMERICA 0.2%
Value ($000) $565 Shares 2,592 Est. Cost $200.12 Unrealized +6.2%
PRU PRUDENTIAL FINANCIAL INC 0.2%
Value ($000) $557 Shares 4,596 Est. Cost $106.88 Unrealized +3.4%
CAH CARDINAL HEALTH INC 0.2%
Value ($000) $501 Shares 4,530 Est. Cost $82.51 Unrealized +24.0%
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.2%
Value ($000) $478 Shares 35,000 Est. Cost $13.45 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.2%
Value ($000) $452 Shares 22,055 Est. Cost $15.69 Unrealized +15.7%
EWY ISHARES MSCI SOUTH KOREA ETF 0.1%
Value ($000) $437 Shares 6,832 Est. Cost $67.11 Unrealized
MGM MGM RESORTS INTERNATIONAL 0.1%
Value ($000) $407 Shares 10,416 Est. Cost $42.10 Unrealized -6.1%
GXO GXO LOGISTICS INC 0.1%
Value ($000) $382 Shares 7,327 Est. Cost $55.90 Unrealized -9.4%
DUOL DUOLINGO 0.1%
Value ($000) $378 Shares 1,340 Est. Cost $204.76 Unrealized +0.2%
SCHP SCHWAB U.S. TIPS ETF 0.1%
Value ($000) $376 Shares 14,017 Est. Cost $51.14 Unrealized
ARISTA NETWORKS INC 0.1%
Value ($000) $366 Shares 954 Est. Cost $195.14 Unrealized
DASH DOORDASH INC - A 0.1%
Value ($000) $315 Shares 2,209 Est. Cost $89.32 Unrealized +35.8%
HWM HOWMET AEROSPACE INC 0.1%
Value ($000) $313 Shares 3,123 Est. Cost $75.73 Unrealized +18.8%
AVGO BROADCOM INC 0.1%
Value ($000) $307 Shares 1,782 Est. Cost $156.02 Unrealized +1.3%
WBD WARNER BROS DISCOVERY INC 0.1%
Value ($000) $302 Shares 36,630 Est. Cost $10.72 Unrealized -27.1%
MELI MERCADOLIBRE INC 0.1%
Value ($000) $293 Shares 143 Est. Cost $1320.38 Unrealized +42.6%
ECH ISHARES MSCI CHILE ETF 0.1%
Value ($000) $291 Shares 10,681 Est. Cost $26.04 Unrealized
WWD WOODWARD INC 0.1%
Value ($000) $247 Shares 1,439 Est. Cost $168.44 Unrealized -2.0%
HUBS HUBSPOT INC 0.1%
Value ($000) $215 Shares 404 Est. Cost $481.64 Unrealized +4.3%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $211 Shares 1,830 Est. Cost $103.33 Unrealized +13.1%
CRWD CROWDSTRIKE HOLDINGS INC - A 0.1%
Value ($000) $190 Shares 676 Est. Cost $331.37 Unrealized -14.3%
ESTC ELASTIC NV 0.1%
Value ($000) $179 Shares 2,326 Est. Cost $104.88 Unrealized -6.0%
ZS ZSCALER INC 0.1%
Value ($000) $173 Shares 1,013 Est. Cost $185.13 Unrealized -1.4%
SNOW SNOWFLAKE INC-CLASS A 0.0%
Value ($000) $130 Shares 1,128 Est. Cost $164.48 Unrealized -25.2%
SMCI SUPER MICRO COMPUTER INC 0.0%
Value ($000) $14 Shares 339 Est. Cost $60.86 Unrealized 0.0%