Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2024 (← Previous) (Next →)

Filing Date: Feb 7, 2025

Total Value ($000): $287,250 (100.0% shares, 0.0% debt)

Holdings (135)

KWEB KRANESHARES CSI CHINA INTERN 15.3%
Value ($000) $44,091 Shares 1,507,900 Est. Cost $33.22 Unrealized —
RPV INVESCO S&P 500 PURE VALUE E 8.6%
Value ($000) $24,695 Shares 273,745 Est. Cost $90.21 Unrealized —
ASHR XTRACKERS HARVEST CSI 300 CH 6.5%
Value ($000) $18,529 Shares 700,000 Est. Cost $26.47 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 5.7%
Value ($000) $16,282 Shares 198,611 Est. Cost $82.08 Unrealized —
JD JD.COM INC-ADR 4.8%
Value ($000) $13,868 Shares 400,000 Est. Cost $37.34 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 3.2%
Value ($000) $9,154 Shares 79,224 Est. Cost $115.92 Unrealized —
AGNC AGNC INVESTMENT CORP 1.7%
Value ($000) $4,810 Shares 522,300 Est. Cost $9.92 Unrealized —
NLY ANNALY CAPITAL MANAGEMENT IN 1.7%
Value ($000) $4,795 Shares 262,000 Est. Cost $19.17 Unrealized —
UAL UNITED AIRLINES HOLDINGS INC 1.4%
Value ($000) $4,133 Shares 42,560 Est. Cost $42.97 Unrealized +96.7%
HIG HARTFORD FINANCIAL SVCS GRP 1.4%
Value ($000) $3,920 Shares 35,829 Est. Cost $77.86 Unrealized +46.0%
L LOEWS CORP 1.2%
Value ($000) $3,515 Shares 41,506 Est. Cost $68.87 Unrealized +19.3%
COST COSTCO WHOLESALE CORP 1.2%
Value ($000) $3,510 Shares 3,831 Est. Cost $657.30 Unrealized +40.4%
JPM JPMORGAN CHASE & CO 1.2%
Value ($000) $3,341 Shares 13,937 Est. Cost $164.69 Unrealized +38.5%
SYF SYNCHRONY FINANCIAL 1.2%
Value ($000) $3,328 Shares 51,206 Est. Cost $36.40 Unrealized +65.0%
DAL DELTA AIR LINES INC 1.1%
Value ($000) $3,209 Shares 53,037 Est. Cost $35.67 Unrealized +63.5%
RSG REPUBLIC SERVICES INC 1.1%
Value ($000) $3,129 Shares 15,555 Est. Cost $167.16 Unrealized +22.2%
BKLN INVESCO SENIOR LOAN ETF 1.0%
Value ($000) $2,770 Shares 131,480 Est. Cost $20.64 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 0.9%
Value ($000) $2,687 Shares 114,007 Est. Cost $21.58 Unrealized —
PFF ISHARES PREFERRED & INCOME S 0.9%
Value ($000) $2,661 Shares 84,626 Est. Cost $30.58 Unrealized —
CWB SPDR BLOOMBERG CONVERTIBLE S 0.9%
Value ($000) $2,641 Shares 33,902 Est. Cost $70.17 Unrealized —
ACGL ARCH CAPITAL GROUP LTD 0.9%
Value ($000) $2,630 Shares 28,478 Est. Cost $82.76 Unrealized +18.6%
EMHY ISHARES J.P. MORGAN EM HIGH 0.9%
Value ($000) $2,595 Shares 68,328 Est. Cost $35.46 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.9%
Value ($000) $2,569 Shares 28,853 Est. Cost $87.46 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.9%
Value ($000) $2,507 Shares 19,647 Est. Cost $106.68 Unrealized —
PCAR PACCAR INC 0.8%
Value ($000) $2,314 Shares 22,250 Est. Cost $73.92 Unrealized +40.5%
IEF ISHARES 7-10 YEAR TREASURY B 0.7%
Value ($000) $2,146 Shares 23,211 Est. Cost $95.91 Unrealized —
AIZ ASSURANT INC 0.7%
Value ($000) $1,998 Shares 9,370 Est. Cost $161.48 Unrealized +26.5%
IWD ISHARES RUSSELL 1000 VALUE E 0.7%
Value ($000) $1,983 Shares 10,710 Est. Cost $185.13 Unrealized —
DVA DAVITA INC 0.7%
Value ($000) $1,916 Shares 12,810 Est. Cost $112.49 Unrealized +39.4%
EG EVEREST GROUP LTD 0.7%
Value ($000) $1,898 Shares 5,237 Est. Cost $362.02 Unrealized +1.9%
SHYG ISHARES 0-5 YR HY CORP BOND 0.6%
Value ($000) $1,832 Shares 42,985 Est. Cost $41.66 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.6%
Value ($000) $1,826 Shares 44,889 Est. Cost $40.67 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 0.6%
Value ($000) $1,823 Shares 19,099 Est. Cost $93.19 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.6%
Value ($000) $1,821 Shares 41,328 Est. Cost $43.31 Unrealized —
FALN ISHARES FALLEN ANGELS ETF 0.6%
Value ($000) $1,817 Shares 68,023 Est. Cost $25.83 Unrealized —
APP APPLOVIN CORP-CLASS A 0.6%
Value ($000) $1,795 Shares 5,544 Est. Cost $77.91 Unrealized +224.7%
SVOL SIMPLIFY VOLATILITY PREMIUM 0.6%
Value ($000) $1,793 Shares 86,264 Est. Cost $21.92 Unrealized —
PHM PULTEGROUP INC 0.6%
Value ($000) $1,673 Shares 15,360 Est. Cost $73.00 Unrealized +76.2%
V VISA INC-CLASS A SHARES 0.6%
Value ($000) $1,664 Shares 5,265 Est. Cost $242.67 Unrealized +22.9%
TMUS T-MOBILE US INC 0.6%
Value ($000) $1,653 Shares 7,490 Est. Cost $163.58 Unrealized +36.6%
CPRT COPART INC 0.6%
Value ($000) $1,619 Shares 28,210 Est. Cost $47.24 Unrealized +20.6%
BR BROADRIDGE FINANCIAL SOLUTIO 0.6%
Value ($000) $1,609 Shares 7,116 Est. Cost $178.14 Unrealized +23.4%
AJG ARTHUR J GALLAGHER & CO 0.6%
Value ($000) $1,585 Shares 5,584 Est. Cost $232.39 Unrealized +24.0%
CME CME GROUP INC 0.5%
Value ($000) $1,561 Shares 6,722 Est. Cost $194.65 Unrealized +12.9%
BRO BROWN & BROWN INC 0.5%
Value ($000) $1,516 Shares 14,863 Est. Cost $85.97 Unrealized +23.3%
TJX TJX COMPANIES INC 0.5%
Value ($000) $1,514 Shares 12,536 Est. Cost $98.66 Unrealized +19.3%
CBOE CBOE GLOBAL MARKETS INC 0.5%
Value ($000) $1,476 Shares 7,555 Est. Cost $168.03 Unrealized +21.6%
CTAS CINTAS CORP 0.5%
Value ($000) $1,437 Shares 7,867 Est. Cost $180.69 Unrealized +15.3%
APH AMPHENOL CORP-CL A 0.5%
Value ($000) $1,432 Shares 20,614 Est. Cost $62.23 Unrealized +11.4%
REM ISHARES MORTGAGE REAL ESTATE 0.5%
Value ($000) $1,415 Shares 66,284 Est. Cost $22.57 Unrealized —
KGC KINROSS GOLD CORP 0.5%
Value ($000) $1,379 Shares 148,707 Est. Cost $6.55 Unrealized +50.5%
RCL ROYAL CARIBBEAN CRUISES LTD 0.5%
Value ($000) $1,349 Shares 5,849 Est. Cost $88.57 Unrealized +146.3%
MCK MCKESSON CORP 0.5%
Value ($000) $1,300 Shares 2,281 Est. Cost $370.95 Unrealized +50.2%
ROP ROPER TECHNOLOGIES INC 0.5%
Value ($000) $1,299 Shares 2,498 Est. Cost $508.04 Unrealized +7.2%
VNQ VANGUARD REAL ESTATE ETF 0.4%
Value ($000) $1,264 Shares 14,185 Est. Cost $88.54 Unrealized —
TRGP TARGA RESOURCES CORP 0.4%
Value ($000) $1,263 Shares 7,078 Est. Cost $113.18 Unrealized +54.8%
PR PERMIAN RESOURCES CORP 0.4%
Value ($000) $1,231 Shares 85,599 Est. Cost $15.08 Unrealized -3.9%
BK BANK OF NEW YORK MELLON CORP 0.4%
Value ($000) $1,218 Shares 15,849 Est. Cost $43.67 Unrealized +72.9%
WFC WELLS FARGO & CO 0.4%
Value ($000) $1,182 Shares 16,825 Est. Cost $41.03 Unrealized +62.5%
BBJP JPMORGAN BETABUILDERS JAPAN 0.4%
Value ($000) $1,181 Shares 21,510 Est. Cost $48.62 Unrealized —
CCL CARNIVAL CORP 0.4%
Value ($000) $1,150 Shares 46,153 Est. Cost $12.93 Unrealized +81.0%
EWA ISHARES MSCI AUSTRALIA ETF 0.4%
Value ($000) $1,118 Shares 46,843 Est. Cost $24.35 Unrealized —
URI UNITED RENTALS INC 0.4%
Value ($000) $1,085 Shares 1,540 Est. Cost $404.85 Unrealized +98.8%
DWX SPDR S&P INTER DVD ETF 0.4%
Value ($000) $1,083 Shares 30,965 Est. Cost $34.30 Unrealized —
FTI TECHNIPFMC PLC 0.4%
Value ($000) $1,043 Shares 36,053 Est. Cost $22.80 Unrealized +24.0%
THC TENET HEALTHCARE CORP 0.4%
Value ($000) $1,019 Shares 8,075 Est. Cost $86.53 Unrealized +71.8%
MET METLIFE INC 0.3%
Value ($000) $981 Shares 11,977 Est. Cost $68.14 Unrealized +18.4%
GM GENERAL MOTORS CO 0.3%
Value ($000) $968 Shares 18,177 Est. Cost $33.58 Unrealized +54.1%
WRB WR BERKLEY CORP 0.3%
Value ($000) $918 Shares 15,683 Est. Cost $51.01 Unrealized +13.5%
FXI ISHARES CHINA LARGE-CAP ETF 0.3%
Value ($000) $905 Shares 29,746 Est. Cost $26.39 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.3%
Value ($000) $901 Shares 36,749 Est. Cost $21.59 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.3%
Value ($000) $891 Shares 17,215 Est. Cost $45.94 Unrealized —
HCA HCA HEALTHCARE INC 0.3%
Value ($000) $886 Shares 2,952 Est. Cost $256.54 Unrealized +35.0%
VRT VERTIV HOLDINGS CO-A 0.3%
Value ($000) $883 Shares 7,769 Est. Cost $43.41 Unrealized +173.1%
CB CHUBB LTD 0.3%
Value ($000) $862 Shares 3,120 Est. Cost $252.75 Unrealized +11.3%
EPU ISHARES MSCI PERU AND GLOBAL 0.3%
Value ($000) $849 Shares 21,439 Est. Cost $31.54 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.3%
Value ($000) $821 Shares 19,591 Est. Cost $43.22 Unrealized —
DKNG DRAFTKINGS INC-CL A 0.3%
Value ($000) $807 Shares 21,697 Est. Cost $31.01 Unrealized +27.9%
AIG AMERICAN INTERNATIONAL GROUP 0.3%
Value ($000) $804 Shares 11,050 Est. Cost $73.69 Unrealized -0.6%
UHS UNIVERSAL HEALTH SERVICES-B 0.3%
Value ($000) $792 Shares 4,415 Est. Cost $175.78 Unrealized +15.3%
EWG ISHARES MSCI GERMANY ETF 0.3%
Value ($000) $780 Shares 24,526 Est. Cost $29.06 Unrealized —
MRVL MARVELL TECHNOLOGY INC 0.3%
Value ($000) $773 Shares 7,000 Est. Cost $92.47 Unrealized 0.0%
FLRN SPDR BLOOMBERG INVESTMENT GR 0.3%
Value ($000) $770 Shares 25,073 Est. Cost $30.48 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.3%
Value ($000) $765 Shares 14,803 Est. Cost $50.74 Unrealized —
CIEN CIENA CORP 0.3%
Value ($000) $763 Shares 9,000 Est. Cost $71.76 Unrealized 0.0%
MUB ISHARES NATIONAL MUNI BOND E 0.3%
Value ($000) $756 Shares 7,099 Est. Cost $107.97 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.3%
Value ($000) $755 Shares 29,226 Est. Cost $37.97 Unrealized —
NVDA NVIDIA CORP 0.3%
Value ($000) $746 Shares 5,558 Est. Cost $97.73 Unrealized +41.0%
LQD ISHARES IBOXX INVESTMENT GRA 0.3%
Value ($000) $746 Shares 6,983 Est. Cost $110.11 Unrealized —
F FORD MOTOR CO 0.3%
Value ($000) $726 Shares 73,364 Est. Cost $10.12 Unrealized -2.5%
FANG DIAMONDBACK ENERGY INC 0.2%
Value ($000) $714 Shares 4,360 Est. Cost $188.88 Unrealized -9.5%
LEN LENNAR CORP-A 0.2%
Value ($000) $707 Shares 5,399 Est. Cost $105.39 Unrealized +51.6%
CHTR CHARTER COMMUNICATIONS INC-A 0.2%
Value ($000) $706 Shares 2,060 Est. Cost $407.77 Unrealized -11.3%
THD ISHARES MSCI THAILAND ETF 0.2%
Value ($000) $696 Shares 11,513 Est. Cost $69.28 Unrealized —
CMCSA COMCAST CORP-CLASS A 0.2%
Value ($000) $694 Shares 18,482 Est. Cost $40.09 Unrealized -0.2%
COHR COHERENT CORP 0.2%
Value ($000) $616 Shares 6,500 Est. Cost $100.05 Unrealized 0.0%
XLU UTILITIES SELECT SECTOR SPDR 0.2%
Value ($000) $607 Shares 8,016 Est. Cost $66.59 Unrealized —
FIX COMFORT SYSTEMS USA INC 0.2%
Value ($000) $603 Shares 1,423 Est. Cost $316.34 Unrealized +38.3%
MU MICRON TECHNOLOGY INC 0.2%
Value ($000) $589 Shares 7,000 Est. Cost $106.97 Unrealized -5.3%
KKR KKR & CO INC 0.2%
Value ($000) $577 Shares 3,899 Est. Cost $101.28 Unrealized +44.0%
FCNCA FIRST CITIZENS BCSHS -CL A 0.2%
Value ($000) $549 Shares 260 Est. Cost $1405.19 Unrealized +48.4%
BURL BURLINGTON STORES INC 0.2%
Value ($000) $533 Shares 1,871 Est. Cost $207.05 Unrealized +30.5%
EME EMCOR GROUP INC 0.2%
Value ($000) $520 Shares 1,145 Est. Cost $367.92 Unrealized +28.3%
ALL ALLSTATE CORP 0.2%
Value ($000) $516 Shares 2,676 Est. Cost $161.77 Unrealized +17.3%
PGR PROGRESSIVE CORP 0.2%
Value ($000) $493 Shares 2,058 Est. Cost $193.21 Unrealized +20.1%
EWI ISHARES MSCI ITALY ETF 0.2%
Value ($000) $491 Shares 13,655 Est. Cost $27.50 Unrealized —
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.2%
Value ($000) $468 Shares 18,200 Est. Cost $15.69 Unrealized +61.1%
RGA REINSURANCE GROUP OF AMERICA 0.2%
Value ($000) $458 Shares 2,146 Est. Cost $200.12 Unrealized +9.0%
PRU PRUDENTIAL FINANCIAL INC 0.2%
Value ($000) $454 Shares 3,831 Est. Cost $106.88 Unrealized +9.2%
INDA ISHARES MSCI INDIA ETF 0.2%
Value ($000) $448 Shares 8,514 Est. Cost $43.70 Unrealized —
CAH CARDINAL HEALTH INC 0.2%
Value ($000) $444 Shares 3,754 Est. Cost $82.51 Unrealized +39.1%
CE CELANESE CORP 0.1%
Value ($000) $373 Shares 5,383 Est. Cost $127.36 Unrealized -24.9%
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.1%
Value ($000) $363 Shares 35,000 Est. Cost $13.45 Unrealized -1.1%
DUOL DUOLINGO 0.1%
Value ($000) $359 Shares 1,106 Est. Cost $204.76 Unrealized +55.4%
ANET ARISTA NETWORKS INC 0.1%
Value ($000) $348 Shares 3,148 Est. Cost $102.84 Unrealized 0.0%
AVGO BROADCOM INC 0.1%
Value ($000) $342 Shares 1,474 Est. Cost $156.02 Unrealized +17.2%
EWU ISHARES MSCI UNITED KINGDOM 0.1%
Value ($000) $335 Shares 9,868 Est. Cost $30.94 Unrealized —
WBD WARNER BROS DISCOVERY INC 0.1%
Value ($000) $320 Shares 30,228 Est. Cost $10.72 Unrealized -13.3%
DASH DOORDASH INC - A 0.1%
Value ($000) $306 Shares 1,823 Est. Cost $89.32 Unrealized +83.9%
MGM MGM RESORTS INTERNATIONAL 0.1%
Value ($000) $298 Shares 8,595 Est. Cost $42.10 Unrealized -10.2%
HWM HOWMET AEROSPACE INC 0.1%
Value ($000) $282 Shares 2,579 Est. Cost $75.73 Unrealized +44.2%
EWP ISHARES MSCI SPAIN ETF 0.1%
Value ($000) $267 Shares 8,585 Est. Cost $25.04 Unrealized —
GXO GXO LOGISTICS INC 0.1%
Value ($000) $263 Shares 6,045 Est. Cost $55.90 Unrealized -1.5%
HUBS HUBSPOT INC 0.1%
Value ($000) $232 Shares 333 Est. Cost $481.64 Unrealized +33.5%
GREK GLOBAL X MSCI GREECE ETF 0.1%
Value ($000) $217 Shares 5,593 Est. Cost $27.62 Unrealized —
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $216 Shares 1,511 Est. Cost $103.33 Unrealized +32.9%
MELI MERCADOLIBRE INC 0.1%
Value ($000) $201 Shares 118 Est. Cost $1320.38 Unrealized +47.5%
WWD WOODWARD INC 0.1%
Value ($000) $198 Shares 1,189 Est. Cost $168.44 Unrealized +0.7%
CRWD CROWDSTRIKE HOLDINGS INC - A 0.1%
Value ($000) $191 Shares 558 Est. Cost $331.37 Unrealized +0.3%
ESTC ELASTIC NV 0.1%
Value ($000) $190 Shares 1,919 Est. Cost $104.88 Unrealized -11.9%
ZS ZSCALER INC 0.1%
Value ($000) $151 Shares 836 Est. Cost $185.13 Unrealized +4.6%
SNOW SNOWFLAKE INC-CLASS A 0.1%
Value ($000) $144 Shares 932 Est. Cost $164.48 Unrealized -14.4%
EWO ISHARES MSCI AUSTRIA ETF 0.0%
Value ($000) $112 Shares 5,358 Est. Cost $20.46 Unrealized —
SMCI SUPER MICRO COMPUTER INC 0.0%
Value ($000) $85 Shares 2,803 Est. Cost $39.31 Unrealized -7.5%
TKNO ALPHA TEKNOVA INC 0.0%
Value ($000) $75 Shares 9,000 Est. Cost $6.96 Unrealized 0.0%