Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2025 (← Previous) (Next →)

Filing Date: May 6, 2025

Total Value ($000): $310,962 (100.0% shares, 0.0% debt)

Holdings (149)

KWEB KRANESHARES CSI CHINA INTERN 15.9%
Value ($000) $49,572 Shares 1,420,000 Est. Cost $33.22 Unrealized —
QQQ INVESCO QQQ TRUST SERIES 1 7.7%
Value ($000) $24,064 Shares 51,317 Est. Cost $468.92 Unrealized —
ASHR XTRACKERS HARVEST CSI 300 CH 6.0%
Value ($000) $18,599 Shares 700,000 Est. Cost $26.47 Unrealized —
JD JD.COM INC-ADR 5.3%
Value ($000) $16,448 Shares 400,000 Est. Cost $37.34 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 3.3%
Value ($000) $10,340 Shares 400,000 Est. Cost $25.85 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 2.2%
Value ($000) $6,862 Shares 58,089 Est. Cost $115.92 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 2.2%
Value ($000) $6,851 Shares 82,817 Est. Cost $82.08 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 2.2%
Value ($000) $6,846 Shares 71,782 Est. Cost $95.55 Unrealized —
NLY ANNALY CAPITAL MANAGEMENT IN 1.8%
Value ($000) $5,709 Shares 281,100 Est. Cost $19.25 Unrealized —
AGNC AGNC INVESTMENT CORP 1.7%
Value ($000) $5,256 Shares 548,600 Est. Cost $9.91 Unrealized —
HIG HARTFORD INSURANCE GROUP INC 1.4%
Value ($000) $4,223 Shares 34,128 Est. Cost $77.86 Unrealized +45.0%
BBJP JPMORGAN BETABUILDERS JAPAN 1.1%
Value ($000) $3,530 Shares 62,898 Est. Cost $53.56 Unrealized —
INTC INTEL CORP 1.1%
Value ($000) $3,407 Shares 150,000 Est. Cost — Unrealized —
FOXA FOX CORP - CLASS A 0.9%
Value ($000) $2,921 Shares 51,606 Est. Cost $52.48 Unrealized 0.0%
DWX SPDR S&P INTER DVD ETF 0.9%
Value ($000) $2,721 Shares 70,922 Est. Cost $36.59 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 0.9%
Value ($000) $2,706 Shares 130,703 Est. Cost $20.64 Unrealized —
CWB SPDR BLOOMBERG CONVERTIBLE S 0.9%
Value ($000) $2,646 Shares 34,529 Est. Cost $70.29 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 0.8%
Value ($000) $2,594 Shares 115,606 Est. Cost $22.51 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.8%
Value ($000) $2,569 Shares 28,364 Est. Cost $87.46 Unrealized —
EMHY ISHARES J.P. MORGAN EM HIGH 0.8%
Value ($000) $2,567 Shares 67,142 Est. Cost $35.46 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.8%
Value ($000) $2,514 Shares 19,498 Est. Cost $106.68 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value ($000) $2,467 Shares 111,269 Est. Cost $21.58 Unrealized —
PGR PROGRESSIVE CORP 0.8%
Value ($000) $2,338 Shares 8,262 Est. Cost $232.32 Unrealized +5.6%
SYF SYNCHRONY FINANCIAL 0.7%
Value ($000) $2,286 Shares 43,190 Est. Cost $36.40 Unrealized +67.3%
ACGL ARCH CAPITAL GROUP LTD 0.7%
Value ($000) $2,242 Shares 23,308 Est. Cost $82.76 Unrealized +11.5%
WRB WR BERKLEY CORP 0.7%
Value ($000) $2,241 Shares 31,497 Est. Cost $55.38 Unrealized +7.8%
ALL ALLSTATE CORP 0.7%
Value ($000) $2,200 Shares 10,626 Est. Cost $183.84 Unrealized +4.0%
L LOEWS CORP 0.6%
Value ($000) $2,003 Shares 21,790 Est. Cost $68.87 Unrealized +23.9%
QQQM INVESCO NASDAQ 100 ETF 0.6%
Value ($000) $1,963 Shares 10,171 Est. Cost $193.02 Unrealized —
CB CHUBB LTD 0.6%
Value ($000) $1,959 Shares 6,487 Est. Cost $264.95 Unrealized +4.3%
WELL WELLTOWER INC 0.6%
Value ($000) $1,948 Shares 12,713 Est. Cost $140.30 Unrealized 0.0%
TMUS T-MOBILE US INC 0.6%
Value ($000) $1,939 Shares 7,270 Est. Cost $163.58 Unrealized +48.6%
MET METLIFE INC 0.6%
Value ($000) $1,858 Shares 23,140 Est. Cost $74.42 Unrealized +9.1%
GHYG ISHARES US&INTL HIGH YIELD C 0.6%
Value ($000) $1,813 Shares 40,695 Est. Cost $43.31 Unrealized —
FALN ISHARES FALLEN ANGELS ETF 0.6%
Value ($000) $1,804 Shares 67,339 Est. Cost $25.83 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.6%
Value ($000) $1,797 Shares 42,266 Est. Cost $41.66 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 0.6%
Value ($000) $1,794 Shares 18,824 Est. Cost $93.19 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.6%
Value ($000) $1,792 Shares 44,371 Est. Cost $40.67 Unrealized —
BRO BROWN & BROWN INC 0.6%
Value ($000) $1,791 Shares 14,398 Est. Cost $85.97 Unrealized +29.3%
UHS UNIVERSAL HEALTH SERVICES-B 0.6%
Value ($000) $1,790 Shares 9,526 Est. Cost $178.96 Unrealized +1.5%
DAL DELTA AIR LINES INC 0.6%
Value ($000) $1,786 Shares 40,973 Est. Cost $35.67 Unrealized +64.4%
BK BANK OF NEW YORK MELLON CORP 0.6%
Value ($000) $1,746 Shares 20,814 Est. Cost $52.95 Unrealized +55.9%
APP APPLOVIN CORP-CLASS A 0.6%
Value ($000) $1,730 Shares 6,530 Est. Cost $118.18 Unrealized +191.6%
WMB WILLIAMS COS INC 0.5%
Value ($000) $1,693 Shares 28,328 Est. Cost $55.43 Unrealized 0.0%
RSG REPUBLIC SERVICES INC 0.5%
Value ($000) $1,690 Shares 6,978 Est. Cost $167.16 Unrealized +32.7%
GM GENERAL MOTORS CO 0.5%
Value ($000) $1,683 Shares 35,780 Est. Cost $41.07 Unrealized +18.8%
ADP AUTOMATIC DATA PROCESSING 0.5%
Value ($000) $1,674 Shares 5,480 Est. Cost $295.41 Unrealized 0.0%
KMI KINDER MORGAN INC 0.5%
Value ($000) $1,624 Shares 56,925 Est. Cost $26.70 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.5%
Value ($000) $1,609 Shares 6,560 Est. Cost $164.69 Unrealized +52.3%
RFIX SIMPLIFY BOND BULL ETF 0.5%
Value ($000) $1,605 Shares 30,000 Est. Cost $53.50 Unrealized —
CTAS CINTAS CORP 0.5%
Value ($000) $1,569 Shares 7,632 Est. Cost $180.69 Unrealized +9.5%
WMT WALMART INC 0.5%
Value ($000) $1,543 Shares 17,580 Est. Cost $92.95 Unrealized 0.0%
WAB WABTEC CORP 0.5%
Value ($000) $1,518 Shares 8,370 Est. Cost $190.90 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.5%
Value ($000) $1,512 Shares 3,454 Est. Cost $441.57 Unrealized 0.0%
MCK MCKESSON CORP 0.5%
Value ($000) $1,487 Shares 2,209 Est. Cost $370.95 Unrealized +66.0%
TJX TJX COMPANIES INC 0.5%
Value ($000) $1,482 Shares 12,169 Est. Cost $98.66 Unrealized +21.7%
COST COSTCO WHOLESALE CORP 0.5%
Value ($000) $1,452 Shares 1,535 Est. Cost $657.30 Unrealized +47.7%
UAL UNITED AIRLINES HOLDINGS INC 0.5%
Value ($000) $1,404 Shares 20,338 Est. Cost $42.97 Unrealized +119.8%
PKG PACKAGING CORP OF AMERICA 0.5%
Value ($000) $1,402 Shares 7,080 Est. Cost $208.39 Unrealized 0.0%
DVA DAVITA INC 0.4%
Value ($000) $1,391 Shares 9,092 Est. Cost $112.49 Unrealized +39.7%
TRGP TARGA RESOURCES CORP 0.4%
Value ($000) $1,370 Shares 6,833 Est. Cost $113.18 Unrealized +72.0%
PRU PRUDENTIAL FINANCIAL INC 0.4%
Value ($000) $1,342 Shares 12,017 Est. Cost $108.30 Unrealized +0.6%
VNQ VANGUARD REAL ESTATE ETF 0.4%
Value ($000) $1,327 Shares 14,651 Est. Cost $88.61 Unrealized —
APH AMPHENOL CORP-CL A 0.4%
Value ($000) $1,311 Shares 19,990 Est. Cost $62.23 Unrealized +8.8%
CCL CARNIVAL CORP 0.4%
Value ($000) $1,284 Shares 65,754 Est. Cost $16.17 Unrealized +47.1%
PFF ISHARES PREFERRED & INCOME S 0.4%
Value ($000) $1,142 Shares 37,173 Est. Cost $30.58 Unrealized —
KGC KINROSS GOLD CORP 0.4%
Value ($000) $1,124 Shares 89,136 Est. Cost $6.55 Unrealized +71.4%
FTI TECHNIPFMC PLC 0.4%
Value ($000) $1,103 Shares 34,804 Est. Cost $22.80 Unrealized +30.8%
RCL ROYAL CARIBBEAN CRUISES LTD 0.4%
Value ($000) $1,090 Shares 5,308 Est. Cost $88.57 Unrealized +163.4%
UWMC UWM HOLDINGS CORP 0.3%
Value ($000) $1,043 Shares 191,000 Est. Cost $6.07 Unrealized 0.0%
TRV TRAVELERS COS INC/THE 0.3%
Value ($000) $1,033 Shares 3,906 Est. Cost $245.41 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.3%
Value ($000) $1,001 Shares 7,441 Est. Cost $86.53 Unrealized +52.2%
CINF CINCINNATI FINANCIAL CORP 0.3%
Value ($000) $984 Shares 6,664 Est. Cost $137.66 Unrealized 0.0%
AIZ ASSURANT INC 0.3%
Value ($000) $976 Shares 4,651 Est. Cost $161.48 Unrealized +27.6%
EPOL ISHARES MSCI POLAND ETF 0.3%
Value ($000) $975 Shares 34,820 Est. Cost $28.01 Unrealized —
GREK GLOBAL X MSCI GREECE ETF 0.3%
Value ($000) $971 Shares 20,673 Est. Cost $41.73 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.3%
Value ($000) $954 Shares 19,825 Est. Cost $43.28 Unrealized —
EPU ISHARES MSCI PERU AND GLOBAL 0.3%
Value ($000) $944 Shares 21,500 Est. Cost $31.54 Unrealized —
AIG AMERICAN INTERNATIONAL GROUP 0.3%
Value ($000) $927 Shares 10,666 Est. Cost $73.69 Unrealized +3.4%
ECH ISHARES MSCI CHILE ETF 0.3%
Value ($000) $917 Shares 30,756 Est. Cost $29.82 Unrealized —
NTRS NORTHERN TRUST CORP 0.3%
Value ($000) $906 Shares 9,180 Est. Cost $103.45 Unrealized 0.0%
FXI ISHARES CHINA LARGE-CAP ETF 0.3%
Value ($000) $895 Shares 24,986 Est. Cost $26.39 Unrealized —
VBNK VERSABANK 0.3%
Value ($000) $881 Shares 85,000 Est. Cost $10.36 Unrealized —
EME EMCOR GROUP INC 0.3%
Value ($000) $860 Shares 2,326 Est. Cost $400.36 Unrealized +7.9%
FIX COMFORT SYSTEMS USA INC 0.3%
Value ($000) $857 Shares 2,660 Est. Cost $356.17 Unrealized +12.9%
EWP ISHARES MSCI SPAIN ETF 0.3%
Value ($000) $825 Shares 21,686 Est. Cost $32.91 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.3%
Value ($000) $822 Shares 32,725 Est. Cost $24.36 Unrealized —
EWI ISHARES MSCI ITALY ETF 0.3%
Value ($000) $812 Shares 19,177 Est. Cost $31.77 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.3%
Value ($000) $804 Shares 21,693 Est. Cost $29.06 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.3%
Value ($000) $791 Shares 21,123 Est. Cost $34.42 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.3%
Value ($000) $788 Shares 19,788 Est. Cost $39.80 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.3%
Value ($000) $783 Shares 15,125 Est. Cost $51.79 Unrealized —
EG EVEREST GROUP LTD 0.2%
Value ($000) $764 Shares 2,103 Est. Cost $362.02 Unrealized -3.4%
EWD ISHARES MSCI SWEDEN ETF 0.2%
Value ($000) $763 Shares 18,138 Est. Cost $42.08 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value ($000) $763 Shares 28,379 Est. Cost $37.97 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value ($000) $761 Shares 14,523 Est. Cost $50.74 Unrealized —
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $760 Shares 24,647 Est. Cost $30.48 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $754 Shares 6,936 Est. Cost $110.11 Unrealized —
PCAR PACCAR INC 0.2%
Value ($000) $746 Shares 7,661 Est. Cost $73.92 Unrealized +39.3%
PHM PULTEGROUP INC 0.2%
Value ($000) $737 Shares 7,173 Est. Cost $73.00 Unrealized +46.8%
AEM AGNICO EAGLE MINES LTD 0.2%
Value ($000) $724 Shares 6,675 Est. Cost $94.57 Unrealized 0.0%
GMED GLOBUS MEDICAL INC - A 0.2%
Value ($000) $710 Shares 9,695 Est. Cost $82.63 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.2%
Value ($000) $704 Shares 37,137 Est. Cost $19.97 Unrealized +20.6%
FANG DIAMONDBACK ENERGY INC 0.2%
Value ($000) $682 Shares 4,267 Est. Cost $188.88 Unrealized -16.8%
HPE HEWLETT PACKARD ENTERPRISE 0.2%
Value ($000) $671 Shares 43,490 Est. Cost $19.41 Unrealized 0.0%
FMCC FREDDIE MAC 0.2%
Value ($000) $656 Shares 122,590 Est. Cost $5.46 Unrealized 0.0%
PPC PILGRIM'S PRIDE CORP 0.2%
Value ($000) $649 Shares 11,897 Est. Cost $50.02 Unrealized 0.0%
XLU UTILITIES SELECT SECTOR SPDR 0.2%
Value ($000) $642 Shares 8,147 Est. Cost $66.79 Unrealized —
DUOL DUOLINGO 0.2%
Value ($000) $615 Shares 1,982 Est. Cost $265.42 Unrealized +28.9%
PR PERMIAN RESOURCES CORP 0.2%
Value ($000) $604 Shares 43,606 Est. Cost $15.08 Unrealized -5.0%
LEN LENNAR CORP-A 0.2%
Value ($000) $598 Shares 5,209 Est. Cost $105.39 Unrealized +16.8%
SFM SPROUTS FARMERS MARKET INC 0.2%
Value ($000) $593 Shares 3,882 Est. Cost $149.11 Unrealized 0.0%
VNQI VANGUARD GLBL EX-US REAL EST 0.2%
Value ($000) $586 Shares 14,495 Est. Cost $40.46 Unrealized —
HCC WARRIOR MET COAL INC 0.2%
Value ($000) $574 Shares 12,020 Est. Cost $51.06 Unrealized 0.0%
HOOD ROBINHOOD MARKETS INC - A 0.2%
Value ($000) $554 Shares 13,299 Est. Cost $47.54 Unrealized 0.0%
EWZS ISHARES MSCI BRAZIL SMALL-CA 0.2%
Value ($000) $539 Shares 50,000 Est. Cost $10.77 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.2%
Value ($000) $517 Shares 20,000 Est. Cost $25.85 Unrealized —
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.2%
Value ($000) $512 Shares 50,000 Est. Cost $12.96 Unrealized -8.8%
HLI HOULIHAN LOKEY INC 0.2%
Value ($000) $512 Shares 3,169 Est. Cost $169.69 Unrealized 0.0%
RY ROYAL BANK OF CANADA 0.2%
Value ($000) $507 Shares 4,500 Est. Cost $117.75 Unrealized 0.0%
KKR KKR & CO INC 0.1%
Value ($000) $465 Shares 4,023 Est. Cost $102.38 Unrealized +33.7%
MUB ISHARES NATIONAL MUNI BOND E 0.1%
Value ($000) $461 Shares 4,373 Est. Cost $107.97 Unrealized —
BURL BURLINGTON STORES INC 0.1%
Value ($000) $460 Shares 1,929 Est. Cost $208.62 Unrealized +24.2%
ARES ARES MANAGEMENT CORP - A 0.1%
Value ($000) $446 Shares 3,042 Est. Cost $168.35 Unrealized 0.0%
RGA REINSURANCE GROUP OF AMERICA 0.1%
Value ($000) $438 Shares 2,223 Est. Cost $200.37 Unrealized +3.4%
PWR QUANTA SERVICES INC 0.1%
Value ($000) $429 Shares 1,686 Est. Cost $288.64 Unrealized 0.0%
NVDA NVIDIA CORP 0.1%
Value ($000) $407 Shares 3,755 Est. Cost $97.73 Unrealized +29.7%
WIP SPDR FTSE INTERNATIONAL GOVE 0.1%
Value ($000) $401 Shares 10,693 Est. Cost $37.50 Unrealized —
DKNG DRAFTKINGS INC-CL A 0.1%
Value ($000) $384 Shares 11,556 Est. Cost $31.01 Unrealized +32.4%
COIN COINBASE GLOBAL INC -CLASS A 0.1%
Value ($000) $351 Shares 2,040 Est. Cost $242.13 Unrealized 0.0%
HWM HOWMET AEROSPACE INC 0.1%
Value ($000) $345 Shares 2,661 Est. Cost $77.30 Unrealized +64.0%
PLTR PALANTIR TECHNOLOGIES INC-A 0.1%
Value ($000) $325 Shares 3,853 Est. Cost $87.82 Unrealized 0.0%
TKNO ALPHA TEKNOVA INC 0.1%
Value ($000) $311 Shares 60,000 Est. Cost $7.33 Unrealized +0.9%
QTRX QUANTERIX CORP 0.1%
Value ($000) $285 Shares 43,837 Est. Cost $8.34 Unrealized 0.0%
NET CLOUDFLARE INC - CLASS A 0.1%
Value ($000) $267 Shares 2,373 Est. Cost $132.56 Unrealized 0.0%
RBLX ROBLOX CORP -CLASS A 0.1%
Value ($000) $256 Shares 4,400 Est. Cost $62.86 Unrealized 0.0%
AVGO BROADCOM INC 0.1%
Value ($000) $255 Shares 1,523 Est. Cost $157.75 Unrealized +33.0%
AXON AXON ENTERPRISE INC 0.1%
Value ($000) $252 Shares 479 Est. Cost $585.29 Unrealized 0.0%
NOTV INOTIV INC 0.1%
Value ($000) $250 Shares 113,000 Est. Cost $3.67 Unrealized 0.0%
WWD WOODWARD INC 0.1%
Value ($000) $224 Shares 1,227 Est. Cost $168.92 Unrealized +8.9%
— SOHO HOUSE & CO INC 0.1%
Value ($000) $216 Shares 35,000 Est. Cost $6.18 Unrealized —
NOW SERVICENOW INC 0.1%
Value ($000) $205 Shares 258 Est. Cost $192.75 Unrealized 0.0%
CRWD CROWDSTRIKE HOLDINGS INC - A 0.1%
Value ($000) $203 Shares 575 Est. Cost $332.84 Unrealized +14.5%
ANET ARISTA NETWORKS INC 0.1%
Value ($000) $181 Shares 2,339 Est. Cost $102.84 Unrealized -1.4%
ESTC ELASTIC NV 0.1%
Value ($000) $176 Shares 1,979 Est. Cost $104.84 Unrealized -1.0%
EWN ISHARES MSCI NETHERLANDS ETF 0.0%
Value ($000) $111 Shares 2,370 Est. Cost $46.73 Unrealized —
SMCI SUPER MICRO COMPUTER INC 0.0%
Value ($000) $99 Shares 2,888 Est. Cost $39.27 Unrealized -3.4%
CMTL COMTECH TELECOMMUNICATIONS 0.0%
Value ($000) $80 Shares 50,000 Est. Cost $2.29 Unrealized 0.0%
MRP MILLROSE PROPERTIES 0.0%
Value ($000) $69 Shares 2,611 Est. Cost $26.51 Unrealized —