Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $299,051 (100.0% shares, 0.0% debt)

Holdings (139)

RPV INVESCO S&P 500 PURE VALUE E 8.4%
Value ($000) $25,151 Shares 324,323 Est. Cost $77.55 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 4.5%
Value ($000) $13,486 Shares 166,334 Est. Cost $84.01 Unrealized —
— WALT DISNEY CO/THE 4.2%
Value ($000) $12,499 Shares 140,000 Est. Cost — Unrealized —
— PAYPAL HOLDINGS INC 2.8%
Value ($000) $8,341 Shares 125,000 Est. Cost — Unrealized —
CI THE CIGNA GROUP 2.3%
Value ($000) $6,860 Shares 24,446 Est. Cost $285.85 Unrealized -13.3%
CAH CARDINAL HEALTH INC 2.0%
Value ($000) $5,851 Shares 61,866 Est. Cost $80.59 Unrealized 0.0%
EQT EQT CORP 1.9%
Value ($000) $5,665 Shares 137,733 Est. Cost $36.64 Unrealized -7.2%
MCK MCKESSON CORP 1.8%
Value ($000) $5,511 Shares 12,898 Est. Cost $370.95 Unrealized +2.3%
IEI ISHARES 3-7 YEAR TREASURY BO 1.7%
Value ($000) $4,951 Shares 42,958 Est. Cost $116.69 Unrealized —
UAL UNITED AIRLINES HOLDINGS INC 1.3%
Value ($000) $3,788 Shares 69,037 Est. Cost $46.11 Unrealized +2.4%
DAL DELTA AIR LINES INC 1.2%
Value ($000) $3,582 Shares 75,353 Est. Cost $35.89 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 1.2%
Value ($000) $3,533 Shares 30,296 Est. Cost $96.18 Unrealized +14.3%
AAL AMERICAN AIRLINES GROUP INC 1.1%
Value ($000) $3,419 Shares 190,589 Est. Cost $14.66 Unrealized 0.0%
XOM EXXON MOBIL CORP 1.1%
Value ($000) $3,363 Shares 31,354 Est. Cost $88.78 Unrealized +12.2%
BBJP JPMORGAN BETABUILDERS JAPAN 1.1%
Value ($000) $3,326 Shares 64,527 Est. Cost $48.40 Unrealized —
VLO VALERO ENERGY CORP 1.1%
Value ($000) $3,297 Shares 28,104 Est. Cost $110.51 Unrealized -3.0%
CTRA COTERRA ENERGY INC 1.1%
Value ($000) $3,240 Shares 128,051 Est. Cost $24.48 Unrealized -6.8%
AGNC AGNC INVESTMENT CORP 1.0%
Value ($000) $3,139 Shares 309,900 Est. Cost $10.08 Unrealized —
PCAR PACCAR INC 1.0%
Value ($000) $3,134 Shares 37,462 Est. Cost $66.51 Unrealized 0.0%
PHM PULTEGROUP INC 1.0%
Value ($000) $3,119 Shares 40,149 Est. Cost $66.40 Unrealized 0.0%
NLY ANNALY CAPITAL MANAGEMENT IN 1.0%
Value ($000) $3,058 Shares 152,800 Est. Cost $19.14 Unrealized —
EWA ISHARES MSCI AUSTRALIA ETF 1.0%
Value ($000) $2,987 Shares 132,471 Est. Cost $22.55 Unrealized —
COP CONOCOPHILLIPS 1.0%
Value ($000) $2,941 Shares 28,388 Est. Cost $104.93 Unrealized -10.0%
MGM MGM RESORTS INTERNATIONAL 1.0%
Value ($000) $2,931 Shares 66,736 Est. Cost $42.72 Unrealized 0.0%
PGR PROGRESSIVE CORP 1.0%
Value ($000) $2,887 Shares 21,807 Est. Cost $116.12 Unrealized +5.6%
AFL AFLAC INC 0.9%
Value ($000) $2,835 Shares 40,613 Est. Cost $62.58 Unrealized +1.0%
F FORD MOTOR CO 0.9%
Value ($000) $2,819 Shares 186,332 Est. Cost $10.69 Unrealized 0.0%
URI UNITED RENTALS INC 0.9%
Value ($000) $2,817 Shares 6,326 Est. Cost $361.03 Unrealized 0.0%
PSX PHILLIPS 66 0.9%
Value ($000) $2,763 Shares 28,971 Est. Cost $86.56 Unrealized +2.3%
TSM TAIWAN SEMICONDUCTOR-SP ADR 0.9%
Value ($000) $2,734 Shares 27,090 Est. Cost $74.49 Unrealized —
CVX CHEVRON CORP 0.9%
Value ($000) $2,725 Shares 17,318 Est. Cost $153.01 Unrealized -6.4%
JNJ JOHNSON & JOHNSON 0.9%
Value ($000) $2,719 Shares 16,424 Est. Cost $156.62 Unrealized -4.9%
— MARATHON OIL CORP 0.9%
Value ($000) $2,710 Shares 117,733 Est. Cost $26.96 Unrealized —
OXY OCCIDENTAL PETROLEUM CORP 0.9%
Value ($000) $2,701 Shares 45,929 Est. Cost $55.04 Unrealized +4.1%
GPC GENUINE PARTS CO 0.9%
Value ($000) $2,673 Shares 15,795 Est. Cost $158.91 Unrealized -4.8%
LW LAMB WESTON HOLDINGS INC 0.9%
Value ($000) $2,669 Shares 23,217 Est. Cost $106.00 Unrealized 0.0%
MCD MCDONALD'S CORP 0.9%
Value ($000) $2,662 Shares 8,919 Est. Cost $273.09 Unrealized 0.0%
BSX BOSTON SCIENTIFIC CORP 0.9%
Value ($000) $2,643 Shares 48,868 Est. Cost $52.23 Unrealized 0.0%
GL GLOBE LIFE INC 0.9%
Value ($000) $2,633 Shares 24,021 Est. Cost $111.62 Unrealized -5.8%
JKHY JACK HENRY & ASSOCIATES INC 0.9%
Value ($000) $2,613 Shares 15,616 Est. Cost $176.44 Unrealized -14.8%
ORLY O'REILLY AUTOMOTIVE INC 0.9%
Value ($000) $2,610 Shares 2,732 Est. Cost $61.07 Unrealized 0.0%
AZO AUTOZONE INC 0.9%
Value ($000) $2,606 Shares 1,045 Est. Cost $2550.38 Unrealized 0.0%
CWB SPDR BLOOMBERG CONVERTIBLE S 0.9%
Value ($000) $2,585 Shares 36,960 Est. Cost $69.95 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 0.8%
Value ($000) $2,536 Shares 120,546 Est. Cost $20.59 Unrealized —
MNST MONSTER BEVERAGE CORP 0.8%
Value ($000) $2,532 Shares 44,082 Est. Cost $56.87 Unrealized 0.0%
GM GENERAL MOTORS CO 0.8%
Value ($000) $2,528 Shares 65,572 Est. Cost $33.63 Unrealized 0.0%
SJM JM SMUCKER CO/THE 0.8%
Value ($000) $2,523 Shares 17,088 Est. Cost $138.52 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE 0.8%
Value ($000) $2,495 Shares 148,509 Est. Cost $13.52 Unrealized +5.0%
MDLZ MONDELEZ INTERNATIONAL INC-A 0.8%
Value ($000) $2,464 Shares 33,778 Est. Cost $68.54 Unrealized 0.0%
LEN LENNAR CORP-A 0.8%
Value ($000) $2,452 Shares 19,567 Est. Cost $105.19 Unrealized 0.0%
EMHY ISHARES J.P. MORGAN EM HIGH 0.8%
Value ($000) $2,427 Shares 69,092 Est. Cost $35.24 Unrealized —
HCA HCA HEALTHCARE INC 0.8%
Value ($000) $2,424 Shares 7,987 Est. Cost $272.09 Unrealized 0.0%
HSY HERSHEY CO/THE 0.8%
Value ($000) $2,413 Shares 9,665 Est. Cost $199.40 Unrealized +22.1%
EMB ISHARES JP MORGAN USD EMERGI 0.8%
Value ($000) $2,397 Shares 27,701 Est. Cost $86.48 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.8%
Value ($000) $2,395 Shares 69,633 Est. Cost $34.32 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value ($000) $2,395 Shares 108,252 Est. Cost $21.50 Unrealized —
HUM HUMANA INC 0.8%
Value ($000) $2,372 Shares 5,305 Est. Cost $488.15 Unrealized 0.0%
IWD ISHARES RUSSELL 1000 VALUE E 0.8%
Value ($000) $2,368 Shares 15,005 Est. Cost $157.83 Unrealized —
BMY BRISTOL-MYERS SQUIBB CO 0.8%
Value ($000) $2,319 Shares 36,270 Est. Cost $65.04 Unrealized -9.4%
FANG DIAMONDBACK ENERGY INC 0.8%
Value ($000) $2,304 Shares 17,539 Est. Cost $116.64 Unrealized +3.7%
APA APA CORP 0.8%
Value ($000) $2,294 Shares 67,124 Est. Cost $38.71 Unrealized -18.4%
AMGN AMGEN INC 0.8%
Value ($000) $2,277 Shares 10,255 Est. Cost $241.80 Unrealized -11.6%
— PIONEER NATURAL RESOURCES CO 0.8%
Value ($000) $2,257 Shares 10,895 Est. Cost $218.39 Unrealized —
AIG AMERICAN INTERNATIONAL GROUP 0.7%
Value ($000) $2,241 Shares 38,941 Est. Cost $52.58 Unrealized -3.7%
TPR TAPESTRY INC 0.7%
Value ($000) $2,224 Shares 51,952 Est. Cost $38.73 Unrealized 0.0%
HIG HARTFORD FINANCIAL SVCS GRP 0.7%
Value ($000) $2,194 Shares 30,458 Est. Cost $65.19 Unrealized +2.4%
MOS MOSAIC CO/THE 0.7%
Value ($000) $2,177 Shares 62,209 Est. Cost $33.02 Unrealized +8.5%
PFG PRINCIPAL FINANCIAL GROUP 0.7%
Value ($000) $2,032 Shares 26,795 Est. Cost $60.97 Unrealized +7.4%
EG EVEREST GROUP LTD 0.7%
Value ($000) $2,006 Shares 5,867 Est. Cost $345.80 Unrealized 0.0%
ADM ARCHER-DANIELS-MIDLAND CO 0.7%
Value ($000) $1,987 Shares 26,303 Est. Cost $65.04 Unrealized +6.6%
BWA BORGWARNER INC 0.7%
Value ($000) $1,973 Shares 45,863 Est. Cost $39.66 Unrealized 0.0%
CF CF INDUSTRIES HOLDINGS INC 0.5%
Value ($000) $1,632 Shares 23,515 Est. Cost $92.94 Unrealized -29.5%
PBR PETROLEO BRASILEIRO-SPON ADR 0.5%
Value ($000) $1,456 Shares 105,300 Est. Cost $13.83 Unrealized —
FALN ISHARES FALLEN ANGELS ETF 0.4%
Value ($000) $1,202 Shares 47,387 Est. Cost $25.30 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.4%
Value ($000) $1,202 Shares 29,722 Est. Cost $40.44 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 0.4%
Value ($000) $1,197 Shares 13,009 Est. Cost $92.03 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.4%
Value ($000) $1,197 Shares 28,175 Est. Cost $42.82 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.4%
Value ($000) $1,195 Shares 28,822 Est. Cost $41.15 Unrealized —
— TELLURIAN INC 0.4%
Value ($000) $1,082 Shares 767,240 Est. Cost $3.82 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.4%
Value ($000) $1,049 Shares 9,888 Est. Cost $106.07 Unrealized —
UBER UBER TECHNOLOGIES INC 0.3%
Value ($000) $947 Shares 21,931 Est. Cost $37.17 Unrealized 0.0%
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value ($000) $907 Shares 27,956 Est. Cost $32.43 Unrealized —
EPOL ISHARES MSCI POLAND ETF 0.3%
Value ($000) $892 Shares 46,504 Est. Cost $15.80 Unrealized —
GREK GLOBAL X MSCI GREECE ETF 0.3%
Value ($000) $867 Shares 23,339 Est. Cost $26.64 Unrealized —
ECH ISHARES MSCI CHILE ETF 0.3%
Value ($000) $842 Shares 28,870 Est. Cost $25.60 Unrealized —
EPU ISHARES MSCI PERU AND GLOBAL 0.3%
Value ($000) $838 Shares 27,357 Est. Cost $29.82 Unrealized —
INDA ISHARES MSCI INDIA ETF 0.3%
Value ($000) $828 Shares 18,936 Est. Cost $43.70 Unrealized —
EWW ISHARES MSCI MEXICO ETF 0.3%
Value ($000) $825 Shares 13,273 Est. Cost $49.45 Unrealized —
CCL CARNIVAL CORP 0.3%
Value ($000) $824 Shares 43,750 Est. Cost $11.70 Unrealized 0.0%
EWT ISHARES MSCI TAIWAN ETF 0.3%
Value ($000) $804 Shares 17,092 Est. Cost $45.51 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.3%
Value ($000) $797 Shares 12,578 Est. Cost $63.38 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.3%
Value ($000) $792 Shares 34,347 Est. Cost $23.05 Unrealized —
CVE CENOVUS ENERGY INC 0.3%
Value ($000) $788 Shares 46,394 Est. Cost $14.22 Unrealized +10.4%
EOG EOG RESOURCES INC 0.3%
Value ($000) $781 Shares 6,827 Est. Cost $116.96 Unrealized -10.7%
EWI ISHARES MSCI ITALY ETF 0.3%
Value ($000) $768 Shares 24,124 Est. Cost $26.94 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.3%
Value ($000) $759 Shares 26,250 Est. Cost $24.18 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.2%
Value ($000) $744 Shares 19,317 Est. Cost $33.12 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.2%
Value ($000) $743 Shares 36,585 Est. Cost $20.25 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.2%
Value ($000) $733 Shares 25,650 Est. Cost $28.46 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.2%
Value ($000) $732 Shares 16,917 Est. Cost $42.20 Unrealized —
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.2%
Value ($000) $729 Shares 33,494 Est. Cost $15.31 Unrealized 0.0%
EWD ISHARES MSCI SWEDEN ETF 0.2%
Value ($000) $724 Shares 20,440 Est. Cost $35.53 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.2%
Value ($000) $723 Shares 22,355 Est. Cost $30.78 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.2%
Value ($000) $714 Shares 15,446 Est. Cost $45.42 Unrealized —
FHN FIRST HORIZON CORP 0.2%
Value ($000) $685 Shares 60,750 Est. Cost $12.11 Unrealized 0.0%
JBL JABIL INC 0.2%
Value ($000) $656 Shares 6,081 Est. Cost $87.51 Unrealized 0.0%
RCL ROYAL CARIBBEAN CRUISES LTD 0.2%
Value ($000) $650 Shares 6,263 Est. Cost $77.05 Unrealized 0.0%
CPNG COUPANG INC 0.2%
Value ($000) $625 Shares 35,899 Est. Cost $16.30 Unrealized 0.0%
APO APOLLO GLOBAL MANAGEMENT INC 0.2%
Value ($000) $612 Shares 7,964 Est. Cost $64.08 Unrealized 0.0%
ACGL ARCH CAPITAL GROUP LTD 0.2%
Value ($000) $599 Shares 8,000 Est. Cost $68.76 Unrealized 0.0%
CNQ CANADIAN NATURAL RESOURCES 0.2%
Value ($000) $590 Shares 10,494 Est. Cost $18.58 Unrealized +38.3%
WYNN WYNN RESORTS LTD 0.2%
Value ($000) $583 Shares 5,521 Est. Cost $104.26 Unrealized 0.0%
LVS LAS VEGAS SANDS CORP 0.2%
Value ($000) $565 Shares 9,746 Est. Cost $56.48 Unrealized 0.0%
IMO IMPERIAL OIL LTD 0.2%
Value ($000) $563 Shares 11,010 Est. Cost $40.02 Unrealized +15.8%
H HYATT HOTELS CORP - CL A 0.2%
Value ($000) $560 Shares 4,890 Est. Cost $111.77 Unrealized 0.0%
MELI MERCADOLIBRE INC 0.2%
Value ($000) $558 Shares 471 Est. Cost $1257.74 Unrealized 0.0%
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $518 Shares 4,789 Est. Cost $108.14 Unrealized —
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $517 Shares 16,842 Est. Cost $30.30 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $517 Shares 4,841 Est. Cost $107.74 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value ($000) $514 Shares 10,237 Est. Cost $50.41 Unrealized —
DINO HF SINCLAIR CORP 0.2%
Value ($000) $499 Shares 11,181 Est. Cost $44.13 Unrealized -11.7%
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $474 Shares 11,358 Est. Cost $41.76 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.2%
Value ($000) $455 Shares 16,106 Est. Cost $22.08 Unrealized —
OVV OVINTIV INC 0.1%
Value ($000) $431 Shares 11,311 Est. Cost $51.23 Unrealized -29.5%
AR ANTERO RESOURCES CORP 0.1%
Value ($000) $418 Shares 18,149 Est. Cost $33.85 Unrealized -34.4%
FTNT FORTINET INC 0.1%
Value ($000) $321 Shares 4,250 Est. Cost $68.00 Unrealized 0.0%
MDB MONGODB INC 0.1%
Value ($000) $318 Shares 774 Est. Cost $291.65 Unrealized 0.0%
DKNG DRAFTKINGS INC-CL A 0.1%
Value ($000) $302 Shares 11,375 Est. Cost $23.04 Unrealized 0.0%
TTD TRADE DESK INC/THE -CLASS A 0.1%
Value ($000) $299 Shares 3,870 Est. Cost $67.67 Unrealized 0.0%
— ARISTA NETWORKS INC 0.1%
Value ($000) $297 Shares 1,832 Est. Cost $162.06 Unrealized —
SNOW SNOWFLAKE INC-CLASS A 0.1%
Value ($000) $297 Shares 1,687 Est. Cost $162.55 Unrealized 0.0%
CFLT CONFLUENT INC-CLASS A 0.1%
Value ($000) $292 Shares 8,278 Est. Cost $27.98 Unrealized 0.0%
— HESS CORP 0.1%
Value ($000) $284 Shares 2,088 Est. Cost $141.47 Unrealized —
— SHOCKWAVE MEDICAL INC 0.1%
Value ($000) $283 Shares 992 Est. Cost $285.41 Unrealized —
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value ($000) $255 Shares 2,228 Est. Cost $128.81 Unrealized 0.0%
ALB ALBEMARLE CORP 0.1%
Value ($000) $244 Shares 1,095 Est. Cost $251.16 Unrealized -22.0%
DVN DEVON ENERGY CORP 0.1%
Value ($000) $223 Shares 4,609 Est. Cost $37.25 Unrealized +22.0%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $152 Shares 907 Est. Cost $201.86 Unrealized -11.5%
EPHE ISHARES MSCI PHILIPPINES ETF 0.0%
Value ($000) $3 Shares 103 Est. Cost $26.96 Unrealized —