Mount Lucas Management LP Diversified Active

Location: Newtown, PA

CIK: 0001185072 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value: $283M (100.0% shares, 0.0% debt)

Holdings (129)

RPV INVESCO S&P 500 PURE VALUE E 8.2%
Value $23.29M Shares 316,482 Est. Cost $77.55 Unrealized
SHY ISHARES 1-3 YEAR TREASURY BO 8.1%
Value $22.95M Shares 283,452 Est. Cost $82.76 Unrealized
ISHARES CHINA LARGE-CAP ETF 4.7%
Value $13.27M Shares 500,000 Est. Cost Unrealized
PAYPAL HOLDINGS INC 2.6%
Value $7.308M Shares 125,000 Est. Cost Unrealized
CI THE CIGNA GROUP 2.4%
Value $6.798M Shares 23,762 Est. Cost $285.85 Unrealized -4.6%
MCK MCKESSON CORP 1.9%
Value $5.469M Shares 12,577 Est. Cost $370.95 Unrealized +12.3%
EQT EQT CORP 1.9%
Value $5.335M Shares 131,479 Est. Cost $36.64 Unrealized +9.1%
CAH CARDINAL HEALTH INC 1.8%
Value $5.175M Shares 59,609 Est. Cost $80.59 Unrealized +7.6%
MPC MARATHON PETROLEUM CORP 1.4%
Value $3.895M Shares 25,739 Est. Cost $96.18 Unrealized +37.9%
NLY ANNALY CAPITAL MANAGEMENT IN 1.3%
Value $3.698M Shares 196,600 Est. Cost $19.07 Unrealized
AGNC AGNC INVESTMENT CORP 1.3%
Value $3.633M Shares 384,900 Est. Cost $9.96 Unrealized
XOM EXXON MOBIL CORP 1.2%
Value $3.495M Shares 29,725 Est. Cost $88.78 Unrealized +13.8%
VLO VALERO ENERGY CORP 1.2%
Value $3.375M Shares 23,818 Est. Cost $110.51 Unrealized +10.5%
PSX PHILLIPS 66 1.2%
Value $3.32M Shares 27,629 Est. Cost $86.56 Unrealized +19.4%
CTRA COTERRA ENERGY INC 1.2%
Value $3.28M Shares 121,248 Est. Cost $24.48 Unrealized +3.0%
BBJP JPMORGAN BETABUILDERS JAPAN 1.1%
Value $3.239M Shares 64,468 Est. Cost $48.40 Unrealized
COP CONOCOPHILLIPS 1.1%
Value $3.232M Shares 26,976 Est. Cost $104.93 Unrealized +2.8%
AFL AFLAC INC 1.1%
Value $3.084M Shares 40,183 Est. Cost $62.58 Unrealized +12.7%
PCAR PACCAR INC 1.1%
Value $3.017M Shares 35,489 Est. Cost $66.51 Unrealized +15.3%
PGR PROGRESSIVE CORP 1.1%
Value $2.991M Shares 21,472 Est. Cost $116.12 Unrealized +3.6%
MARATHON OIL CORP 1.0%
Value $2.971M Shares 111,083 Est. Cost $26.96 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 1.0%
Value $2.825M Shares 43,536 Est. Cost $55.04 Unrealized +9.5%
PHM PULTEGROUP INC 1.0%
Value $2.814M Shares 38,008 Est. Cost $66.40 Unrealized +17.9%
CVX CHEVRON CORP 1.0%
Value $2.787M Shares 16,526 Est. Cost $153.01 Unrealized -4.7%
AMGN AMGEN INC 1.0%
Value $2.733M Shares 10,168 Est. Cost $241.80 Unrealized -4.1%
UAL UNITED AIRLINES HOLDINGS INC 1.0%
Value $2.728M Shares 64,487 Est. Cost $46.11 Unrealized +9.7%
URI UNITED RENTALS INC 1.0%
Value $2.706M Shares 6,087 Est. Cost $361.03 Unrealized +24.0%
DAL DELTA AIR LINES INC 0.9%
Value $2.638M Shares 71,286 Est. Cost $35.89 Unrealized +17.9%
APA APA CORP 0.9%
Value $2.624M Shares 63,844 Est. Cost $38.71 Unrealized -3.1%
FANG DIAMONDBACK ENERGY INC 0.9%
Value $2.62M Shares 16,919 Est. Cost $116.64 Unrealized +15.0%
AZO AUTOZONE INC 0.9%
Value $2.609M Shares 1,027 Est. Cost $2550.38 Unrealized -1.6%
BKLN INVESCO SENIOR LOAN ETF 0.9%
Value $2.594M Shares 123,560 Est. Cost $20.60 Unrealized
GL GLOBE LIFE INC 0.9%
Value $2.574M Shares 23,677 Est. Cost $111.62 Unrealized -1.9%
BSX BOSTON SCIENTIFIC CORP 0.9%
Value $2.538M Shares 48,074 Est. Cost $52.23 Unrealized +0.4%
JNJ JOHNSON & JOHNSON 0.9%
Value $2.535M Shares 16,273 Est. Cost $156.62 Unrealized -2.1%
CWB SPDR BLOOMBERG CONVERTIBLE S 0.9%
Value $2.521M Shares 37,176 Est. Cost $69.95 Unrealized
HPE HEWLETT PACKARD ENTERPRISE 0.9%
Value $2.492M Shares 143,479 Est. Cost $13.52 Unrealized +19.0%
ORLY O'REILLY AUTOMOTIVE INC 0.9%
Value $2.444M Shares 2,689 Est. Cost $61.07 Unrealized +2.7%
HUM HUMANA INC 0.9%
Value $2.439M Shares 5,013 Est. Cost $488.15 Unrealized -6.5%
PIONEER NATURAL RESOURCES CO 0.9%
Value $2.416M Shares 10,525 Est. Cost $218.39 Unrealized
EMHY ISHARES J.P. MORGAN EM HIGH 0.8%
Value $2.405M Shares 70,648 Est. Cost $35.21 Unrealized
REM ISHARES MORTGAGE REAL ESTATE 0.8%
Value $2.398M Shares 107,355 Est. Cost $22.34 Unrealized
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value $2.382M Shares 111,618 Est. Cost $21.50 Unrealized
DWX SPDR S&P INTER DVD ETF 0.8%
Value $2.372M Shares 72,085 Est. Cost $34.27 Unrealized
TSM TAIWAN SEMICONDUCTOR-SP ADR 0.8%
Value $2.364M Shares 27,200 Est. Cost $74.49 Unrealized
JKHY JACK HENRY & ASSOCIATES INC 0.8%
Value $2.329M Shares 15,410 Est. Cost $176.44 Unrealized -11.4%
MCD MCDONALD'S CORP 0.8%
Value $2.324M Shares 8,821 Est. Cost $273.09 Unrealized -1.3%
MDLZ MONDELEZ INTERNATIONAL INC-A 0.8%
Value $2.32M Shares 33,428 Est. Cost $68.54 Unrealized -1.9%
MGM MGM RESORTS INTERNATIONAL 0.8%
Value $2.317M Shares 63,020 Est. Cost $42.72 Unrealized +3.5%
AAL AMERICAN AIRLINES GROUP INC 0.8%
Value $2.307M Shares 180,099 Est. Cost $14.66 Unrealized +5.9%
MNST MONSTER BEVERAGE CORP 0.8%
Value $2.296M Shares 43,360 Est. Cost $56.87 Unrealized -0.1%
AIG AMERICAN INTERNATIONAL GROUP 0.8%
Value $2.278M Shares 37,597 Est. Cost $52.58 Unrealized +7.7%
GPC GENUINE PARTS CO 0.8%
Value $2.257M Shares 15,631 Est. Cost $158.91 Unrealized -9.1%
F FORD MOTOR CO 0.8%
Value $2.245M Shares 180,739 Est. Cost $10.69 Unrealized +3.8%
IWD ISHARES RUSSELL 1000 VALUE E 0.8%
Value $2.155M Shares 14,193 Est. Cost $157.83 Unrealized
LW LAMB WESTON HOLDINGS INC 0.7%
Value $2.117M Shares 22,893 Est. Cost $106.00 Unrealized -8.9%
LEN LENNAR CORP-A 0.7%
Value $2.113M Shares 18,831 Est. Cost $105.19 Unrealized +7.9%
MOS MOSAIC CO/THE 0.7%
Value $2.103M Shares 59,071 Est. Cost $33.02 Unrealized +8.3%
EG EVEREST GROUP LTD 0.7%
Value $2.101M Shares 5,654 Est. Cost $345.80 Unrealized +0.9%
BMY BRISTOL-MYERS SQUIBB CO 0.7%
Value $2.09M Shares 36,009 Est. Cost $65.04 Unrealized -16.4%
HIG HARTFORD FINANCIAL SVCS GRP 0.7%
Value $2.085M Shares 29,398 Est. Cost $65.19 Unrealized +6.5%
SJM JM SMUCKER CO/THE 0.7%
Value $2.081M Shares 16,928 Est. Cost $138.52 Unrealized -6.3%
GM GENERAL MOTORS CO 0.7%
Value $2.079M Shares 63,069 Est. Cost $33.63 Unrealized +3.0%
CF CF INDUSTRIES HOLDINGS INC 0.7%
Value $1.944M Shares 22,675 Est. Cost $92.94 Unrealized -19.7%
HSY HERSHEY CO/THE 0.7%
Value $1.913M Shares 9,562 Est. Cost $199.40 Unrealized +4.7%
HCA HCA HEALTHCARE INC 0.7%
Value $1.889M Shares 7,678 Est. Cost $272.09 Unrealized -1.4%
PFG PRINCIPAL FINANCIAL GROUP 0.7%
Value $1.868M Shares 25,916 Est. Cost $60.97 Unrealized +16.6%
PFF ISHARES PREFERRED & INCOME S 0.6%
Value $1.813M Shares 60,125 Est. Cost $30.15 Unrealized
BWA BORGWARNER INC 0.6%
Value $1.75M Shares 43,342 Est. Cost $39.66 Unrealized +3.3%
EMB ISHARES JP MORGAN USD EMERGI 0.6%
Value $1.697M Shares 20,561 Est. Cost $86.48 Unrealized
VYM VANGUARD HIGH DVD YIELD ETF 0.6%
Value $1.695M Shares 16,410 Est. Cost $104.98 Unrealized
TPR TAPESTRY INC 0.5%
Value $1.448M Shares 50,367 Est. Cost $38.73 Unrealized -11.4%
SHYG ISHARES 0-5 YR HY CORP BOND 0.4%
Value $1.222M Shares 29,786 Est. Cost $41.14 Unrealized
HYGV FLEXSHARES HIGH YIELD VALUE 0.4%
Value $1.216M Shares 30,591 Est. Cost $40.42 Unrealized
JNK SPDR BLOOMBERG HIGH YIELD BO 0.4%
Value $1.212M Shares 13,405 Est. Cost $91.98 Unrealized
GHYG ISHARES US&INTL HIGH YIELD C 0.4%
Value $1.209M Shares 29,120 Est. Cost $42.78 Unrealized
FALN ISHARES FALLEN ANGELS ETF 0.4%
Value $1.207M Shares 48,673 Est. Cost $25.28 Unrealized
UBER UBER TECHNOLOGIES INC 0.3%
Value $893K Shares 19,427 Est. Cost $37.17 Unrealized +22.9%
TELLURIAN INC 0.3%
Value $890K Shares 767,240 Est. Cost $3.82 Unrealized
CVE CENOVUS ENERGY INC 0.3%
Value $860K Shares 41,310 Est. Cost $14.22 Unrealized +25.9%
TUR ISHARES MSCI TURKEY ETF 0.3%
Value $853K Shares 22,109 Est. Cost $26.55 Unrealized
INDA ISHARES MSCI INDIA ETF 0.3%
Value $833K Shares 18,840 Est. Cost $43.70 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value $824K Shares 26,853 Est. Cost $32.43 Unrealized
EWT ISHARES MSCI TAIWAN ETF 0.3%
Value $809K Shares 18,167 Est. Cost $45.45 Unrealized
EWW ISHARES MSCI MEXICO ETF 0.3%
Value $782K Shares 13,435 Est. Cost $49.56 Unrealized
EPU ISHARES MSCI PERU AND GLOBAL 0.3%
Value $781K Shares 25,864 Est. Cost $29.82 Unrealized
EOG EOG RESOURCES INC 0.3%
Value $772K Shares 6,087 Est. Cost $116.96 Unrealized +0.2%
EPOL ISHARES MSCI POLAND ETF 0.3%
Value $740K Shares 43,259 Est. Cost $15.80 Unrealized
GREK GLOBAL X MSCI GREECE ETF 0.3%
Value $733K Shares 22,044 Est. Cost $26.64 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.3%
Value $728K Shares 23,012 Est. Cost $30.81 Unrealized
EWP ISHARES MSCI SPAIN ETF 0.3%
Value $711K Shares 25,856 Est. Cost $24.18 Unrealized
EWI ISHARES MSCI ITALY ETF 0.2%
Value $698K Shares 22,939 Est. Cost $26.94 Unrealized
JBL JABIL INC 0.2%
Value $684K Shares 5,391 Est. Cost $87.51 Unrealized +24.3%
EWO ISHARES MSCI AUSTRIA ETF 0.2%
Value $647K Shares 32,933 Est. Cost $20.25 Unrealized
APO APOLLO GLOBAL MANAGEMENT INC 0.2%
Value $636K Shares 7,091 Est. Cost $64.08 Unrealized +26.5%
EWQ ISHARES MSCI FRANCE ETF 0.2%
Value $630K Shares 17,691 Est. Cost $33.12 Unrealized
CNQ CANADIAN NATURAL RESOURCES 0.2%
Value $608K Shares 9,395 Est. Cost $18.58 Unrealized +50.0%
IMO IMPERIAL OIL LTD 0.2%
Value $605K Shares 9,815 Est. Cost $40.02 Unrealized +28.7%
DINO HF SINCLAIR CORP 0.2%
Value $568K Shares 9,982 Est. Cost $44.13 Unrealized +11.3%
EWY ISHARES MSCI SOUTH KOREA ETF 0.2%
Value $558K Shares 9,475 Est. Cost $63.38 Unrealized
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value $542K Shares 17,641 Est. Cost $30.32 Unrealized
CPNG COUPANG INC 0.2%
Value $541K Shares 31,798 Est. Cost $16.30 Unrealized +10.3%
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value $536K Shares 10,764 Est. Cost $50.38 Unrealized
CCL CARNIVAL CORP 0.2%
Value $532K Shares 38,750 Est. Cost $11.70 Unrealized +41.7%
MELI MERCADOLIBRE INC 0.2%
Value $527K Shares 416 Est. Cost $1257.74 Unrealized +1.1%
RCL ROYAL CARIBBEAN CRUISES LTD 0.2%
Value $511K Shares 5,546 Est. Cost $77.05 Unrealized +27.8%
EWL ISHARES MSCI SWITZERLAND ETF 0.2%
Value $497K Shares 11,402 Est. Cost $45.42 Unrealized
EWG ISHARES MSCI GERMANY ETF 0.2%
Value $494K Shares 18,839 Est. Cost $28.46 Unrealized
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.2%
Value $489K Shares 29,669 Est. Cost $15.31 Unrealized +20.5%
OVV OVINTIV INC 0.2%
Value $480K Shares 10,085 Est. Cost $51.23 Unrealized -11.6%
H HYATT HOTELS CORP - CL A 0.2%
Value $460K Shares 4,336 Est. Cost $111.77 Unrealized +0.8%
WYNN WYNN RESORTS LTD 0.2%
Value $453K Shares 4,904 Est. Cost $104.26 Unrealized -6.2%
AR ANTERO RESOURCES CORP 0.1%
Value $408K Shares 16,075 Est. Cost $33.85 Unrealized -23.8%
LVS LAS VEGAS SANDS CORP 0.1%
Value $397K Shares 8,663 Est. Cost $56.48 Unrealized -8.4%
ARISTA NETWORKS INC 0.1%
Value $298K Shares 1,622 Est. Cost $162.06 Unrealized
DKNG DRAFTKINGS INC-CL A 0.1%
Value $297K Shares 10,076 Est. Cost $23.04 Unrealized +28.2%
HESS CORP 0.1%
Value $284K Shares 1,853 Est. Cost $141.47 Unrealized
TTD TRADE DESK INC/THE -CLASS A 0.1%
Value $268K Shares 3,427 Est. Cost $67.67 Unrealized +19.5%
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value $239K Shares 1,974 Est. Cost $128.81 Unrealized -12.3%
MDB MONGODB INC 0.1%
Value $237K Shares 685 Est. Cost $291.65 Unrealized +30.2%
PHIN PHINIA INC 0.1%
Value $233K Shares 8,701 Est. Cost $26.06 Unrealized 0.0%
SNOW SNOWFLAKE INC-CLASS A 0.1%
Value $228K Shares 1,493 Est. Cost $162.55 Unrealized +0.2%
MUB ISHARES NATIONAL MUNI BOND E 0.1%
Value $226K Shares 2,202 Est. Cost $107.74 Unrealized
FTNT FORTINET INC 0.1%
Value $221K Shares 3,766 Est. Cost $68.00 Unrealized -2.7%
CFLT CONFLUENT INC-CLASS A 0.1%
Value $217K Shares 7,335 Est. Cost $27.98 Unrealized +19.8%
DVN DEVON ENERGY CORP 0.1%
Value $197K Shares 4,126 Est. Cost $37.25 Unrealized +23.9%
SHOCKWAVE MEDICAL INC 0.1%
Value $175K Shares 878 Est. Cost $285.41 Unrealized
ALB ALBEMARLE CORP 0.1%
Value $165K Shares 971 Est. Cost $251.16 Unrealized -23.8%
ENPH ENPHASE ENERGY INC 0.0%
Value $96,721 Shares 805 Est. Cost $201.86 Unrealized -29.4%