Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $283,143 (100.0% shares, 0.0% debt)

Holdings (129)

RPV INVESCO S&P 500 PURE VALUE E 8.2%
Value ($000) $23,287 Shares 316,482 Est. Cost $77.55 Unrealized
SHY ISHARES 1-3 YEAR TREASURY BO 8.1%
Value ($000) $22,951 Shares 283,452 Est. Cost $82.76 Unrealized
ISHARES CHINA LARGE-CAP ETF 4.7%
Value ($000) $13,265 Shares 500,000 Est. Cost Unrealized
PAYPAL HOLDINGS INC 2.6%
Value ($000) $7,308 Shares 125,000 Est. Cost Unrealized
CI THE CIGNA GROUP 2.4%
Value ($000) $6,798 Shares 23,762 Est. Cost $285.85 Unrealized -4.6%
MCK MCKESSON CORP 1.9%
Value ($000) $5,469 Shares 12,577 Est. Cost $370.95 Unrealized +12.3%
EQT EQT CORP 1.9%
Value ($000) $5,335 Shares 131,479 Est. Cost $36.64 Unrealized +9.1%
CAH CARDINAL HEALTH INC 1.8%
Value ($000) $5,175 Shares 59,609 Est. Cost $80.59 Unrealized +7.6%
MPC MARATHON PETROLEUM CORP 1.4%
Value ($000) $3,895 Shares 25,739 Est. Cost $96.18 Unrealized +37.9%
NLY ANNALY CAPITAL MANAGEMENT IN 1.3%
Value ($000) $3,698 Shares 196,600 Est. Cost $19.07 Unrealized
AGNC AGNC INVESTMENT CORP 1.3%
Value ($000) $3,633 Shares 384,900 Est. Cost $9.96 Unrealized
XOM EXXON MOBIL CORP 1.2%
Value ($000) $3,495 Shares 29,725 Est. Cost $88.78 Unrealized +13.8%
VLO VALERO ENERGY CORP 1.2%
Value ($000) $3,375 Shares 23,818 Est. Cost $110.51 Unrealized +10.5%
PSX PHILLIPS 66 1.2%
Value ($000) $3,320 Shares 27,629 Est. Cost $86.56 Unrealized +19.4%
CTRA COTERRA ENERGY INC 1.2%
Value ($000) $3,280 Shares 121,248 Est. Cost $24.48 Unrealized +3.0%
BBJP JPMORGAN BETABUILDERS JAPAN 1.1%
Value ($000) $3,239 Shares 64,468 Est. Cost $48.40 Unrealized
COP CONOCOPHILLIPS 1.1%
Value ($000) $3,232 Shares 26,976 Est. Cost $104.93 Unrealized +2.8%
AFL AFLAC INC 1.1%
Value ($000) $3,084 Shares 40,183 Est. Cost $62.58 Unrealized +12.7%
PCAR PACCAR INC 1.1%
Value ($000) $3,017 Shares 35,489 Est. Cost $66.51 Unrealized +15.3%
PGR PROGRESSIVE CORP 1.1%
Value ($000) $2,991 Shares 21,472 Est. Cost $116.12 Unrealized +3.6%
MARATHON OIL CORP 1.0%
Value ($000) $2,971 Shares 111,083 Est. Cost $26.96 Unrealized
OXY OCCIDENTAL PETROLEUM CORP 1.0%
Value ($000) $2,825 Shares 43,536 Est. Cost $55.04 Unrealized +9.5%
PHM PULTEGROUP INC 1.0%
Value ($000) $2,814 Shares 38,008 Est. Cost $66.40 Unrealized +17.9%
CVX CHEVRON CORP 1.0%
Value ($000) $2,787 Shares 16,526 Est. Cost $153.01 Unrealized -4.7%
AMGN AMGEN INC 1.0%
Value ($000) $2,733 Shares 10,168 Est. Cost $241.80 Unrealized -4.1%
UAL UNITED AIRLINES HOLDINGS INC 1.0%
Value ($000) $2,728 Shares 64,487 Est. Cost $46.11 Unrealized +9.7%
URI UNITED RENTALS INC 1.0%
Value ($000) $2,706 Shares 6,087 Est. Cost $361.03 Unrealized +24.0%
DAL DELTA AIR LINES INC 0.9%
Value ($000) $2,638 Shares 71,286 Est. Cost $35.89 Unrealized +17.9%
APA APA CORP 0.9%
Value ($000) $2,624 Shares 63,844 Est. Cost $38.71 Unrealized -3.1%
FANG DIAMONDBACK ENERGY INC 0.9%
Value ($000) $2,620 Shares 16,919 Est. Cost $116.64 Unrealized +15.0%
AZO AUTOZONE INC 0.9%
Value ($000) $2,609 Shares 1,027 Est. Cost $2550.38 Unrealized -1.6%
BKLN INVESCO SENIOR LOAN ETF 0.9%
Value ($000) $2,594 Shares 123,560 Est. Cost $20.60 Unrealized
GL GLOBE LIFE INC 0.9%
Value ($000) $2,574 Shares 23,677 Est. Cost $111.62 Unrealized -1.9%
BSX BOSTON SCIENTIFIC CORP 0.9%
Value ($000) $2,538 Shares 48,074 Est. Cost $52.23 Unrealized +0.4%
JNJ JOHNSON & JOHNSON 0.9%
Value ($000) $2,535 Shares 16,273 Est. Cost $156.62 Unrealized -2.1%
CWB SPDR BLOOMBERG CONVERTIBLE S 0.9%
Value ($000) $2,521 Shares 37,176 Est. Cost $69.95 Unrealized
HPE HEWLETT PACKARD ENTERPRISE 0.9%
Value ($000) $2,492 Shares 143,479 Est. Cost $13.52 Unrealized +19.0%
ORLY O'REILLY AUTOMOTIVE INC 0.9%
Value ($000) $2,444 Shares 2,689 Est. Cost $61.07 Unrealized +2.7%
HUM HUMANA INC 0.9%
Value ($000) $2,439 Shares 5,013 Est. Cost $488.15 Unrealized -6.5%
PIONEER NATURAL RESOURCES CO 0.9%
Value ($000) $2,416 Shares 10,525 Est. Cost $218.39 Unrealized
EMHY ISHARES J.P. MORGAN EM HIGH 0.8%
Value ($000) $2,405 Shares 70,648 Est. Cost $35.21 Unrealized
REM ISHARES MORTGAGE REAL ESTATE 0.8%
Value ($000) $2,398 Shares 107,355 Est. Cost $22.34 Unrealized
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value ($000) $2,382 Shares 111,618 Est. Cost $21.50 Unrealized
DWX SPDR S&P INTER DVD ETF 0.8%
Value ($000) $2,372 Shares 72,085 Est. Cost $34.27 Unrealized
TSM TAIWAN SEMICONDUCTOR-SP ADR 0.8%
Value ($000) $2,364 Shares 27,200 Est. Cost $74.49 Unrealized
JKHY JACK HENRY & ASSOCIATES INC 0.8%
Value ($000) $2,329 Shares 15,410 Est. Cost $176.44 Unrealized -11.4%
MCD MCDONALD'S CORP 0.8%
Value ($000) $2,324 Shares 8,821 Est. Cost $273.09 Unrealized -1.3%
MDLZ MONDELEZ INTERNATIONAL INC-A 0.8%
Value ($000) $2,320 Shares 33,428 Est. Cost $68.54 Unrealized -1.9%
MGM MGM RESORTS INTERNATIONAL 0.8%
Value ($000) $2,317 Shares 63,020 Est. Cost $42.72 Unrealized +3.5%
AAL AMERICAN AIRLINES GROUP INC 0.8%
Value ($000) $2,307 Shares 180,099 Est. Cost $14.66 Unrealized +5.9%
MNST MONSTER BEVERAGE CORP 0.8%
Value ($000) $2,296 Shares 43,360 Est. Cost $56.87 Unrealized -0.1%
AIG AMERICAN INTERNATIONAL GROUP 0.8%
Value ($000) $2,278 Shares 37,597 Est. Cost $52.58 Unrealized +7.7%
GPC GENUINE PARTS CO 0.8%
Value ($000) $2,257 Shares 15,631 Est. Cost $158.91 Unrealized -9.1%
F FORD MOTOR CO 0.8%
Value ($000) $2,245 Shares 180,739 Est. Cost $10.69 Unrealized +3.8%
IWD ISHARES RUSSELL 1000 VALUE E 0.8%
Value ($000) $2,155 Shares 14,193 Est. Cost $157.83 Unrealized
LW LAMB WESTON HOLDINGS INC 0.7%
Value ($000) $2,117 Shares 22,893 Est. Cost $106.00 Unrealized -8.9%
LEN LENNAR CORP-A 0.7%
Value ($000) $2,113 Shares 18,831 Est. Cost $105.19 Unrealized +7.9%
MOS MOSAIC CO/THE 0.7%
Value ($000) $2,103 Shares 59,071 Est. Cost $33.02 Unrealized +8.3%
EG EVEREST GROUP LTD 0.7%
Value ($000) $2,101 Shares 5,654 Est. Cost $345.80 Unrealized +0.9%
BMY BRISTOL-MYERS SQUIBB CO 0.7%
Value ($000) $2,090 Shares 36,009 Est. Cost $65.04 Unrealized -16.4%
HIG HARTFORD FINANCIAL SVCS GRP 0.7%
Value ($000) $2,085 Shares 29,398 Est. Cost $65.19 Unrealized +6.5%
SJM JM SMUCKER CO/THE 0.7%
Value ($000) $2,081 Shares 16,928 Est. Cost $138.52 Unrealized -6.3%
GM GENERAL MOTORS CO 0.7%
Value ($000) $2,079 Shares 63,069 Est. Cost $33.63 Unrealized +3.0%
CF CF INDUSTRIES HOLDINGS INC 0.7%
Value ($000) $1,944 Shares 22,675 Est. Cost $92.94 Unrealized -19.7%
HSY HERSHEY CO/THE 0.7%
Value ($000) $1,913 Shares 9,562 Est. Cost $199.40 Unrealized +4.7%
HCA HCA HEALTHCARE INC 0.7%
Value ($000) $1,889 Shares 7,678 Est. Cost $272.09 Unrealized -1.4%
PFG PRINCIPAL FINANCIAL GROUP 0.7%
Value ($000) $1,868 Shares 25,916 Est. Cost $60.97 Unrealized +16.6%
PFF ISHARES PREFERRED & INCOME S 0.6%
Value ($000) $1,813 Shares 60,125 Est. Cost $30.15 Unrealized
BWA BORGWARNER INC 0.6%
Value ($000) $1,750 Shares 43,342 Est. Cost $39.66 Unrealized +3.3%
EMB ISHARES JP MORGAN USD EMERGI 0.6%
Value ($000) $1,697 Shares 20,561 Est. Cost $86.48 Unrealized
VYM VANGUARD HIGH DVD YIELD ETF 0.6%
Value ($000) $1,695 Shares 16,410 Est. Cost $104.98 Unrealized
TPR TAPESTRY INC 0.5%
Value ($000) $1,448 Shares 50,367 Est. Cost $38.73 Unrealized -11.4%
SHYG ISHARES 0-5 YR HY CORP BOND 0.4%
Value ($000) $1,222 Shares 29,786 Est. Cost $41.14 Unrealized
HYGV FLEXSHARES HIGH YIELD VALUE 0.4%
Value ($000) $1,216 Shares 30,591 Est. Cost $40.42 Unrealized
JNK SPDR BLOOMBERG HIGH YIELD BO 0.4%
Value ($000) $1,212 Shares 13,405 Est. Cost $91.98 Unrealized
GHYG ISHARES US&INTL HIGH YIELD C 0.4%
Value ($000) $1,209 Shares 29,120 Est. Cost $42.78 Unrealized
FALN ISHARES FALLEN ANGELS ETF 0.4%
Value ($000) $1,207 Shares 48,673 Est. Cost $25.28 Unrealized
UBER UBER TECHNOLOGIES INC 0.3%
Value ($000) $893 Shares 19,427 Est. Cost $37.17 Unrealized +22.9%
TELLURIAN INC 0.3%
Value ($000) $890 Shares 767,240 Est. Cost $3.82 Unrealized
CVE CENOVUS ENERGY INC 0.3%
Value ($000) $860 Shares 41,310 Est. Cost $14.22 Unrealized +25.9%
TUR ISHARES MSCI TURKEY ETF 0.3%
Value ($000) $853 Shares 22,109 Est. Cost $26.55 Unrealized
INDA ISHARES MSCI INDIA ETF 0.3%
Value ($000) $833 Shares 18,840 Est. Cost $43.70 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value ($000) $824 Shares 26,853 Est. Cost $32.43 Unrealized
EWT ISHARES MSCI TAIWAN ETF 0.3%
Value ($000) $809 Shares 18,167 Est. Cost $45.45 Unrealized
EWW ISHARES MSCI MEXICO ETF 0.3%
Value ($000) $782 Shares 13,435 Est. Cost $49.56 Unrealized
EPU ISHARES MSCI PERU AND GLOBAL 0.3%
Value ($000) $781 Shares 25,864 Est. Cost $29.82 Unrealized
EOG EOG RESOURCES INC 0.3%
Value ($000) $772 Shares 6,087 Est. Cost $116.96 Unrealized +0.2%
EPOL ISHARES MSCI POLAND ETF 0.3%
Value ($000) $740 Shares 43,259 Est. Cost $15.80 Unrealized
GREK GLOBAL X MSCI GREECE ETF 0.3%
Value ($000) $733 Shares 22,044 Est. Cost $26.64 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.3%
Value ($000) $728 Shares 23,012 Est. Cost $30.81 Unrealized
EWP ISHARES MSCI SPAIN ETF 0.3%
Value ($000) $711 Shares 25,856 Est. Cost $24.18 Unrealized
EWI ISHARES MSCI ITALY ETF 0.2%
Value ($000) $698 Shares 22,939 Est. Cost $26.94 Unrealized
JBL JABIL INC 0.2%
Value ($000) $684 Shares 5,391 Est. Cost $87.51 Unrealized +24.3%
EWO ISHARES MSCI AUSTRIA ETF 0.2%
Value ($000) $647 Shares 32,933 Est. Cost $20.25 Unrealized
APO APOLLO GLOBAL MANAGEMENT INC 0.2%
Value ($000) $636 Shares 7,091 Est. Cost $64.08 Unrealized +26.5%
EWQ ISHARES MSCI FRANCE ETF 0.2%
Value ($000) $630 Shares 17,691 Est. Cost $33.12 Unrealized
CNQ CANADIAN NATURAL RESOURCES 0.2%
Value ($000) $608 Shares 9,395 Est. Cost $18.58 Unrealized +50.0%
IMO IMPERIAL OIL LTD 0.2%
Value ($000) $605 Shares 9,815 Est. Cost $40.02 Unrealized +28.7%
DINO HF SINCLAIR CORP 0.2%
Value ($000) $568 Shares 9,982 Est. Cost $44.13 Unrealized +11.3%
EWY ISHARES MSCI SOUTH KOREA ETF 0.2%
Value ($000) $558 Shares 9,475 Est. Cost $63.38 Unrealized
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $542 Shares 17,641 Est. Cost $30.32 Unrealized
CPNG COUPANG INC 0.2%
Value ($000) $541 Shares 31,798 Est. Cost $16.30 Unrealized +10.3%
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value ($000) $536 Shares 10,764 Est. Cost $50.38 Unrealized
CCL CARNIVAL CORP 0.2%
Value ($000) $532 Shares 38,750 Est. Cost $11.70 Unrealized +41.7%
MELI MERCADOLIBRE INC 0.2%
Value ($000) $527 Shares 416 Est. Cost $1257.74 Unrealized +1.1%
RCL ROYAL CARIBBEAN CRUISES LTD 0.2%
Value ($000) $511 Shares 5,546 Est. Cost $77.05 Unrealized +27.8%
EWL ISHARES MSCI SWITZERLAND ETF 0.2%
Value ($000) $497 Shares 11,402 Est. Cost $45.42 Unrealized
EWG ISHARES MSCI GERMANY ETF 0.2%
Value ($000) $494 Shares 18,839 Est. Cost $28.46 Unrealized
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.2%
Value ($000) $489 Shares 29,669 Est. Cost $15.31 Unrealized +20.5%
OVV OVINTIV INC 0.2%
Value ($000) $480 Shares 10,085 Est. Cost $51.23 Unrealized -11.6%
H HYATT HOTELS CORP - CL A 0.2%
Value ($000) $460 Shares 4,336 Est. Cost $111.77 Unrealized +0.8%
WYNN WYNN RESORTS LTD 0.2%
Value ($000) $453 Shares 4,904 Est. Cost $104.26 Unrealized -6.2%
AR ANTERO RESOURCES CORP 0.1%
Value ($000) $408 Shares 16,075 Est. Cost $33.85 Unrealized -23.8%
LVS LAS VEGAS SANDS CORP 0.1%
Value ($000) $397 Shares 8,663 Est. Cost $56.48 Unrealized -8.4%
ARISTA NETWORKS INC 0.1%
Value ($000) $298 Shares 1,622 Est. Cost $162.06 Unrealized
DKNG DRAFTKINGS INC-CL A 0.1%
Value ($000) $297 Shares 10,076 Est. Cost $23.04 Unrealized +28.2%
HESS CORP 0.1%
Value ($000) $284 Shares 1,853 Est. Cost $141.47 Unrealized
TTD TRADE DESK INC/THE -CLASS A 0.1%
Value ($000) $268 Shares 3,427 Est. Cost $67.67 Unrealized +19.5%
SRPT SAREPTA THERAPEUTICS INC 0.1%
Value ($000) $239 Shares 1,974 Est. Cost $128.81 Unrealized -12.3%
MDB MONGODB INC 0.1%
Value ($000) $237 Shares 685 Est. Cost $291.65 Unrealized +30.2%
PHIN PHINIA INC 0.1%
Value ($000) $233 Shares 8,701 Est. Cost $26.06 Unrealized 0.0%
SNOW SNOWFLAKE INC-CLASS A 0.1%
Value ($000) $228 Shares 1,493 Est. Cost $162.55 Unrealized +0.2%
MUB ISHARES NATIONAL MUNI BOND E 0.1%
Value ($000) $226 Shares 2,202 Est. Cost $107.74 Unrealized
FTNT FORTINET INC 0.1%
Value ($000) $221 Shares 3,766 Est. Cost $68.00 Unrealized -2.7%
CFLT CONFLUENT INC-CLASS A 0.1%
Value ($000) $217 Shares 7,335 Est. Cost $27.98 Unrealized +19.8%
DVN DEVON ENERGY CORP 0.1%
Value ($000) $197 Shares 4,126 Est. Cost $37.25 Unrealized +23.9%
SHOCKWAVE MEDICAL INC 0.1%
Value ($000) $175 Shares 878 Est. Cost $285.41 Unrealized
ALB ALBEMARLE CORP 0.1%
Value ($000) $165 Shares 971 Est. Cost $251.16 Unrealized -23.8%
ENPH ENPHASE ENERGY INC 0.0%
Value ($000) $97 Shares 805 Est. Cost $201.86 Unrealized -29.4%