Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2025 (← Previous) (Next →)

Filing Date: Aug 11, 2025

Total Value ($000): $234,564 (100.0% shares, 0.0% debt)

Holdings (159)

QQQ INVESCO QQQ TRUST SERIES 1 11.7%
Value ($000) $27,328 Shares 49,539 Est. Cost $468.92 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 4.9%
Value ($000) $11,540 Shares 400,000 Est. Cost $27.71 Unrealized —
TSLA TESLA INC 4.1%
Value ($000) $9,530 Shares 30,000 Est. Cost — Unrealized —
NLY ANNALY CAPITAL MANAGEMENT IN 2.3%
Value ($000) $5,488 Shares 291,600 Est. Cost $19.23 Unrealized —
AGNC AGNC INVESTMENT CORP 2.2%
Value ($000) $5,246 Shares 570,800 Est. Cost $9.88 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 2.0%
Value ($000) $4,758 Shares 49,686 Est. Cost $95.55 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 2.0%
Value ($000) $4,735 Shares 39,756 Est. Cost $115.92 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 2.0%
Value ($000) $4,711 Shares 56,853 Est. Cost $82.08 Unrealized —
EWA ISHARES MSCI AUSTRALIA ETF 1.5%
Value ($000) $3,585 Shares 136,206 Est. Cost $26.32 Unrealized —
BBJP JPMORGAN BETABUILDERS JAPAN 1.5%
Value ($000) $3,531 Shares 57,160 Est. Cost $53.56 Unrealized —
INTC INTEL CORP 1.4%
Value ($000) $3,360 Shares 150,000 Est. Cost — Unrealized —
CWB SPDR BLOOMBERG CONVERTIBLE S 1.2%
Value ($000) $2,792 Shares 33,775 Est. Cost $70.29 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 1.2%
Value ($000) $2,710 Shares 129,518 Est. Cost $20.64 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 1.1%
Value ($000) $2,662 Shares 19,969 Est. Cost $107.31 Unrealized —
PGR PROGRESSIVE CORP 1.1%
Value ($000) $2,638 Shares 9,887 Est. Cost $236.46 Unrealized +8.9%
EMB ISHARES JP MORGAN USD EMERGI 1.1%
Value ($000) $2,631 Shares 28,405 Est. Cost $87.46 Unrealized —
EMHY ISHARES J.P. MORGAN EM HIGH 1.1%
Value ($000) $2,627 Shares 67,401 Est. Cost $35.46 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 1.1%
Value ($000) $2,613 Shares 119,538 Est. Cost $21.60 Unrealized —
DWX SPDR S&P INTER DVD ETF 1.1%
Value ($000) $2,611 Shares 61,944 Est. Cost $36.59 Unrealized —
FOXA FOX CORP - CLASS A 1.0%
Value ($000) $2,410 Shares 43,002 Est. Cost $52.48 Unrealized +0.0%
QQQM INVESCO NASDAQ 100 ETF 0.9%
Value ($000) $2,187 Shares 9,628 Est. Cost $193.02 Unrealized —
T AT&T INC 0.9%
Value ($000) $2,153 Shares 74,397 Est. Cost $26.96 Unrealized 0.0%
MET METLIFE INC 0.9%
Value ($000) $2,031 Shares 25,252 Est. Cost $74.54 Unrealized +1.7%
COR CENCORA INC 0.8%
Value ($000) $1,970 Shares 6,569 Est. Cost $286.82 Unrealized 0.0%
FALN ISHARES FALLEN ANGELS ETF 0.8%
Value ($000) $1,840 Shares 67,806 Est. Cost $25.83 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.8%
Value ($000) $1,838 Shares 39,688 Est. Cost $43.31 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.8%
Value ($000) $1,828 Shares 44,564 Est. Cost $40.67 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 0.8%
Value ($000) $1,825 Shares 18,765 Est. Cost $93.19 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.8%
Value ($000) $1,822 Shares 42,231 Est. Cost $41.66 Unrealized —
UAL UNITED AIRLINES HOLDINGS INC 0.7%
Value ($000) $1,709 Shares 21,467 Est. Cost $44.59 Unrealized +65.2%
WELL WELLTOWER INC 0.7%
Value ($000) $1,693 Shares 11,014 Est. Cost $140.30 Unrealized +5.4%
CCL CARNIVAL CORP 0.7%
Value ($000) $1,686 Shares 59,962 Est. Cost $16.17 Unrealized +32.4%
BK BANK OF NEW YORK MELLON CORP 0.7%
Value ($000) $1,646 Shares 18,064 Est. Cost $52.95 Unrealized +58.6%
NTRS NORTHERN TRUST CORP 0.7%
Value ($000) $1,566 Shares 12,353 Est. Cost $102.69 Unrealized -2.1%
NEM NEWMONT CORP 0.7%
Value ($000) $1,560 Shares 26,783 Est. Cost $52.90 Unrealized 0.0%
WMB WILLIAMS COS INC 0.7%
Value ($000) $1,551 Shares 24,687 Est. Cost $55.43 Unrealized +4.0%
EWZ ISHARES MSCI BRAZIL ETF 0.6%
Value ($000) $1,522 Shares 52,761 Est. Cost $27.71 Unrealized —
WAB WABTEC CORP 0.6%
Value ($000) $1,513 Shares 7,228 Est. Cost $190.90 Unrealized +0.4%
WMT WALMART INC 0.6%
Value ($000) $1,487 Shares 15,205 Est. Cost $92.95 Unrealized +2.0%
ADP AUTOMATIC DATA PROCESSING 0.6%
Value ($000) $1,466 Shares 4,753 Est. Cost $295.41 Unrealized +2.4%
KMI KINDER MORGAN INC 0.6%
Value ($000) $1,459 Shares 49,637 Est. Cost $26.70 Unrealized +0.2%
RFIX SIMPLIFY BOND BULL ETF 0.6%
Value ($000) $1,459 Shares 30,000 Est. Cost $53.50 Unrealized —
GM GENERAL MOTORS CO 0.6%
Value ($000) $1,426 Shares 28,982 Est. Cost $41.07 Unrealized +14.6%
CSCO CISCO SYSTEMS INC 0.6%
Value ($000) $1,422 Shares 20,494 Est. Cost $60.38 Unrealized 0.0%
NDAQ NASDAQ INC 0.6%
Value ($000) $1,412 Shares 15,786 Est. Cost $79.17 Unrealized 0.0%
VNQI VANGUARD GLBL EX-US REAL EST 0.6%
Value ($000) $1,405 Shares 30,437 Est. Cost $43.44 Unrealized —
VRSN VERISIGN INC 0.6%
Value ($000) $1,398 Shares 4,842 Est. Cost $268.94 Unrealized 0.0%
CAH CARDINAL HEALTH INC 0.6%
Value ($000) $1,398 Shares 8,319 Est. Cost $147.12 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.6%
Value ($000) $1,397 Shares 7,616 Est. Cost $170.47 Unrealized 0.0%
ABT ABBOTT LABORATORIES 0.6%
Value ($000) $1,390 Shares 10,221 Est. Cost $130.60 Unrealized 0.0%
COF CAPITAL ONE FINANCIAL CORP 0.6%
Value ($000) $1,369 Shares 6,435 Est. Cost $185.05 Unrealized 0.0%
CME CME GROUP INC 0.6%
Value ($000) $1,368 Shares 4,962 Est. Cost $268.48 Unrealized 0.0%
DAL DELTA AIR LINES INC 0.6%
Value ($000) $1,354 Shares 27,531 Est. Cost $35.67 Unrealized +27.7%
RSG REPUBLIC SERVICES INC 0.6%
Value ($000) $1,350 Shares 5,476 Est. Cost $167.16 Unrealized +46.6%
ALL ALLSTATE CORP 0.6%
Value ($000) $1,305 Shares 6,483 Est. Cost $183.84 Unrealized +7.1%
MSI MOTOROLA SOLUTIONS INC 0.5%
Value ($000) $1,256 Shares 2,987 Est. Cost $441.57 Unrealized -6.0%
AEM AGNICO EAGLE MINES LTD 0.5%
Value ($000) $1,251 Shares 10,515 Est. Cost $102.11 Unrealized +12.8%
PKG PACKAGING CORP OF AMERICA 0.5%
Value ($000) $1,159 Shares 6,151 Est. Cost $208.39 Unrealized -10.9%
SFM SPROUTS FARMERS MARKET INC 0.5%
Value ($000) $1,149 Shares 6,977 Est. Cost $155.44 Unrealized +5.1%
HOOD ROBINHOOD MARKETS INC - A 0.5%
Value ($000) $1,104 Shares 11,790 Est. Cost $47.54 Unrealized +24.5%
HLI HOULIHAN LOKEY INC 0.5%
Value ($000) $1,099 Shares 6,106 Est. Cost $168.18 Unrealized -1.0%
FTI TECHNIPFMC PLC 0.5%
Value ($000) $1,077 Shares 31,279 Est. Cost $22.80 Unrealized +31.9%
EWY ISHARES MSCI SOUTH KOREA ETF 0.4%
Value ($000) $1,027 Shares 14,308 Est. Cost $71.78 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.4%
Value ($000) $951 Shares 16,562 Est. Cost $57.40 Unrealized —
WRB WR BERKLEY CORP 0.4%
Value ($000) $936 Shares 12,745 Est. Cost $55.38 Unrealized +26.3%
EPOL ISHARES MSCI POLAND ETF 0.4%
Value ($000) $935 Shares 28,991 Est. Cost $28.01 Unrealized —
GREK GLOBAL X MSCI GREECE ETF 0.4%
Value ($000) $927 Shares 15,976 Est. Cost $41.73 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.4%
Value ($000) $922 Shares 25,084 Est. Cost $26.39 Unrealized —
EPU ISHARES MSCI PERU AND GLOBAL 0.4%
Value ($000) $918 Shares 18,901 Est. Cost $31.54 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.4%
Value ($000) $902 Shares 16,786 Est. Cost $43.28 Unrealized —
FMCC FREDDIE MAC 0.4%
Value ($000) $895 Shares 108,677 Est. Cost $5.46 Unrealized +15.9%
UWMC UWM HOLDINGS CORP 0.4%
Value ($000) $890 Shares 215,000 Est. Cost $5.89 Unrealized -25.3%
EWW ISHARES MSCI MEXICO ETF 0.4%
Value ($000) $887 Shares 14,639 Est. Cost $60.56 Unrealized —
ECH ISHARES MSCI CHILE ETF 0.4%
Value ($000) $882 Shares 28,046 Est. Cost $29.82 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.4%
Value ($000) $872 Shares 32,171 Est. Cost $27.12 Unrealized —
HIG HARTFORD INSURANCE GROUP INC 0.4%
Value ($000) $861 Shares 6,786 Est. Cost $77.86 Unrealized +57.9%
KGC KINROSS GOLD CORP 0.4%
Value ($000) $854 Shares 54,662 Est. Cost $6.55 Unrealized +122.3%
TRV TRAVELERS COS INC/THE 0.3%
Value ($000) $820 Shares 3,064 Est. Cost $245.41 Unrealized +6.2%
EWM ISHARES MSCI MALAYSIA ETF 0.3%
Value ($000) $813 Shares 33,418 Est. Cost $24.34 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.3%
Value ($000) $804 Shares 14,756 Est. Cost $53.25 Unrealized —
L LOEWS CORP 0.3%
Value ($000) $802 Shares 8,751 Est. Cost $68.87 Unrealized +27.2%
EWO ISHARES MSCI AUSTRIA ETF 0.3%
Value ($000) $801 Shares 27,249 Est. Cost $24.36 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.3%
Value ($000) $792 Shares 17,985 Est. Cost $32.91 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.3%
Value ($000) $792 Shares 18,501 Est. Cost $39.80 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.3%
Value ($000) $791 Shares 17,295 Est. Cost $42.08 Unrealized —
CB CHUBB LTD 0.3%
Value ($000) $790 Shares 2,727 Est. Cost $264.95 Unrealized +8.3%
EWI ISHARES MSCI ITALY ETF 0.3%
Value ($000) $789 Shares 16,384 Est. Cost $31.77 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.3%
Value ($000) $788 Shares 18,633 Est. Cost $29.06 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.3%
Value ($000) $781 Shares 19,653 Est. Cost $34.42 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.3%
Value ($000) $778 Shares 14,199 Est. Cost $51.79 Unrealized —
WIP SPDR FTSE INTERNATIONAL GOVE 0.3%
Value ($000) $778 Shares 19,501 Est. Cost $38.58 Unrealized —
CINF CINCINNATI FINANCIAL CORP 0.3%
Value ($000) $777 Shares 5,217 Est. Cost $137.66 Unrealized +2.4%
LQD ISHARES IBOXX INVESTMENT GRA 0.3%
Value ($000) $761 Shares 6,945 Est. Cost $110.11 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.3%
Value ($000) $754 Shares 14,291 Est. Cost $50.74 Unrealized —
IVZ INVESCO LTD 0.3%
Value ($000) $752 Shares 47,704 Est. Cost $14.01 Unrealized 0.0%
FLRN SPDR BLOOMBERG INVESTMENT GR 0.3%
Value ($000) $751 Shares 24,358 Est. Cost $30.48 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.3%
Value ($000) $749 Shares 28,086 Est. Cost $37.97 Unrealized —
RF REGIONS FINANCIAL CORP 0.3%
Value ($000) $748 Shares 31,822 Est. Cost $20.58 Unrealized 0.0%
UHS UNIVERSAL HEALTH SERVICES-B 0.3%
Value ($000) $748 Shares 4,127 Est. Cost $178.96 Unrealized +0.6%
HBAN HUNTINGTON BANCSHARES INC 0.3%
Value ($000) $747 Shares 44,600 Est. Cost $14.70 Unrealized 0.0%
CHTR CHARTER COMMUNICATIONS INC-A 0.3%
Value ($000) $747 Shares 1,827 Est. Cost $382.78 Unrealized 0.0%
USB US BANCORP 0.3%
Value ($000) $745 Shares 16,457 Est. Cost $40.76 Unrealized 0.0%
SYF SYNCHRONY FINANCIAL 0.3%
Value ($000) $743 Shares 11,139 Est. Cost $36.40 Unrealized +52.0%
MTB M & T BANK CORP 0.3%
Value ($000) $740 Shares 3,816 Est. Cost $172.90 Unrealized 0.0%
PLTR PALANTIR TECHNOLOGIES INC-A 0.3%
Value ($000) $739 Shares 5,423 Est. Cost $96.35 Unrealized +21.7%
ACGL ARCH CAPITAL GROUP LTD 0.3%
Value ($000) $734 Shares 8,063 Est. Cost $82.76 Unrealized +11.5%
VZ VERIZON COMMUNICATIONS INC 0.3%
Value ($000) $733 Shares 16,941 Est. Cost $41.82 Unrealized 0.0%
CVS CVS HEALTH CORP 0.3%
Value ($000) $732 Shares 10,607 Est. Cost $64.19 Unrealized 0.0%
GL GLOBE LIFE INC 0.3%
Value ($000) $728 Shares 5,858 Est. Cost $120.89 Unrealized 0.0%
INDA ISHARES MSCI INDIA ETF 0.3%
Value ($000) $726 Shares 13,033 Est. Cost $55.68 Unrealized —
NET CLOUDFLARE INC - CLASS A 0.3%
Value ($000) $722 Shares 3,687 Est. Cost $137.06 Unrealized +5.9%
HCA HCA HEALTHCARE INC 0.3%
Value ($000) $716 Shares 1,869 Est. Cost $358.58 Unrealized 0.0%
VNQ VANGUARD REAL ESTATE ETF 0.3%
Value ($000) $708 Shares 7,949 Est. Cost $88.61 Unrealized —
RBLX ROBLOX CORP -CLASS A 0.3%
Value ($000) $708 Shares 6,727 Est. Cost $68.29 Unrealized +15.0%
HPE HEWLETT PACKARD ENTERPRISE 0.3%
Value ($000) $702 Shares 34,315 Est. Cost $19.41 Unrealized -15.1%
NU NU HOLDINGS LTD/CAYMAN ISL-A 0.3%
Value ($000) $686 Shares 50,000 Est. Cost $12.96 Unrealized -7.6%
PRU PRUDENTIAL FINANCIAL INC 0.3%
Value ($000) $682 Shares 6,344 Est. Cost $108.30 Unrealized -7.4%
EWZS ISHARES MSCI BRAZIL SMALL-CA 0.3%
Value ($000) $670 Shares 50,500 Est. Cost $10.79 Unrealized —
RCL ROYAL CARIBBEAN CRUISES LTD 0.3%
Value ($000) $669 Shares 2,136 Est. Cost $88.57 Unrealized +166.6%
BLND BLEND LABS INC-A 0.3%
Value ($000) $660 Shares 200,000 Est. Cost $3.39 Unrealized 0.0%
CVNA CARVANA CO 0.3%
Value ($000) $659 Shares 1,957 Est. Cost $274.18 Unrealized 0.0%
THC TENET HEALTHCARE CORP 0.3%
Value ($000) $653 Shares 3,712 Est. Cost $86.53 Unrealized +74.0%
CF CF INDUSTRIES HOLDINGS INC 0.3%
Value ($000) $647 Shares 7,038 Est. Cost $83.96 Unrealized 0.0%
XLU UTILITIES SELECT SECTOR SPDR 0.3%
Value ($000) $636 Shares 7,794 Est. Cost $66.79 Unrealized —
COIN COINBASE GLOBAL INC -CLASS A 0.3%
Value ($000) $634 Shares 1,808 Est. Cost $242.13 Unrealized -3.4%
EQH EQUITABLE HOLDINGS INC 0.3%
Value ($000) $601 Shares 10,710 Est. Cost $50.68 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GRO-CL A 0.3%
Value ($000) $600 Shares 10,832 Est. Cost $47.28 Unrealized 0.0%
EXEL EXELIXIS INC 0.3%
Value ($000) $599 Shares 13,598 Est. Cost $39.97 Unrealized 0.0%
NCLH NORWEGIAN CRUISE LINE HOLDIN 0.3%
Value ($000) $588 Shares 29,001 Est. Cost $19.97 Unrealized -10.4%
LAD LITHIA MOTORS INC 0.2%
Value ($000) $578 Shares 1,712 Est. Cost $309.32 Unrealized 0.0%
USFD US FOODS HOLDING CORP 0.2%
Value ($000) $570 Shares 7,404 Est. Cost $71.34 Unrealized 0.0%
PFGC PERFORMANCE FOOD GROUP CO 0.2%
Value ($000) $568 Shares 6,488 Est. Cost $83.28 Unrealized 0.0%
FIX COMFORT SYSTEMS USA INC 0.2%
Value ($000) $567 Shares 1,057 Est. Cost $356.17 Unrealized +22.1%
PWR QUANTA SERVICES INC 0.2%
Value ($000) $566 Shares 1,496 Est. Cost $288.64 Unrealized +11.1%
B BARRICK MINING CORP 0.2%
Value ($000) $552 Shares 26,517 Est. Cost $19.29 Unrealized 0.0%
DUOL DUOLINGO 0.2%
Value ($000) $551 Shares 1,344 Est. Cost $265.42 Unrealized +65.3%
EME EMCOR GROUP INC 0.2%
Value ($000) $543 Shares 1,016 Est. Cost $400.36 Unrealized +10.1%
PPC PILGRIM'S PRIDE CORP 0.2%
Value ($000) $535 Shares 11,903 Est. Cost $50.02 Unrealized -1.9%
RY ROYAL BANK OF CANADA 0.2%
Value ($000) $531 Shares 4,040 Est. Cost $117.75 Unrealized +3.9%
APP APPLOVIN CORP-CLASS A 0.2%
Value ($000) $522 Shares 1,490 Est. Cost $118.18 Unrealized +174.3%
GMED GLOBUS MEDICAL INC - A 0.2%
Value ($000) $507 Shares 8,594 Est. Cost $82.63 Unrealized -21.8%
ARES ARES MANAGEMENT CORP - A 0.2%
Value ($000) $470 Shares 2,713 Est. Cost $168.35 Unrealized -7.8%
DVA DAVITA INC 0.2%
Value ($000) $446 Shares 3,131 Est. Cost $112.49 Unrealized +25.9%
QTRX QUANTERIX CORP 0.2%
Value ($000) $399 Shares 60,000 Est. Cost $7.60 Unrealized -26.7%
AXON AXON ENTERPRISE INC 0.2%
Value ($000) $352 Shares 425 Est. Cost $585.29 Unrealized +16.3%
TKNO ALPHA TEKNOVA INC 0.1%
Value ($000) $344 Shares 70,000 Est. Cost $7.12 Unrealized -17.4%
VBNK VERSABANK 0.1%
Value ($000) $342 Shares 30,000 Est. Cost $10.36 Unrealized —
AVGO BROADCOM INC 0.1%
Value ($000) $311 Shares 1,127 Est. Cost $157.75 Unrealized +36.9%
ZS ZSCALER INC 0.1%
Value ($000) $292 Shares 931 Est. Cost $249.30 Unrealized 0.0%
IOT SAMSARA INC-CL A 0.1%
Value ($000) $289 Shares 7,256 Est. Cost $41.33 Unrealized 0.0%
NVDA NVIDIA CORP 0.1%
Value ($000) $270 Shares 1,708 Est. Cost $97.73 Unrealized +28.8%
NOTV INOTIV INC 0.1%
Value ($000) $261 Shares 143,500 Est. Cost $3.35 Unrealized -35.2%
GRVY GRAVITY CO LTD-SPONSORED ADR 0.1%
Value ($000) $255 Shares 4,000 Est. Cost $63.69 Unrealized —
CMTL COMTECH TELECOMMUNICATIONS 0.1%
Value ($000) $245 Shares 100,000 Est. Cost $2.05 Unrealized -12.1%
NOW SERVICENOW INC 0.1%
Value ($000) $234 Shares 228 Est. Cost $192.75 Unrealized -2.1%
ANET ARISTA NETWORKS INC 0.1%
Value ($000) $212 Shares 2,072 Est. Cost $102.84 Unrealized -15.9%
— SOHO HOUSE & CO INC 0.1%
Value ($000) $184 Shares 25,000 Est. Cost $6.18 Unrealized —
TOI ONCOLOGY INSTITUTE INC/THE 0.1%
Value ($000) $158 Shares 77,000 Est. Cost $2.50 Unrealized 0.0%
CVRX CVRX INC 0.0%
Value ($000) $30 Shares 5,100 Est. Cost $6.90 Unrealized 0.0%