Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $290,369 (100.0% shares, 0.0% debt)

Holdings (93)

SHY ISHARES 1-3 YEAR TREASURY BO 27.7%
Value ($000) $80,511 Shares 991,389 Est. Cost $84.54 Unrealized
RPV INVESCO S&P 500 PURE VALUE E 8.4%
Value ($000) $24,335 Shares 348,437 Est. Cost $78.66 Unrealized
ADM ARCHER-DANIELS-MIDLAND CO 2.2%
Value ($000) $6,494 Shares 80,724 Est. Cost $64.54 Unrealized +15.1%
NUE NUCOR CORP 2.2%
Value ($000) $6,427 Shares 60,070 Est. Cost $112.89 Unrealized +5.5%
MOS MOSAIC CO/THE 2.2%
Value ($000) $6,366 Shares 131,728 Est. Cost $32.50 Unrealized +45.1%
CVS CVS HEALTH CORP 2.0%
Value ($000) $5,911 Shares 61,977 Est. Cost $82.63 Unrealized +6.1%
MET METLIFE INC 2.0%
Value ($000) $5,786 Shares 95,191 Est. Cost $56.92 Unrealized +1.3%
HIG HARTFORD FINANCIAL SVCS GRP 1.8%
Value ($000) $5,271 Shares 85,101 Est. Cost $64.97 Unrealized -6.4%
AIG AMERICAN INTERNATIONAL GROUP 1.7%
Value ($000) $4,983 Shares 104,944 Est. Cost $52.46 Unrealized -7.3%
HPE HEWLETT PACKARD ENTERPRISE 1.6%
Value ($000) $4,756 Shares 397,011 Est. Cost $13.45 Unrealized -8.5%
TSN TYSON FOODS INC-CL A 1.6%
Value ($000) $4,590 Shares 69,618 Est. Cost $74.88 Unrealized -6.0%
HPQ HP INC 1.5%
Value ($000) $4,418 Shares 177,296 Est. Cost $27.69 Unrealized -2.5%
RJF RAYMOND JAMES FINANCIAL INC 1.3%
Value ($000) $3,864 Shares 39,104 Est. Cost $92.93 Unrealized +3.5%
OXY OCCIDENTAL PETROLEUM CORP 1.3%
Value ($000) $3,669 Shares 59,705 Est. Cost $50.16 Unrealized +21.0%
FANG DIAMONDBACK ENERGY INC 1.2%
Value ($000) $3,600 Shares 29,885 Est. Cost $111.34 Unrealized -3.5%
PFG PRINCIPAL FINANCIAL GROUP 1.2%
Value ($000) $3,402 Shares 47,147 Est. Cost $60.13 Unrealized +5.7%
MPC MARATHON PETROLEUM CORP 1.1%
Value ($000) $3,336 Shares 33,588 Est. Cost $86.26 Unrealized +0.7%
GIS GENERAL MILLS INC 1.0%
Value ($000) $2,993 Shares 39,073 Est. Cost $61.84 Unrealized +9.6%
UNH UNITEDHEALTH GROUP INC 1.0%
Value ($000) $2,968 Shares 5,877 Est. Cost $471.05 Unrealized +5.1%
RSG REPUBLIC SERVICES INC 1.0%
Value ($000) $2,967 Shares 21,813 Est. Cost $125.31 Unrealized +6.8%
HSY HERSHEY CO/THE 1.0%
Value ($000) $2,794 Shares 12,673 Est. Cost $198.68 Unrealized +3.3%
VLO VALERO ENERGY CORP 0.9%
Value ($000) $2,753 Shares 25,763 Est. Cost $105.92 Unrealized -6.2%
KELLOGG CO 0.9%
Value ($000) $2,751 Shares 39,485 Est. Cost $57.31 Unrealized +6.7%
WRB WR BERKLEY CORP 0.9%
Value ($000) $2,749 Shares 42,561 Est. Cost $41.54 Unrealized -3.7%
PEP PEPSICO INC 0.9%
Value ($000) $2,701 Shares 16,542 Est. Cost $149.80 Unrealized +3.1%
APA APA CORP 0.9%
Value ($000) $2,657 Shares 77,714 Est. Cost $37.71 Unrealized -15.6%
LKQ LKQ CORP 0.9%
Value ($000) $2,648 Shares 56,159 Est. Cost $50.79 Unrealized -6.0%
PSA PUBLIC STORAGE 0.9%
Value ($000) $2,648 Shares 9,045 Est. Cost $276.22 Unrealized +1.8%
DISCOVER FINANCIAL SERVICES 0.9%
Value ($000) $2,612 Shares 28,733 Est. Cost $115.57 Unrealized
XOM EXXON MOBIL CORP 0.9%
Value ($000) $2,577 Shares 29,510 Est. Cost $79.58 Unrealized +2.2%
MSI MOTOROLA SOLUTIONS INC 0.9%
Value ($000) $2,528 Shares 11,286 Est. Cost $238.43 Unrealized -4.8%
COR AMERISOURCEBERGEN CORP 0.9%
Value ($000) $2,518 Shares 18,604 Est. Cost $147.67 Unrealized -5.8%
MRSH MARSH & MCLENNAN COS 0.9%
Value ($000) $2,512 Shares 16,826 Est. Cost $156.06 Unrealized -2.4%
ABBV ABBVIE INC 0.9%
Value ($000) $2,502 Shares 18,645 Est. Cost $134.11 Unrealized -5.2%
EXR EXTRA SPACE STORAGE INC 0.9%
Value ($000) $2,475 Shares 14,333 Est. Cost $166.96 Unrealized -2.1%
KO COCA-COLA CO/THE 0.8%
Value ($000) $2,452 Shares 43,773 Est. Cost $56.76 Unrealized -1.3%
DUKE REALTY CORP 0.8%
Value ($000) $2,341 Shares 48,562 Est. Cost $65.28 Unrealized
NDAQ NASDAQ INC 0.8%
Value ($000) $2,338 Shares 41,249 Est. Cost $58.69 Unrealized -4.5%
FCX FREEPORT-MCMORAN INC 0.8%
Value ($000) $2,329 Shares 85,235 Est. Cost $35.78 Unrealized -22.1%
TRV TRAVELERS COS INC/THE 0.8%
Value ($000) $2,328 Shares 15,196 Est. Cost $161.81 Unrealized -5.9%
PSX PHILLIPS 66 0.8%
Value ($000) $2,263 Shares 28,040 Est. Cost $80.94 Unrealized -6.9%
MAA MID-AMERICA APARTMENT COMM 0.8%
Value ($000) $2,210 Shares 14,251 Est. Cost $177.68 Unrealized -15.0%
IWD ISHARES RUSSELL 1000 VALUE E 0.7%
Value ($000) $2,095 Shares 15,402 Est. Cost $151.26 Unrealized
COF CAPITAL ONE FINANCIAL CORP 0.7%
Value ($000) $1,984 Shares 21,523 Est. Cost $143.40 Unrealized -30.1%
ACN ACCENTURE PLC-CL A 0.7%
Value ($000) $1,980 Shares 7,697 Est. Cost $341.30 Unrealized -19.5%
LYB LYONDELLBASELL INDU-CL A 0.7%
Value ($000) $1,966 Shares 26,112 Est. Cost $79.53 Unrealized -15.1%
WHR WHIRLPOOL CORP 0.7%
Value ($000) $1,950 Shares 14,464 Est. Cost $194.96 Unrealized -18.3%
PLD PROLOGIS INC 0.7%
Value ($000) $1,944 Shares 19,135 Est. Cost $131.63 Unrealized -15.3%
SYF SYNCHRONY FINANCIAL 0.7%
Value ($000) $1,931 Shares 68,501 Est. Cost $43.70 Unrealized -31.7%
MSFT MICROSOFT CORP 0.7%
Value ($000) $1,926 Shares 8,268 Est. Cost $311.72 Unrealized -17.6%
IVZ INVESCO LTD 0.6%
Value ($000) $1,880 Shares 137,242 Est. Cost $20.22 Unrealized -28.9%
TELLURIAN INC 0.6%
Value ($000) $1,834 Shares 767,240 Est. Cost $3.82 Unrealized
CVE CENOVUS ENERGY INC 0.6%
Value ($000) $1,760 Shares 114,488 Est. Cost $14.22 Unrealized +14.4%
DOW DOW INC 0.6%
Value ($000) $1,730 Shares 39,370 Est. Cost $51.79 Unrealized -19.9%
PIONEER NATURAL RESOURCES CO 0.5%
Value ($000) $1,496 Shares 6,907 Est. Cost $207.59 Unrealized
IMO IMPERIAL OIL LTD 0.5%
Value ($000) $1,493 Shares 34,505 Est. Cost $40.02 Unrealized +4.4%
BBWI BATH & BODY WORKS INC 0.5%
Value ($000) $1,394 Shares 42,774 Est. Cost $60.18 Unrealized -46.5%
SOUTHWESTERN ENERGY CO 0.4%
Value ($000) $1,282 Shares 209,550 Est. Cost $5.51 Unrealized
STLD STEEL DYNAMICS INC 0.4%
Value ($000) $1,235 Shares 17,410 Est. Cost $67.51 Unrealized +6.4%
XLU UTILITIES SELECT SECTOR SPDR 0.4%
Value ($000) $1,147 Shares 17,502 Est. Cost $64.39 Unrealized
BLDR BUILDERS FIRSTSOURCE INC 0.3%
Value ($000) $973 Shares 16,509 Est. Cost $64.17 Unrealized -2.6%
AN AUTONATION INC 0.3%
Value ($000) $935 Shares 9,183 Est. Cost $116.16 Unrealized +1.0%
XLE ENERGY SELECT SECTOR SPDR 0.3%
Value ($000) $916 Shares 12,725 Est. Cost $41.12 Unrealized
COP CONOCOPHILLIPS 0.3%
Value ($000) $896 Shares 8,756 Est. Cost $89.94 Unrealized -2.0%
EIDO ISHARES MSCI INDONESIA ETF 0.3%
Value ($000) $893 Shares 38,290 Est. Cost $23.11 Unrealized
TUR ISHARES MSCI TURKEY ETF 0.3%
Value ($000) $893 Shares 40,452 Est. Cost $22.08 Unrealized
CTRA COTERRA ENERGY INC 0.3%
Value ($000) $790 Shares 30,236 Est. Cost $25.63 Unrealized -3.5%
CAR AVIS BUDGET GROUP INC 0.3%
Value ($000) $738 Shares 4,968 Est. Cost $208.77 Unrealized -25.2%
CLF CLEVELAND-CLIFFS INC 0.3%
Value ($000) $732 Shares 54,357 Est. Cost $22.86 Unrealized -27.2%
TECK TECK RESOURCES LTD-CLS B 0.2%
Value ($000) $724 Shares 23,809 Est. Cost $39.46 Unrealized -21.8%
DINO HF SINCLAIR CORP 0.2%
Value ($000) $685 Shares 12,721 Est. Cost $38.78 Unrealized +11.3%
CNQ CANADIAN NATURAL RESOURCES 0.2%
Value ($000) $679 Shares 14,578 Est. Cost $18.06 Unrealized +23.2%
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $586 Shares 19,340 Est. Cost $30.30 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.2%
Value ($000) $547 Shares 18,453 Est. Cost $29.64 Unrealized
CF CF INDUSTRIES HOLDINGS INC 0.2%
Value ($000) $546 Shares 5,671 Est. Cost $89.74 Unrealized +0.8%
UNITED STATES STEEL CORP 0.2%
Value ($000) $444 Shares 24,511 Est. Cost $24.02 Unrealized
DVN DEVON ENERGY CORP 0.1%
Value ($000) $425 Shares 7,063 Est. Cost $36.63 Unrealized +44.6%
FNF FIDELITY NATIONAL FINANCIAL 0.1%
Value ($000) $418 Shares 11,540 Est. Cost $38.29 Unrealized -18.1%
ECH ISHARES MSCI CHILE ETF 0.1%
Value ($000) $412 Shares 17,161 Est. Cost $24.10 Unrealized
WLK WESTLAKE CORP 0.1%
Value ($000) $392 Shares 4,514 Est. Cost $115.03 Unrealized -21.5%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $388 Shares 4,368 Est. Cost $130.12 Unrealized -22.6%
ACI ALBERTSONS COS INC - CLASS A 0.1%
Value ($000) $388 Shares 15,598 Est. Cost $21.36 Unrealized -12.4%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $351 Shares 1,264 Est. Cost $203.24 Unrealized +32.7%
CONTINENTAL RESOURCES INC/OK 0.1%
Value ($000) $340 Shares 5,091 Est. Cost $65.33 Unrealized
M MACY'S INC 0.1%
Value ($000) $331 Shares 21,106 Est. Cost $26.70 Unrealized -33.7%
MRNA MODERNA INC 0.1%
Value ($000) $318 Shares 2,693 Est. Cost $271.10 Unrealized -44.0%
MPWR MONOLITHIC POWER SYSTEMS INC 0.1%
Value ($000) $248 Shares 683 Est. Cost $410.37 Unrealized +5.5%
MRVL MARVELL TECHNOLOGY INC 0.1%
Value ($000) $219 Shares 5,107 Est. Cost $55.82 Unrealized -12.5%
TSLA TESLA INC 0.1%
Value ($000) $215 Shares 809 Est. Cost $295.91 Unrealized -5.6%
HORIZON THERAPEUTICS PLC 0.1%
Value ($000) $170 Shares 2,754 Est. Cost $104.96 Unrealized
BILL BILL.COM HOLDINGS INC 0.1%
Value ($000) $153 Shares 1,156 Est. Cost $265.71 Unrealized -45.9%
ZS ZSCALER INC 0.0%
Value ($000) $143 Shares 873 Est. Cost $297.94 Unrealized -45.1%
AMD ADVANCED MICRO DEVICES 0.0%
Value ($000) $121 Shares 1,909 Est. Cost $129.67 Unrealized -34.3%