Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $305,200 (100.0% shares, 0.0% debt)

Holdings (107)

SCHO SCHWAB SHORT-TERM US TREAS 11.8%
Value ($000) $35,892 Shares 744,029 Est. Cost $48.24 Unrealized
SHY ISHARES 1-3 YEAR TREASURY BO 8.7%
Value ($000) $26,689 Shares 328,801 Est. Cost $84.54 Unrealized
RPV INVESCO S&P 500 PURE VALUE E 8.3%
Value ($000) $25,285 Shares 324,248 Est. Cost $78.66 Unrealized
IWD ISHARES RUSSELL 1000 VALUE E 2.6%
Value ($000) $7,880 Shares 51,963 Est. Cost $151.53 Unrealized
MPC MARATHON PETROLEUM CORP 2.3%
Value ($000) $7,100 Shares 61,002 Est. Cost $95.33 Unrealized +11.7%
APA APA CORP 2.2%
Value ($000) $6,835 Shares 146,433 Est. Cost $38.81 Unrealized +3.2%
XOM EXXON MOBIL CORP 2.2%
Value ($000) $6,758 Shares 61,267 Est. Cost $88.24 Unrealized +9.1%
VLO VALERO ENERGY CORP 2.1%
Value ($000) $6,516 Shares 51,367 Est. Cost $109.98 Unrealized +3.7%
PSX PHILLIPS 66 2.0%
Value ($000) $5,983 Shares 57,480 Est. Cost $86.28 Unrealized +5.9%
CI CIGNA CORP 1.9%
Value ($000) $5,850 Shares 17,655 Est. Cost $298.87 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 1.9%
Value ($000) $5,792 Shares 42,349 Est. Cost $116.24 Unrealized +10.1%
OXY OCCIDENTAL PETROLEUM CORP 1.8%
Value ($000) $5,555 Shares 88,191 Est. Cost $54.85 Unrealized +17.9%
AIG AMERICAN INTERNATIONAL GROUP 1.8%
Value ($000) $5,418 Shares 85,673 Est. Cost $52.46 Unrealized +3.3%
ADM ARCHER-DANIELS-MIDLAND CO 1.8%
Value ($000) $5,411 Shares 58,276 Est. Cost $64.54 Unrealized +29.6%
HPE HEWLETT PACKARD ENTERPRISE 1.7%
Value ($000) $5,078 Shares 318,147 Est. Cost $13.45 Unrealized +0.2%
MOS MOSAIC CO/THE 1.5%
Value ($000) $4,713 Shares 107,439 Est. Cost $32.50 Unrealized +39.4%
COP CONOCOPHILLIPS 1.5%
Value ($000) $4,632 Shares 39,257 Est. Cost $105.06 Unrealized +4.1%
CTRA COTERRA ENERGY INC 1.3%
Value ($000) $4,098 Shares 166,777 Est. Cost $24.57 Unrealized -1.0%
PIONEER NATURAL RESOURCES CO 1.2%
Value ($000) $3,522 Shares 15,421 Est. Cost $219.08 Unrealized
MARATHON OIL CORP 1.1%
Value ($000) $3,486 Shares 128,769 Est. Cost $27.07 Unrealized
CVX CHEVRON CORP 1.1%
Value ($000) $3,395 Shares 18,917 Est. Cost $153.23 Unrealized 0.0%
GIS GENERAL MILLS INC 1.1%
Value ($000) $3,243 Shares 38,678 Est. Cost $61.84 Unrealized +17.9%
NUE NUCOR CORP 1.1%
Value ($000) $3,208 Shares 24,340 Est. Cost $112.89 Unrealized +14.8%
AFL AFLAC INC 1.0%
Value ($000) $3,165 Shares 43,998 Est. Cost $62.49 Unrealized 0.0%
GL GLOBE LIFE INC 1.0%
Value ($000) $3,163 Shares 26,240 Est. Cost $111.47 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 1.0%
Value ($000) $3,136 Shares 17,755 Est. Cost $157.06 Unrealized 0.0%
MCK MCKESSON CORP 1.0%
Value ($000) $3,104 Shares 8,275 Est. Cost $367.20 Unrealized 0.0%
PGR PROGRESSIVE CORP 1.0%
Value ($000) $3,098 Shares 23,883 Est. Cost $115.68 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 1.0%
Value ($000) $3,073 Shares 5,796 Est. Cost $471.05 Unrealized +6.2%
WRB WR BERKLEY CORP 1.0%
Value ($000) $3,054 Shares 42,083 Est. Cost $41.54 Unrealized +7.2%
COR AMERISOURCEBERGEN CORP 1.0%
Value ($000) $3,040 Shares 18,347 Est. Cost $147.67 Unrealized +3.9%
ABBV ABBVIE INC 1.0%
Value ($000) $2,992 Shares 18,514 Est. Cost $134.11 Unrealized +2.3%
JKHY JACK HENRY & ASSOCIATES INC 1.0%
Value ($000) $2,992 Shares 17,040 Est. Cost $177.18 Unrealized 0.0%
EQT EQT CORP 1.0%
Value ($000) $2,982 Shares 88,153 Est. Cost $38.26 Unrealized 0.0%
GPC GENUINE PARTS CO 1.0%
Value ($000) $2,971 Shares 17,125 Est. Cost $159.11 Unrealized 0.0%
PEP PEPSICO INC 1.0%
Value ($000) $2,956 Shares 16,363 Est. Cost $149.80 Unrealized +7.4%
AMGN AMGEN INC 1.0%
Value ($000) $2,900 Shares 11,043 Est. Cost $242.73 Unrealized 0.0%
HSY HERSHEY CO/THE 0.9%
Value ($000) $2,898 Shares 12,516 Est. Cost $198.68 Unrealized +6.8%
BMY BRISTOL-MYERS SQUIBB CO 0.9%
Value ($000) $2,816 Shares 39,139 Est. Cost $65.23 Unrealized 0.0%
MET METLIFE INC 0.9%
Value ($000) $2,789 Shares 38,533 Est. Cost $56.92 Unrealized +14.4%
KELLOGG CO 0.9%
Value ($000) $2,787 Shares 39,126 Est. Cost $57.31 Unrealized +6.3%
RSG REPUBLIC SERVICES INC 0.9%
Value ($000) $2,776 Shares 21,521 Est. Cost $125.31 Unrealized +2.4%
KO COCA-COLA CO/THE 0.9%
Value ($000) $2,757 Shares 43,345 Est. Cost $56.76 Unrealized -3.3%
CF CF INDUSTRIES HOLDINGS INC 0.9%
Value ($000) $2,726 Shares 31,994 Est. Cost $93.67 Unrealized +0.9%
HIG HARTFORD FINANCIAL SVCS GRP 0.9%
Value ($000) $2,668 Shares 35,183 Est. Cost $64.97 Unrealized +4.2%
TRV TRAVELERS COS INC/THE 0.9%
Value ($000) $2,622 Shares 13,983 Est. Cost $161.81 Unrealized +4.6%
VYM VANGUARD HIGH DVD YIELD ETF 0.9%
Value ($000) $2,619 Shares 24,200 Est. Cost $108.21 Unrealized
PFG PRINCIPAL FINANCIAL GROUP 0.8%
Value ($000) $2,549 Shares 30,370 Est. Cost $60.13 Unrealized +27.4%
CVS CVS HEALTH CORP 0.8%
Value ($000) $2,329 Shares 24,990 Est. Cost $82.63 Unrealized +4.0%
TSM TAIWAN SEMICONDUCTOR-SP ADR 0.7%
Value ($000) $2,235 Shares 30,000 Est. Cost $74.49 Unrealized
BKLN INVESCO SENIOR LOAN ETF 0.7%
Value ($000) $2,018 Shares 98,295 Est. Cost $20.53 Unrealized
CVE CENOVUS ENERGY INC 0.6%
Value ($000) $1,720 Shares 88,628 Est. Cost $14.22 Unrealized +24.2%
XLU UTILITIES SELECT SECTOR SPDR 0.6%
Value ($000) $1,693 Shares 24,016 Est. Cost $66.05 Unrealized
EWA ISHARES MSCI AUSTRALIA ETF 0.5%
Value ($000) $1,508 Shares 67,832 Est. Cost $22.23 Unrealized
IMO IMPERIAL OIL LTD 0.4%
Value ($000) $1,370 Shares 28,117 Est. Cost $40.02 Unrealized +18.5%
TELLURIAN INC 0.4%
Value ($000) $1,289 Shares 767,240 Est. Cost $3.82 Unrealized
DINO HF SINCLAIR CORP 0.4%
Value ($000) $1,207 Shares 23,267 Est. Cost $44.13 Unrealized +14.6%
XLV HEALTH CARE SELECT SECTOR 0.3%
Value ($000) $1,009 Shares 7,429 Est. Cost $135.85 Unrealized
XLP CONSUMER STAPLES SPDR 0.3%
Value ($000) $1,000 Shares 13,410 Est. Cost $74.55 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 0.3%
Value ($000) $998 Shares 10,159 Est. Cost $98.21 Unrealized
TUR ISHARES MSCI TURKEY ETF 0.3%
Value ($000) $997 Shares 26,938 Est. Cost $22.08 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.3%
Value ($000) $996 Shares 11,383 Est. Cost $41.12 Unrealized
GREK GLOBAL X MSCI GREECE ETF 0.3%
Value ($000) $944 Shares 35,451 Est. Cost $26.64 Unrealized
THD ISHARES MSCI THAILAND ETF 0.3%
Value ($000) $942 Shares 12,523 Est. Cost $75.19 Unrealized
ECH ISHARES MSCI CHILE ETF 0.3%
Value ($000) $933 Shares 34,457 Est. Cost $25.60 Unrealized
TECK TECK RESOURCES LTD-CLS B 0.3%
Value ($000) $868 Shares 22,945 Est. Cost $39.46 Unrealized -12.3%
EOG EOG RESOURCES INC 0.3%
Value ($000) $862 Shares 6,659 Est. Cost $117.82 Unrealized 0.0%
EWW ISHARES MSCI MEXICO ETF 0.3%
Value ($000) $858 Shares 17,355 Est. Cost $49.45 Unrealized
SHYG ISHARES 0-5 YR HY CORP BOND 0.3%
Value ($000) $823 Shares 20,119 Est. Cost $40.89 Unrealized
EWP ISHARES MSCI SPAIN ETF 0.3%
Value ($000) $809 Shares 33,473 Est. Cost $24.18 Unrealized
EWQ ISHARES MSCI FRANCE ETF 0.3%
Value ($000) $803 Shares 24,259 Est. Cost $33.12 Unrealized
EWI ISHARES MSCI ITALY ETF 0.3%
Value ($000) $801 Shares 29,729 Est. Cost $26.94 Unrealized
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $752 Shares 7,701 Est. Cost $67.51 Unrealized +35.9%
EWU ISHARES MSCI UNITED KINGDOM 0.2%
Value ($000) $644 Shares 21,017 Est. Cost $30.66 Unrealized
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $598 Shares 19,674 Est. Cost $30.30 Unrealized
LYB LYONDELLBASELL INDU-CL A 0.2%
Value ($000) $571 Shares 6,877 Est. Cost $79.53 Unrealized -16.6%
CNQ CANADIAN NATURAL RESOURCES 0.2%
Value ($000) $568 Shares 10,230 Est. Cost $18.06 Unrealized +39.0%
OVV OVINTIV INC 0.2%
Value ($000) $565 Shares 11,150 Est. Cost $52.26 Unrealized 0.0%
AR ANTERO RESOURCES CORP 0.2%
Value ($000) $562 Shares 18,137 Est. Cost $34.55 Unrealized 0.0%
BLDR BUILDERS FIRSTSOURCE INC 0.2%
Value ($000) $547 Shares 8,431 Est. Cost $64.17 Unrealized -2.7%
DOW DOW INC 0.2%
Value ($000) $524 Shares 10,389 Est. Cost $51.79 Unrealized -21.8%
HPQ HP INC 0.2%
Value ($000) $505 Shares 18,805 Est. Cost $27.69 Unrealized -11.3%
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $501 Shares 85,721 Est. Cost $5.51 Unrealized
AN AUTONATION INC 0.2%
Value ($000) $489 Shares 4,559 Est. Cost $116.16 Unrealized -4.8%
TSN TYSON FOODS INC-CL A 0.2%
Value ($000) $476 Shares 7,649 Est. Cost $74.88 Unrealized -22.1%
UAL UNITED AIRLINES HOLDINGS INC 0.2%
Value ($000) $461 Shares 12,238 Est. Cost $40.58 Unrealized 0.0%
CAR AVIS BUDGET GROUP INC 0.1%
Value ($000) $451 Shares 2,749 Est. Cost $208.77 Unrealized -8.7%
WLK WESTLAKE CORP 0.1%
Value ($000) $446 Shares 4,354 Est. Cost $115.03 Unrealized -17.2%
CLF CLEVELAND-CLIFFS INC 0.1%
Value ($000) $418 Shares 25,956 Est. Cost $22.86 Unrealized -34.1%
EPU ISHARES MSCI PERU ETF 0.1%
Value ($000) $296 Shares 10,335 Est. Cost $28.67 Unrealized
HESS CORP 0.1%
Value ($000) $295 Shares 2,077 Est. Cost $141.82 Unrealized
DVN DEVON ENERGY CORP 0.1%
Value ($000) $274 Shares 4,456 Est. Cost $36.63 Unrealized +62.0%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $240 Shares 907 Est. Cost $203.24 Unrealized +43.2%
ALB ALBEMARLE CORP 0.1%
Value ($000) $236 Shares 1,089 Est. Cost $254.58 Unrealized 0.0%
MPWR MONOLITHIC POWER SYSTEMS INC 0.1%
Value ($000) $231 Shares 654 Est. Cost $410.37 Unrealized -14.6%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $190 Shares 2,588 Est. Cost $130.12 Unrealized -40.0%
MRVL MARVELL TECHNOLOGY INC 0.1%
Value ($000) $182 Shares 4,913 Est. Cost $55.82 Unrealized -27.8%
XLB MATERIALS SELECT SECTOR SPDR 0.0%
Value ($000) $49 Shares 630 Est. Cost $77.68 Unrealized
RJF RAYMOND JAMES FINANCIAL INC 0.0%
Value ($000) $30 Shares 277 Est. Cost $92.93 Unrealized +15.1%
LKQ LKQ CORP 0.0%
Value ($000) $25 Shares 467 Est. Cost $50.79 Unrealized -4.5%
DISCOVER FINANCIAL SERVICES 0.0%
Value ($000) $23 Shares 238 Est. Cost $115.57 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.0%
Value ($000) $14 Shares 54 Est. Cost $238.43 Unrealized +1.1%
MRSH MARSH & MCLENNAN COS 0.0%
Value ($000) $13 Shares 80 Est. Cost $156.06 Unrealized -0.1%
NDAQ NASDAQ INC 0.0%
Value ($000) $12 Shares 198 Est. Cost $58.69 Unrealized +1.5%
PSA PUBLIC STORAGE 0.0%
Value ($000) $11 Shares 41 Est. Cost $276.22 Unrealized -7.1%
EXR EXTRA SPACE STORAGE INC 0.0%
Value ($000) $10 Shares 68 Est. Cost $166.96 Unrealized -16.6%
IVZ INVESCO LTD 0.0%
Value ($000) $0 Shares 3 Est. Cost $20.22 Unrealized -27.0%