Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 12, 2023

Total Value ($000): $378,803 (100.0% shares, 0.0% debt)

Holdings (113)

ISHARES MSCI EMERGING MARKET 13.5%
Value ($000) $51,298 Shares 1,300,000 Est. Cost Unrealized
SHY ISHARES 1-3 YEAR TREASURY BO 9.2%
Value ($000) $34,705 Shares 422,402 Est. Cost $84.01 Unrealized
QQQ INVESCO QQQ TRUST SERIES 1 6.9%
Value ($000) $26,150 Shares 81,482 Est. Cost $320.93 Unrealized
WALT DISNEY CO/THE 3.7%
Value ($000) $14,018 Shares 140,000 Est. Cost Unrealized
SEA LTD-ADR 2.7%
Value ($000) $10,386 Shares 120,000 Est. Cost Unrealized
PAYPAL HOLDINGS INC 2.5%
Value ($000) $9,493 Shares 125,000 Est. Cost Unrealized
MPC MARATHON PETROLEUM CORP 2.3%
Value ($000) $8,553 Shares 63,432 Est. Cost $96.18 Unrealized +22.2%
VLO VALERO ENERGY CORP 2.0%
Value ($000) $7,475 Shares 53,543 Est. Cost $110.51 Unrealized +11.3%
XOM EXXON MOBIL CORP 1.9%
Value ($000) $7,040 Shares 64,196 Est. Cost $88.78 Unrealized +12.8%
PSX PHILLIPS 66 1.6%
Value ($000) $6,142 Shares 60,587 Est. Cost $86.56 Unrealized +5.9%
FANG DIAMONDBACK ENERGY INC 1.6%
Value ($000) $6,045 Shares 44,720 Est. Cost $116.64 Unrealized +6.1%
OXY OCCIDENTAL PETROLEUM CORP 1.5%
Value ($000) $5,752 Shares 92,133 Est. Cost $55.04 Unrealized +7.5%
APA APA CORP 1.4%
Value ($000) $5,474 Shares 151,799 Est. Cost $38.71 Unrealized -6.7%
HPE HEWLETT PACKARD ENTERPRISE 1.4%
Value ($000) $5,414 Shares 339,852 Est. Cost $13.52 Unrealized +7.0%
MOS MOSAIC CO/THE 1.4%
Value ($000) $5,150 Shares 112,251 Est. Cost $33.02 Unrealized +34.8%
ADM ARCHER-DANIELS-MIDLAND CO 1.3%
Value ($000) $4,887 Shares 61,352 Est. Cost $65.04 Unrealized +14.4%
CI THE CIGNA GROUP 1.3%
Value ($000) $4,761 Shares 18,630 Est. Cost $297.68 Unrealized -7.2%
AIG AMERICAN INTERNATIONAL GROUP 1.2%
Value ($000) $4,554 Shares 90,431 Est. Cost $52.58 Unrealized +4.0%
CTRA COTERRA ENERGY INC 1.1%
Value ($000) $4,247 Shares 173,050 Est. Cost $24.48 Unrealized -9.8%
COP CONOCOPHILLIPS 1.1%
Value ($000) $3,987 Shares 40,188 Est. Cost $104.93 Unrealized -5.2%
NUE NUCOR CORP 1.0%
Value ($000) $3,845 Shares 24,890 Est. Cost $113.76 Unrealized +33.9%
PGR PROGRESSIVE CORP 0.9%
Value ($000) $3,568 Shares 24,944 Est. Cost $116.12 Unrealized +8.5%
BBJP JPMORGAN BETABUILDERS JAPAN 0.9%
Value ($000) $3,468 Shares 71,654 Est. Cost $48.40 Unrealized
GIS GENERAL MILLS INC 0.9%
Value ($000) $3,447 Shares 40,331 Est. Cost $62.25 Unrealized +15.6%
HSY HERSHEY CO/THE 0.9%
Value ($000) $3,314 Shares 13,025 Est. Cost $199.40 Unrealized +8.9%
PIONEER NATURAL RESOURCES CO 0.9%
Value ($000) $3,301 Shares 16,164 Est. Cost $218.39 Unrealized
CVX CHEVRON CORP 0.9%
Value ($000) $3,238 Shares 19,845 Est. Cost $153.01 Unrealized -3.0%
MARATHON OIL CORP 0.8%
Value ($000) $3,196 Shares 133,399 Est. Cost $26.96 Unrealized
PEP PEPSICO INC 0.8%
Value ($000) $3,109 Shares 17,056 Est. Cost $150.17 Unrealized +5.7%
ABBV ABBVIE INC 0.8%
Value ($000) $3,087 Shares 19,370 Est. Cost $134.29 Unrealized +2.9%
MCK MCKESSON CORP 0.8%
Value ($000) $3,079 Shares 8,649 Est. Cost $366.73 Unrealized -2.9%
COR AMERISOURCEBERGEN CORP 0.8%
Value ($000) $3,053 Shares 19,066 Est. Cost $147.93 Unrealized +4.5%
IEI ISHARES 3-7 YEAR TREASURY BO 0.8%
Value ($000) $3,030 Shares 25,758 Est. Cost $117.65 Unrealized
RSG REPUBLIC SERVICES INC 0.8%
Value ($000) $3,026 Shares 22,380 Est. Cost $125.23 Unrealized -1.7%
GL GLOBE LIFE INC 0.8%
Value ($000) $3,024 Shares 27,486 Est. Cost $111.62 Unrealized +2.7%
AGNC AGNC INVESTMENT CORP 0.8%
Value ($000) $3,010 Shares 298,600 Est. Cost $10.08 Unrealized
GPC GENUINE PARTS CO 0.8%
Value ($000) $3,006 Shares 17,965 Est. Cost $158.91 Unrealized -2.5%
AFL AFLAC INC 0.8%
Value ($000) $2,981 Shares 46,196 Est. Cost $62.58 Unrealized +2.7%
EQT EQT CORP 0.8%
Value ($000) $2,938 Shares 92,086 Est. Cost $37.94 Unrealized -19.1%
JNJ JOHNSON & JOHNSON 0.8%
Value ($000) $2,893 Shares 18,663 Est. Cost $156.62 Unrealized -5.6%
BMY BRISTOL-MYERS SQUIBB CO 0.8%
Value ($000) $2,854 Shares 41,173 Est. Cost $65.04 Unrealized -5.4%
UNH UNITEDHEALTH GROUP INC 0.8%
Value ($000) $2,846 Shares 6,022 Est. Cost $470.53 Unrealized -2.8%
NLY ANNALY CAPITAL MANAGEMENT IN 0.7%
Value ($000) $2,828 Shares 148,000 Est. Cost $19.11 Unrealized
AMGN AMGEN INC 0.7%
Value ($000) $2,810 Shares 11,622 Est. Cost $241.80 Unrealized -7.3%
QQQM INVESCO NASDAQ 100 ETF 0.7%
Value ($000) $2,807 Shares 21,262 Est. Cost $132.01 Unrealized
KO COCA-COLA CO/THE 0.7%
Value ($000) $2,805 Shares 45,215 Est. Cost $56.71 Unrealized -2.3%
TSM TAIWAN SEMICONDUCTOR-SP ADR 0.7%
Value ($000) $2,800 Shares 30,100 Est. Cost $74.49 Unrealized
KELLOGG CO 0.7%
Value ($000) $2,739 Shares 40,906 Est. Cost $57.31 Unrealized -0.2%
WRB WR BERKLEY CORP 0.7%
Value ($000) $2,726 Shares 43,781 Est. Cost $41.54 Unrealized +0.2%
JKHY JACK HENRY & ASSOCIATES INC 0.7%
Value ($000) $2,689 Shares 17,840 Est. Cost $176.44 Unrealized -9.0%
BKLN INVESCO SENIOR LOAN ETF 0.7%
Value ($000) $2,572 Shares 123,662 Est. Cost $20.59 Unrealized
HIG HARTFORD FINANCIAL SVCS GRP 0.7%
Value ($000) $2,558 Shares 36,701 Est. Cost $65.19 Unrealized +7.7%
TRV TRAVELERS COS INC/THE 0.7%
Value ($000) $2,518 Shares 14,692 Est. Cost $162.30 Unrealized +6.0%
EMHY ISHARES J.P. MORGAN EM HIGH 0.6%
Value ($000) $2,457 Shares 69,734 Est. Cost $35.24 Unrealized
CF CF INDUSTRIES HOLDINGS INC 0.6%
Value ($000) $2,422 Shares 33,415 Est. Cost $92.94 Unrealized -17.8%
LYB LYONDELLBASELL INDU-CL A 0.6%
Value ($000) $2,413 Shares 25,705 Est. Cost $77.14 Unrealized -1.1%
PFG PRINCIPAL FINANCIAL GROUP 0.6%
Value ($000) $2,381 Shares 32,038 Est. Cost $60.97 Unrealized +25.0%
MET METLIFE INC 0.6%
Value ($000) $2,332 Shares 40,245 Est. Cost $57.13 Unrealized +8.1%
DOW DOW INC 0.6%
Value ($000) $2,095 Shares 38,216 Est. Cost $48.52 Unrealized -2.5%
HPQ HP INC 0.5%
Value ($000) $2,060 Shares 70,180 Est. Cost $26.25 Unrealized -2.0%
CVS CVS HEALTH CORP 0.5%
Value ($000) $1,939 Shares 26,090 Est. Cost $82.32 Unrealized -8.7%
TSN TYSON FOODS INC-CL A 0.4%
Value ($000) $1,690 Shares 28,487 Est. Cost $60.67 Unrealized -8.6%
DWX SPDR S&P INTER DVD ETF 0.4%
Value ($000) $1,548 Shares 45,157 Est. Cost $34.28 Unrealized
PBP INVESCO S&P 500 BUYWRITE ETF 0.4%
Value ($000) $1,536 Shares 72,441 Est. Cost $21.20 Unrealized
CVE CENOVUS ENERGY INC 0.4%
Value ($000) $1,467 Shares 84,037 Est. Cost $14.22 Unrealized +19.7%
IMO IMPERIAL OIL LTD 0.4%
Value ($000) $1,356 Shares 26,681 Est. Cost $40.02 Unrealized +15.5%
GHYG ISHARES US&INTL HIGH YIELD C 0.3%
Value ($000) $1,260 Shares 29,417 Est. Cost $42.82 Unrealized
SHYG ISHARES 0-5 YR HY CORP BOND 0.3%
Value ($000) $1,244 Shares 29,853 Est. Cost $41.15 Unrealized
DINO HF SINCLAIR CORP 0.3%
Value ($000) $1,070 Shares 22,114 Est. Cost $44.13 Unrealized +4.1%
TELLURIAN INC 0.2%
Value ($000) $944 Shares 767,240 Est. Cost $3.82 Unrealized
FALN ISHARES FALLEN ANGELS ETF 0.2%
Value ($000) $891 Shares 35,274 Est. Cost $25.27 Unrealized
EPU ISHARES MSCI PERU AND GLOBAL 0.2%
Value ($000) $868 Shares 28,468 Est. Cost $29.82 Unrealized
EWW ISHARES MSCI MEXICO ETF 0.2%
Value ($000) $854 Shares 14,343 Est. Cost $49.45 Unrealized
ECH ISHARES MSCI CHILE ETF 0.2%
Value ($000) $846 Shares 29,410 Est. Cost $25.60 Unrealized
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $825 Shares 7,297 Est. Cost $67.51 Unrealized +64.8%
TECK TECK RESOURCES LTD-CLS B 0.2%
Value ($000) $802 Shares 21,983 Est. Cost $39.46 Unrealized +0.6%
GREK GLOBAL X MSCI GREECE ETF 0.2%
Value ($000) $771 Shares 25,390 Est. Cost $26.64 Unrealized
EWG ISHARES MSCI GERMANY ETF 0.2%
Value ($000) $766 Shares 26,927 Est. Cost $28.46 Unrealized
EWQ ISHARES MSCI FRANCE ETF 0.2%
Value ($000) $761 Shares 20,122 Est. Cost $33.12 Unrealized
TUR ISHARES MSCI TURKEY ETF 0.2%
Value ($000) $760 Shares 23,301 Est. Cost $22.08 Unrealized
EWN ISHARES MSCI NETHERLANDS ETF 0.2%
Value ($000) $760 Shares 18,011 Est. Cost $42.20 Unrealized
EWP ISHARES MSCI SPAIN ETF 0.2%
Value ($000) $747 Shares 26,809 Est. Cost $24.18 Unrealized
EWI ISHARES MSCI ITALY ETF 0.2%
Value ($000) $745 Shares 24,487 Est. Cost $26.94 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.2%
Value ($000) $734 Shares 22,766 Est. Cost $30.78 Unrealized
EOG EOG RESOURCES INC 0.2%
Value ($000) $732 Shares 6,388 Est. Cost $117.82 Unrealized -7.2%
BLDR BUILDERS FIRSTSOURCE INC 0.2%
Value ($000) $707 Shares 7,958 Est. Cost $64.17 Unrealized +23.5%
EWT ISHARES MSCI TAIWAN ETF 0.2%
Value ($000) $694 Shares 15,318 Est. Cost $45.33 Unrealized
EWO ISHARES MSCI AUSTRIA ETF 0.2%
Value ($000) $694 Shares 34,276 Est. Cost $20.25 Unrealized
EWD ISHARES MSCI SWEDEN ETF 0.2%
Value ($000) $669 Shares 18,824 Est. Cost $35.54 Unrealized
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $657 Shares 42,438 Est. Cost $15.48 Unrealized
EWL ISHARES MSCI SWITZERLAND ETF 0.2%
Value ($000) $622 Shares 13,716 Est. Cost $45.32 Unrealized
EMB ISHARES JP MORGAN USD EMERGI 0.2%
Value ($000) $589 Shares 6,832 Est. Cost $86.28 Unrealized
AN AUTONATION INC 0.2%
Value ($000) $578 Shares 4,302 Est. Cost $116.16 Unrealized +10.5%
MUB ISHARES NATIONAL MUNI BOND E 0.1%
Value ($000) $549 Shares 5,097 Est. Cost $107.74 Unrealized
CNQ CANADIAN NATURAL RESOURCES 0.1%
Value ($000) $541 Shares 9,779 Est. Cost $18.06 Unrealized +39.4%
FLRN SPDR BLOOMBERG INVESTMENT GR 0.1%
Value ($000) $535 Shares 17,569 Est. Cost $30.30 Unrealized
UAL UNITED AIRLINES HOLDINGS INC 0.1%
Value ($000) $511 Shares 11,553 Est. Cost $40.58 Unrealized +18.1%
CAR AVIS BUDGET GROUP INC 0.1%
Value ($000) $506 Shares 2,596 Est. Cost $208.77 Unrealized -8.6%
WLK WESTLAKE CORP 0.1%
Value ($000) $478 Shares 4,123 Est. Cost $115.03 Unrealized -4.9%
CLF CLEVELAND-CLIFFS INC 0.1%
Value ($000) $449 Shares 24,505 Est. Cost $22.86 Unrealized -13.4%
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $405 Shares 80,926 Est. Cost $5.51 Unrealized
AR ANTERO RESOURCES CORP 0.1%
Value ($000) $395 Shares 17,122 Est. Cost $34.55 Unrealized -23.7%
OVV OVINTIV INC 0.1%
Value ($000) $382 Shares 10,590 Est. Cost $52.26 Unrealized -15.6%
IGSB ISHARES 1-5Y INV GRADE CORP 0.1%
Value ($000) $338 Shares 6,678 Est. Cost $50.54 Unrealized
MPWR MONOLITHIC POWER SYSTEMS INC 0.1%
Value ($000) $309 Shares 617 Est. Cost $410.37 Unrealized +9.5%
HESS CORP 0.1%
Value ($000) $260 Shares 1,965 Est. Cost $141.82 Unrealized
ALB ALBEMARLE CORP 0.1%
Value ($000) $228 Shares 1,031 Est. Cost $254.58 Unrealized -7.4%
DVN DEVON ENERGY CORP 0.1%
Value ($000) $217 Shares 4,284 Est. Cost $36.63 Unrealized +38.1%
MRVL MARVELL TECHNOLOGY INC 0.1%
Value ($000) $201 Shares 4,642 Est. Cost $55.82 Unrealized -25.4%
ENPH ENPHASE ENERGY INC 0.0%
Value ($000) $180 Shares 856 Est. Cost $203.24 Unrealized +6.6%
DDOG DATADOG INC - CLASS A 0.0%
Value ($000) $178 Shares 2,443 Est. Cost $130.12 Unrealized -43.6%
THD ISHARES MSCI THAILAND ETF 0.0%
Value ($000) $122 Shares 1,661 Est. Cost $75.19 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.0%
Value ($000) $40 Shares 1,490 Est. Cost $26.96 Unrealized