Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 14, 2022

Total Value ($000): $349,933 (100.0% shares, 0.0% debt)

Holdings (129)

SHY ISHARES 1-3 YEAR TREASURY BO 12.5%
Value ($000) $43,791 Shares 511,932 Est. Cost $85.89 Unrealized —
HPQ HP INC 2.7%
Value ($000) $9,323 Shares 247,484 Est. Cost $27.69 Unrealized +1.8%
MOS MOSAIC CO/THE 2.6%
Value ($000) $9,047 Shares 230,272 Est. Cost $32.50 Unrealized +6.8%
WHR WHIRLPOOL CORP 2.3%
Value ($000) $8,126 Shares 34,630 Est. Cost $194.96 Unrealized +12.6%
BBWI BATH & BODY WORKS INC 2.2%
Value ($000) $7,862 Shares 112,647 Est. Cost $60.18 Unrealized +6.3%
IEF ISHARES 7-10 YEAR TREASURY B 1.6%
Value ($000) $5,469 Shares 47,555 Est. Cost $115.02 Unrealized —
HCA HCA HEALTHCARE INC 1.5%
Value ($000) $5,190 Shares 20,199 Est. Cost $195.76 Unrealized +20.6%
PFF ISHARES PREFERRED & INCOME S 1.4%
Value ($000) $5,036 Shares 127,709 Est. Cost $37.65 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 1.4%
Value ($000) $5,036 Shares 227,852 Est. Cost $21.76 Unrealized —
MS MORGAN STANLEY 1.4%
Value ($000) $5,020 Shares 51,140 Est. Cost $62.20 Unrealized +39.5%
LEN LENNAR CORP-A 1.3%
Value ($000) $4,662 Shares 40,133 Est. Cost $81.20 Unrealized +18.3%
GS GOLDMAN SACHS GROUP INC 1.3%
Value ($000) $4,647 Shares 12,147 Est. Cost $319.41 Unrealized +11.6%
RJF RAYMOND JAMES FINANCIAL INC 1.3%
Value ($000) $4,560 Shares 45,421 Est. Cost $92.93 Unrealized 0.0%
AFL AFLAC INC 1.3%
Value ($000) $4,526 Shares 77,520 Est. Cost $49.03 Unrealized +4.0%
DHI DR HORTON INC 1.3%
Value ($000) $4,517 Shares 41,648 Est. Cost $80.42 Unrealized +14.8%
NUE NUCOR CORP 1.3%
Value ($000) $4,510 Shares 39,511 Est. Cost $102.52 Unrealized 0.0%
CVS CVS HEALTH CORP 1.3%
Value ($000) $4,392 Shares 42,574 Est. Cost $80.49 Unrealized 0.0%
CE CELANESE CORP 1.3%
Value ($000) $4,380 Shares 26,061 Est. Cost $146.80 Unrealized +3.4%
HPE HEWLETT PACKARD ENTERPRISE 1.3%
Value ($000) $4,379 Shares 277,673 Est. Cost $13.35 Unrealized 0.0%
PHM PULTEGROUP INC 1.2%
Value ($000) $4,345 Shares 76,017 Est. Cost $48.53 Unrealized +1.5%
FCX FREEPORT-MCMORAN INC 1.2%
Value ($000) $4,323 Shares 103,599 Est. Cost $35.78 Unrealized 0.0%
TSN TYSON FOODS INC-CL A 1.2%
Value ($000) $4,264 Shares 48,922 Est. Cost $72.11 Unrealized 0.0%
GM GENERAL MOTORS CO 1.2%
Value ($000) $4,143 Shares 70,670 Est. Cost $56.71 Unrealized -0.6%
AIG AMERICAN INTERNATIONAL GROUP 1.2%
Value ($000) $4,128 Shares 72,597 Est. Cost $51.82 Unrealized 0.0%
ADM ARCHER-DANIELS-MIDLAND CO 1.2%
Value ($000) $4,088 Shares 60,483 Est. Cost $57.39 Unrealized 0.0%
LKQ LKQ CORP 1.2%
Value ($000) $4,088 Shares 68,092 Est. Cost $50.79 Unrealized 0.0%
PFG PRINCIPAL FINANCIAL GROUP 1.2%
Value ($000) $4,084 Shares 56,460 Est. Cost $60.13 Unrealized 0.0%
MET METLIFE INC 1.2%
Value ($000) $4,053 Shares 64,858 Est. Cost $55.38 Unrealized 0.0%
— DISCOVER FINANCIAL SERVICES 1.1%
Value ($000) $4,024 Shares 34,818 Est. Cost $115.57 Unrealized —
HIG HARTFORD FINANCIAL SVCS GRP 1.1%
Value ($000) $3,954 Shares 57,270 Est. Cost $64.85 Unrealized 0.0%
ALL ALLSTATE CORP 1.1%
Value ($000) $3,886 Shares 33,031 Est. Cost $102.67 Unrealized +4.1%
SYF SYNCHRONY FINANCIAL 1.1%
Value ($000) $3,842 Shares 82,817 Est. Cost $43.70 Unrealized 0.0%
VYM VANGUARD HIGH DVD YIELD ETF 1.1%
Value ($000) $3,821 Shares 34,087 Est. Cost $91.52 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 1.1%
Value ($000) $3,821 Shares 165,304 Est. Cost $20.51 Unrealized —
FDX FEDEX CORP 1.1%
Value ($000) $3,807 Shares 14,718 Est. Cost $270.30 Unrealized -18.6%
COF CAPITAL ONE FINANCIAL CORP 1.1%
Value ($000) $3,805 Shares 26,225 Est. Cost $143.40 Unrealized 0.0%
IVZ INVESCO LTD 1.1%
Value ($000) $3,766 Shares 163,616 Est. Cost $20.22 Unrealized 0.0%
CI CIGNA CORP 1.1%
Value ($000) $3,746 Shares 16,313 Est. Cost $206.92 Unrealized -4.7%
BWA BORGWARNER INC 1.0%
Value ($000) $3,623 Shares 80,387 Est. Cost $41.16 Unrealized -8.1%
BBY BEST BUY CO INC 1.0%
Value ($000) $3,565 Shares 35,093 Est. Cost $93.00 Unrealized +0.9%
GE GENERAL ELECTRIC CO 1.0%
Value ($000) $3,541 Shares 37,487 Est. Cost $65.27 Unrealized -5.7%
XLU UTILITIES SELECT SECTOR SPDR 1.0%
Value ($000) $3,424 Shares 47,833 Est. Cost $62.75 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 1.0%
Value ($000) $3,399 Shares 75,036 Est. Cost $44.15 Unrealized —
JNK SPDR BLOOMBERG HIGH YIELD BO 1.0%
Value ($000) $3,399 Shares 31,308 Est. Cost $103.86 Unrealized —
MAA MID-AMERICA APARTMENT COMM 0.9%
Value ($000) $3,203 Shares 13,961 Est. Cost $178.27 Unrealized 0.0%
PSA PUBLIC STORAGE 0.9%
Value ($000) $3,189 Shares 8,513 Est. Cost $275.62 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.9%
Value ($000) $3,172 Shares 13,989 Est. Cost $167.31 Unrealized 0.0%
PLD PROLOGIS INC 0.9%
Value ($000) $3,160 Shares 18,769 Est. Cost $131.96 Unrealized 0.0%
ACN ACCENTURE PLC-CL A 0.9%
Value ($000) $3,151 Shares 7,602 Est. Cost $343.31 Unrealized 0.0%
— DUKE REALTY CORP 0.9%
Value ($000) $3,143 Shares 47,885 Est. Cost $65.64 Unrealized —
— DISH NETWORK CORP-A 0.9%
Value ($000) $3,096 Shares 95,444 Est. Cost $41.80 Unrealized —
MSI MOTOROLA SOLUTIONS INC 0.9%
Value ($000) $3,028 Shares 11,143 Est. Cost $239.53 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS 0.8%
Value ($000) $2,883 Shares 16,588 Est. Cost $156.21 Unrealized 0.0%
NDAQ NASDAQ INC 0.8%
Value ($000) $2,848 Shares 13,561 Est. Cost $64.29 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE 0.8%
Value ($000) $2,805 Shares 7,827 Est. Cost $125.25 Unrealized +31.8%
MSFT MICROSOFT CORP 0.8%
Value ($000) $2,754 Shares 8,190 Est. Cost $313.41 Unrealized 0.0%
REM ISHARES MORTGAGE REAL ESTATE 0.8%
Value ($000) $2,638 Shares 76,431 Est. Cost $29.62 Unrealized —
JCI JOHNSON CONTROLS INTERNATION 0.8%
Value ($000) $2,633 Shares 32,383 Est. Cost $58.93 Unrealized +18.2%
HD HOME DEPOT INC 0.7%
Value ($000) $2,617 Shares 6,306 Est. Cost $283.84 Unrealized +20.9%
LOW LOWE'S COS INC 0.7%
Value ($000) $2,610 Shares 10,098 Est. Cost $179.51 Unrealized +22.5%
VNQ VANGUARD REAL ESTATE ETF 0.7%
Value ($000) $2,518 Shares 21,703 Est. Cost $84.94 Unrealized —
AJG ARTHUR J GALLAGHER & CO 0.7%
Value ($000) $2,500 Shares 14,732 Est. Cost $134.67 Unrealized +16.4%
EL ESTEE LAUDER COMPANIES-CL A 0.7%
Value ($000) $2,386 Shares 6,446 Est. Cost $282.88 Unrealized +12.3%
DWX SPDR S&P INTER DVD ETF 0.7%
Value ($000) $2,366 Shares 60,848 Est. Cost $36.59 Unrealized —
PNR PENTAIR PLC 0.7%
Value ($000) $2,299 Shares 31,480 Est. Cost $62.30 Unrealized +12.0%
TGT TARGET CORP 0.7%
Value ($000) $2,283 Shares 9,865 Est. Cost $165.13 Unrealized +29.7%
RPV INVESCO S&P 500 PURE VALUE E 0.6%
Value ($000) $2,083 Shares 25,767 Est. Cost $80.84 Unrealized —
RPG INVESCO S&P 500 PURE GROWTH 0.6%
Value ($000) $1,959 Shares 9,293 Est. Cost $210.80 Unrealized —
DE DEERE & CO 0.5%
Value ($000) $1,851 Shares 5,397 Est. Cost $342.83 Unrealized -4.2%
GLW CORNING INC 0.5%
Value ($000) $1,646 Shares 44,216 Est. Cost $38.31 Unrealized -13.0%
FALN ISHARES FALLEN ANGELS ETF 0.5%
Value ($000) $1,583 Shares 52,815 Est. Cost $29.97 Unrealized —
SJNK SPDR BLOOMBERG SHORT TERM HI 0.5%
Value ($000) $1,583 Shares 58,301 Est. Cost $27.15 Unrealized —
HYGV FLEXSHARES HIGH YIELD VALUE 0.5%
Value ($000) $1,583 Shares 32,310 Est. Cost $48.99 Unrealized —
— TELLURIAN INC 0.4%
Value ($000) $1,232 Shares 400,000 Est. Cost $2.34 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 0.3%
Value ($000) $1,176 Shares 22,706 Est. Cost $36.56 Unrealized —
XLV HEALTH CARE SELECT SECTOR 0.3%
Value ($000) $1,176 Shares 8,349 Est. Cost $100.07 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 0.3%
Value ($000) $1,176 Shares 5,754 Est. Cost $127.71 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 0.3%
Value ($000) $1,176 Shares 12,982 Est. Cost $56.35 Unrealized —
XLE ENERGY SELECT SECTOR SPDR 0.3%
Value ($000) $1,176 Shares 21,195 Est. Cost $37.90 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.3%
Value ($000) $1,176 Shares 30,125 Est. Cost $29.48 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 0.3%
Value ($000) $1,176 Shares 11,117 Est. Cost $76.98 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 0.3%
Value ($000) $1,176 Shares 6,766 Est. Cost $77.28 Unrealized —
XLP CONSUMER STAPLES SPDR 0.3%
Value ($000) $1,176 Shares 15,256 Est. Cost $58.64 Unrealized —
VSCO VICTORIA'S SECRET & CO 0.3%
Value ($000) $1,121 Shares 20,177 Est. Cost $60.70 Unrealized -14.2%
SCHP SCHWAB U.S. TIPS ETF 0.3%
Value ($000) $1,049 Shares 16,680 Est. Cost $59.62 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.3%
Value ($000) $1,049 Shares 7,916 Est. Cost $133.71 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.3%
Value ($000) $1,049 Shares 9,021 Est. Cost $112.25 Unrealized —
PDBC INVESCO OPTIMUM YIELD DIVERS 0.2%
Value ($000) $858 Shares 61,002 Est. Cost $16.25 Unrealized —
INDA ISHARES MSCI INDIA ETF 0.2%
Value ($000) $790 Shares 17,225 Est. Cost $34.12 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.2%
Value ($000) $790 Shares 24,955 Est. Cost $32.42 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.2%
Value ($000) $790 Shares 34,375 Est. Cost $22.98 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.2%
Value ($000) $790 Shares 11,854 Est. Cost $40.23 Unrealized —
EWW ISHARES MSCI MEXICO ETF 0.2%
Value ($000) $790 Shares 15,604 Est. Cost $43.00 Unrealized —
CVE CENOVUS ENERGY INC 0.2%
Value ($000) $742 Shares 60,414 Est. Cost $10.88 Unrealized 0.0%
MRNA MODERNA INC 0.2%
Value ($000) $592 Shares 2,329 Est. Cost $292.38 Unrealized 0.0%
BLDR BUILDERS FIRSTSOURCE INC 0.2%
Value ($000) $574 Shares 6,696 Est. Cost $67.74 Unrealized 0.0%
— TURQUOISE HILL RESOURCES LTD 0.2%
Value ($000) $566 Shares 34,407 Est. Cost $16.45 Unrealized —
FLRN SPDR BLOOMBERG INVESTMENT GR 0.2%
Value ($000) $549 Shares 17,963 Est. Cost $30.50 Unrealized —
CLF CLEVELAND-CLIFFS INC 0.1%
Value ($000) $515 Shares 23,666 Est. Cost $21.54 Unrealized 0.0%
IMO IMPERIAL OIL LTD 0.1%
Value ($000) $512 Shares 14,175 Est. Cost $30.95 Unrealized 0.0%
FNF FIDELITY NATIONAL FINANCIAL 0.1%
Value ($000) $506 Shares 9,698 Est. Cost $38.96 Unrealized 0.0%
CNQ CANADIAN NATURAL RESOURCES 0.1%
Value ($000) $504 Shares 11,940 Est. Cost $16.72 Unrealized 0.0%
— UNITED STATES STEEL CORP 0.1%
Value ($000) $502 Shares 21,096 Est. Cost $23.80 Unrealized —
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $500 Shares 8,053 Est. Cost $58.59 Unrealized 0.0%
— PIONEER NATURAL RESOURCES CO 0.1%
Value ($000) $491 Shares 2,702 Est. Cost $181.72 Unrealized —
— SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $486 Shares 104,196 Est. Cost $4.66 Unrealized —
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $484 Shares 4,492 Est. Cost $89.41 Unrealized 0.0%
OXY OCCIDENTAL PETROLEUM CORP 0.1%
Value ($000) $474 Shares 16,335 Est. Cost $29.61 Unrealized 0.0%
M MACY'S INC 0.1%
Value ($000) $468 Shares 17,875 Est. Cost $27.27 Unrealized 0.0%
AN AUTONATION INC 0.1%
Value ($000) $449 Shares 3,839 Est. Cost $120.32 Unrealized 0.0%
IWF ISHARES RUSSELL 1000 GROWTH 0.1%
Value ($000) $412 Shares 1,347 Est. Cost $305.86 Unrealized —
IWD ISHARES RUSSELL 1000 VALUE E 0.1%
Value ($000) $411 Shares 2,450 Est. Cost $167.76 Unrealized —
ACI ALBERTSONS COS INC - CLASS A 0.1%
Value ($000) $403 Shares 13,339 Est. Cost $21.44 Unrealized 0.0%
CAR AVIS BUDGET GROUP INC 0.1%
Value ($000) $378 Shares 1,823 Est. Cost $210.59 Unrealized 0.0%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $258 Shares 1,449 Est. Cost $169.72 Unrealized 0.0%
— HORIZON THERAPEUTICS PLC 0.1%
Value ($000) $257 Shares 2,384 Est. Cost $107.80 Unrealized —
DVN DEVON ENERGY CORP 0.1%
Value ($000) $256 Shares 5,808 Est. Cost $33.60 Unrealized 0.0%
EWL ISHARES MSCI SWITZERLAND ETF 0.1%
Value ($000) $251 Shares 4,764 Est. Cost $45.78 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.1%
Value ($000) $251 Shares 6,462 Est. Cost $35.08 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.1%
Value ($000) $251 Shares 9,873 Est. Cost $22.69 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.1%
Value ($000) $251 Shares 7,582 Est. Cost $31.24 Unrealized —
BILL BILL.COM HOLDINGS INC 0.1%
Value ($000) $250 Shares 1,005 Est. Cost $282.75 Unrealized 0.0%
TSLA TESLA INC 0.1%
Value ($000) $247 Shares 234 Est. Cost $335.39 Unrealized 0.0%
ZS ZSCALER INC 0.1%
Value ($000) $244 Shares 758 Est. Cost $314.89 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES 0.1%
Value ($000) $238 Shares 1,653 Est. Cost $134.42 Unrealized 0.0%
EWI ISHARES MSCI ITALY ETF 0.1%
Value ($000) $227 Shares 6,929 Est. Cost $30.99 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.1%
Value ($000) $203 Shares 4,050 Est. Cost $40.22 Unrealized —
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $201 Shares 1,097 Est. Cost $208.64 Unrealized 0.0%
EWD ISHARES MSCI SWEDEN ETF 0.0%
Value ($000) $156 Shares 3,357 Est. Cost $34.79 Unrealized —