Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 12, 2022

Total Value ($000): $343,328 (100.0% shares, 0.0% debt)

Holdings (111)

SHY ISHARES 1-3 YEAR TREASURY BO 19.7%
Value ($000) $67,510 Shares 809,961 Est. Cost $84.96 Unrealized
MOS MOSAIC CO/THE 4.0%
Value ($000) $13,779 Shares 207,204 Est. Cost $32.50 Unrealized +39.8%
RPV INVESCO S&P 500 PURE VALUE E 3.6%
Value ($000) $12,521 Shares 146,192 Est. Cost $84.80 Unrealized
EFV ISHARES MSCI EAFE VALUE ETF 3.0%
Value ($000) $10,377 Shares 206,458 Est. Cost $50.26 Unrealized
BBJP JPMORGAN BETABUILDERS JAPAN 2.6%
Value ($000) $8,963 Shares 176,638 Est. Cost $50.74 Unrealized
HPQ HP INC 2.4%
Value ($000) $8,117 Shares 223,606 Est. Cost $27.69 Unrealized +15.7%
BBEU JPMORGAN BETABUILDERS EUROPE 1.9%
Value ($000) $6,395 Shares 116,524 Est. Cost $54.88 Unrealized
WHR WHIRLPOOL CORP 1.6%
Value ($000) $5,418 Shares 31,357 Est. Cost $194.96 Unrealized +4.0%
NUE NUCOR CORP 1.6%
Value ($000) $5,357 Shares 36,036 Est. Cost $102.52 Unrealized +12.7%
ADM ARCHER-DANIELS-MIDLAND CO 1.4%
Value ($000) $4,889 Shares 54,163 Est. Cost $57.39 Unrealized +21.3%
BBWI BATH & BODY WORKS INC 1.4%
Value ($000) $4,856 Shares 101,595 Est. Cost $60.18 Unrealized -19.0%
HCA HCA HEALTHCARE INC 1.3%
Value ($000) $4,603 Shares 18,368 Est. Cost $195.76 Unrealized +24.0%
FCX FREEPORT-MCMORAN INC 1.3%
Value ($000) $4,590 Shares 92,276 Est. Cost $35.78 Unrealized +16.9%
AFL AFLAC INC 1.3%
Value ($000) $4,560 Shares 70,820 Est. Cost $49.03 Unrealized +16.9%
RJF RAYMOND JAMES FINANCIAL INC 1.3%
Value ($000) $4,540 Shares 41,308 Est. Cost $92.93 Unrealized +7.6%
TELLURIAN INC 1.2%
Value ($000) $4,240 Shares 800,000 Est. Cost $3.82 Unrealized
ALL ALLSTATE CORP 1.2%
Value ($000) $4,194 Shares 30,283 Est. Cost $102.67 Unrealized +11.3%
HPE HEWLETT PACKARD ENTERPRISE 1.2%
Value ($000) $4,149 Shares 248,275 Est. Cost $13.35 Unrealized +12.1%
MS MORGAN STANLEY 1.2%
Value ($000) $4,086 Shares 46,749 Est. Cost $62.20 Unrealized +36.0%
MET METLIFE INC 1.2%
Value ($000) $4,074 Shares 57,962 Est. Cost $55.38 Unrealized +8.5%
AIG AMERICAN INTERNATIONAL GROUP 1.2%
Value ($000) $4,066 Shares 64,775 Est. Cost $51.82 Unrealized +6.2%
TSN TYSON FOODS INC-CL A 1.1%
Value ($000) $3,912 Shares 43,641 Est. Cost $72.11 Unrealized +11.5%
CVS CVS HEALTH CORP 1.1%
Value ($000) $3,845 Shares 37,991 Est. Cost $80.49 Unrealized +14.3%
PFG PRINCIPAL FINANCIAL GROUP 1.1%
Value ($000) $3,710 Shares 50,540 Est. Cost $60.13 Unrealized +4.6%
HIG HARTFORD FINANCIAL SVCS GRP 1.1%
Value ($000) $3,670 Shares 51,108 Est. Cost $64.85 Unrealized +0.5%
GS GOLDMAN SACHS GROUP INC 1.1%
Value ($000) $3,661 Shares 11,090 Est. Cost $319.41 Unrealized +0.1%
CI CIGNA CORP 1.0%
Value ($000) $3,576 Shares 14,924 Est. Cost $206.92 Unrealized +5.5%
DISCOVER FINANCIAL SERVICES 1.0%
Value ($000) $3,419 Shares 31,026 Est. Cost $115.57 Unrealized
CE CELANESE CORP 1.0%
Value ($000) $3,396 Shares 23,772 Est. Cost $146.80 Unrealized -2.7%
IVZ INVESCO LTD 1.0%
Value ($000) $3,386 Shares 146,814 Est. Cost $20.22 Unrealized -8.3%
PSA PUBLIC STORAGE 1.0%
Value ($000) $3,328 Shares 8,528 Est. Cost $275.62 Unrealized +9.3%
GE GENERAL ELECTRIC CO 0.9%
Value ($000) $3,126 Shares 34,168 Est. Cost $65.27 Unrealized -10.3%
FDX FEDEX CORP 0.9%
Value ($000) $3,111 Shares 13,444 Est. Cost $270.30 Unrealized -20.1%
COF CAPITAL ONE FINANCIAL CORP 0.9%
Value ($000) $3,068 Shares 23,366 Est. Cost $143.40 Unrealized -5.2%
PLD PROLOGIS INC 0.9%
Value ($000) $3,034 Shares 18,786 Est. Cost $131.96 Unrealized +2.6%
LEN LENNAR CORP-A 0.9%
Value ($000) $2,968 Shares 36,568 Est. Cost $81.20 Unrealized +4.6%
BBY BEST BUY CO INC 0.9%
Value ($000) $2,929 Shares 32,222 Est. Cost $93.00 Unrealized -11.6%
MAA MID-AMERICA APARTMENT COMM 0.9%
Value ($000) $2,928 Shares 13,978 Est. Cost $178.27 Unrealized +1.8%
PHM PULTEGROUP INC 0.8%
Value ($000) $2,901 Shares 69,237 Est. Cost $48.53 Unrealized -1.5%
EXR EXTRA SPACE STORAGE INC 0.8%
Value ($000) $2,886 Shares 14,039 Est. Cost $167.31 Unrealized +1.0%
BWA BORGWARNER INC 0.8%
Value ($000) $2,860 Shares 73,531 Est. Cost $41.16 Unrealized -14.2%
MRSH MARSH & MCLENNAN COS 0.8%
Value ($000) $2,828 Shares 16,592 Est. Cost $156.21 Unrealized -4.8%
DHI DR HORTON INC 0.8%
Value ($000) $2,826 Shares 37,925 Est. Cost $80.42 Unrealized +3.6%
GM GENERAL MOTORS CO 0.8%
Value ($000) $2,807 Shares 64,179 Est. Cost $56.71 Unrealized -15.1%
DUKE REALTY CORP 0.8%
Value ($000) $2,786 Shares 47,980 Est. Cost $65.64 Unrealized
LKQ LKQ CORP 0.8%
Value ($000) $2,759 Shares 60,760 Est. Cost $50.79 Unrealized -9.0%
DISH NETWORK CORP-A 0.8%
Value ($000) $2,751 Shares 86,911 Est. Cost $41.80 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.8%
Value ($000) $2,697 Shares 11,136 Est. Cost $239.53 Unrealized -7.4%
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value ($000) $2,616 Shares 112,482 Est. Cost $20.51 Unrealized
SYF SYNCHRONY FINANCIAL 0.7%
Value ($000) $2,572 Shares 73,885 Est. Cost $43.70 Unrealized -12.6%
VYM VANGUARD HIGH DVD YIELD ETF 0.7%
Value ($000) $2,572 Shares 22,914 Est. Cost $91.52 Unrealized
ACN ACCENTURE PLC-CL A 0.7%
Value ($000) $2,562 Shares 7,596 Est. Cost $343.31 Unrealized -7.2%
MSFT MICROSOFT CORP 0.7%
Value ($000) $2,521 Shares 8,176 Est. Cost $313.41 Unrealized -7.0%
XLU UTILITIES SELECT SECTOR SPDR 0.7%
Value ($000) $2,473 Shares 33,209 Est. Cost $62.75 Unrealized
NDAQ NASDAQ INC 0.7%
Value ($000) $2,415 Shares 13,552 Est. Cost $64.29 Unrealized -12.9%
AJG ARTHUR J GALLAGHER & CO 0.7%
Value ($000) $2,368 Shares 13,563 Est. Cost $134.67 Unrealized +13.9%
ODFL OLD DOMINION FREIGHT LINE 0.6%
Value ($000) $2,148 Shares 7,192 Est. Cost $125.25 Unrealized +21.8%
DE DEERE & CO 0.6%
Value ($000) $2,059 Shares 4,956 Est. Cost $342.83 Unrealized +5.9%
JCI JOHNSON CONTROLS INTERNATION 0.6%
Value ($000) $1,961 Shares 29,909 Est. Cost $58.93 Unrealized +8.0%
TGT TARGET CORP 0.6%
Value ($000) $1,931 Shares 9,097 Est. Cost $165.13 Unrealized +15.9%
LOW LOWE'S COS INC 0.5%
Value ($000) $1,881 Shares 9,304 Est. Cost $179.51 Unrealized +18.9%
HD HOME DEPOT INC 0.5%
Value ($000) $1,743 Shares 5,824 Est. Cost $283.84 Unrealized +10.6%
EL ESTEE LAUDER COMPANIES-CL A 0.5%
Value ($000) $1,615 Shares 5,931 Est. Cost $282.88 Unrealized -0.2%
XLE ENERGY SELECT SECTOR SPDR 0.5%
Value ($000) $1,586 Shares 20,747 Est. Cost $37.90 Unrealized
PNR PENTAIR PLC 0.5%
Value ($000) $1,573 Shares 29,020 Est. Cost $62.30 Unrealized -7.7%
XLRE REAL ESTATE SELECT SECT SPDR 0.5%
Value ($000) $1,563 Shares 32,349 Est. Cost $40.06 Unrealized
GLW CORNING INC 0.4%
Value ($000) $1,513 Shares 40,989 Est. Cost $38.31 Unrealized -8.8%
XLP CONSUMER STAPLES SPDR 0.4%
Value ($000) $1,477 Shares 19,461 Est. Cost $62.37 Unrealized
XLV HEALTH CARE SELECT SECTOR 0.4%
Value ($000) $1,444 Shares 10,541 Est. Cost $107.75 Unrealized
VNQ VANGUARD REAL ESTATE ETF 0.4%
Value ($000) $1,209 Shares 11,157 Est. Cost $84.94 Unrealized
CVE CENOVUS ENERGY INC 0.3%
Value ($000) $1,075 Shares 64,462 Est. Cost $11.06 Unrealized +24.9%
OXY OCCIDENTAL PETROLEUM CORP 0.3%
Value ($000) $989 Shares 17,439 Est. Cost $30.37 Unrealized +37.5%
EPU ISHARES MSCI PERU ETF 0.3%
Value ($000) $942 Shares 25,310 Est. Cost $37.22 Unrealized
VSCO VICTORIA'S SECRET & CO 0.3%
Value ($000) $940 Shares 18,311 Est. Cost $60.70 Unrealized -10.4%
EZA ISHARES MSCI SOUTH AFRICA ET 0.3%
Value ($000) $930 Shares 16,745 Est. Cost $55.54 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value ($000) $917 Shares 24,259 Est. Cost $37.80 Unrealized
EIDO ISHARES MSCI INDONESIA ETF 0.3%
Value ($000) $897 Shares 36,244 Est. Cost $23.07 Unrealized
EWW ISHARES MSCI MEXICO ETF 0.3%
Value ($000) $871 Shares 15,849 Est. Cost $43.18 Unrealized
IWD ISHARES RUSSELL 1000 VALUE E 0.2%
Value ($000) $854 Shares 5,145 Est. Cost $166.83 Unrealized
UNITED STATES STEEL CORP 0.2%
Value ($000) $850 Shares 22,519 Est. Cost $24.68 Unrealized
PDBC INVESCO OPTIMUM YIELD DIVERS 0.2%
Value ($000) $816 Shares 46,261 Est. Cost $16.25 Unrealized
CLF CLEVELAND-CLIFFS INC 0.2%
Value ($000) $812 Shares 25,208 Est. Cost $21.62 Unrealized +5.4%
SOUTHWESTERN ENERGY CO 0.2%
Value ($000) $796 Shares 110,984 Est. Cost $4.82 Unrealized
CNQ CANADIAN NATURAL RESOURCES 0.2%
Value ($000) $795 Shares 12,828 Est. Cost $17.10 Unrealized +30.1%
IMO IMPERIAL OIL LTD 0.2%
Value ($000) $735 Shares 15,211 Est. Cost $31.49 Unrealized +23.5%
PIONEER NATURAL RESOURCES CO 0.2%
Value ($000) $730 Shares 2,921 Est. Cost $186.83 Unrealized
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $716 Shares 8,578 Est. Cost $58.89 Unrealized +7.7%
EWM ISHARES MSCI MALAYSIA ETF 0.2%
Value ($000) $705 Shares 27,529 Est. Cost $25.61 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.2%
Value ($000) $688 Shares 17,946 Est. Cost $29.48 Unrealized
FANG DIAMONDBACK ENERGY INC 0.2%
Value ($000) $658 Shares 4,802 Est. Cost $90.58 Unrealized +18.8%
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value ($000) $568 Shares 9,361 Est. Cost $59.62 Unrealized
CAR AVIS BUDGET GROUP INC 0.1%
Value ($000) $511 Shares 1,941 Est. Cost $209.41 Unrealized -8.7%
FNF FIDELITY NATIONAL FINANCIAL 0.1%
Value ($000) $509 Shares 10,418 Est. Cost $38.98 Unrealized +0.8%
ACI ALBERTSONS COS INC - CLASS A 0.1%
Value ($000) $474 Shares 14,266 Est. Cost $21.42 Unrealized -1.4%
M MACY'S INC 0.1%
Value ($000) $467 Shares 19,166 Est. Cost $27.16 Unrealized -5.7%
BLDR BUILDERS FIRSTSOURCE INC 0.1%
Value ($000) $460 Shares 7,131 Est. Cost $68.04 Unrealized +6.7%
MRNA MODERNA INC 0.1%
Value ($000) $427 Shares 2,481 Est. Cost $284.78 Unrealized -40.9%
AN AUTONATION INC 0.1%
Value ($000) $407 Shares 4,089 Est. Cost $119.72 Unrealized -7.7%
DVN DEVON ENERGY CORP 0.1%
Value ($000) $372 Shares 6,287 Est. Cost $34.44 Unrealized +29.4%
THD ISHARES MSCI THAILAND ETF 0.1%
Value ($000) $369 Shares 4,726 Est. Cost $78.08 Unrealized
TSLA TESLA INC 0.1%
Value ($000) $268 Shares 249 Est. Cost $333.95 Unrealized -6.7%
HORIZON THERAPEUTICS PLC 0.1%
Value ($000) $267 Shares 2,538 Est. Cost $107.64 Unrealized
BILL BILL.COM HOLDINGS INC 0.1%
Value ($000) $242 Shares 1,067 Est. Cost $278.44 Unrealized -25.1%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $235 Shares 1,166 Est. Cost $205.59 Unrealized -23.6%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $234 Shares 1,542 Est. Cost $168.31 Unrealized -13.1%
ZS ZSCALER INC 0.1%
Value ($000) $195 Shares 807 Est. Cost $310.69 Unrealized -20.9%
AMD ADVANCED MICRO DEVICES 0.1%
Value ($000) $193 Shares 1,761 Est. Cost $133.50 Unrealized -10.6%
EWU ISHARES MSCI UNITED KINGDOM 0.0%
Value ($000) $113 Shares 3,352 Est. Cost $31.24 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.0%
Value ($000) $40 Shares 1,274 Est. Cost $32.42 Unrealized
ECH ISHARES MSCI CHILE ETF 0.0%
Value ($000) $4 Shares 134 Est. Cost $29.85 Unrealized
WIP SPDR FTSE INTERNATIONAL GOVE 0.0%
Value ($000) $3 Shares 47 Est. Cost $63.83 Unrealized