Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 10, 2022

Total Value ($000): $298,602 (100.0% shares, 0.0% debt)

Holdings (90)

SHY ISHARES 1-3 YEAR TREASURY BO 27.8%
Value ($000) $82,954 Shares 1,001,984 Est. Cost $84.54 Unrealized —
RPV INVESCO S&P 500 PURE VALUE E 7.9%
Value ($000) $23,628 Shares 314,661 Est. Cost $79.60 Unrealized —
NUE NUCOR CORP 2.1%
Value ($000) $6,368 Shares 60,990 Est. Cost $112.89 Unrealized +13.3%
ADM ARCHER-DANIELS-MIDLAND CO 2.1%
Value ($000) $6,360 Shares 81,965 Est. Cost $64.54 Unrealized +21.6%
MOS MOSAIC CO/THE 2.1%
Value ($000) $6,326 Shares 133,935 Est. Cost $32.50 Unrealized +71.6%
TSN TYSON FOODS INC-CL A 2.0%
Value ($000) $6,073 Shares 70,572 Est. Cost $74.88 Unrealized +6.0%
MET METLIFE INC 2.0%
Value ($000) $6,047 Shares 96,313 Est. Cost $56.92 Unrealized +4.1%
HPQ HP INC 2.0%
Value ($000) $5,872 Shares 179,141 Est. Cost $27.69 Unrealized +15.8%
CVS CVS HEALTH CORP 2.0%
Value ($000) $5,823 Shares 62,839 Est. Cost $82.63 Unrealized +4.0%
HIG HARTFORD FINANCIAL SVCS GRP 1.9%
Value ($000) $5,645 Shares 86,273 Est. Cost $64.97 Unrealized +0.3%
AIG AMERICAN INTERNATIONAL GROUP 1.8%
Value ($000) $5,439 Shares 106,383 Est. Cost $52.46 Unrealized +1.9%
HPE HEWLETT PACKARD ENTERPRISE 1.8%
Value ($000) $5,320 Shares 401,208 Est. Cost $13.45 Unrealized +1.3%
FANG DIAMONDBACK ENERGY INC 1.2%
Value ($000) $3,606 Shares 29,762 Est. Cost $111.34 Unrealized +3.6%
OXY OCCIDENTAL PETROLEUM CORP 1.2%
Value ($000) $3,575 Shares 60,715 Est. Cost $50.16 Unrealized +15.9%
RJF RAYMOND JAMES FINANCIAL INC 1.2%
Value ($000) $3,556 Shares 39,770 Est. Cost $92.93 Unrealized -0.2%
PFG PRINCIPAL FINANCIAL GROUP 1.1%
Value ($000) $3,187 Shares 47,717 Est. Cost $60.13 Unrealized +2.7%
UNH UNITEDHEALTH GROUP INC 1.0%
Value ($000) $3,082 Shares 6,001 Est. Cost $471.05 Unrealized 0.0%
GIS GENERAL MILLS INC 1.0%
Value ($000) $2,999 Shares 39,749 Est. Cost $61.84 Unrealized 0.0%
WRB WR BERKLEY CORP 1.0%
Value ($000) $2,970 Shares 43,510 Est. Cost $41.54 Unrealized 0.0%
RSG REPUBLIC SERVICES INC 1.0%
Value ($000) $2,914 Shares 22,268 Est. Cost $125.31 Unrealized 0.0%
ABBV ABBVIE INC 1.0%
Value ($000) $2,899 Shares 18,926 Est. Cost $134.11 Unrealized 0.0%
— KELLOGG CO 1.0%
Value ($000) $2,862 Shares 40,119 Est. Cost $57.31 Unrealized 0.0%
PEP PEPSICO INC 0.9%
Value ($000) $2,804 Shares 16,825 Est. Cost $149.80 Unrealized 0.0%
LKQ LKQ CORP 0.9%
Value ($000) $2,802 Shares 57,070 Est. Cost $50.79 Unrealized -11.9%
KO COCA-COLA CO/THE 0.9%
Value ($000) $2,800 Shares 44,503 Est. Cost $56.76 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 0.9%
Value ($000) $2,797 Shares 34,025 Est. Cost $86.26 Unrealized 0.0%
HSY HERSHEY CO/THE 0.9%
Value ($000) $2,780 Shares 12,922 Est. Cost $198.68 Unrealized 0.0%
PSA PUBLIC STORAGE 0.9%
Value ($000) $2,771 Shares 8,861 Est. Cost $276.12 Unrealized +4.6%
VLO VALERO ENERGY CORP 0.9%
Value ($000) $2,766 Shares 26,025 Est. Cost $105.92 Unrealized 0.0%
— DISCOVER FINANCIAL SERVICES 0.9%
Value ($000) $2,758 Shares 29,163 Est. Cost $115.57 Unrealized —
APA APA CORP 0.9%
Value ($000) $2,753 Shares 78,878 Est. Cost $37.71 Unrealized 0.0%
— DUKE REALTY CORP 0.9%
Value ($000) $2,728 Shares 49,649 Est. Cost $65.28 Unrealized —
COR AMERISOURCEBERGEN CORP 0.9%
Value ($000) $2,689 Shares 19,004 Est. Cost $147.67 Unrealized 0.0%
MRSH MARSH & MCLENNAN COS 0.9%
Value ($000) $2,667 Shares 17,181 Est. Cost $156.06 Unrealized -2.8%
TRV TRAVELERS COS INC/THE 0.9%
Value ($000) $2,604 Shares 15,394 Est. Cost $161.81 Unrealized 0.0%
XOM EXXON MOBIL CORP 0.9%
Value ($000) $2,550 Shares 29,772 Est. Cost $79.58 Unrealized 0.0%
MAA MID-AMERICA APARTMENT COMM 0.8%
Value ($000) $2,533 Shares 14,502 Est. Cost $177.68 Unrealized -8.8%
FCX FREEPORT-MCMORAN INC 0.8%
Value ($000) $2,530 Shares 86,480 Est. Cost $35.78 Unrealized +6.0%
EXR EXTRA SPACE STORAGE INC 0.8%
Value ($000) $2,487 Shares 14,622 Est. Cost $166.96 Unrealized -5.0%
MSI MOTOROLA SOLUTIONS INC 0.8%
Value ($000) $2,420 Shares 11,546 Est. Cost $238.43 Unrealized -12.4%
PSX PHILLIPS 66 0.8%
Value ($000) $2,316 Shares 28,253 Est. Cost $80.94 Unrealized 0.0%
PLD PROLOGIS INC 0.8%
Value ($000) $2,298 Shares 19,530 Est. Cost $131.63 Unrealized -6.3%
LYB LYONDELLBASELL INDU-CL A 0.8%
Value ($000) $2,290 Shares 26,185 Est. Cost $79.53 Unrealized 0.0%
— TELLURIAN INC 0.8%
Value ($000) $2,286 Shares 767,240 Est. Cost $3.82 Unrealized —
COF CAPITAL ONE FINANCIAL CORP 0.8%
Value ($000) $2,277 Shares 21,852 Est. Cost $143.40 Unrealized -20.2%
WHR WHIRLPOOL CORP 0.8%
Value ($000) $2,264 Shares 14,620 Est. Cost $194.96 Unrealized -10.8%
IVZ INVESCO LTD 0.7%
Value ($000) $2,237 Shares 138,662 Est. Cost $20.22 Unrealized -21.0%
CVE CENOVUS ENERGY INC 0.7%
Value ($000) $2,211 Shares 116,282 Est. Cost $14.22 Unrealized +27.6%
ACN ACCENTURE PLC-CL A 0.7%
Value ($000) $2,184 Shares 7,866 Est. Cost $341.30 Unrealized -16.6%
MSFT MICROSOFT CORP 0.7%
Value ($000) $2,173 Shares 8,462 Est. Cost $311.72 Unrealized -15.5%
NDAQ NASDAQ INC 0.7%
Value ($000) $2,142 Shares 14,043 Est. Cost $63.80 Unrealized -21.2%
DOW DOW INC 0.7%
Value ($000) $2,042 Shares 39,560 Est. Cost $51.79 Unrealized 0.0%
IWD ISHARES RUSSELL 1000 VALUE E 0.7%
Value ($000) $1,982 Shares 13,673 Est. Cost $153.19 Unrealized —
SYF SYNCHRONY FINANCIAL 0.6%
Value ($000) $1,918 Shares 69,446 Est. Cost $43.70 Unrealized -27.0%
IMO IMPERIAL OIL LTD 0.6%
Value ($000) $1,651 Shares 35,037 Est. Cost $40.02 Unrealized +16.4%
— PIONEER NATURAL RESOURCES CO 0.5%
Value ($000) $1,526 Shares 6,841 Est. Cost $207.59 Unrealized —
— SOUTHWESTERN ENERGY CO 0.4%
Value ($000) $1,336 Shares 213,761 Est. Cost $5.51 Unrealized —
BBWI BATH & BODY WORKS INC 0.4%
Value ($000) $1,170 Shares 43,467 Est. Cost $60.18 Unrealized -34.6%
STLD STEEL DYNAMICS INC 0.4%
Value ($000) $1,169 Shares 17,678 Est. Cost $67.51 Unrealized +12.0%
AN AUTONATION INC 0.4%
Value ($000) $1,046 Shares 9,363 Est. Cost $116.16 Unrealized -2.4%
BLDR BUILDERS FIRSTSOURCE INC 0.3%
Value ($000) $904 Shares 16,838 Est. Cost $64.17 Unrealized -4.4%
CLF CLEVELAND-CLIFFS INC 0.3%
Value ($000) $852 Shares 55,438 Est. Cost $22.86 Unrealized +4.5%
XLE ENERGY SELECT SECTOR SPDR 0.3%
Value ($000) $824 Shares 11,525 Est. Cost $37.90 Unrealized —
COP CONOCOPHILLIPS 0.3%
Value ($000) $789 Shares 8,784 Est. Cost $89.94 Unrealized 0.0%
CTRA COTERRA ENERGY INC 0.3%
Value ($000) $778 Shares 30,161 Est. Cost $25.63 Unrealized 0.0%
CNQ CANADIAN NATURAL RESOURCES 0.3%
Value ($000) $769 Shares 14,328 Est. Cost $17.99 Unrealized +42.3%
CAR AVIS BUDGET GROUP INC 0.2%
Value ($000) $745 Shares 5,066 Est. Cost $208.77 Unrealized -0.2%
TECK TECK RESOURCES LTD-CLS B 0.2%
Value ($000) $740 Shares 24,220 Est. Cost $39.46 Unrealized 0.0%
EIDO ISHARES MSCI INDONESIA ETF 0.2%
Value ($000) $739 Shares 33,032 Est. Cost $23.07 Unrealized —
DINO HF SINCLAIR CORP 0.2%
Value ($000) $582 Shares 12,887 Est. Cost $38.78 Unrealized 0.0%
XLU UTILITIES SELECT SECTOR SPDR 0.2%
Value ($000) $503 Shares 7,168 Est. Cost $62.75 Unrealized —
CF CF INDUSTRIES HOLDINGS INC 0.2%
Value ($000) $494 Shares 5,765 Est. Cost $89.74 Unrealized 0.0%
WLK WESTLAKE CORP 0.2%
Value ($000) $450 Shares 4,594 Est. Cost $115.03 Unrealized 0.0%
— UNITED STATES STEEL CORP 0.1%
Value ($000) $447 Shares 24,953 Est. Cost $24.02 Unrealized —
FNF FIDELITY NATIONAL FINANCIAL 0.1%
Value ($000) $430 Shares 11,642 Est. Cost $38.29 Unrealized -15.3%
DDOG DATADOG INC - CLASS A 0.1%
Value ($000) $424 Shares 4,454 Est. Cost $130.12 Unrealized -15.5%
ACI ALBERTSONS COS INC - CLASS A 0.1%
Value ($000) $423 Shares 15,839 Est. Cost $21.36 Unrealized -2.3%
MRNA MODERNA INC 0.1%
Value ($000) $392 Shares 2,746 Est. Cost $271.10 Unrealized -47.3%
M MACY'S INC 0.1%
Value ($000) $391 Shares 21,337 Est. Cost $26.70 Unrealized -15.3%
DVN DEVON ENERGY CORP 0.1%
Value ($000) $389 Shares 7,052 Est. Cost $36.63 Unrealized +49.1%
ECH ISHARES MSCI CHILE ETF 0.1%
Value ($000) $373 Shares 15,504 Est. Cost $24.11 Unrealized —
— CONTINENTAL RESOURCES INC/OK 0.1%
Value ($000) $338 Shares 5,174 Est. Cost $65.33 Unrealized —
MPWR MONOLITHIC POWER SYSTEMS INC 0.1%
Value ($000) $267 Shares 694 Est. Cost $410.37 Unrealized 0.0%
ENPH ENPHASE ENERGY INC 0.1%
Value ($000) $251 Shares 1,288 Est. Cost $203.24 Unrealized -11.1%
MRVL MARVELL TECHNOLOGY INC 0.1%
Value ($000) $226 Shares 5,201 Est. Cost $55.82 Unrealized 0.0%
— HORIZON THERAPEUTICS PLC 0.1%
Value ($000) $224 Shares 2,808 Est. Cost $104.96 Unrealized —
TSLA TESLA INC 0.1%
Value ($000) $184 Shares 273 Est. Cost $328.59 Unrealized -16.9%
AMD ADVANCED MICRO DEVICES 0.0%
Value ($000) $149 Shares 1,948 Est. Cost $129.67 Unrealized -27.8%
ZS ZSCALER INC 0.0%
Value ($000) $133 Shares 892 Est. Cost $297.94 Unrealized -40.7%
BILL BILL.COM HOLDINGS INC 0.0%
Value ($000) $130 Shares 1,180 Est. Cost $265.71 Unrealized -45.2%