Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $588,675 (100.0% shares, 0.0% debt)

Holdings (143)

SHY ISHARES 1-3 YEAR TREASURY BO 17.5%
Value ($000) $103,226 Shares 1,209,866 Est. Cost $84.75 Unrealized —
HIG HARTFORD FINANCIAL SVCS GRP 4.2%
Value ($000) $24,652 Shares 555,484 Est. Cost $35.91 Unrealized +1.0%
F FORD MOTOR CO 4.0%
Value ($000) $23,517 Shares 1,870,890 Est. Cost $7.89 Unrealized +0.6%
GM GENERAL MOTORS CO 4.0%
Value ($000) $23,312 Shares 823,759 Est. Cost $24.27 Unrealized +2.2%
GME GAMESTOP CORP-CLASS A 3.2%
Value ($000) $18,814 Shares 707,817 Est. Cost $7.13 Unrealized -19.6%
T AT&T INC 2.8%
Value ($000) $16,719 Shares 386,907 Est. Cost $13.84 Unrealized +9.2%
TRV TRAVELERS COS INC/THE 2.7%
Value ($000) $16,150 Shares 135,669 Est. Cost $82.60 Unrealized +10.8%
ADM ARCHER-DANIELS-MIDLAND CO 2.4%
Value ($000) $13,887 Shares 323,773 Est. Cost $25.95 Unrealized +15.5%
PSX PHILLIPS 66 2.3%
Value ($000) $13,761 Shares 173,440 Est. Cost $54.15 Unrealized +4.7%
RIG TRANSOCEAN LTD 2.1%
Value ($000) $12,433 Shares 1,045,654 Est. Cost $9.94 Unrealized +2.9%
XLU UTILITIES SELECT SECTOR SPDR 2.1%
Value ($000) $12,155 Shares 231,650 Est. Cost $49.62 Unrealized —
NAVI NAVIENT CORP 2.0%
Value ($000) $11,872 Shares 993,407 Est. Cost $10.40 Unrealized +22.3%
UNM UNUM GROUP 2.0%
Value ($000) $11,864 Shares 373,197 Est. Cost $29.34 Unrealized +15.3%
XLP CONSUMER STAPLES SPDR 2.0%
Value ($000) $11,516 Shares 208,811 Est. Cost $50.49 Unrealized —
PRU PRUDENTIAL FINANCIAL INC 2.0%
Value ($000) $11,509 Shares 161,327 Est. Cost $44.81 Unrealized +9.3%
VLO VALERO ENERGY CORP 2.0%
Value ($000) $11,486 Shares 225,206 Est. Cost $29.74 Unrealized +29.4%
BBY BEST BUY CO INC 1.9%
Value ($000) $11,113 Shares 363,151 Est. Cost $21.08 Unrealized +6.2%
MPC MARATHON PETROLEUM CORP 1.9%
Value ($000) $11,079 Shares 291,857 Est. Cost $33.54 Unrealized -18.9%
XLI INDUSTRIAL SELECT SECT SPDR 1.9%
Value ($000) $11,008 Shares 196,539 Est. Cost $55.47 Unrealized —
— TESORO CORP 1.9%
Value ($000) $10,891 Shares 145,373 Est. Cost $94.38 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 1.8%
Value ($000) $10,844 Shares 234,019 Est. Cost $46.34 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 1.8%
Value ($000) $10,481 Shares 241,662 Est. Cost $42.83 Unrealized —
XLV HEALTH CARE SELECT SECTOR 1.8%
Value ($000) $10,456 Shares 145,819 Est. Cost $71.71 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 1.7%
Value ($000) $9,969 Shares 127,711 Est. Cost $69.65 Unrealized —
— SPDR S&P OIL & GAS EXP & PR 1.6%
Value ($000) $9,615 Shares 276,200 Est. Cost — Unrealized —
MKC MCCORMICK & CO-NON VTG SHRS 1.3%
Value ($000) $7,787 Shares 72,997 Est. Cost $34.58 Unrealized +17.6%
CLX CLOROX COMPANY 1.3%
Value ($000) $7,480 Shares 54,053 Est. Cost $87.84 Unrealized +12.3%
PSA PUBLIC STORAGE 1.2%
Value ($000) $7,257 Shares 28,394 Est. Cost $145.43 Unrealized +19.8%
EWZ ISHARES MSCI BRAZIL CAPPED E 0.9%
Value ($000) $5,433 Shares 180,046 Est. Cost $30.18 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.9%
Value ($000) $5,025 Shares 205,453 Est. Cost $23.63 Unrealized —
EPU ISHARES MSCI ALL PERU CAPPED 0.8%
Value ($000) $4,845 Shares 156,844 Est. Cost $29.55 Unrealized —
ECH ISHARES MSCI CHILE CAPPED ET 0.8%
Value ($000) $4,842 Shares 131,575 Est. Cost $36.80 Unrealized —
— ISHARES MSCI TAIWAN ETF 0.8%
Value ($000) $4,789 Shares 340,839 Est. Cost $14.05 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.8%
Value ($000) $4,785 Shares 122,166 Est. Cost $39.17 Unrealized —
THD ISHARES MSCI THAILAND CAPPED 0.8%
Value ($000) $4,705 Shares 68,281 Est. Cost $68.91 Unrealized —
STZ CONSTELLATION BRANDS INC-A 0.7%
Value ($000) $4,355 Shares 26,327 Est. Cost $106.34 Unrealized +27.5%
— REYNOLDS AMERICAN INC 0.7%
Value ($000) $4,272 Shares 79,208 Est. Cost $44.33 Unrealized —
— CR BARD INC 0.7%
Value ($000) $4,092 Shares 17,398 Est. Cost $186.37 Unrealized —
PGR PROGRESSIVE CORP 0.6%
Value ($000) $3,790 Shares 113,110 Est. Cost $22.28 Unrealized +12.6%
EPI WISDOMTREE INDIA EARNINGS 0.6%
Value ($000) $3,769 Shares 186,653 Est. Cost $20.19 Unrealized —
AZO AUTOZONE INC 0.6%
Value ($000) $3,657 Shares 4,607 Est. Cost $709.42 Unrealized +8.6%
— DENBURY RESOURCES INC 0.6%
Value ($000) $3,650 Shares 1,016,700 Est. Cost — Unrealized —
GIS GENERAL MILLS INC 0.6%
Value ($000) $3,458 Shares 48,482 Est. Cost $41.20 Unrealized +10.3%
EWY ISHARES MSCI SOUTH KOREA CAP 0.6%
Value ($000) $3,399 Shares 65,268 Est. Cost $52.08 Unrealized —
RSG REPUBLIC SERVICES INC 0.5%
Value ($000) $3,208 Shares 62,525 Est. Cost $38.36 Unrealized +6.4%
CVS CVS HEALTH CORP 0.5%
Value ($000) $3,207 Shares 33,491 Est. Cost $54.78 Unrealized +36.0%
— KELLOGG CO 0.5%
Value ($000) $3,201 Shares 39,203 Est. Cost $48.67 Unrealized +4.6%
CPB CAMPBELL SOUP CO 0.5%
Value ($000) $3,073 Shares 46,190 Est. Cost $43.03 Unrealized +7.2%
KMB KIMBERLY-CLARK CORP 0.5%
Value ($000) $3,055 Shares 22,219 Est. Cost $92.77 Unrealized +1.3%
XLE ENERGY SELECT SECTOR SPDR 0.5%
Value ($000) $2,979 Shares 43,662 Est. Cost $68.23 Unrealized —
MCD MCDONALD'S CORP 0.5%
Value ($000) $2,930 Shares 24,347 Est. Cost $93.96 Unrealized +5.5%
CANE TEUCRIUM SUGAR FUND 0.5%
Value ($000) $2,714 Shares 209,470 Est. Cost $10.19 Unrealized —
GLD SPDR GOLD SHARES 0.4%
Value ($000) $2,625 Shares 20,755 Est. Cost $118.92 Unrealized —
SOYB TEUCRIUM SOYBEAN FUND 0.4%
Value ($000) $2,562 Shares 120,049 Est. Cost $21.34 Unrealized —
COR AMERISOURCEBERGEN CORP 0.4%
Value ($000) $2,556 Shares 32,225 Est. Cost $77.38 Unrealized -22.6%
— VANECK VECTORS RUSSIA ETF 0.3%
Value ($000) $1,590 Shares 91,300 Est. Cost $17.42 Unrealized —
FAF FIRST AMERICAN FINANCIAL 0.2%
Value ($000) $1,295 Shares 32,188 Est. Cost $23.97 Unrealized +13.0%
CORN TEUCRIUM CORN FUND 0.2%
Value ($000) $1,168 Shares 56,991 Est. Cost $20.49 Unrealized —
BANC BANC OF CALIFORNIA INC 0.2%
Value ($000) $1,113 Shares 61,499 Est. Cost $15.33 Unrealized 0.0%
CMC COMMERCIAL METALS CO 0.2%
Value ($000) $1,113 Shares 65,857 Est. Cost $12.50 Unrealized +14.0%
— ISHARES MORTGAGE REAL ESTATE 0.2%
Value ($000) $996 Shares 97,084 Est. Cost $10.26 Unrealized —
PFF ISHARES US PREFERRED STOCK E 0.2%
Value ($000) $980 Shares 24,572 Est. Cost $39.18 Unrealized —
— SHIP FINANCE INTL LTD 0.2%
Value ($000) $913 Shares 61,932 Est. Cost $14.74 Unrealized —
ONB OLD NATIONAL BANCORP 0.2%
Value ($000) $907 Shares 72,354 Est. Cost $12.65 Unrealized 0.0%
AEO AMERICAN EAGLE OUTFITTERS 0.2%
Value ($000) $895 Shares 56,156 Est. Cost $11.72 Unrealized 0.0%
— TIME INC 0.2%
Value ($000) $891 Shares 54,111 Est. Cost $15.65 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.2%
Value ($000) $891 Shares 16,484 Est. Cost $54.05 Unrealized —
CNO CNO FINANCIAL GROUP INC 0.1%
Value ($000) $860 Shares 49,244 Est. Cost $15.23 Unrealized 0.0%
NAT NORDIC AMERICAN TANKERS LTD 0.1%
Value ($000) $850 Shares 61,163 Est. Cost $14.56 Unrealized 0.0%
GBX GREENBRIER COMPANIES INC 0.1%
Value ($000) $801 Shares 27,494 Est. Cost $24.97 Unrealized -12.5%
— STEELCASE INC-CL A 0.1%
Value ($000) $797 Shares 58,719 Est. Cost $13.57 Unrealized —
— ATWOOD OCEANICS INC 0.1%
Value ($000) $778 Shares 62,112 Est. Cost $10.12 Unrealized —
DHT DHT HOLDINGS INC 0.1%
Value ($000) $743 Shares 147,619 Est. Cost $3.50 Unrealized -21.0%
CALM CAL-MAINE FOODS INC 0.1%
Value ($000) $735 Shares 16,594 Est. Cost $35.15 Unrealized +1.9%
— COOPER TIRE & RUBBER 0.1%
Value ($000) $729 Shares 24,441 Est. Cost $34.74 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 0.1%
Value ($000) $625 Shares 5,529 Est. Cost $110.34 Unrealized —
— SCORPIO TANKERS INC 0.1%
Value ($000) $625 Shares 148,839 Est. Cost $4.20 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 0.1%
Value ($000) $617 Shares 4,844 Est. Cost $125.96 Unrealized —
POOL POOL CORP 0.1%
Value ($000) $550 Shares 5,845 Est. Cost $74.35 Unrealized +8.2%
ANF ABERCROMBIE & FITCH CO-CL A 0.1%
Value ($000) $541 Shares 30,360 Est. Cost $19.77 Unrealized 0.0%
UPBD RENT-A-CENTER INC 0.1%
Value ($000) $507 Shares 41,317 Est. Cost $22.96 Unrealized -41.4%
— TEEKAY TANKERS LTD-CLASS A 0.1%
Value ($000) $411 Shares 137,976 Est. Cost $6.51 Unrealized —
— ALON USA ENERGY INC 0.1%
Value ($000) $406 Shares 62,617 Est. Cost $14.36 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 0.1%
Value ($000) $394 Shares 4,655 Est. Cost $84.64 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.1%
Value ($000) $393 Shares 8,471 Est. Cost $46.39 Unrealized —
GHYG ISHARES GLOBAL HIGH YIELD CO 0.1%
Value ($000) $391 Shares 8,212 Est. Cost $47.61 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.1%
Value ($000) $378 Shares 3,284 Est. Cost $111.20 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.1%
Value ($000) $378 Shares 7,652 Est. Cost $47.46 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.1%
Value ($000) $371 Shares 5,194 Est. Cost $69.43 Unrealized —
— POWERSHARES S&P 500 BUYWRITE 0.1%
Value ($000) $333 Shares 16,068 Est. Cost $20.72 Unrealized —
PLUG PLUG POWER INC 0.1%
Value ($000) $326 Shares 175,000 Est. Cost $2.40 Unrealized -20.4%
CHE CHEMED CORP 0.0%
Value ($000) $262 Shares 1,921 Est. Cost $104.59 Unrealized +22.3%
HELE HELEN OF TROY LTD 0.0%
Value ($000) $258 Shares 2,506 Est. Cost $99.38 Unrealized +1.6%
— CONVERGYS CORP 0.0%
Value ($000) $257 Shares 10,296 Est. Cost $25.19 Unrealized —
MZTI LANCASTER COLONY CORP 0.0%
Value ($000) $249 Shares 1,954 Est. Cost $118.56 Unrealized 0.0%
— AMSURG CORP 0.0%
Value ($000) $239 Shares 3,083 Est. Cost $75.89 Unrealized —
WST WEST PHARMACEUTICAL SERVICES 0.0%
Value ($000) $234 Shares 3,079 Est. Cost $70.21 Unrealized 0.0%
MNRO MONRO MUFFLER BRAKE INC 0.0%
Value ($000) $232 Shares 3,652 Est. Cost $70.68 Unrealized -6.4%
MTN VAIL RESORTS INC 0.0%
Value ($000) $229 Shares 1,657 Est. Cost $107.94 Unrealized +22.3%
— ISHARES MSCI MALAYSIA ETF 0.0%
Value ($000) $227 Shares 27,331 Est. Cost $8.31 Unrealized —
MMS MAXIMUS INC 0.0%
Value ($000) $222 Shares 4,013 Est. Cost $61.50 Unrealized -12.3%
TXRH TEXAS ROADHOUSE INC 0.0%
Value ($000) $220 Shares 4,817 Est. Cost $37.72 Unrealized 0.0%
BFAM BRIGHT HORIZONS FAMILY SOLUT 0.0%
Value ($000) $219 Shares 3,309 Est. Cost $65.08 Unrealized 0.0%
— 1347 PROPERTY INSURANCE HOLD 0.0%
Value ($000) $217 Shares 34,000 Est. Cost $7.51 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.0%
Value ($000) $216 Shares 5,457 Est. Cost $43.83 Unrealized —
— STERLING BANCORP/DE 0.0%
Value ($000) $213 Shares 13,552 Est. Cost $15.72 Unrealized —
ZD J2 GLOBAL INC 0.0%
Value ($000) $210 Shares 3,332 Est. Cost $67.22 Unrealized -17.2%
ACH OWENS & MINOR INC 0.0%
Value ($000) $200 Shares 5,341 Est. Cost $33.36 Unrealized 0.0%
CSGS CSG SYSTEMS INTL INC 0.0%
Value ($000) $190 Shares 4,718 Est. Cost $35.23 Unrealized 0.0%
ACLS AXCELIS TECHNOLOGIES INC 0.0%
Value ($000) $183 Shares 17,000 Est. Cost $10.72 Unrealized 0.0%
— BOFI HOLDING INC 0.0%
Value ($000) $128 Shares 7,224 Est. Cost $21.11 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.0%
Value ($000) $121 Shares 3,441 Est. Cost $35.16 Unrealized —
— COSI INC 0.0%
Value ($000) $120 Shares 240,000 Est. Cost $2.01 Unrealized —
— NEONODE INC 0.0%
Value ($000) $112 Shares 76,864 Est. Cost $3.05 Unrealized —
— AGENUS INC 0.0%
Value ($000) $109 Shares 27,000 Est. Cost $4.61 Unrealized —
— ISHARES INTERNATIONAL INFLAT 0.0%
Value ($000) $101 Shares 2,330 Est. Cost $43.30 Unrealized —
— RESONANT INC 0.0%
Value ($000) $101 Shares 23,000 Est. Cost $3.17 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.0%
Value ($000) $100 Shares 813 Est. Cost $119.74 Unrealized —
TIP ISHARES TIPS BOND ETF 0.0%
Value ($000) $99 Shares 849 Est. Cost $114.48 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.0%
Value ($000) $98 Shares 862 Est. Cost $111.59 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.0%
Value ($000) $97 Shares 1,917 Est. Cost $50.60 Unrealized —
IGSB ISHARES 1-3 YEAR CREDIT BOND 0.0%
Value ($000) $97 Shares 918 Est. Cost $105.97 Unrealized —
— INTREXON CORP 0.0%
Value ($000) $96 Shares 3,900 Est. Cost $30.63 Unrealized —
— ATLAS FINANCIAL HOLDINGS INC 0.0%
Value ($000) $95 Shares 5,500 Est. Cost $18.53 Unrealized —
— AV HOMES INC 0.0%
Value ($000) $86 Shares 7,000 Est. Cost $12.33 Unrealized —
— RMG NETWORKS HOLDING CORP 0.0%
Value ($000) $78 Shares 79,955 Est. Cost $0.94 Unrealized —
— JERNIGAN CAPITAL INC 0.0%
Value ($000) $66 Shares 4,700 Est. Cost $15.12 Unrealized —
— GLOBAL SHIP LEASE INC-CL A 0.0%
Value ($000) $64 Shares 50,000 Est. Cost $1.86 Unrealized —
— COMSTOCK RESOURCES INC 0.0%
Value ($000) $61 Shares 14,500 Est. Cost $4.21 Unrealized —
VUZI VUZIX CORP 0.0%
Value ($000) $60 Shares 8,000 Est. Cost $5.59 Unrealized -1.6%
TIKK TEL-INSTRUMENT ELECTRONICS 0.0%
Value ($000) $52 Shares 12,000 Est. Cost $5.25 Unrealized -19.0%
— REVOLUTION LIGHTING TECHNOLO 0.0%
Value ($000) $49 Shares 8,000 Est. Cost $5.55 Unrealized —
— SILVER SPRING NETWORKS INC 0.0%
Value ($000) $46 Shares 3,800 Est. Cost $14.13 Unrealized —
— DIREXION DAILY S&P 500 BEAR 0.0%
Value ($000) $42 Shares 3,000 Est. Cost $15.40 Unrealized —
— DIREXION DAILY FINL BEAR 3X 0.0%
Value ($000) $38 Shares 1,000 Est. Cost $38.00 Unrealized —
— ZIOPHARM ONCOLOGY INC 0.0%
Value ($000) $33 Shares 6,000 Est. Cost $7.50 Unrealized —
— FIBROCELL SCIENCE INC 0.0%
Value ($000) $24 Shares 20,500 Est. Cost $2.19 Unrealized —
— TOP SHIPS INC 0.0%
Value ($000) $23 Shares 13,500 Est. Cost $1.88 Unrealized —
— ORAGENICS INC 0.0%
Value ($000) $20 Shares 40,000 Est. Cost $0.73 Unrealized —
— SYNTHETIC BIOLOGICS INC 0.0%
Value ($000) $18 Shares 10,000 Est. Cost $2.28 Unrealized —
— OVASCIENCE INC 0.0%
Value ($000) $17 Shares 3,300 Est. Cost $7.05 Unrealized —
— HISTOGENICS CORP 0.0%
Value ($000) $16 Shares 9,500 Est. Cost $2.14 Unrealized —
— AMPLIPHI BIOSCIENCES CORP 0.0%
Value ($000) $11 Shares 7,300 Est. Cost $2.46 Unrealized —