Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $527,149 (100.0% shares, 0.0% debt)

Holdings (143)

SHY ISHARES 1-3 YEAR TREASURY BO 8.5%
Value ($000) $44,795 Shares 530,437 Est. Cost $84.70 Unrealized —
UNM UNUM GROUP 4.8%
Value ($000) $25,373 Shares 577,563 Est. Cost $31.39 Unrealized +27.4%
GM GENERAL MOTORS CO 4.1%
Value ($000) $21,828 Shares 626,529 Est. Cost $24.27 Unrealized +16.0%
PRU PRUDENTIAL FINANCIAL INC 2.6%
Value ($000) $13,832 Shares 132,921 Est. Cost $44.81 Unrealized +39.7%
T AT&T INC 2.6%
Value ($000) $13,697 Shares 322,055 Est. Cost $13.84 Unrealized +11.7%
NAVI NAVIENT CORP 2.6%
Value ($000) $13,518 Shares 822,717 Est. Cost $10.40 Unrealized +49.5%
FITB FIFTH THIRD BANCORP 2.5%
Value ($000) $12,917 Shares 478,959 Est. Cost $13.84 Unrealized +25.0%
RIG TRANSOCEAN LTD 2.4%
Value ($000) $12,492 Shares 847,432 Est. Cost $9.94 Unrealized +19.2%
ADM ARCHER-DANIELS-MIDLAND CO 2.3%
Value ($000) $12,146 Shares 266,052 Est. Cost $25.95 Unrealized +30.1%
EWJ ISHARES MSCI JAPAN ETF 2.2%
Value ($000) $11,749 Shares 240,458 Est. Cost $48.86 Unrealized —
PFG PRINCIPAL FINANCIAL GROUP 2.2%
Value ($000) $11,678 Shares 201,827 Est. Cost $32.91 Unrealized +20.8%
XLK TECHNOLOGY SELECT SECT SPDR 2.2%
Value ($000) $11,666 Shares 241,237 Est. Cost $43.08 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 2.2%
Value ($000) $11,464 Shares 140,838 Est. Cost $70.68 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 2.2%
Value ($000) $11,448 Shares 183,999 Est. Cost $55.47 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 2.2%
Value ($000) $11,435 Shares 230,083 Est. Cost $46.44 Unrealized —
KSS KOHLS CORP 2.1%
Value ($000) $11,237 Shares 227,560 Est. Cost $41.89 Unrealized +18.1%
— SPDR S&P OIL & GAS EXP & PR 2.1%
Value ($000) $11,022 Shares 266,100 Est. Cost — Unrealized —
BBY BEST BUY CO INC 2.1%
Value ($000) $10,977 Shares 257,243 Est. Cost $21.08 Unrealized +46.0%
GLW CORNING INC 2.0%
Value ($000) $10,466 Shares 431,228 Est. Cost $17.37 Unrealized +7.3%
HIG HARTFORD FINANCIAL SVCS GRP 2.0%
Value ($000) $10,309 Shares 216,360 Est. Cost $35.91 Unrealized +4.8%
AIZ ASSURANT INC 2.0%
Value ($000) $10,305 Shares 110,975 Est. Cost $72.72 Unrealized +0.6%
XLU UTILITIES SELECT SECTOR SPDR 1.9%
Value ($000) $10,259 Shares 211,225 Est. Cost $49.62 Unrealized —
XLP CONSUMER STAPLES SPDR 1.8%
Value ($000) $9,461 Shares 182,968 Est. Cost $50.49 Unrealized —
WMT WAL-MART STORES INC 1.8%
Value ($000) $9,260 Shares 133,962 Est. Cost $20.60 Unrealized -3.3%
F FORD MOTOR CO 1.7%
Value ($000) $8,980 Shares 740,353 Est. Cost $7.89 Unrealized -5.3%
— CENTURYLINK INC 1.7%
Value ($000) $8,720 Shares 366,676 Est. Cost $27.43 Unrealized —
GME GAMESTOP CORP-CLASS A 1.5%
Value ($000) $8,123 Shares 321,575 Est. Cost $7.13 Unrealized -30.2%
EPU ISHARES MSCI ALL PERU CAPPED 0.9%
Value ($000) $4,537 Shares 138,327 Est. Cost $29.55 Unrealized —
THD ISHARES MSCI THAILAND CAPPED 0.9%
Value ($000) $4,499 Shares 62,407 Est. Cost $69.07 Unrealized —
EWZ ISHARES MSCI BRAZIL CAPPED E 0.8%
Value ($000) $4,472 Shares 134,147 Est. Cost $30.18 Unrealized —
EWY ISHARES MSCI SOUTH KOREA CAP 0.8%
Value ($000) $4,462 Shares 83,836 Est. Cost $53.16 Unrealized —
— GLOBAL X MSCI GREECE ETF 0.8%
Value ($000) $4,443 Shares 570,405 Est. Cost $7.79 Unrealized —
ECH ISHARES MSCI CHILE CAPPED ET 0.8%
Value ($000) $4,432 Shares 118,435 Est. Cost $36.80 Unrealized —
EWT ISHARES MSCI TAIWAN CAPPED E 0.8%
Value ($000) $4,339 Shares 147,725 Est. Cost $29.37 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.8%
Value ($000) $4,178 Shares 120,383 Est. Cost $38.01 Unrealized —
EWO ISHARES MSCI AUSTRIA CAPPED 0.8%
Value ($000) $4,062 Shares 245,716 Est. Cost $16.32 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.7%
Value ($000) $3,769 Shares 152,763 Est. Cost $24.16 Unrealized —
— DENBURY RESOURCES INC 0.7%
Value ($000) $3,606 Shares 979,900 Est. Cost — Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.6%
Value ($000) $3,011 Shares 113,709 Est. Cost $26.27 Unrealized —
RSG REPUBLIC SERVICES INC 0.6%
Value ($000) $2,955 Shares 51,787 Est. Cost $38.36 Unrealized +20.4%
EWD ISHARES MSCI SWEDEN CAPPED E 0.6%
Value ($000) $2,951 Shares 102,700 Est. Cost $29.07 Unrealized —
WM WASTE MANAGEMENT INC 0.5%
Value ($000) $2,756 Shares 38,872 Est. Cost $55.15 Unrealized +3.0%
EPI WISDOMTREE INDIA EARNINGS 0.5%
Value ($000) $2,748 Shares 136,043 Est. Cost $20.33 Unrealized —
SYY SYSCO CORP 0.5%
Value ($000) $2,739 Shares 49,480 Est. Cost $40.25 Unrealized +1.8%
EWI ISHARES MSCI ITALY CAPPED ET 0.5%
Value ($000) $2,723 Shares 112,485 Est. Cost $24.21 Unrealized —
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $2,685 Shares 11,543 Est. Cost $186.23 Unrealized +7.7%
UGA UNITED STATES GAS FUND LP 0.5%
Value ($000) $2,646 Shares 84,484 Est. Cost $31.32 Unrealized —
— US NATURAL GAS FUND LP 0.5%
Value ($000) $2,627 Shares 281,312 Est. Cost $9.01 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.5%
Value ($000) $2,596 Shares 111,654 Est. Cost $19.30 Unrealized —
ITW ILLINOIS TOOL WORKS 0.5%
Value ($000) $2,585 Shares 21,106 Est. Cost $92.87 Unrealized +4.6%
— UNITED STATES DIESEL-HEATING 0.5%
Value ($000) $2,578 Shares 153,691 Est. Cost $16.43 Unrealized —
EWP ISHARES MSCI SPAIN CAPPED ET 0.5%
Value ($000) $2,577 Shares 97,201 Est. Cost $26.51 Unrealized —
PAYX PAYCHEX INC 0.5%
Value ($000) $2,558 Shares 42,021 Est. Cost $45.34 Unrealized -3.1%
XLE ENERGY SELECT SECTOR SPDR 0.5%
Value ($000) $2,545 Shares 33,792 Est. Cost $68.23 Unrealized —
— RAYTHEON COMPANY 0.5%
Value ($000) $2,544 Shares 17,920 Est. Cost $136.13 Unrealized —
— UNITED STATES OIL FUND LP 0.5%
Value ($000) $2,543 Shares 216,968 Est. Cost $11.72 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.5%
Value ($000) $2,511 Shares 103,976 Est. Cost $25.06 Unrealized —
MRSH MARSH & MCLENNAN COS 0.5%
Value ($000) $2,502 Shares 37,024 Est. Cost $57.32 Unrealized +0.6%
EWU ISHARES MSCI UNITED KINGDOM 0.5%
Value ($000) $2,498 Shares 81,389 Est. Cost $30.69 Unrealized —
MMM 3M CO 0.5%
Value ($000) $2,492 Shares 13,952 Est. Cost $109.19 Unrealized -2.7%
GIS GENERAL MILLS INC 0.5%
Value ($000) $2,472 Shares 40,012 Est. Cost $41.20 Unrealized +8.9%
EPOL ISHARES MSCI POLAND CAPPED E 0.5%
Value ($000) $2,456 Shares 135,569 Est. Cost $18.12 Unrealized —
MCD MCDONALD'S CORP 0.5%
Value ($000) $2,449 Shares 20,121 Est. Cost $93.96 Unrealized +0.4%
MKC MCCORMICK & CO-NON VTG SHRS 0.5%
Value ($000) $2,414 Shares 25,866 Est. Cost $34.58 Unrealized +13.4%
— KELLOGG CO 0.5%
Value ($000) $2,384 Shares 32,345 Est. Cost $48.67 Unrealized +2.8%
PG PROCTER & GAMBLE CO/THE 0.4%
Value ($000) $2,336 Shares 27,790 Est. Cost $67.52 Unrealized -1.1%
CLX CLOROX COMPANY 0.4%
Value ($000) $2,312 Shares 19,268 Est. Cost $87.84 Unrealized +3.4%
BDX BECTON DICKINSON AND CO 0.4%
Value ($000) $2,306 Shares 13,927 Est. Cost $148.50 Unrealized -2.6%
CPB CAMPBELL SOUP CO 0.4%
Value ($000) $2,299 Shares 38,027 Est. Cost $43.03 Unrealized -3.1%
CPER UNITED STATES COPPER INDEX 0.4%
Value ($000) $2,296 Shares 140,406 Est. Cost $16.35 Unrealized —
SOYB TEUCRIUM SOYBEAN FUND 0.4%
Value ($000) $2,294 Shares 120,135 Est. Cost $21.07 Unrealized —
PSA PUBLIC STORAGE 0.4%
Value ($000) $2,142 Shares 9,584 Est. Cost $145.43 Unrealized +0.9%
KMB KIMBERLY-CLARK CORP 0.4%
Value ($000) $2,092 Shares 18,325 Est. Cost $92.77 Unrealized -8.9%
— STEELCASE INC-CL A 0.4%
Value ($000) $2,009 Shares 112,218 Est. Cost $15.68 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.4%
Value ($000) $1,984 Shares 37,887 Est. Cost $56.07 Unrealized —
BANC BANC OF CALIFORNIA INC 0.3%
Value ($000) $1,811 Shares 104,393 Est. Cost $14.09 Unrealized -12.0%
CNO CNO FINANCIAL GROUP INC 0.3%
Value ($000) $1,809 Shares 94,447 Est. Cost $14.66 Unrealized -4.0%
— VANECK VECTORS RUSSIA ETF 0.3%
Value ($000) $1,619 Shares 76,277 Est. Cost $17.42 Unrealized —
AEO AMERICAN EAGLE OUTFITTERS 0.3%
Value ($000) $1,484 Shares 97,851 Est. Cost $12.43 Unrealized +7.4%
ONB OLD NATIONAL BANCORP 0.2%
Value ($000) $1,274 Shares 70,204 Est. Cost $12.65 Unrealized +27.0%
REM ISHARES MORTGAGE REAL ESTATE 0.2%
Value ($000) $1,190 Shares 28,300 Est. Cost $42.05 Unrealized —
GATX GATX CORP 0.2%
Value ($000) $1,042 Shares 16,919 Est. Cost $42.48 Unrealized 0.0%
— OFFICE DEPOT INC 0.2%
Value ($000) $993 Shares 219,593 Est. Cost $4.52 Unrealized —
— DEAN FOODS CO 0.2%
Value ($000) $978 Shares 44,893 Est. Cost $21.79 Unrealized —
— SHIP FINANCE INTL LTD 0.2%
Value ($000) $937 Shares 63,082 Est. Cost $14.74 Unrealized —
— TRINSEO SA 0.2%
Value ($000) $794 Shares 13,383 Est. Cost $59.33 Unrealized —
— SANDERSON FARMS INC 0.1%
Value ($000) $739 Shares 7,840 Est. Cost $94.26 Unrealized —
CALM CAL-MAINE FOODS INC 0.1%
Value ($000) $703 Shares 15,918 Est. Cost $35.15 Unrealized -13.8%
— CYS INVESTMENTS INC 0.1%
Value ($000) $697 Shares 90,115 Est. Cost $7.73 Unrealized —
— SCORPIO TANKERS INC 0.1%
Value ($000) $683 Shares 150,753 Est. Cost $4.20 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.1%
Value ($000) $657 Shares 27,213 Est. Cost $23.63 Unrealized —
CANE TEUCRIUM SUGAR FUND 0.1%
Value ($000) $568 Shares 43,703 Est. Cost $10.19 Unrealized —
NAT NORDIC AMERICAN TANKERS LTD 0.1%
Value ($000) $517 Shares 61,573 Est. Cost $14.48 Unrealized -38.6%
GHYG ISHARES GLOBAL HIGH YIELD CO 0.1%
Value ($000) $484 Shares 9,974 Est. Cost $47.88 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 0.1%
Value ($000) $482 Shares 5,564 Est. Cost $85.05 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.1%
Value ($000) $481 Shares 10,159 Est. Cost $46.54 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.1%
Value ($000) $457 Shares 12,684 Est. Cost $36.28 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.1%
Value ($000) $457 Shares 6,025 Est. Cost $69.88 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.1%
Value ($000) $450 Shares 9,254 Est. Cost $47.84 Unrealized —
— POWERSHARES S&P 500 BUYWRITE 0.1%
Value ($000) $440 Shares 20,703 Est. Cost $20.80 Unrealized —
ANF ABERCROMBIE & FITCH CO-CL A 0.1%
Value ($000) $358 Shares 29,841 Est. Cost $19.77 Unrealized -36.3%
EMB ISHARES JP MORGAN USD EMERGI 0.1%
Value ($000) $321 Shares 2,915 Est. Cost $111.82 Unrealized —
— STERLING BANCORP/DE 0.1%
Value ($000) $306 Shares 13,090 Est. Cost $15.72 Unrealized —
— 1347 PROPERTY INSURANCE HOLD 0.1%
Value ($000) $273 Shares 34,968 Est. Cost $7.45 Unrealized —
MZTI LANCASTER COLONY CORP 0.1%
Value ($000) $267 Shares 1,890 Est. Cost $118.56 Unrealized +14.1%
MTN VAIL RESORTS INC 0.0%
Value ($000) $259 Shares 1,604 Est. Cost $107.94 Unrealized +47.1%
WST WEST PHARMACEUTICAL SERVICES 0.0%
Value ($000) $251 Shares 2,957 Est. Cost $70.21 Unrealized +8.4%
PLUG PLUG POWER INC 0.0%
Value ($000) $240 Shares 200,000 Est. Cost $2.28 Unrealized -35.6%
POOL POOL CORP 0.0%
Value ($000) $240 Shares 2,301 Est. Cost $74.35 Unrealized +19.7%
SAIC SCIENCE APPLICATIONS INTE 0.0%
Value ($000) $229 Shares 2,697 Est. Cost $76.71 Unrealized 0.0%
— CHEMICAL FINANCIAL CORP 0.0%
Value ($000) $228 Shares 4,200 Est. Cost $54.29 Unrealized —
TXRH TEXAS ROADHOUSE INC 0.0%
Value ($000) $225 Shares 4,657 Est. Cost $37.72 Unrealized +0.3%
BFAM BRIGHT HORIZONS FAMILY SOLUT 0.0%
Value ($000) $222 Shares 3,173 Est. Cost $65.08 Unrealized +4.6%
CSGS CSG SYSTEMS INTL INC 0.0%
Value ($000) $221 Shares 4,558 Est. Cost $35.23 Unrealized +1.1%
IDCC INTERDIGITAL INC 0.0%
Value ($000) $217 Shares 2,374 Est. Cost $80.20 Unrealized 0.0%
AEIS ADVANCED ENERGY INDUSTRIES 0.0%
Value ($000) $216 Shares 3,954 Est. Cost $50.24 Unrealized 0.0%
— DREW INDS INC 0.0%
Value ($000) $212 Shares 1,965 Est. Cost $107.89 Unrealized —
MASI MASIMO CORP 0.0%
Value ($000) $210 Shares 3,122 Est. Cost $61.46 Unrealized 0.0%
CW CURTISS-WRIGHT CORP 0.0%
Value ($000) $208 Shares 2,119 Est. Cost $91.05 Unrealized 0.0%
CPS COOPER-STANDARD HOLDING 0.0%
Value ($000) $193 Shares 1,864 Est. Cost $96.41 Unrealized 0.0%
— CANTEL MEDICAL CORP 0.0%
Value ($000) $190 Shares 2,416 Est. Cost $78.64 Unrealized —
ACH OWENS & MINOR INC 0.0%
Value ($000) $184 Shares 5,201 Est. Cost $33.36 Unrealized -8.8%
FDP FRESH DEL MONTE PRODUCE INC 0.0%
Value ($000) $182 Shares 2,997 Est. Cost $51.19 Unrealized 0.0%
— RESONANT INC 0.0%
Value ($000) $131 Shares 26,000 Est. Cost $3.60 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.0%
Value ($000) $118 Shares 2,332 Est. Cost $50.62 Unrealized —
— AV HOMES INC 0.0%
Value ($000) $114 Shares 7,243 Est. Cost $12.68 Unrealized —
IGSB ISHARES 1-3 YEAR CREDIT BOND 0.0%
Value ($000) $107 Shares 1,021 Est. Cost $105.95 Unrealized —
— AGENUS INC 0.0%
Value ($000) $103 Shares 25,000 Est. Cost $4.59 Unrealized —
— RMG NETWORKS HOLDING CORP 0.0%
Value ($000) $97 Shares 135,509 Est. Cost $0.86 Unrealized —
— JERNIGAN CAPITAL INC 0.0%
Value ($000) $95 Shares 4,500 Est. Cost $15.12 Unrealized —
VUZI VUZIX CORP 0.0%
Value ($000) $95 Shares 14,000 Est. Cost $6.49 Unrealized +14.8%
— AQUA METALS INC 0.0%
Value ($000) $79 Shares 6,000 Est. Cost $9.96 Unrealized —
— SILVER SPRING NETWORKS INC 0.0%
Value ($000) $73 Shares 5,500 Est. Cost $13.98 Unrealized —
— RESOLUTE ENERGY CORP 0.0%
Value ($000) $62 Shares 1,500 Est. Cost $41.33 Unrealized —
— CENTENNIAL RESOURCE DEVELO-A 0.0%
Value ($000) $49 Shares 2,500 Est. Cost $19.60 Unrealized —
— JONES ENERGY INC - A 0.0%
Value ($000) $45 Shares 9,000 Est. Cost $3.83 Unrealized —
— GLOBAL SHIP LEASE INC-CL A 0.0%
Value ($000) $45 Shares 30,000 Est. Cost $1.82 Unrealized —
— BIOTIME INC 0.0%
Value ($000) $42 Shares 11,500 Est. Cost $3.90 Unrealized —
IYZ ISHARES US TELECOMMUNICATION 0.0%
Value ($000) $35 Shares 1,027 Est. Cost $34.08 Unrealized —
— HYDROGENICS CORP 0.0%
Value ($000) $33 Shares 7,500 Est. Cost $4.40 Unrealized —
— BELLICUM PHARMACEUTICALS INC 0.0%
Value ($000) $27 Shares 2,000 Est. Cost $13.50 Unrealized —
CLIR CLEARSIGN COMBUSTION CORP 0.0%
Value ($000) $26 Shares 7,500 Est. Cost $4.62 Unrealized 0.0%
XLRE REAL ESTATE SELECT SECT SPDR 0.0%
Value ($000) $4 Shares 134 Est. Cost $32.75 Unrealized —