Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $502,074 (100.0% shares, 0.0% debt)

Holdings (142)

SHY ISHARES 1-3 YEAR TREASURY BO 7.1%
Value ($000) $35,477 Shares 419,746 Est. Cost $84.70 Unrealized —
BBY BEST BUY CO INC 4.5%
Value ($000) $22,452 Shares 456,814 Est. Cost $26.09 Unrealized +24.7%
UNM UNUM GROUP 4.2%
Value ($000) $21,329 Shares 454,887 Est. Cost $31.39 Unrealized +49.2%
PFG PRINCIPAL FINANCIAL GROUP 4.2%
Value ($000) $21,165 Shares 335,357 Est. Cost $37.17 Unrealized +17.3%
GLW CORNING INC 4.0%
Value ($000) $20,308 Shares 752,139 Est. Cost $18.91 Unrealized +10.9%
EWJ ISHARES MSCI JAPAN ETF 2.4%
Value ($000) $12,170 Shares 236,301 Est. Cost $48.86 Unrealized —
FITB FIFTH THIRD BANCORP 2.2%
Value ($000) $10,854 Shares 427,312 Est. Cost $13.84 Unrealized +39.7%
HPE HEWLETT PACKARD ENTERPRIS 2.1%
Value ($000) $10,462 Shares 441,420 Est. Cost $10.32 Unrealized 0.0%
CCL CARNIVAL CORP 2.0%
Value ($000) $10,283 Shares 174,559 Est. Cost $50.33 Unrealized 0.0%
XLU UTILITIES SELECT SECTOR SPDR 2.0%
Value ($000) $10,136 Shares 197,535 Est. Cost $49.62 Unrealized —
GM GENERAL MOTORS CO 2.0%
Value ($000) $10,044 Shares 284,039 Est. Cost $24.27 Unrealized +27.5%
AFL AFLAC INC 2.0%
Value ($000) $9,967 Shares 137,634 Est. Cost $28.82 Unrealized 0.0%
XLK TECHNOLOGY SELECT SECT SPDR 2.0%
Value ($000) $9,920 Shares 186,080 Est. Cost $43.08 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 2.0%
Value ($000) $9,911 Shares 112,687 Est. Cost $70.68 Unrealized —
MPC MARATHON PETROLEUM CORP 2.0%
Value ($000) $9,817 Shares 194,243 Est. Cost $37.82 Unrealized 0.0%
XLB MATERIALS SELECT SECTOR SPDR 1.9%
Value ($000) $9,764 Shares 186,303 Est. Cost $46.44 Unrealized —
XLP CONSUMER STAPLES SPDR 1.9%
Value ($000) $9,663 Shares 177,040 Est. Cost $50.49 Unrealized —
VLO VALERO ENERGY CORP 1.9%
Value ($000) $9,660 Shares 145,735 Est. Cost $47.00 Unrealized 0.0%
XLV HEALTH CARE SELECT SECTOR 1.9%
Value ($000) $9,657 Shares 129,870 Est. Cost $74.36 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 1.9%
Value ($000) $9,630 Shares 148,010 Est. Cost $55.47 Unrealized —
— TESORO CORP 1.9%
Value ($000) $9,497 Shares 117,159 Est. Cost $81.06 Unrealized —
AIZ ASSURANT INC 1.9%
Value ($000) $9,417 Shares 98,435 Est. Cost $72.72 Unrealized +12.0%
WMT WAL-MART STORES INC 1.7%
Value ($000) $8,627 Shares 119,686 Est. Cost $20.60 Unrealized -4.0%
KSS KOHLS CORP 1.6%
Value ($000) $8,147 Shares 204,639 Est. Cost $41.89 Unrealized -2.6%
— CENTURYLINK INC 1.6%
Value ($000) $7,877 Shares 334,202 Est. Cost $27.43 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 1.5%
Value ($000) $7,538 Shares 238,539 Est. Cost $31.60 Unrealized —
ITW ILLINOIS TOOL WORKS 1.0%
Value ($000) $4,946 Shares 37,338 Est. Cost $97.96 Unrealized +6.8%
ECH ISHARES MSCI CHILE CAPPED ET 1.0%
Value ($000) $4,824 Shares 110,745 Est. Cost $36.80 Unrealized —
EPI WISDOMTREE INDIA EARNINGS 0.9%
Value ($000) $4,766 Shares 197,534 Est. Cost $21.51 Unrealized —
EWY ISHARES MSCI SOUTH KOREA CAP 0.9%
Value ($000) $4,714 Shares 76,193 Est. Cost $53.16 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.9%
Value ($000) $4,699 Shares 182,192 Est. Cost $25.47 Unrealized —
THD ISHARES MSCI THAILAND CAPPED 0.9%
Value ($000) $4,639 Shares 59,483 Est. Cost $69.07 Unrealized —
— GLOBAL X MSCI GREECE ETF 0.9%
Value ($000) $4,607 Shares 578,713 Est. Cost $7.79 Unrealized —
EPOL ISHARES MSCI POLAND CAPPED E 0.9%
Value ($000) $4,583 Shares 212,369 Est. Cost $19.37 Unrealized —
EWT ISHARES MSCI TAIWAN CAPPED E 0.9%
Value ($000) $4,578 Shares 137,755 Est. Cost $29.37 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.9%
Value ($000) $4,496 Shares 116,803 Est. Cost $38.01 Unrealized —
EWP ISHARES MSCI SPAIN CAPPED ET 0.9%
Value ($000) $4,495 Shares 147,810 Est. Cost $27.85 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.9%
Value ($000) $4,478 Shares 81,140 Est. Cost $55.60 Unrealized —
EPU ISHARES MSCI ALL PERU CAPPED 0.9%
Value ($000) $4,441 Shares 130,312 Est. Cost $29.55 Unrealized —
EWZ ISHARES MSCI BRAZIL CAPPED E 0.9%
Value ($000) $4,430 Shares 118,258 Est. Cost $30.18 Unrealized —
EWI ISHARES MSCI ITALY CAPPED ET 0.9%
Value ($000) $4,392 Shares 170,623 Est. Cost $24.73 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.9%
Value ($000) $4,294 Shares 161,992 Est. Cost $24.29 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.8%
Value ($000) $4,251 Shares 158,555 Est. Cost $25.66 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.8%
Value ($000) $4,216 Shares 146,629 Est. Cost $26.83 Unrealized —
EWO ISHARES MSCI AUSTRIA CAPPED 0.8%
Value ($000) $4,214 Shares 231,910 Est. Cost $16.32 Unrealized —
EWD ISHARES MSCI SWEDEN CAPPED E 0.8%
Value ($000) $4,203 Shares 133,132 Est. Cost $29.64 Unrealized —
EWL ISHARES MSCI SWITZERLAND CAP 0.8%
Value ($000) $4,157 Shares 130,001 Est. Cost $31.98 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.8%
Value ($000) $4,116 Shares 126,456 Est. Cost $31.35 Unrealized —
WM WASTE MANAGEMENT INC 0.5%
Value ($000) $2,523 Shares 34,596 Est. Cost $55.15 Unrealized +10.5%
RSG REPUBLIC SERVICES INC 0.5%
Value ($000) $2,487 Shares 39,596 Est. Cost $38.36 Unrealized +35.1%
AJG ARTHUR J GALLAGHER & CO 0.5%
Value ($000) $2,478 Shares 43,833 Est. Cost $48.08 Unrealized 0.0%
APH AMPHENOL CORP-CL A 0.5%
Value ($000) $2,476 Shares 34,788 Est. Cost $15.90 Unrealized 0.0%
BA BOEING CO/THE 0.5%
Value ($000) $2,473 Shares 13,983 Est. Cost $158.76 Unrealized 0.0%
TXN TEXAS INSTRUMENTS INC 0.5%
Value ($000) $2,463 Shares 30,575 Est. Cost $60.64 Unrealized 0.0%
— TORCHMARK CORP 0.5%
Value ($000) $2,451 Shares 31,825 Est. Cost $77.01 Unrealized —
GD GENERAL DYNAMICS CORP 0.5%
Value ($000) $2,443 Shares 13,052 Est. Cost $152.10 Unrealized 0.0%
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $2,438 Shares 10,252 Est. Cost $186.23 Unrealized +10.5%
MRSH MARSH & MCLENNAN COS 0.5%
Value ($000) $2,432 Shares 32,912 Est. Cost $57.32 Unrealized +7.7%
— RAYTHEON COMPANY 0.5%
Value ($000) $2,421 Shares 15,873 Est. Cost $136.13 Unrealized —
UNH UNITEDHEALTH GROUP INC 0.5%
Value ($000) $2,388 Shares 14,560 Est. Cost $142.11 Unrealized 0.0%
CPER UNITED STATES COPPER INDEX 0.5%
Value ($000) $2,383 Shares 137,643 Est. Cost $16.35 Unrealized —
MMM 3M CO 0.5%
Value ($000) $2,379 Shares 12,431 Est. Cost $109.19 Unrealized +4.1%
XLF FINANCIAL SELECT SECTOR SPDR 0.5%
Value ($000) $2,368 Shares 99,805 Est. Cost $19.30 Unrealized —
USB US BANCORP 0.5%
Value ($000) $2,354 Shares 45,703 Est. Cost $38.07 Unrealized 0.0%
SYY SYSCO CORP 0.5%
Value ($000) $2,288 Shares 44,055 Est. Cost $40.25 Unrealized +4.5%
BDX BECTON DICKINSON AND CO 0.5%
Value ($000) $2,269 Shares 12,366 Est. Cost $148.50 Unrealized +2.8%
PG PROCTER & GAMBLE CO/THE 0.4%
Value ($000) $2,226 Shares 24,766 Est. Cost $67.52 Unrealized +3.7%
PAYX PAYCHEX INC 0.4%
Value ($000) $2,208 Shares 37,485 Est. Cost $45.34 Unrealized +3.0%
XLE ENERGY SELECT SECTOR SPDR 0.4%
Value ($000) $1,949 Shares 27,885 Est. Cost $68.23 Unrealized —
BANC BANC OF CALIFORNIA INC 0.4%
Value ($000) $1,919 Shares 92,688 Est. Cost $14.09 Unrealized +7.6%
CNO CNO FINANCIAL GROUP INC 0.3%
Value ($000) $1,715 Shares 83,656 Est. Cost $14.66 Unrealized +12.3%
— STEELCASE INC-CL A 0.3%
Value ($000) $1,671 Shares 99,775 Est. Cost $15.68 Unrealized —
— VANECK VECTORS RUSSIA ETF 0.3%
Value ($000) $1,471 Shares 71,169 Est. Cost $17.42 Unrealized —
AEO AMERICAN EAGLE OUTFITTERS 0.2%
Value ($000) $1,211 Shares 86,340 Est. Cost $12.43 Unrealized -6.1%
ONB OLD NATIONAL BANCORP 0.2%
Value ($000) $1,082 Shares 62,380 Est. Cost $12.65 Unrealized +41.2%
GATX GATX CORP 0.2%
Value ($000) $917 Shares 15,037 Est. Cost $42.48 Unrealized +14.4%
— OFFICE DEPOT INC 0.2%
Value ($000) $909 Shares 194,931 Est. Cost $4.52 Unrealized —
— SHIP FINANCE INTL LTD 0.2%
Value ($000) $844 Shares 57,410 Est. Cost $14.74 Unrealized —
— TRINSEO SA 0.2%
Value ($000) $796 Shares 11,867 Est. Cost $59.33 Unrealized —
— DEAN FOODS CO 0.2%
Value ($000) $783 Shares 39,802 Est. Cost $21.79 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 0.1%
Value ($000) $733 Shares 16,182 Est. Cost $42.05 Unrealized —
— SANDERSON FARMS INC 0.1%
Value ($000) $720 Shares 6,934 Est. Cost $94.26 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 0.1%
Value ($000) $718 Shares 14,934 Est. Cost $48.08 Unrealized —
— POWERSHARES SENIOR LOAN 0.1%
Value ($000) $711 Shares 30,564 Est. Cost $23.26 Unrealized —
EWW ISHARES MSCI MEXICO CAPPED 0.1%
Value ($000) $708 Shares 13,835 Est. Cost $51.17 Unrealized —
— CYS INVESTMENTS INC 0.1%
Value ($000) $653 Shares 82,076 Est. Cost $7.73 Unrealized —
— SCORPIO TANKERS INC 0.1%
Value ($000) $592 Shares 133,328 Est. Cost $4.20 Unrealized —
CALM CAL-MAINE FOODS INC 0.1%
Value ($000) $517 Shares 14,047 Est. Cost $35.15 Unrealized -13.3%
GHYG ISHARES GLOBAL HIGH YIELD CO 0.1%
Value ($000) $476 Shares 9,638 Est. Cost $47.88 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.1%
Value ($000) $475 Shares 9,940 Est. Cost $46.54 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 0.1%
Value ($000) $474 Shares 5,401 Est. Cost $85.05 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.1%
Value ($000) $456 Shares 11,985 Est. Cost $36.28 Unrealized —
NAT NORDIC AMERICAN TANKERS LTD 0.1%
Value ($000) $455 Shares 55,626 Est. Cost $14.48 Unrealized -42.9%
EMB ISHARES JP MORGAN USD EMERGI 0.1%
Value ($000) $447 Shares 3,935 Est. Cost $112.28 Unrealized —
— POWERSHARES S&P 500 BUYWRITE 0.1%
Value ($000) $447 Shares 20,273 Est. Cost $20.80 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.1%
Value ($000) $446 Shares 8,929 Est. Cost $47.84 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.1%
Value ($000) $444 Shares 5,715 Est. Cost $69.88 Unrealized —
— ISHARES INTERNATIONAL PREFER 0.1%
Value ($000) $365 Shares 21,090 Est. Cost $17.31 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.1%
Value ($000) $361 Shares 6,771 Est. Cost $53.32 Unrealized —
PFF ISHARES US PREFERRED STOCK E 0.1%
Value ($000) $358 Shares 9,248 Est. Cost $38.71 Unrealized —
ANF ABERCROMBIE & FITCH CO-CL A 0.1%
Value ($000) $319 Shares 26,778 Est. Cost $19.77 Unrealized -48.1%
— 1347 PROPERTY INSURANCE HOLD 0.1%
Value ($000) $284 Shares 35,000 Est. Cost $7.45 Unrealized —
— STERLING BANCORP/DE 0.1%
Value ($000) $275 Shares 11,585 Est. Cost $15.72 Unrealized —
MTN VAIL RESORTS INC 0.1%
Value ($000) $273 Shares 1,421 Est. Cost $107.94 Unrealized +64.1%
MASI MASIMO CORP 0.1%
Value ($000) $257 Shares 2,756 Est. Cost $61.46 Unrealized +33.9%
POOL POOL CORP 0.0%
Value ($000) $243 Shares 2,034 Est. Cost $74.35 Unrealized +36.2%
PLUG PLUG POWER INC 0.0%
Value ($000) $242 Shares 175,000 Est. Cost $2.28 Unrealized -49.7%
AEIS ADVANCED ENERGY INDUSTRIES 0.0%
Value ($000) $239 Shares 3,489 Est. Cost $50.24 Unrealized +20.6%
MZTI LANCASTER COLONY CORP 0.0%
Value ($000) $216 Shares 1,673 Est. Cost $118.56 Unrealized +13.1%
WST WEST PHARMACEUTICAL SERVICES 0.0%
Value ($000) $213 Shares 2,614 Est. Cost $70.21 Unrealized +15.5%
BFAM BRIGHT HORIZONS FAMILY SOLUT 0.0%
Value ($000) $203 Shares 2,800 Est. Cost $65.08 Unrealized +7.6%
— CHEMICAL FINANCIAL CORP 0.0%
Value ($000) $190 Shares 3,724 Est. Cost $54.29 Unrealized —
TXRH TEXAS ROADHOUSE INC 0.0%
Value ($000) $184 Shares 4,129 Est. Cost $37.72 Unrealized +3.0%
CPS COOPER-STANDARD HOLDING 0.0%
Value ($000) $182 Shares 1,645 Est. Cost $96.41 Unrealized +13.1%
IDCC INTERDIGITAL INC 0.0%
Value ($000) $181 Shares 2,103 Est. Cost $80.20 Unrealized +12.0%
SAIC SCIENCE APPLICATIONS INTE 0.0%
Value ($000) $178 Shares 2,388 Est. Cost $76.71 Unrealized +10.8%
— DREW INDUSTRIES 0.0%
Value ($000) $174 Shares 1,740 Est. Cost $107.89 Unrealized —
CW CURTISS-WRIGHT CORP 0.0%
Value ($000) $171 Shares 1,872 Est. Cost $91.05 Unrealized +1.6%
— CANTEL MEDICAL CORP 0.0%
Value ($000) $171 Shares 2,133 Est. Cost $78.64 Unrealized —
ACH OWENS & MINOR INC 0.0%
Value ($000) $160 Shares 4,622 Est. Cost $33.36 Unrealized -2.9%
FDP FRESH DEL MONTE PRODUCE INC 0.0%
Value ($000) $157 Shares 2,651 Est. Cost $51.19 Unrealized -4.3%
CSGS CSG SYSTEMS INTL INC 0.0%
Value ($000) $153 Shares 4,043 Est. Cost $35.23 Unrealized +0.0%
— RESONANT INC 0.0%
Value ($000) $129 Shares 24,000 Est. Cost $3.60 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.0%
Value ($000) $119 Shares 2,335 Est. Cost $50.62 Unrealized —
IGSB ISHARES 1-3 YEAR CREDIT BOND 0.0%
Value ($000) $119 Shares 1,128 Est. Cost $105.91 Unrealized —
— RMG NETWORKS HOLDING CORP 0.0%
Value ($000) $106 Shares 135,389 Est. Cost $0.86 Unrealized —
— AQUA METALS INC 0.0%
Value ($000) $98 Shares 5,000 Est. Cost $9.96 Unrealized —
VUZI VUZIX CORP 0.0%
Value ($000) $93 Shares 15,000 Est. Cost $6.49 Unrealized -0.3%
— JERNIGAN CAPITAL INC 0.0%
Value ($000) $92 Shares 4,000 Est. Cost $15.12 Unrealized —
— AGENUS INC 0.0%
Value ($000) $79 Shares 21,000 Est. Cost $4.59 Unrealized —
— BIOTIME INC 0.0%
Value ($000) $59 Shares 17,000 Est. Cost $3.76 Unrealized —
— PLURISTEM THERAPEUTICS INC 0.0%
Value ($000) $55 Shares 45,000 Est. Cost $1.22 Unrealized —
— GLOBAL SHIP LEASE INC-CL A 0.0%
Value ($000) $52 Shares 35,000 Est. Cost $1.78 Unrealized —
ASM AVINO SILVER & GOLD MINES 0.0%
Value ($000) $46 Shares 26,500 Est. Cost $1.73 Unrealized 0.0%
— NEONODE INC 0.0%
Value ($000) $46 Shares 28,500 Est. Cost $1.61 Unrealized —
— BELLICUM PHARMACEUTICALS INC 0.0%
Value ($000) $43 Shares 3,500 Est. Cost $12.98 Unrealized —
— INTREXON CORP 0.0%
Value ($000) $40 Shares 2,000 Est. Cost $20.00 Unrealized —
— RESOLUTE ENERGY CORP 0.0%
Value ($000) $40 Shares 1,000 Est. Cost $41.33 Unrealized —
— BIOCEPT INC 0.0%
Value ($000) $31 Shares 14,500 Est. Cost $2.14 Unrealized —
— SYNTHETIC BIOLOGICS INC 0.0%
Value ($000) $28 Shares 45,000 Est. Cost $0.62 Unrealized —
WIP SPDR CITI INTERNATIONAL GOVE 0.0%
Value ($000) $28 Shares 519 Est. Cost $53.95 Unrealized —
— HISTOGENICS CORP 0.0%
Value ($000) $24 Shares 14,000 Est. Cost $1.71 Unrealized —