Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $531,229 (100.0% shares, 0.0% debt)

Holdings (141)

SHY ISHARES 1-3 YEAR TREASURY BO 5.0%
Value ($000) $26,769 Shares 316,828 Est. Cost $84.70 Unrealized —
BBY BEST BUY CO INC 4.9%
Value ($000) $26,066 Shares 454,673 Est. Cost $26.09 Unrealized +50.2%
GLW CORNING INC 4.3%
Value ($000) $22,670 Shares 754,424 Est. Cost $18.91 Unrealized +20.4%
PFG PRINCIPAL FINANCIAL GROUP 4.1%
Value ($000) $21,711 Shares 338,866 Est. Cost $37.26 Unrealized +22.6%
UNM UNUM GROUP 4.0%
Value ($000) $21,336 Shares 457,553 Est. Cost $31.39 Unrealized +46.5%
EWJ ISHARES MSCI JAPAN ETF 2.4%
Value ($000) $12,829 Shares 239,119 Est. Cost $48.92 Unrealized —
CCL CARNIVAL CORP 2.2%
Value ($000) $11,516 Shares 175,631 Est. Cost $50.33 Unrealized +12.1%
XLV HEALTH CARE SELECT SECTOR 2.2%
Value ($000) $11,427 Shares 144,202 Est. Cost $74.84 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 2.1%
Value ($000) $11,136 Shares 345,852 Est. Cost $31.79 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 2.1%
Value ($000) $11,130 Shares 206,835 Est. Cost $47.17 Unrealized —
XLU UTILITIES SELECT SECTOR SPDR 2.1%
Value ($000) $11,087 Shares 213,367 Est. Cost $49.79 Unrealized —
FITB FIFTH THIRD BANCORP 2.1%
Value ($000) $11,087 Shares 427,062 Est. Cost $13.84 Unrealized +30.2%
XLI INDUSTRIAL SELECT SECT SPDR 2.1%
Value ($000) $11,075 Shares 162,606 Est. Cost $56.60 Unrealized —
— TESORO CORP 2.1%
Value ($000) $11,037 Shares 117,919 Est. Cost $81.06 Unrealized —
AFL AFLAC INC 2.0%
Value ($000) $10,812 Shares 139,177 Est. Cost $28.84 Unrealized +6.5%
XLY CONSUMER DISCRETIONARY SELT 2.0%
Value ($000) $10,790 Shares 120,382 Est. Cost $71.89 Unrealized —
XLP CONSUMER STAPLES SPDR 2.0%
Value ($000) $10,681 Shares 194,413 Est. Cost $50.89 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 2.0%
Value ($000) $10,620 Shares 194,085 Est. Cost $43.56 Unrealized —
AIZ ASSURANT INC 1.9%
Value ($000) $10,278 Shares 99,117 Est. Cost $72.72 Unrealized +15.9%
MPC MARATHON PETROLEUM CORP 1.9%
Value ($000) $10,232 Shares 195,511 Est. Cost $37.82 Unrealized +4.5%
GM GENERAL MOTORS CO 1.9%
Value ($000) $9,994 Shares 286,106 Est. Cost $24.27 Unrealized +19.7%
VLO VALERO ENERGY CORP 1.9%
Value ($000) $9,931 Shares 147,216 Est. Cost $46.99 Unrealized -2.1%
WMT WAL-MART STORES INC 1.7%
Value ($000) $9,079 Shares 119,963 Est. Cost $20.60 Unrealized +6.9%
— CENTURYLINK INC 1.5%
Value ($000) $8,113 Shares 339,704 Est. Cost $27.37 Unrealized —
KSS KOHLS CORP 1.5%
Value ($000) $7,991 Shares 206,663 Est. Cost $41.89 Unrealized -8.5%
HPE HEWLETT PACKARD ENTERPRIS 1.4%
Value ($000) $7,350 Shares 443,046 Est. Cost $10.32 Unrealized +3.9%
ITW ILLINOIS TOOL WORKS 1.0%
Value ($000) $5,373 Shares 37,510 Est. Cost $97.96 Unrealized +15.7%
— GLOBAL X MSCI GREECE ETF 1.0%
Value ($000) $5,070 Shares 501,454 Est. Cost $7.79 Unrealized —
EWW ISHARES MSCI MEXICO CAPPED 0.9%
Value ($000) $4,888 Shares 90,627 Est. Cost $53.51 Unrealized —
EWT ISHARES MSCI TAIWAN CAPPED E 0.9%
Value ($000) $4,814 Shares 134,625 Est. Cost $29.37 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.9%
Value ($000) $4,779 Shares 115,121 Est. Cost $41.51 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.9%
Value ($000) $4,742 Shares 174,262 Est. Cost $25.47 Unrealized —
EPOL ISHARES MSCI POLAND CAPPED E 0.9%
Value ($000) $4,727 Shares 194,698 Est. Cost $19.37 Unrealized —
THD ISHARES MSCI THAILAND CAPPED 0.9%
Value ($000) $4,695 Shares 60,222 Est. Cost $69.18 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.9%
Value ($000) $4,650 Shares 146,645 Est. Cost $31.71 Unrealized —
EPU ISHARES MSCI ALL PERU CAPPED 0.9%
Value ($000) $4,642 Shares 137,049 Est. Cost $29.76 Unrealized —
EWY ISHARES MSCI SOUTH KOREA CAP 0.9%
Value ($000) $4,635 Shares 68,346 Est. Cost $53.16 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.9%
Value ($000) $4,599 Shares 115,808 Est. Cost $38.01 Unrealized —
ECH ISHARES MSCI CHILE CAPPED ET 0.9%
Value ($000) $4,567 Shares 109,596 Est. Cost $36.80 Unrealized —
EPI WISDOMTREE INDIA EARNINGS 0.9%
Value ($000) $4,562 Shares 186,135 Est. Cost $21.51 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.8%
Value ($000) $4,450 Shares 78,452 Est. Cost $55.60 Unrealized —
EWD ISHARES MSCI SWEDEN CAPPED E 0.8%
Value ($000) $4,299 Shares 126,728 Est. Cost $29.64 Unrealized —
EWO ISHARES MSCI AUSTRIA CAPPED 0.8%
Value ($000) $4,299 Shares 202,413 Est. Cost $16.32 Unrealized —
EWI ISHARES MSCI ITALY CAPPED ET 0.8%
Value ($000) $4,285 Shares 154,147 Est. Cost $24.73 Unrealized —
EWL ISHARES MSCI SWITZERLAND CAP 0.8%
Value ($000) $4,233 Shares 123,388 Est. Cost $31.98 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.8%
Value ($000) $4,201 Shares 146,055 Est. Cost $24.29 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.8%
Value ($000) $4,198 Shares 138,673 Est. Cost $26.83 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.8%
Value ($000) $4,196 Shares 145,037 Est. Cost $25.66 Unrealized —
EWP ISHARES MSCI SPAIN CAPPED ET 0.8%
Value ($000) $4,192 Shares 127,658 Est. Cost $27.85 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.8%
Value ($000) $4,154 Shares 124,627 Est. Cost $31.35 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.8%
Value ($000) $4,130 Shares 115,262 Est. Cost $35.83 Unrealized —
DXC DXC TECHNOLOGY CO 0.5%
Value ($000) $2,920 Shares 38,053 Est. Cost $62.87 Unrealized 0.0%
BA BOEING CO/THE 0.5%
Value ($000) $2,791 Shares 14,114 Est. Cost $158.76 Unrealized +10.2%
UNH UNITEDHEALTH GROUP INC 0.5%
Value ($000) $2,715 Shares 14,647 Est. Cost $142.11 Unrealized +7.4%
XLF FINANCIAL SELECT SECTOR SPDR 0.5%
Value ($000) $2,649 Shares 107,378 Est. Cost $19.67 Unrealized —
CPER UNITED STATES COPPER INDEX 0.5%
Value ($000) $2,637 Shares 151,059 Est. Cost $16.45 Unrealized —
NOC NORTHROP GRUMMAN CORP 0.5%
Value ($000) $2,637 Shares 10,270 Est. Cost $186.23 Unrealized +16.8%
GD GENERAL DYNAMICS CORP 0.5%
Value ($000) $2,603 Shares 13,137 Est. Cost $152.10 Unrealized +6.5%
MMM 3M CO 0.5%
Value ($000) $2,599 Shares 12,484 Est. Cost $109.19 Unrealized +14.2%
APH AMPHENOL CORP-CL A 0.5%
Value ($000) $2,582 Shares 34,980 Est. Cost $15.90 Unrealized +5.7%
MRSH MARSH & MCLENNAN COS 0.5%
Value ($000) $2,573 Shares 32,997 Est. Cost $57.32 Unrealized +14.4%
— RAYTHEON COMPANY 0.5%
Value ($000) $2,572 Shares 15,928 Est. Cost $136.13 Unrealized —
WM WASTE MANAGEMENT INC 0.5%
Value ($000) $2,546 Shares 34,711 Est. Cost $55.15 Unrealized +13.4%
RSG REPUBLIC SERVICES INC 0.5%
Value ($000) $2,538 Shares 39,830 Est. Cost $38.36 Unrealized +43.7%
AJG ARTHUR J GALLAGHER & CO 0.5%
Value ($000) $2,532 Shares 44,222 Est. Cost $48.08 Unrealized +3.2%
— TORCHMARK CORP 0.5%
Value ($000) $2,445 Shares 31,960 Est. Cost $77.01 Unrealized —
BDX BECTON DICKINSON AND CO 0.5%
Value ($000) $2,417 Shares 12,386 Est. Cost $148.50 Unrealized +8.1%
USB US BANCORP 0.4%
Value ($000) $2,386 Shares 45,970 Est. Cost $38.07 Unrealized -2.9%
TXN TEXAS INSTRUMENTS INC 0.4%
Value ($000) $2,370 Shares 30,815 Est. Cost $60.64 Unrealized +4.1%
SYY SYSCO CORP 0.4%
Value ($000) $2,226 Shares 44,238 Est. Cost $40.25 Unrealized +5.9%
PG PROCTER & GAMBLE CO/THE 0.4%
Value ($000) $2,170 Shares 24,897 Est. Cost $67.52 Unrealized +3.9%
PAYX PAYCHEX INC 0.4%
Value ($000) $2,146 Shares 37,694 Est. Cost $45.34 Unrealized +0.2%
— OFFICE DEPOT INC 0.3%
Value ($000) $1,795 Shares 318,229 Est. Cost $4.96 Unrealized —
CNO CNO FINANCIAL GROUP INC 0.3%
Value ($000) $1,487 Shares 71,205 Est. Cost $14.66 Unrealized +16.2%
— TRINSEO SA 0.3%
Value ($000) $1,430 Shares 20,808 Est. Cost $63.37 Unrealized —
— ILG INC 0.2%
Value ($000) $1,093 Shares 39,776 Est. Cost $27.48 Unrealized —
GATX GATX CORP 0.2%
Value ($000) $870 Shares 13,533 Est. Cost $42.48 Unrealized +19.6%
DAN DANA INC 0.2%
Value ($000) $856 Shares 38,329 Est. Cost $16.89 Unrealized 0.0%
RITM NEW RESIDENTIAL INVESTMENT 0.1%
Value ($000) $786 Shares 50,535 Est. Cost $15.55 Unrealized —
BANC BANC OF CALIFORNIA INC 0.1%
Value ($000) $766 Shares 35,605 Est. Cost $14.09 Unrealized +22.8%
REM ISHARES MORTGAGE REAL ESTATE 0.1%
Value ($000) $766 Shares 16,522 Est. Cost $42.14 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 0.1%
Value ($000) $756 Shares 15,240 Est. Cost $48.11 Unrealized —
— POWERSHARES SENIOR LOAN 0.1%
Value ($000) $745 Shares 32,210 Est. Cost $23.26 Unrealized —
— INVESCO MORTGAGE CAPITAL 0.1%
Value ($000) $735 Shares 44,006 Est. Cost $16.70 Unrealized —
— SANDERSON FARMS INC 0.1%
Value ($000) $718 Shares 6,210 Est. Cost $94.26 Unrealized —
— CYS INVESTMENTS INC 0.1%
Value ($000) $635 Shares 75,503 Est. Cost $7.73 Unrealized —
GPI GROUP 1 AUTOMOTIVE INC 0.1%
Value ($000) $632 Shares 9,979 Est. Cost $64.21 Unrealized 0.0%
— STEELCASE INC-CL A 0.1%
Value ($000) $618 Shares 44,133 Est. Cost $15.68 Unrealized —
UVV UNIVERSAL CORP/VA 0.1%
Value ($000) $614 Shares 9,485 Est. Cost $69.39 Unrealized 0.0%
— DSW INC-CLASS A 0.1%
Value ($000) $612 Shares 34,576 Est. Cost $17.70 Unrealized —
— DEAN FOODS CO 0.1%
Value ($000) $608 Shares 35,764 Est. Cost $21.79 Unrealized —
GHYG ISHARES GLOBAL HIGH YIELD CO 0.1%
Value ($000) $501 Shares 9,928 Est. Cost $47.95 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 0.1%
Value ($000) $500 Shares 5,654 Est. Cost $85.20 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.1%
Value ($000) $500 Shares 10,441 Est. Cost $46.60 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.1%
Value ($000) $473 Shares 6,054 Est. Cost $70.34 Unrealized —
— POWERSHARES S&P 500 BUYWRITE 0.1%
Value ($000) $470 Shares 21,146 Est. Cost $20.86 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.1%
Value ($000) $468 Shares 11,971 Est. Cost $36.28 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.1%
Value ($000) $465 Shares 4,062 Est. Cost $112.35 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.1%
Value ($000) $465 Shares 9,265 Est. Cost $47.92 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 0.1%
Value ($000) $461 Shares 3,734 Est. Cost $123.46 Unrealized —
AEO AMERICAN EAGLE OUTFITTERS 0.1%
Value ($000) $410 Shares 34,058 Est. Cost $12.43 Unrealized -20.0%
— ISHARES INTERNATIONAL PREFER 0.1%
Value ($000) $397 Shares 22,190 Est. Cost $17.34 Unrealized —
MASI MASIMO CORP 0.1%
Value ($000) $389 Shares 4,264 Est. Cost $72.20 Unrealized +27.2%
PFF ISHARES US PREFERRED STOCK E 0.1%
Value ($000) $377 Shares 9,634 Est. Cost $38.73 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.1%
Value ($000) $375 Shares 6,666 Est. Cost $53.32 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 0.1%
Value ($000) $373 Shares 3,496 Est. Cost $106.69 Unrealized —
AEIS ADVANCED ENERGY INDUSTRIES 0.1%
Value ($000) $369 Shares 5,706 Est. Cost $58.57 Unrealized +22.4%
VNQ VANGUARD REIT ETF 0.1%
Value ($000) $308 Shares 3,705 Est. Cost $83.13 Unrealized —
PLUG PLUG POWER INC 0.1%
Value ($000) $306 Shares 150,000 Est. Cost $2.28 Unrealized -8.2%
— 1347 PROPERTY INSURANCE HOLD 0.0%
Value ($000) $251 Shares 31,500 Est. Cost $7.45 Unrealized —
LOPE GRAND CANYON EDUCATION INC 0.0%
Value ($000) $191 Shares 2,430 Est. Cost $76.53 Unrealized 0.0%
— CABOT MICROELECTRONICS CORP 0.0%
Value ($000) $174 Shares 2,354 Est. Cost $73.92 Unrealized —
MKSI MKS INSTRUMENTS INC 0.0%
Value ($000) $173 Shares 2,571 Est. Cost $70.74 Unrealized 0.0%
— REALPAGE INC 0.0%
Value ($000) $168 Shares 4,682 Est. Cost $35.88 Unrealized —
ESNT ESSENT GROUP LTD 0.0%
Value ($000) $166 Shares 4,477 Est. Cost $32.86 Unrealized 0.0%
— CHEMICAL FINANCIAL CORP 0.0%
Value ($000) $162 Shares 3,345 Est. Cost $54.29 Unrealized —
LCII LCI INDUSTRIES 0.0%
Value ($000) $160 Shares 1,562 Est. Cost $73.01 Unrealized 0.0%
— ASPEN TECHNOLOGY INC 0.0%
Value ($000) $159 Shares 2,881 Est. Cost $55.19 Unrealized —
CW CURTISS-WRIGHT CORP 0.0%
Value ($000) $154 Shares 1,673 Est. Cost $91.05 Unrealized -4.9%
SAIC SCIENCE APPLICATIONS INTE 0.0%
Value ($000) $149 Shares 2,140 Est. Cost $76.71 Unrealized -4.2%
CPS COOPER-STANDARD HOLDING 0.0%
Value ($000) $148 Shares 1,469 Est. Cost $96.41 Unrealized +11.1%
— CANTEL MEDICAL CORP 0.0%
Value ($000) $148 Shares 1,904 Est. Cost $78.64 Unrealized —
IDCC INTERDIGITAL INC 0.0%
Value ($000) $145 Shares 1,882 Est. Cost $80.20 Unrealized +4.5%
LQD ISHARES IBOXX INVESTMENT GRA 0.0%
Value ($000) $125 Shares 1,039 Est. Cost $120.31 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.0%
Value ($000) $125 Shares 2,452 Est. Cost $50.63 Unrealized —
WIP SPDR CITI INTERNATIONAL GOVE 0.0%
Value ($000) $125 Shares 2,242 Est. Cost $55.34 Unrealized —
IGSB ISHARES 1-3 YEAR CREDIT BOND 0.0%
Value ($000) $125 Shares 1,184 Est. Cost $105.89 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.0%
Value ($000) $124 Shares 1,126 Est. Cost $110.12 Unrealized —
FDP FRESH DEL MONTE PRODUCE INC 0.0%
Value ($000) $121 Shares 2,374 Est. Cost $51.19 Unrealized -11.2%
— INTREXON CORP 0.0%
Value ($000) $120 Shares 5,000 Est. Cost $22.40 Unrealized —
— RESONANT INC 0.0%
Value ($000) $89 Shares 20,000 Est. Cost $3.60 Unrealized —
— RMG NETWORKS HOLDING CORP 0.0%
Value ($000) $86 Shares 130,000 Est. Cost $0.86 Unrealized —
— RESOLUTE ENERGY CORP 0.0%
Value ($000) $74 Shares 2,500 Est. Cost $34.29 Unrealized —
ASM AVINO SILVER & GOLD MINES 0.0%
Value ($000) $70 Shares 43,500 Est. Cost $1.67 Unrealized -5.2%
— PLURISTEM THERAPEUTICS INC 0.0%
Value ($000) $70 Shares 55,000 Est. Cost $1.23 Unrealized —
TIP ISHARES TIPS BOND ETF 0.0%
Value ($000) $65 Shares 570 Est. Cost $114.04 Unrealized —
— GLOBAL SHIP LEASE INC-CL A 0.0%
Value ($000) $56 Shares 46,000 Est. Cost $1.64 Unrealized —
— BIOTIME INC 0.0%
Value ($000) $54 Shares 17,000 Est. Cost $3.76 Unrealized —
— NEW AGE BEVERAGES CORP 0.0%
Value ($000) $51 Shares 10,000 Est. Cost $5.10 Unrealized —
— AGENUS INC 0.0%
Value ($000) $51 Shares 13,000 Est. Cost $4.59 Unrealized —
— ZIOPHARM ONCOLOGY INC 0.0%
Value ($000) $40 Shares 6,500 Est. Cost $6.15 Unrealized —