Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $554,332 (100.0% shares, 0.0% debt)

Holdings (101)

BBY BEST BUY CO INC 4.1%
Value ($000) $22,610 Shares 396,950 Est. Cost $26.09 Unrealized +62.1%
UNM UNUM GROUP 3.6%
Value ($000) $20,085 Shares 392,818 Est. Cost $31.39 Unrealized +55.4%
SHY ISHARES 1-3 YEAR TREASURY BO 3.4%
Value ($000) $18,787 Shares 222,466 Est. Cost $84.70 Unrealized —
EWJ ISHARES MSCI JAPAN ETF 2.4%
Value ($000) $13,564 Shares 243,483 Est. Cost $49.04 Unrealized —
— ANDEAVOR 2.1%
Value ($000) $11,421 Shares 110,728 Est. Cost $103.14 Unrealized —
XLU UTILITIES SELECT SECTOR SPDR 2.0%
Value ($000) $10,993 Shares 207,214 Est. Cost $49.79 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 1.9%
Value ($000) $10,791 Shares 151,981 Est. Cost $56.60 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 1.9%
Value ($000) $10,740 Shares 189,086 Est. Cost $47.17 Unrealized —
VLO VALERO ENERGY CORP 1.9%
Value ($000) $10,681 Shares 138,839 Est. Cost $46.99 Unrealized +5.2%
CCL CARNIVAL CORP 1.9%
Value ($000) $10,648 Shares 164,903 Est. Cost $50.33 Unrealized +21.0%
AFL AFLAC INC 1.9%
Value ($000) $10,632 Shares 130,630 Est. Cost $28.84 Unrealized +14.8%
XLV HEALTH CARE SELECT SECTOR 1.9%
Value ($000) $10,452 Shares 127,879 Est. Cost $74.84 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 1.9%
Value ($000) $10,442 Shares 115,923 Est. Cost $71.89 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 1.9%
Value ($000) $10,442 Shares 176,683 Est. Cost $43.56 Unrealized —
NAVI NAVIENT CORP 1.9%
Value ($000) $10,437 Shares 694,897 Est. Cost $14.58 Unrealized 0.0%
GLW CORNING INC 1.9%
Value ($000) $10,378 Shares 346,858 Est. Cost $18.91 Unrealized +24.8%
GAP GAP INC/THE 1.9%
Value ($000) $10,334 Shares 349,955 Est. Cost $18.35 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 1.9%
Value ($000) $10,315 Shares 183,925 Est. Cost $37.82 Unrealized +9.3%
XLP CONSUMER STAPLES SPDR 1.9%
Value ($000) $10,283 Shares 190,498 Est. Cost $50.89 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 1.8%
Value ($000) $10,216 Shares 316,867 Est. Cost $31.79 Unrealized —
M MACY'S INC 1.8%
Value ($000) $10,052 Shares 460,720 Est. Cost $21.99 Unrealized 0.0%
KSS KOHLS CORP 1.8%
Value ($000) $9,986 Shares 218,760 Est. Cost $41.84 Unrealized -2.0%
F FORD MOTOR CO 1.8%
Value ($000) $9,958 Shares 831,905 Est. Cost $7.25 Unrealized 0.0%
LNC LINCOLN NATIONAL CORP 1.8%
Value ($000) $9,906 Shares 134,809 Est. Cost $49.94 Unrealized 0.0%
EG EVEREST RE GROUP LTD 1.8%
Value ($000) $9,796 Shares 42,894 Est. Cost $211.82 Unrealized 0.0%
— XL GROUP LTD 1.8%
Value ($000) $9,705 Shares 246,007 Est. Cost $39.45 Unrealized —
PFG PRINCIPAL FINANCIAL GROUP 1.7%
Value ($000) $9,559 Shares 148,560 Est. Cost $37.26 Unrealized +25.2%
HPE HEWLETT PACKARD ENTERPRISE 1.1%
Value ($000) $6,114 Shares 415,586 Est. Cost $10.32 Unrealized +2.2%
BA BOEING CO/THE 1.0%
Value ($000) $5,789 Shares 22,773 Est. Cost $182.21 Unrealized +21.0%
APH AMPHENOL CORP-CL A 0.9%
Value ($000) $5,251 Shares 62,044 Est. Cost $16.87 Unrealized +7.4%
UNH UNITEDHEALTH GROUP INC 0.9%
Value ($000) $5,131 Shares 26,200 Est. Cost $153.94 Unrealized +9.7%
RSG REPUBLIC SERVICES INC 0.9%
Value ($000) $4,914 Shares 74,380 Est. Cost $46.96 Unrealized +21.1%
EWG ISHARES MSCI GERMANY ETF 0.8%
Value ($000) $4,681 Shares 144,354 Est. Cost $27.05 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.8%
Value ($000) $4,620 Shares 149,506 Est. Cost $24.45 Unrealized —
EWI ISHARES MSCI ITALY CAPPED ET 0.8%
Value ($000) $4,597 Shares 146,593 Est. Cost $24.73 Unrealized —
EWD ISHARES MSCI SWEDEN CAPPED E 0.8%
Value ($000) $4,589 Shares 127,889 Est. Cost $29.64 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.8%
Value ($000) $4,573 Shares 131,215 Est. Cost $31.53 Unrealized —
THD ISHARES MSCI THAILAND CAPPED 0.8%
Value ($000) $4,550 Shares 52,631 Est. Cost $69.18 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.8%
Value ($000) $4,549 Shares 144,919 Est. Cost $25.66 Unrealized —
EWZ ISHARES MSCI BRAZIL CAPPED E 0.8%
Value ($000) $4,537 Shares 108,831 Est. Cost $41.69 Unrealized —
EWO ISHARES MSCI AUSTRIA CAPPED 0.8%
Value ($000) $4,535 Shares 193,647 Est. Cost $16.32 Unrealized —
EWL ISHARES MSCI SWITZERLAND CAP 0.8%
Value ($000) $4,534 Shares 129,418 Est. Cost $32.12 Unrealized —
EPU ISHARES MSCI ALL PERU CAPPED 0.8%
Value ($000) $4,510 Shares 116,270 Est. Cost $29.76 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.8%
Value ($000) $4,499 Shares 121,699 Est. Cost $35.89 Unrealized —
EWP ISHARES MSCI SPAIN CAPPED ET 0.8%
Value ($000) $4,444 Shares 131,721 Est. Cost $28.03 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.8%
Value ($000) $4,415 Shares 136,293 Est. Cost $31.71 Unrealized —
ECH ISHARES MSCI CHILE CAPPED ET 0.8%
Value ($000) $4,396 Shares 90,409 Est. Cost $36.80 Unrealized —
EWY ISHARES MSCI SOUTH KOREA CAP 0.8%
Value ($000) $4,391 Shares 63,578 Est. Cost $53.16 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.8%
Value ($000) $4,333 Shares 98,399 Est. Cost $38.01 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.8%
Value ($000) $4,322 Shares 161,950 Est. Cost $25.47 Unrealized —
EPOL ISHARES MSCI POLAND CAPPED E 0.8%
Value ($000) $4,218 Shares 159,051 Est. Cost $19.37 Unrealized —
EWW ISHARES MSCI MEXICO CAPPED 0.8%
Value ($000) $4,210 Shares 77,088 Est. Cost $53.51 Unrealized —
EWT ISHARES MSCI TAIWAN CAPPED E 0.8%
Value ($000) $4,193 Shares 116,147 Est. Cost $29.37 Unrealized —
EPI WISDOMTREE INDIA EARNINGS 0.8%
Value ($000) $4,183 Shares 166,174 Est. Cost $21.51 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 0.8%
Value ($000) $4,160 Shares 88,819 Est. Cost $45.96 Unrealized —
— POWERSHARES SENIOR LOAN 0.7%
Value ($000) $4,105 Shares 177,229 Est. Cost $23.18 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 0.7%
Value ($000) $4,096 Shares 80,211 Est. Cost $50.50 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.7%
Value ($000) $4,091 Shares 69,629 Est. Cost $55.60 Unrealized —
— GLOBAL X MSCI GREECE ETF 0.7%
Value ($000) $4,010 Shares 423,876 Est. Cost $7.79 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.7%
Value ($000) $3,936 Shares 94,144 Est. Cost $41.51 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.6%
Value ($000) $3,261 Shares 40,219 Est. Cost $79.46 Unrealized —
— POWERSHARES S&P 500 BUYWRITE 0.6%
Value ($000) $3,201 Shares 143,949 Est. Cost $22.03 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.6%
Value ($000) $3,166 Shares 78,393 Est. Cost $39.76 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.6%
Value ($000) $3,151 Shares 62,046 Est. Cost $50.36 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.6%
Value ($000) $3,149 Shares 27,052 Est. Cost $115.80 Unrealized —
DXC DXC TECHNOLOGY CO 0.6%
Value ($000) $3,057 Shares 35,600 Est. Cost $62.87 Unrealized +7.2%
IEI ISHARES 3-7 YEAR TREASURY BO 0.5%
Value ($000) $2,827 Shares 22,892 Est. Cost $123.49 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 0.5%
Value ($000) $2,809 Shares 26,366 Est. Cost $106.56 Unrealized —
— UNITED STATES DIESEL-HEATING 0.5%
Value ($000) $2,787 Shares 164,253 Est. Cost $16.97 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 0.5%
Value ($000) $2,733 Shares 30,794 Est. Cost $88.10 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.5%
Value ($000) $2,731 Shares 57,093 Est. Cost $47.61 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.5%
Value ($000) $2,730 Shares 53,092 Est. Cost $50.77 Unrealized —
TXN TEXAS INSTRUMENTS INC 0.5%
Value ($000) $2,593 Shares 28,935 Est. Cost $60.64 Unrealized +7.5%
ITW ILLINOIS TOOL WORKS 0.5%
Value ($000) $2,592 Shares 17,517 Est. Cost $97.96 Unrealized +18.5%
GLD SPDR GOLD SHARES 0.5%
Value ($000) $2,574 Shares 21,174 Est. Cost $121.56 Unrealized —
AJG ARTHUR J GALLAGHER & CO 0.5%
Value ($000) $2,558 Shares 41,553 Est. Cost $48.08 Unrealized +8.2%
CPER UNITED STATES COPPER INDEX 0.5%
Value ($000) $2,550 Shares 134,548 Est. Cost $16.45 Unrealized —
GD GENERAL DYNAMICS CORP 0.5%
Value ($000) $2,532 Shares 12,316 Est. Cost $152.10 Unrealized +9.4%
PGR PROGRESSIVE CORP 0.4%
Value ($000) $2,478 Shares 51,173 Est. Cost $36.13 Unrealized 0.0%
ALL ALLSTATE CORP 0.4%
Value ($000) $2,472 Shares 26,888 Est. Cost $75.17 Unrealized 0.0%
— HARRIS CORP 0.4%
Value ($000) $2,452 Shares 18,619 Est. Cost $131.69 Unrealized —
UGA UNITED STATES GAS FUND LP 0.4%
Value ($000) $2,446 Shares 86,894 Est. Cost $28.15 Unrealized —
MA MASTERCARD INC - A 0.4%
Value ($000) $2,430 Shares 17,211 Est. Cost $126.35 Unrealized 0.0%
ROP ROPER TECHNOLOGIES INC 0.4%
Value ($000) $2,408 Shares 9,895 Est. Cost $223.58 Unrealized 0.0%
MCD MCDONALD'S CORP 0.4%
Value ($000) $2,404 Shares 15,342 Est. Cost $128.65 Unrealized 0.0%
— TORCHMARK CORP 0.4%
Value ($000) $2,392 Shares 29,866 Est. Cost $77.01 Unrealized —
USB US BANCORP 0.4%
Value ($000) $2,316 Shares 43,228 Est. Cost $38.07 Unrealized -0.8%
— ISHARES INTERNATIONAL PREFER 0.4%
Value ($000) $2,066 Shares 111,359 Est. Cost $18.31 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.4%
Value ($000) $2,055 Shares 34,585 Est. Cost $58.24 Unrealized —
VNQ VANGUARD REIT ETF 0.4%
Value ($000) $2,042 Shares 24,576 Est. Cost $83.10 Unrealized —
PFF ISHARES US PREFERRED STOCK E 0.4%
Value ($000) $2,034 Shares 52,405 Est. Cost $38.80 Unrealized —
— MICRO FOCUS INTL-SPN ADR 0.3%
Value ($000) $1,810 Shares 56,747 Est. Cost $31.90 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.3%
Value ($000) $1,553 Shares 60,037 Est. Cost $19.67 Unrealized —
AZO AUTOZONE INC 0.2%
Value ($000) $1,325 Shares 2,227 Est. Cost $532.63 Unrealized 0.0%
— VANECK VECTORS RUSSIA ETF 0.2%
Value ($000) $1,070 Shares 47,982 Est. Cost $22.30 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.1%
Value ($000) $819 Shares 16,087 Est. Cost $50.87 Unrealized —
IGSB ISHARES 1-3 YEAR CREDIT BOND 0.1%
Value ($000) $817 Shares 7,753 Est. Cost $105.46 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.1%
Value ($000) $816 Shares 6,732 Est. Cost $121.07 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.1%
Value ($000) $814 Shares 7,339 Est. Cost $110.79 Unrealized —
WIP SPDR CITI INTERNATIONAL GOVE 0.1%
Value ($000) $812 Shares 14,170 Est. Cost $56.99 Unrealized —
TIP ISHARES TIPS BOND ETF 0.1%
Value ($000) $811 Shares 7,143 Est. Cost $113.58 Unrealized —