Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $578,636 (100.0% shares, 0.0% debt)

Holdings (101)

SHY ISHARES 1-3 YEAR TREASURY BO 4.9%
Value ($000) $28,490 Shares 339,779 Est. Cost $84.40 Unrealized —
BBY BEST BUY CO INC 4.5%
Value ($000) $25,922 Shares 378,592 Est. Cost $26.09 Unrealized +68.4%
UNM UNUM GROUP 3.6%
Value ($000) $20,555 Shares 374,471 Est. Cost $31.39 Unrealized +71.0%
EWJ ISHARES MSCI JAPAN ETF 2.5%
Value ($000) $14,212 Shares 237,146 Est. Cost $49.04 Unrealized —
VLO VALERO ENERGY CORP 2.1%
Value ($000) $12,203 Shares 132,773 Est. Cost $46.99 Unrealized +27.0%
— ANDEAVOR 2.1%
Value ($000) $12,074 Shares 105,593 Est. Cost $103.14 Unrealized —
MPC MARATHON PETROLEUM CORP 2.0%
Value ($000) $11,582 Shares 175,538 Est. Cost $37.82 Unrealized +25.6%
GAP GAP INC/THE 2.0%
Value ($000) $11,477 Shares 336,958 Est. Cost $18.35 Unrealized +22.2%
KSS KOHLS CORP 2.0%
Value ($000) $11,394 Shares 210,104 Est. Cost $41.84 Unrealized +10.0%
M MACY'S INC 1.9%
Value ($000) $11,251 Shares 446,667 Est. Cost $21.99 Unrealized -0.2%
XLU UTILITIES SELECT SECTOR SPDR 1.9%
Value ($000) $11,115 Shares 210,999 Est. Cost $49.85 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 1.9%
Value ($000) $11,103 Shares 112,507 Est. Cost $71.89 Unrealized —
XLP CONSUMER STAPLES SPDR 1.9%
Value ($000) $11,081 Shares 194,773 Est. Cost $51.02 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 1.9%
Value ($000) $11,067 Shares 182,841 Est. Cost $47.17 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 1.9%
Value ($000) $11,065 Shares 146,231 Est. Cost $56.60 Unrealized —
AFL AFLAC INC 1.9%
Value ($000) $10,931 Shares 124,529 Est. Cost $28.84 Unrealized +22.4%
XLK TECHNOLOGY SELECT SECT SPDR 1.9%
Value ($000) $10,896 Shares 170,385 Est. Cost $43.56 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 1.9%
Value ($000) $10,790 Shares 327,570 Est. Cost $31.82 Unrealized —
XLV HEALTH CARE SELECT SECTOR 1.9%
Value ($000) $10,778 Shares 130,354 Est. Cost $74.99 Unrealized —
GLW CORNING INC 1.8%
Value ($000) $10,575 Shares 330,561 Est. Cost $18.91 Unrealized +33.4%
CCL CARNIVAL CORP 1.8%
Value ($000) $10,448 Shares 157,420 Est. Cost $50.33 Unrealized +20.7%
F FORD MOTOR CO 1.7%
Value ($000) $10,047 Shares 804,406 Est. Cost $7.25 Unrealized +10.5%
PFG PRINCIPAL FINANCIAL GROUP 1.7%
Value ($000) $10,010 Shares 141,862 Est. Cost $37.26 Unrealized +35.1%
LNC LINCOLN NATIONAL CORP 1.7%
Value ($000) $9,940 Shares 129,311 Est. Cost $49.94 Unrealized +7.6%
EG EVEREST RE GROUP LTD 1.6%
Value ($000) $9,079 Shares 41,036 Est. Cost $211.82 Unrealized -10.0%
NAVI NAVIENT CORP 1.5%
Value ($000) $8,899 Shares 668,061 Est. Cost $14.58 Unrealized -13.4%
— XL GROUP LTD 1.4%
Value ($000) $8,272 Shares 235,249 Est. Cost $39.45 Unrealized —
BA BOEING CO/THE 1.1%
Value ($000) $6,424 Shares 21,782 Est. Cost $182.21 Unrealized +41.3%
HPE HEWLETT PACKARD ENTERPRISE 1.0%
Value ($000) $5,689 Shares 396,140 Est. Cost $10.32 Unrealized +7.0%
UNH UNITEDHEALTH GROUP INC 1.0%
Value ($000) $5,517 Shares 25,025 Est. Cost $153.94 Unrealized +20.9%
— GLOBAL X MSCI GREECE ETF 0.9%
Value ($000) $5,219 Shares 507,670 Est. Cost $8.20 Unrealized —
APH AMPHENOL CORP-CL A 0.9%
Value ($000) $5,197 Shares 59,195 Est. Cost $16.87 Unrealized +20.6%
EZA ISHARES MSCI SOUTH AFRICA ET 0.9%
Value ($000) $5,001 Shares 71,459 Est. Cost $55.97 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.8%
Value ($000) $4,903 Shares 136,881 Est. Cost $31.71 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.8%
Value ($000) $4,865 Shares 136,724 Est. Cost $32.30 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.8%
Value ($000) $4,835 Shares 170,072 Est. Cost $25.61 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.8%
Value ($000) $4,824 Shares 195,777 Est. Cost $16.41 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.8%
Value ($000) $4,809 Shares 123,887 Est. Cost $35.94 Unrealized —
RSG REPUBLIC SERVICES INC 0.8%
Value ($000) $4,791 Shares 70,859 Est. Cost $46.96 Unrealized +20.7%
EWZ ISHARES MSCI BRAZIL ETF 0.8%
Value ($000) $4,782 Shares 118,224 Est. Cost $41.59 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.8%
Value ($000) $4,774 Shares 144,806 Est. Cost $31.78 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.8%
Value ($000) $4,761 Shares 150,055 Est. Cost $25.87 Unrealized —
EPI WISDOMTREE INDIA EARNINGS 0.8%
Value ($000) $4,724 Shares 169,666 Est. Cost $21.64 Unrealized —
THD ISHARES MSCI THAILAND ETF 0.8%
Value ($000) $4,710 Shares 50,918 Est. Cost $69.18 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.8%
Value ($000) $4,699 Shares 138,617 Est. Cost $29.97 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.8%
Value ($000) $4,698 Shares 150,473 Est. Cost $24.45 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.8%
Value ($000) $4,685 Shares 141,890 Est. Cost $27.05 Unrealized —
EPOL ISHARES MSCI POLAND ETF 0.8%
Value ($000) $4,670 Shares 172,386 Est. Cost $19.97 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.8%
Value ($000) $4,664 Shares 142,329 Est. Cost $28.38 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.8%
Value ($000) $4,654 Shares 62,106 Est. Cost $53.16 Unrealized —
EWI ISHARES MSCI ITALY ETF 0.8%
Value ($000) $4,644 Shares 152,548 Est. Cost $24.95 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.8%
Value ($000) $4,621 Shares 100,097 Est. Cost $38.14 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.8%
Value ($000) $4,551 Shares 125,671 Est. Cost $29.89 Unrealized —
EPU ISHARES MSCI PERU ETF 0.8%
Value ($000) $4,534 Shares 110,633 Est. Cost $29.76 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 0.7%
Value ($000) $4,156 Shares 91,944 Est. Cost $45.94 Unrealized —
— POWERSHARES SENIOR LOAN 0.7%
Value ($000) $4,079 Shares 177,027 Est. Cost $23.18 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 0.7%
Value ($000) $4,053 Shares 80,096 Est. Cost $50.50 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.6%
Value ($000) $3,718 Shares 85,560 Est. Cost $41.51 Unrealized —
ECH ISHARES MSCI CHILE ETF 0.6%
Value ($000) $3,261 Shares 62,517 Est. Cost $36.80 Unrealized —
DXC DXC TECHNOLOGY CO 0.6%
Value ($000) $3,209 Shares 33,815 Est. Cost $62.87 Unrealized +22.2%
VYM VANGUARD HIGH DVD YIELD ETF 0.5%
Value ($000) $3,182 Shares 37,162 Est. Cost $79.46 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.5%
Value ($000) $3,181 Shares 77,180 Est. Cost $39.76 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.5%
Value ($000) $3,175 Shares 27,347 Est. Cost $115.80 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.5%
Value ($000) $3,162 Shares 63,264 Est. Cost $50.35 Unrealized —
— POWERSHARES S&P 500 BUYWRITE 0.5%
Value ($000) $3,148 Shares 146,740 Est. Cost $22.02 Unrealized —
— UNITED STATES DIESEL-HEATING 0.5%
Value ($000) $3,062 Shares 158,312 Est. Cost $16.97 Unrealized —
CPER UNITED STATES COPPER INDEX 0.5%
Value ($000) $3,024 Shares 143,576 Est. Cost $16.74 Unrealized —
— UNITED STATES OIL FUND LP 0.5%
Value ($000) $2,956 Shares 246,095 Est. Cost $12.01 Unrealized —
TXN TEXAS INSTRUMENTS INC 0.5%
Value ($000) $2,885 Shares 27,625 Est. Cost $60.64 Unrealized +28.1%
UGA UNITED STATES GAS FUND LP 0.5%
Value ($000) $2,879 Shares 90,384 Est. Cost $28.29 Unrealized —
ITW ILLINOIS TOOL WORKS 0.5%
Value ($000) $2,786 Shares 16,695 Est. Cost $97.96 Unrealized +33.6%
PGR PROGRESSIVE CORP 0.5%
Value ($000) $2,753 Shares 48,894 Est. Cost $36.13 Unrealized +10.6%
SHYG ISHARES 0-5 YR HY CORP BOND 0.5%
Value ($000) $2,724 Shares 57,793 Est. Cost $47.60 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 0.5%
Value ($000) $2,717 Shares 31,135 Est. Cost $88.09 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.5%
Value ($000) $2,716 Shares 53,837 Est. Cost $50.77 Unrealized —
ALL ALLSTATE CORP 0.5%
Value ($000) $2,700 Shares 25,789 Est. Cost $75.17 Unrealized +8.8%
— TORCHMARK CORP 0.4%
Value ($000) $2,574 Shares 28,377 Est. Cost $77.01 Unrealized —
MCD MCDONALD'S CORP 0.4%
Value ($000) $2,538 Shares 14,749 Est. Cost $128.65 Unrealized +7.8%
— HARRIS CORP 0.4%
Value ($000) $2,530 Shares 17,863 Est. Cost $131.69 Unrealized —
AJG ARTHUR J GALLAGHER & CO 0.4%
Value ($000) $2,509 Shares 39,655 Est. Cost $48.08 Unrealized +18.2%
MA MASTERCARD INC - A 0.4%
Value ($000) $2,493 Shares 16,474 Est. Cost $126.35 Unrealized +12.5%
ROP ROPER TECHNOLOGIES INC 0.4%
Value ($000) $2,453 Shares 9,470 Est. Cost $223.58 Unrealized +9.4%
GD GENERAL DYNAMICS CORP 0.4%
Value ($000) $2,385 Shares 11,725 Est. Cost $152.10 Unrealized +12.0%
USB US BANCORP 0.4%
Value ($000) $2,209 Shares 41,222 Est. Cost $38.07 Unrealized +2.6%
VNQI VANGUARD GLBL EX-US REAL EST 0.4%
Value ($000) $2,098 Shares 34,674 Est. Cost $58.24 Unrealized —
— ISHARES INTERNATIONAL PREFER 0.4%
Value ($000) $2,049 Shares 109,890 Est. Cost $18.31 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.4%
Value ($000) $2,030 Shares 24,465 Est. Cost $83.10 Unrealized —
PFF ISHARES US PREFERRED STOCK E 0.3%
Value ($000) $2,023 Shares 53,133 Est. Cost $38.79 Unrealized —
— MICRO FOCUS INTL-SPN ADR 0.3%
Value ($000) $1,808 Shares 53,827 Est. Cost $31.90 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 0.3%
Value ($000) $1,776 Shares 16,823 Est. Cost $106.56 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.3%
Value ($000) $1,598 Shares 57,255 Est. Cost $19.67 Unrealized —
XLE ENERGY SELECT SECTOR SPDR 0.3%
Value ($000) $1,496 Shares 20,702 Est. Cost $72.26 Unrealized —
— VANECK VECTORS RUSSIA ETF 0.2%
Value ($000) $1,025 Shares 48,332 Est. Cost $22.30 Unrealized —
WIP SPDR CITI INTERNATIONAL GOVE 0.1%
Value ($000) $831 Shares 14,451 Est. Cost $57.00 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.1%
Value ($000) $822 Shares 6,764 Est. Cost $121.07 Unrealized —
TIP ISHARES TIPS BOND ETF 0.1%
Value ($000) $820 Shares 7,186 Est. Cost $113.58 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.1%
Value ($000) $820 Shares 7,409 Est. Cost $110.79 Unrealized —
IGSB ISHARES 1-3 YEAR CREDIT BOND 0.1%
Value ($000) $812 Shares 7,769 Est. Cost $105.46 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.1%
Value ($000) $812 Shares 15,987 Est. Cost $50.87 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 0.1%
Value ($000) $686 Shares 5,618 Est. Cost $123.49 Unrealized —
GLD SPDR GOLD SHARES 0.1%
Value ($000) $412 Shares 3,330 Est. Cost $121.56 Unrealized —