Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $621,714 (100.0% shares, 0.0% debt)

Holdings (87)

SHY ISHARES 1-3 YEAR TREASURY BO 17.1%
Value ($000) $106,155 Shares 1,270,399 Est. Cost $83.79 Unrealized —
KSS KOHLS CORP 3.7%
Value ($000) $22,987 Shares 350,896 Est. Cost $50.51 Unrealized +25.6%
M MACY'S INC 3.7%
Value ($000) $22,832 Shares 767,718 Est. Cost $24.09 Unrealized +12.2%
F FORD MOTOR CO 3.0%
Value ($000) $18,459 Shares 1,665,930 Est. Cost $7.37 Unrealized +1.5%
XLY CONSUMER DISCRETIONARY SELT 2.7%
Value ($000) $16,494 Shares 162,844 Est. Cost $80.98 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 2.6%
Value ($000) $16,443 Shares 221,338 Est. Cost $62.61 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 2.6%
Value ($000) $16,266 Shares 248,647 Est. Cost $50.44 Unrealized —
XLV HEALTH CARE SELECT SECTOR 2.6%
Value ($000) $16,265 Shares 199,813 Est. Cost $77.22 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 2.6%
Value ($000) $15,921 Shares 279,606 Est. Cost $50.55 Unrealized —
EWJ ISHARES MSCI JAPAN ETF 2.5%
Value ($000) $15,312 Shares 252,336 Est. Cost $49.74 Unrealized —
— XL GROUP LTD 1.9%
Value ($000) $12,007 Shares 217,274 Est. Cost $39.45 Unrealized —
BBY BEST BUY CO INC 1.8%
Value ($000) $11,212 Shares 160,194 Est. Cost $26.09 Unrealized +105.6%
— CENTURYLINK INC 1.6%
Value ($000) $10,044 Shares 611,335 Est. Cost $16.43 Unrealized —
VLO VALERO ENERGY CORP 1.6%
Value ($000) $10,023 Shares 108,047 Est. Cost $46.99 Unrealized +45.0%
MPC MARATHON PETROLEUM CORP 1.6%
Value ($000) $10,000 Shares 136,777 Est. Cost $37.82 Unrealized +42.1%
— WESTROCK CO 1.6%
Value ($000) $9,974 Shares 155,437 Est. Cost $64.17 Unrealized —
PRU PRUDENTIAL FINANCIAL INC 1.6%
Value ($000) $9,959 Shares 96,171 Est. Cost $77.10 Unrealized 0.0%
PSX PHILLIPS 66 1.6%
Value ($000) $9,883 Shares 103,037 Est. Cost $71.47 Unrealized 0.0%
— ANDEAVOR 1.6%
Value ($000) $9,876 Shares 98,203 Est. Cost $103.14 Unrealized —
EG EVEREST RE GROUP LTD 1.6%
Value ($000) $9,736 Shares 37,909 Est. Cost $211.82 Unrealized -3.7%
GAP GAP INC/THE 1.6%
Value ($000) $9,684 Shares 310,400 Est. Cost $18.35 Unrealized +35.1%
LNC LINCOLN NATIONAL CORP 1.4%
Value ($000) $8,679 Shares 118,800 Est. Cost $49.94 Unrealized +12.1%
UNM UNUM GROUP 1.3%
Value ($000) $8,199 Shares 172,211 Est. Cost $31.39 Unrealized +66.4%
NAVI NAVIENT CORP 1.3%
Value ($000) $8,169 Shares 622,654 Est. Cost $14.58 Unrealized -6.7%
— POWERSHARES SENIOR LOAN 1.3%
Value ($000) $7,784 Shares 336,545 Est. Cost $23.16 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 1.2%
Value ($000) $7,745 Shares 149,931 Est. Cost $51.04 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.9%
Value ($000) $5,307 Shares 64,341 Est. Cost $80.74 Unrealized —
PGR PROGRESSIVE CORP 0.8%
Value ($000) $5,274 Shares 86,568 Est. Cost $39.87 Unrealized +12.2%
EWI ISHARES MSCI ITALY ETF 0.8%
Value ($000) $5,208 Shares 161,991 Est. Cost $25.37 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.8%
Value ($000) $5,176 Shares 110,629 Est. Cost $47.21 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.8%
Value ($000) $5,169 Shares 203,838 Est. Cost $16.76 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.8%
Value ($000) $5,163 Shares 161,481 Est. Cost $26.30 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.8%
Value ($000) $5,162 Shares 102,942 Est. Cost $50.47 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.8%
Value ($000) $5,149 Shares 148,160 Est. Cost $31.94 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.8%
Value ($000) $5,133 Shares 68,028 Est. Cost $55.10 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.8%
Value ($000) $5,130 Shares 133,811 Est. Cost $30.40 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.8%
Value ($000) $5,099 Shares 162,400 Est. Cost $24.96 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.8%
Value ($000) $5,067 Shares 140,200 Est. Cost $31.78 Unrealized —
EPU ISHARES MSCI PERU ETF 0.8%
Value ($000) $4,980 Shares 116,989 Est. Cost $30.46 Unrealized —
ROP ROPER TECHNOLOGIES INC 0.8%
Value ($000) $4,932 Shares 17,569 Est. Cost $241.94 Unrealized +8.9%
— POWERSHARES S&P 500 BUYWRITE 0.8%
Value ($000) $4,910 Shares 232,922 Est. Cost $21.67 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.8%
Value ($000) $4,906 Shares 103,859 Est. Cost $38.47 Unrealized —
THD ISHARES MSCI THAILAND ETF 0.8%
Value ($000) $4,863 Shares 48,779 Est. Cost $69.18 Unrealized —
ECH ISHARES MSCI CHILE ETF 0.8%
Value ($000) $4,841 Shares 91,308 Est. Cost $41.91 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.8%
Value ($000) $4,839 Shares 107,831 Est. Cost $41.59 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.8%
Value ($000) $4,721 Shares 68,724 Est. Cost $55.97 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.7%
Value ($000) $4,428 Shares 110,495 Est. Cost $39.85 Unrealized —
— GLOBAL X MSCI GREECE ETF 0.7%
Value ($000) $4,195 Shares 432,485 Est. Cost $8.20 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.6%
Value ($000) $3,979 Shares 65,312 Est. Cost $59.50 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.6%
Value ($000) $3,625 Shares 113,141 Est. Cost $27.05 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.5%
Value ($000) $3,332 Shares 78,543 Est. Cost $41.51 Unrealized —
— UNITED STATES DIESEL-HEATING 0.5%
Value ($000) $3,283 Shares 171,510 Est. Cost $17.14 Unrealized —
— UNITED STATES OIL FUND LP 0.5%
Value ($000) $3,261 Shares 249,154 Est. Cost $12.02 Unrealized —
UGA UNITED STATES GAS FUND LP 0.5%
Value ($000) $3,223 Shares 99,774 Est. Cost $28.67 Unrealized —
GLD SPDR GOLD SHARES 0.5%
Value ($000) $3,101 Shares 24,656 Est. Cost $125.20 Unrealized —
SOYB TEUCRIUM SOYBEAN FUND 0.5%
Value ($000) $3,071 Shares 161,194 Est. Cost $19.05 Unrealized —
BA BOEING CO/THE 0.4%
Value ($000) $2,757 Shares 8,408 Est. Cost $182.21 Unrealized +77.2%
CPER UNITED STATES COPPER INDEX 0.4%
Value ($000) $2,682 Shares 139,711 Est. Cost $16.74 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.4%
Value ($000) $2,648 Shares 77,051 Est. Cost $32.30 Unrealized —
— HARRIS CORP 0.4%
Value ($000) $2,646 Shares 16,406 Est. Cost $131.69 Unrealized —
MA MASTERCARD INC - A 0.4%
Value ($000) $2,644 Shares 15,092 Est. Cost $126.35 Unrealized +29.6%
STZ CONSTELLATION BRANDS INC-A 0.4%
Value ($000) $2,572 Shares 11,285 Est. Cost $194.12 Unrealized 0.0%
VRSK VERISK ANALYTICS INC 0.4%
Value ($000) $2,522 Shares 24,254 Est. Cost $95.40 Unrealized 0.0%
V VISA INC-CLASS A SHARES 0.4%
Value ($000) $2,512 Shares 20,998 Est. Cost $114.76 Unrealized 0.0%
EPI WISDOMTREE INDIA EARNINGS 0.4%
Value ($000) $2,508 Shares 95,639 Est. Cost $21.64 Unrealized —
YUM YUM! BRANDS INC 0.4%
Value ($000) $2,501 Shares 29,383 Est. Cost $71.00 Unrealized 0.0%
AME AMETEK INC 0.4%
Value ($000) $2,494 Shares 32,837 Est. Cost $71.98 Unrealized 0.0%
MCO MOODY'S CORP 0.4%
Value ($000) $2,493 Shares 15,454 Est. Cost $151.00 Unrealized 0.0%
VRSN VERISIGN INC 0.4%
Value ($000) $2,488 Shares 20,986 Est. Cost $114.83 Unrealized 0.0%
XYL XYLEM INC 0.4%
Value ($000) $2,484 Shares 32,301 Est. Cost $67.29 Unrealized 0.0%
— ISHARES INTERNATIONAL PREFER 0.4%
Value ($000) $2,362 Shares 130,641 Est. Cost $18.27 Unrealized —
UNH UNITEDHEALTH GROUP INC 0.4%
Value ($000) $2,353 Shares 10,993 Est. Cost $153.94 Unrealized +30.7%
ALL ALLSTATE CORP 0.4%
Value ($000) $2,247 Shares 23,698 Est. Cost $75.17 Unrealized +7.4%
APH AMPHENOL CORP-CL A 0.4%
Value ($000) $2,218 Shares 25,749 Est. Cost $16.87 Unrealized +23.7%
RSG REPUBLIC SERVICES INC 0.3%
Value ($000) $2,158 Shares 32,578 Est. Cost $46.96 Unrealized +26.2%
MCD MCDONALD'S CORP 0.3%
Value ($000) $2,124 Shares 13,580 Est. Cost $128.65 Unrealized +6.2%
EPOL ISHARES MSCI POLAND ETF 0.3%
Value ($000) $2,007 Shares 79,951 Est. Cost $19.97 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.3%
Value ($000) $1,981 Shares 73,467 Est. Cost $25.61 Unrealized —
HYG ISHARES IBOXX USD HIGH YIELD 0.3%
Value ($000) $1,716 Shares 20,033 Est. Cost $88.09 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.3%
Value ($000) $1,694 Shares 52,117 Est. Cost $28.38 Unrealized —
WIP SPDR CITI INTERNATIONAL GOVE 0.2%
Value ($000) $1,459 Shares 24,508 Est. Cost $58.04 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.2%
Value ($000) $1,433 Shares 28,128 Est. Cost $50.90 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.2%
Value ($000) $1,426 Shares 51,731 Est. Cost $19.67 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.2%
Value ($000) $1,207 Shares 36,057 Est. Cost $29.97 Unrealized —
— VANECK VECTORS RUSSIA ETF 0.2%
Value ($000) $1,033 Shares 45,408 Est. Cost $22.30 Unrealized —
PFF ISHARES US PREFERRED STOCK E 0.1%
Value ($000) $923 Shares 24,578 Est. Cost $38.79 Unrealized —
XLE ENERGY SELECT SECTOR SPDR 0.1%
Value ($000) $787 Shares 11,679 Est. Cost $72.26 Unrealized —