Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 14, 2018

Total Value ($000): $681,883 (100.0% shares, 0.0% debt)

Holdings (74)

SHY ISHARES 1-3 YEAR TREASURY BO 35.5%
Value ($000) $242,296 Shares 2,916,066 Est. Cost $83.53 Unrealized —
— CENTURYLINK INC 3.5%
Value ($000) $23,684 Shares 1,117,177 Est. Cost $18.57 Unrealized —
M MACY'S INC 3.4%
Value ($000) $23,032 Shares 663,190 Est. Cost $24.09 Unrealized +54.5%
VLO VALERO ENERGY CORP 3.4%
Value ($000) $22,855 Shares 200,921 Est. Cost $64.56 Unrealized +30.5%
KSS KOHLS CORP 3.3%
Value ($000) $22,449 Shares 301,136 Est. Cost $50.51 Unrealized +49.8%
PSX PHILLIPS 66 3.3%
Value ($000) $22,228 Shares 197,201 Est. Cost $78.52 Unrealized +9.6%
MPC MARATHON PETROLEUM CORP 3.1%
Value ($000) $20,908 Shares 261,445 Est. Cost $49.84 Unrealized +25.5%
XLU UTILITIES SELECT SECTOR SPDR 2.0%
Value ($000) $13,781 Shares 261,747 Est. Cost $52.65 Unrealized —
XLV HEALTH CARE SELECT SECTOR 1.6%
Value ($000) $11,137 Shares 117,042 Est. Cost $77.22 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 1.6%
Value ($000) $11,054 Shares 140,990 Est. Cost $62.61 Unrealized —
XLP CONSUMER STAPLES SPDR 1.6%
Value ($000) $10,927 Shares 202,622 Est. Cost $53.93 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 1.6%
Value ($000) $10,873 Shares 92,761 Est. Cost $80.98 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 1.6%
Value ($000) $10,814 Shares 143,561 Est. Cost $50.44 Unrealized —
XLC COMM SERV SELECT SECTOR SPDR 1.6%
Value ($000) $10,773 Shares 219,866 Est. Cost $49.00 Unrealized —
— HOLLYFRONTIER CORP 1.6%
Value ($000) $10,715 Shares 153,284 Est. Cost $69.90 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 1.5%
Value ($000) $10,538 Shares 323,150 Est. Cost $32.71 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 1.5%
Value ($000) $10,501 Shares 181,274 Est. Cost $50.55 Unrealized —
T AT&T INC 1.5%
Value ($000) $10,362 Shares 308,600 Est. Cost $14.48 Unrealized 0.0%
PRU PRUDENTIAL FINANCIAL INC 1.5%
Value ($000) $10,179 Shares 100,459 Est. Cost $76.67 Unrealized -10.5%
KR KROGER CO 1.5%
Value ($000) $10,131 Shares 348,034 Est. Cost $25.42 Unrealized 0.0%
HPE HEWLETT PACKARD ENTERPRISE 1.5%
Value ($000) $9,991 Shares 612,583 Est. Cost $12.66 Unrealized 0.0%
F FORD MOTOR CO 1.3%
Value ($000) $8,883 Shares 960,303 Est. Cost $7.37 Unrealized -7.1%
— WESTROCK CO 1.3%
Value ($000) $8,649 Shares 161,838 Est. Cost $63.64 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 1.1%
Value ($000) $7,408 Shares 319,727 Est. Cost $22.90 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 1.1%
Value ($000) $7,303 Shares 135,399 Est. Cost $51.04 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 1.1%
Value ($000) $7,257 Shares 166,600 Est. Cost $43.45 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.8%
Value ($000) $5,795 Shares 167,038 Est. Cost $34.69 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.8%
Value ($000) $5,229 Shares 60,041 Est. Cost $80.74 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value ($000) $5,229 Shares 230,547 Est. Cost $21.63 Unrealized —
VRSK VERISK ANALYTICS INC 0.8%
Value ($000) $5,196 Shares 43,103 Est. Cost $102.48 Unrealized +8.5%
PGR PROGRESSIVE CORP 0.8%
Value ($000) $5,185 Shares 72,980 Est. Cost $39.87 Unrealized +27.3%
SHYG ISHARES 0-5 YR HY CORP BOND 0.7%
Value ($000) $4,930 Shares 104,711 Est. Cost $47.21 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.7%
Value ($000) $4,930 Shares 99,540 Est. Cost $49.53 Unrealized —
HYG ISHARES IBOXX HIGH YLD CORP 0.7%
Value ($000) $4,924 Shares 56,968 Est. Cost $86.12 Unrealized —
— UNITED STATES OIL FUND LP 0.6%
Value ($000) $4,085 Shares 263,219 Est. Cost $12.58 Unrealized —
UGA UNITED STATES GAS FUND LP 0.6%
Value ($000) $4,084 Shares 113,017 Est. Cost $30.39 Unrealized —
PFF ISHARES US PREFERRED STOCK E 0.5%
Value ($000) $3,611 Shares 97,254 Est. Cost $37.97 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.5%
Value ($000) $3,576 Shares 44,321 Est. Cost $81.34 Unrealized —
VRSN VERISIGN INC 0.4%
Value ($000) $2,976 Shares 18,585 Est. Cost $114.83 Unrealized +32.3%
V VISA INC-CLASS A SHARES 0.4%
Value ($000) $2,798 Shares 18,644 Est. Cost $114.76 Unrealized +17.7%
TJX TJX COMPANIES INC 0.4%
Value ($000) $2,647 Shares 23,625 Est. Cost $46.49 Unrealized 0.0%
MSI MOTOROLA SOLUTIONS INC 0.4%
Value ($000) $2,627 Shares 20,191 Est. Cost $111.85 Unrealized 0.0%
FISV FISERV INC 0.4%
Value ($000) $2,622 Shares 31,825 Est. Cost $78.49 Unrealized 0.0%
— CITRIX SYSTEMS INC 0.4%
Value ($000) $2,612 Shares 23,498 Est. Cost $111.16 Unrealized —
EWW ISHARES MSCI MEXICO ETF 0.4%
Value ($000) $2,611 Shares 50,974 Est. Cost $51.22 Unrealized —
MA MASTERCARD INC - A 0.4%
Value ($000) $2,606 Shares 11,708 Est. Cost $126.35 Unrealized +58.6%
COST COSTCO WHOLESALE CORP 0.4%
Value ($000) $2,592 Shares 11,035 Est. Cost $203.13 Unrealized 0.0%
BR BROADRIDGE FINANCIAL SOLUTIO 0.4%
Value ($000) $2,581 Shares 19,555 Est. Cost $111.83 Unrealized 0.0%
EWT ISHARES MSCI TAIWAN ETF 0.4%
Value ($000) $2,560 Shares 67,912 Est. Cost $35.69 Unrealized —
CTAS CINTAS CORP 0.4%
Value ($000) $2,424 Shares 12,256 Est. Cost $47.83 Unrealized 0.0%
YUM YUM! BRANDS INC 0.3%
Value ($000) $2,386 Shares 26,254 Est. Cost $71.00 Unrealized +2.7%
ROP ROPER TECHNOLOGIES INC 0.3%
Value ($000) $2,341 Shares 7,903 Est. Cost $241.94 Unrealized +16.7%
AME AMETEK INC 0.3%
Value ($000) $2,310 Shares 29,198 Est. Cost $71.98 Unrealized +1.2%
MCO MOODY'S CORP 0.3%
Value ($000) $2,302 Shares 13,764 Est. Cost $151.00 Unrealized +9.2%
XYL XYLEM INC 0.3%
Value ($000) $2,298 Shares 28,776 Est. Cost $67.29 Unrealized +1.5%
STZ CONSTELLATION BRANDS INC-A 0.3%
Value ($000) $2,170 Shares 10,063 Est. Cost $194.12 Unrealized -2.9%
FLOT ISHARES FLOATING RATE BOND E 0.2%
Value ($000) $1,370 Shares 26,851 Est. Cost $50.90 Unrealized —
IGSB ISHARES SHORT-TERM CORPORATE 0.2%
Value ($000) $1,367 Shares 26,372 Est. Cost $55.57 Unrealized —
XLE ENERGY SELECT SECTOR SPDR 0.2%
Value ($000) $1,342 Shares 17,718 Est. Cost $73.65 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.2%
Value ($000) $1,281 Shares 46,433 Est. Cost $21.18 Unrealized —
THD ISHARES MSCI THAILAND ETF 0.2%
Value ($000) $1,078 Shares 11,434 Est. Cost $76.33 Unrealized —
MCK MCKESSON CORP 0.2%
Value ($000) $1,061 Shares 8,000 Est. Cost $123.13 Unrealized 0.0%
— TEUCRIUM WHEAT FUND 0.1%
Value ($000) $864 Shares 138,218 Est. Cost $6.38 Unrealized —
TIP ISHARES TIPS BOND ETF 0.0%
Value ($000) $326 Shares 2,947 Est. Cost $112.91 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.0%
Value ($000) $253 Shares 7,819 Est. Cost $31.78 Unrealized —
EPOL ISHARES MSCI POLAND ETF 0.0%
Value ($000) $250 Shares 10,489 Est. Cost $23.83 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.0%
Value ($000) $249 Shares 5,821 Est. Cost $38.47 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.0%
Value ($000) $245 Shares 10,645 Est. Cost $23.02 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.0%
Value ($000) $236 Shares 7,851 Est. Cost $30.06 Unrealized —
EPI WISDOMTREE INDIA EARNINGS 0.0%
Value ($000) $234 Shares 9,717 Est. Cost $24.08 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.0%
Value ($000) $232 Shares 6,892 Est. Cost $33.66 Unrealized —
EPU ISHARES MSCI PERU ETF 0.0%
Value ($000) $232 Shares 6,289 Est. Cost $30.46 Unrealized —
— GLOBAL X MSCI GREECE ETF 0.0%
Value ($000) $231 Shares 27,828 Est. Cost $8.30 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.0%
Value ($000) $67 Shares 623 Est. Cost $109.01 Unrealized —