Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2019 (← Previous) (Next →)

Filing Date: May 15, 2019

Total Value ($000): $604,349 (100.0% shares, 0.0% debt)

Holdings (84)

IEF ISHARES 7-10 YEAR TREASURY B 9.0%
Value ($000) $54,339 Shares 509,409 Est. Cost $104.20 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 8.9%
Value ($000) $53,756 Shares 436,335 Est. Cost $121.40 Unrealized —
SHY ISHARES 1-3 YEAR TREASURY BO 8.8%
Value ($000) $53,266 Shares 633,210 Est. Cost $83.53 Unrealized —
XLU UTILITIES SELECT SECTOR SPDR 2.5%
Value ($000) $14,821 Shares 254,795 Est. Cost $52.79 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 2.0%
Value ($000) $12,278 Shares 338,978 Est. Cost $31.72 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 2.0%
Value ($000) $12,210 Shares 164,994 Est. Cost $73.74 Unrealized —
XLP CONSUMER STAPLES SPDR 2.0%
Value ($000) $12,146 Shares 216,464 Est. Cost $52.18 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 2.0%
Value ($000) $12,123 Shares 106,485 Est. Cost $113.30 Unrealized —
XLV HEALTH CARE SELECT SECTOR 1.9%
Value ($000) $11,753 Shares 128,094 Est. Cost $82.42 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 1.9%
Value ($000) $11,565 Shares 154,133 Est. Cost $75.01 Unrealized —
XLC COMM SERV SELECT SECTOR SPDR 1.9%
Value ($000) $11,350 Shares 242,681 Est. Cost $46.82 Unrealized —
T AT&T INC 1.7%
Value ($000) $10,115 Shares 322,528 Est. Cost $14.46 Unrealized -2.0%
KSS KOHLS CORP 1.6%
Value ($000) $9,783 Shares 142,268 Est. Cost $51.01 Unrealized +33.0%
HPE HEWLETT PACKARD ENTERPRISE 1.6%
Value ($000) $9,719 Shares 629,861 Est. Cost $12.65 Unrealized -2.3%
PSX PHILLIPS 66 1.5%
Value ($000) $9,156 Shares 96,208 Est. Cost $77.47 Unrealized -7.2%
WDC WESTERN DIGITAL CORP 1.5%
Value ($000) $9,140 Shares 190,176 Est. Cost $32.38 Unrealized 0.0%
DAL DELTA AIR LINES INC 1.5%
Value ($000) $8,933 Shares 172,956 Est. Cost $46.78 Unrealized 0.0%
NUE NUCOR CORP 1.5%
Value ($000) $8,814 Shares 151,061 Est. Cost $50.70 Unrealized 0.0%
— WALGREENS BOOTS ALLIANCE INC 1.5%
Value ($000) $8,810 Shares 139,233 Est. Cost $63.28 Unrealized —
KR KROGER CO 1.4%
Value ($000) $8,756 Shares 355,936 Est. Cost $25.41 Unrealized -7.1%
C CITIGROUP INC 1.4%
Value ($000) $8,738 Shares 140,443 Est. Cost $48.78 Unrealized 0.0%
GAP GAP INC/THE 1.4%
Value ($000) $8,728 Shares 333,392 Est. Cost $20.02 Unrealized 0.0%
SYF SYNCHRONY FINANCIAL 1.4%
Value ($000) $8,724 Shares 273,472 Est. Cost $25.35 Unrealized 0.0%
CVX CHEVRON CORP 1.4%
Value ($000) $8,717 Shares 70,766 Est. Cost $87.45 Unrealized 0.0%
GM GENERAL MOTORS CO 1.4%
Value ($000) $8,714 Shares 234,880 Est. Cost $34.84 Unrealized 0.0%
— XEROX CORP 1.4%
Value ($000) $8,697 Shares 271,950 Est. Cost $31.98 Unrealized —
VLO VALERO ENERGY CORP 1.3%
Value ($000) $8,148 Shares 96,060 Est. Cost $64.27 Unrealized -2.9%
— HOLLYFRONTIER CORP 1.3%
Value ($000) $7,870 Shares 159,728 Est. Cost $57.21 Unrealized —
MPC MARATHON PETROLEUM CORP 1.3%
Value ($000) $7,702 Shares 128,694 Est. Cost $49.94 Unrealized +1.0%
ITB ISHARES U.S. HOME CONSTRUCTI 1.2%
Value ($000) $7,343 Shares 208,363 Est. Cost $30.04 Unrealized —
M MACY'S INC 1.2%
Value ($000) $7,330 Shares 305,026 Est. Cost $24.35 Unrealized +3.7%
REM ISHARES MORTGAGE REAL ESTATE 1.1%
Value ($000) $6,636 Shares 153,120 Est. Cost $43.36 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 1.1%
Value ($000) $6,524 Shares 124,854 Est. Cost $52.25 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 1.1%
Value ($000) $6,491 Shares 286,690 Est. Cost $22.64 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 1.0%
Value ($000) $6,213 Shares 181,133 Est. Cost $34.30 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 1.0%
Value ($000) $6,063 Shares 236,110 Est. Cost $25.68 Unrealized —
— CENTURYLINK INC 1.0%
Value ($000) $5,807 Shares 484,313 Est. Cost $18.44 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 1.0%
Value ($000) $5,791 Shares 141,282 Est. Cost $40.99 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.9%
Value ($000) $5,577 Shares 125,985 Est. Cost $44.27 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.9%
Value ($000) $5,393 Shares 152,469 Est. Cost $35.37 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.8%
Value ($000) $4,684 Shares 42,559 Est. Cost $110.06 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.8%
Value ($000) $4,667 Shares 122,719 Est. Cost $38.03 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 0.8%
Value ($000) $4,638 Shares 54,150 Est. Cost $85.65 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.8%
Value ($000) $4,618 Shares 98,704 Est. Cost $46.79 Unrealized —
EPU ISHARES MSCI PERU ETF 0.7%
Value ($000) $4,406 Shares 112,131 Est. Cost $39.29 Unrealized —
HYG ISHARES IBOXX HIGH YLD CORP 0.7%
Value ($000) $4,397 Shares 50,855 Est. Cost $86.46 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.7%
Value ($000) $4,374 Shares 89,527 Est. Cost $48.86 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.7%
Value ($000) $4,371 Shares 93,569 Est. Cost $46.80 Unrealized —
GLD SPDR GOLD SHARES 0.6%
Value ($000) $3,458 Shares 28,340 Est. Cost $122.02 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.6%
Value ($000) $3,406 Shares 57,184 Est. Cost $59.56 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.6%
Value ($000) $3,393 Shares 39,042 Est. Cost $85.38 Unrealized —
PFF ISHARES PREFERRED & INCOME S 0.5%
Value ($000) $3,287 Shares 89,945 Est. Cost $36.54 Unrealized —
VRSK VERISK ANALYTICS INC 0.5%
Value ($000) $2,935 Shares 22,067 Est. Cost $102.71 Unrealized +13.3%
MSI MOTOROLA SOLUTIONS INC 0.5%
Value ($000) $2,915 Shares 20,755 Est. Cost $111.88 Unrealized +5.8%
FISV FISERV INC 0.5%
Value ($000) $2,863 Shares 32,429 Est. Cost $78.47 Unrealized +5.2%
EPI WISDOMTREE INDIA EARNINGS 0.5%
Value ($000) $2,863 Shares 108,753 Est. Cost $26.33 Unrealized —
MA MASTERCARD INC - A 0.5%
Value ($000) $2,819 Shares 11,975 Est. Cost $128.08 Unrealized +61.8%
PGR PROGRESSIVE CORP 0.5%
Value ($000) $2,806 Shares 38,920 Est. Cost $40.20 Unrealized +38.0%
COST COSTCO WHOLESALE CORP 0.5%
Value ($000) $2,738 Shares 11,305 Est. Cost $203.11 Unrealized -2.3%
TJX TJX COMPANIES INC 0.4%
Value ($000) $2,582 Shares 48,525 Est. Cost $46.18 Unrealized -1.5%
CTAS CINTAS CORP 0.4%
Value ($000) $2,552 Shares 12,627 Est. Cost $47.64 Unrealized -4.9%
— CITRIX SYSTEMS INC 0.4%
Value ($000) $2,403 Shares 24,115 Est. Cost $110.92 Unrealized —
PAYX PAYCHEX INC 0.4%
Value ($000) $2,210 Shares 27,562 Est. Cost $60.45 Unrealized 0.0%
AMT AMERICAN TOWER CORP 0.4%
Value ($000) $2,203 Shares 11,179 Est. Cost $146.03 Unrealized 0.0%
GPC GENUINE PARTS CO 0.4%
Value ($000) $2,199 Shares 19,633 Est. Cost $84.75 Unrealized 0.0%
LLY ELI LILLY & CO 0.4%
Value ($000) $2,193 Shares 16,900 Est. Cost $110.95 Unrealized 0.0%
MRK MERCK & CO. INC. 0.4%
Value ($000) $2,193 Shares 26,370 Est. Cost $60.29 Unrealized 0.0%
PG PROCTER & GAMBLE CO/THE 0.4%
Value ($000) $2,189 Shares 21,046 Est. Cost $82.07 Unrealized 0.0%
UDR UDR INC 0.4%
Value ($000) $2,177 Shares 47,890 Est. Cost $33.79 Unrealized 0.0%
AVB AVALONBAY COMMUNITIES INC 0.4%
Value ($000) $2,177 Shares 10,844 Est. Cost $150.51 Unrealized 0.0%
O REALTY INCOME CORP 0.4%
Value ($000) $2,172 Shares 29,530 Est. Cost $47.55 Unrealized 0.0%
— HCP INC 0.4%
Value ($000) $2,152 Shares 68,760 Est. Cost $31.30 Unrealized —
— VANECK VECTORS RUSSIA ETF 0.4%
Value ($000) $2,141 Shares 103,919 Est. Cost $20.60 Unrealized —
BR BROADRIDGE FINANCIAL SOLUTIO 0.3%
Value ($000) $2,087 Shares 20,129 Est. Cost $111.46 Unrealized -20.0%
CPER UNITED STATES COPPER INDEX 0.3%
Value ($000) $1,832 Shares 99,985 Est. Cost $18.32 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.3%
Value ($000) $1,780 Shares 53,938 Est. Cost $33.00 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $1,248 Shares 10,485 Est. Cost $119.03 Unrealized —
TIP ISHARES TIPS BOND ETF 0.2%
Value ($000) $1,237 Shares 10,940 Est. Cost $113.07 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $1,231 Shares 11,068 Est. Cost $109.03 Unrealized —
IGSB ISHARES SHORT-TERM CORPORATE 0.2%
Value ($000) $1,226 Shares 23,220 Est. Cost $55.57 Unrealized —
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $1,220 Shares 22,567 Est. Cost $54.06 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.2%
Value ($000) $1,217 Shares 23,905 Est. Cost $50.90 Unrealized —
— UNITED STATES STEEL CORP 0.2%
Value ($000) $1,169 Shares 60,000 Est. Cost $19.48 Unrealized —
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $882 Shares 25,000 Est. Cost $30.67 Unrealized 0.0%