Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value ($000): $590,966 (100.0% shares, 0.0% debt)

Holdings (92)

IEF ISHARES 7-10 YEAR TREASURY B 7.7%
Value ($000) $45,592 Shares 414,398 Est. Cost $104.20 Unrealized
IEI ISHARES 3-7 YEAR TREASURY BO 7.7%
Value ($000) $45,432 Shares 361,263 Est. Cost $121.40 Unrealized
SHY ISHARES 1-3 YEAR TREASURY BO 7.6%
Value ($000) $45,130 Shares 532,317 Est. Cost $83.53 Unrealized
XLU UTILITIES SELECT SECTOR SPDR 2.3%
Value ($000) $13,407 Shares 224,836 Est. Cost $52.79 Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 1.9%
Value ($000) $11,092 Shares 142,135 Est. Cost $73.74 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 1.9%
Value ($000) $11,030 Shares 188,544 Est. Cost $58.50 Unrealized
XLY CONSUMER DISCRETIONARY SELT 1.8%
Value ($000) $10,873 Shares 91,213 Est. Cost $113.30 Unrealized
XLP CONSUMER STAPLES SPDR 1.8%
Value ($000) $10,714 Shares 184,500 Est. Cost $52.18 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 1.8%
Value ($000) $10,673 Shares 137,853 Est. Cost $75.01 Unrealized
T AT&T INC 1.8%
Value ($000) $10,658 Shares 318,068 Est. Cost $14.46 Unrealized +4.3%
XLV HEALTH CARE SELECT SECTOR 1.8%
Value ($000) $10,437 Shares 112,662 Est. Cost $82.42 Unrealized
XLRE REAL ESTATE SELECT SECT SPDR 1.8%
Value ($000) $10,348 Shares 281,420 Est. Cost $31.72 Unrealized
XLC COMM SERV SELECT SECTOR SPDR 1.7%
Value ($000) $10,259 Shares 208,441 Est. Cost $46.82 Unrealized
C CITIGROUP INC 1.6%
Value ($000) $9,683 Shares 138,272 Est. Cost $48.78 Unrealized +8.4%
DAL DELTA AIR LINES INC 1.6%
Value ($000) $9,663 Shares 170,289 Est. Cost $46.78 Unrealized +13.9%
XEROX CORP 1.6%
Value ($000) $9,486 Shares 267,892 Est. Cost $31.98 Unrealized
SYF SYNCHRONY FINANCIAL 1.6%
Value ($000) $9,315 Shares 268,655 Est. Cost $25.35 Unrealized +13.4%
HPE HEWLETT PACKARD ENTERPRISE 1.6%
Value ($000) $9,208 Shares 615,925 Est. Cost $12.65 Unrealized -3.2%
GM GENERAL MOTORS CO 1.5%
Value ($000) $8,949 Shares 232,257 Est. Cost $34.84 Unrealized -0.3%
WDC WESTERN DIGITAL CORP 1.5%
Value ($000) $8,936 Shares 187,921 Est. Cost $32.38 Unrealized +1.2%
PSX PHILLIPS 66 1.5%
Value ($000) $8,815 Shares 94,243 Est. Cost $77.47 Unrealized -11.6%
CVX CHEVRON CORP 1.5%
Value ($000) $8,696 Shares 69,884 Est. Cost $87.45 Unrealized +3.2%
NUE NUCOR CORP 1.4%
Value ($000) $8,204 Shares 148,901 Est. Cost $50.70 Unrealized -5.6%
VLO VALERO ENERGY CORP 1.4%
Value ($000) $8,067 Shares 94,235 Est. Cost $64.27 Unrealized -2.0%
KR KROGER CO 1.3%
Value ($000) $7,548 Shares 347,651 Est. Cost $25.41 Unrealized -17.1%
WALGREENS BOOTS ALLIANCE INC 1.3%
Value ($000) $7,508 Shares 137,335 Est. Cost $63.28 Unrealized
CWB SPDR BBG BARC CONVERTIBLE 1.3%
Value ($000) $7,400 Shares 139,957 Est. Cost $52.32 Unrealized
HOLLYFRONTIER CORP 1.2%
Value ($000) $7,219 Shares 155,980 Est. Cost $57.21 Unrealized
BKLN INVESCO SENIOR LOAN ETF 1.2%
Value ($000) $7,100 Shares 313,315 Est. Cost $22.64 Unrealized
MPC MARATHON PETROLEUM CORP 1.2%
Value ($000) $7,046 Shares 126,095 Est. Cost $49.94 Unrealized -11.3%
KSS KOHLS CORP 1.1%
Value ($000) $6,670 Shares 140,271 Est. Cost $51.01 Unrealized +18.3%
M MACY'S INC 1.1%
Value ($000) $6,482 Shares 302,046 Est. Cost $24.35 Unrealized -6.6%
REM ISHARES MORTGAGE REAL ESTATE 1.0%
Value ($000) $5,999 Shares 142,214 Est. Cost $43.36 Unrealized
GAP GAP INC/THE 1.0%
Value ($000) $5,915 Shares 329,184 Est. Cost $20.02 Unrealized -11.4%
CENTURYLINK INC 1.0%
Value ($000) $5,659 Shares 481,142 Est. Cost $18.44 Unrealized
EWN ISHARES MSCI NETHERLANDS ETF 0.9%
Value ($000) $5,425 Shares 175,893 Est. Cost $30.84 Unrealized
EWL ISHARES MSCI SWITZERLAND ETF 0.9%
Value ($000) $5,425 Shares 144,447 Est. Cost $35.37 Unrealized
DWX SPDR S&P INTER DVD ETF 0.9%
Value ($000) $5,315 Shares 135,047 Est. Cost $38.15 Unrealized
EMHY ISHARES EMERGING MARKETS HIG 0.9%
Value ($000) $5,270 Shares 110,284 Est. Cost $46.89 Unrealized
EMB ISHARES JP MORGAN USD EMERGI 0.9%
Value ($000) $5,241 Shares 46,264 Est. Cost $110.32 Unrealized
THD ISHARES MSCI THAILAND ETF 0.8%
Value ($000) $5,004 Shares 52,353 Est. Cost $95.58 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.8%
Value ($000) $4,942 Shares 113,029 Est. Cost $40.99 Unrealized
GLOBAL X MSCI GREECE ETF 0.8%
Value ($000) $4,900 Shares 512,589 Est. Cost $9.56 Unrealized
HYG ISHARES IBOXX HIGH YLD CORP 0.8%
Value ($000) $4,857 Shares 55,716 Est. Cost $86.52 Unrealized
GHYG ISHARES US&INTL HIGH YIELD C 0.8%
Value ($000) $4,850 Shares 98,314 Est. Cost $48.90 Unrealized
SHYG ISHARES 0-5 YR HY CORP BOND 0.8%
Value ($000) $4,803 Shares 102,841 Est. Cost $46.79 Unrealized
EIDO ISHARES MSCI INDONESIA ETF 0.8%
Value ($000) $4,801 Shares 184,743 Est. Cost $25.68 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.8%
Value ($000) $4,750 Shares 133,398 Est. Cost $34.30 Unrealized
EPI WISDOMTREE INDIA EARNINGS 0.8%
Value ($000) $4,599 Shares 176,487 Est. Cost $26.22 Unrealized
VYM VANGUARD HIGH DVD YIELD ETF 0.7%
Value ($000) $4,370 Shares 50,011 Est. Cost $85.65 Unrealized
EWQ ISHARES MSCI FRANCE ETF 0.6%
Value ($000) $3,841 Shares 125,320 Est. Cost $30.65 Unrealized
GLD SPDR GOLD SHARES 0.6%
Value ($000) $3,663 Shares 27,503 Est. Cost $122.02 Unrealized
VNQI VANGUARD GLBL EX-US REAL EST 0.6%
Value ($000) $3,651 Shares 61,886 Est. Cost $59.52 Unrealized
PFF ISHARES PREFERRED & INCOME S 0.6%
Value ($000) $3,578 Shares 97,104 Est. Cost $36.57 Unrealized
VNQ VANGUARD REAL ESTATE ETF 0.6%
Value ($000) $3,552 Shares 40,641 Est. Cost $85.46 Unrealized
MSI MOTOROLA SOLUTIONS INC 0.6%
Value ($000) $3,374 Shares 20,235 Est. Cost $111.88 Unrealized +23.3%
CORN TEUCRIUM CORN FUND 0.6%
Value ($000) $3,337 Shares 202,989 Est. Cost $16.44 Unrealized
PBP INVESCO S&P 500 BUYWRITE ETF 0.6%
Value ($000) $3,275 Shares 150,980 Est. Cost $21.69 Unrealized
VRSK VERISK ANALYTICS INC 0.5%
Value ($000) $3,146 Shares 21,482 Est. Cost $102.71 Unrealized +31.5%
MA MASTERCARD INC - A 0.5%
Value ($000) $3,086 Shares 11,669 Est. Cost $128.08 Unrealized +88.4%
PGR PROGRESSIVE CORP 0.5%
Value ($000) $3,033 Shares 37,948 Est. Cost $40.20 Unrealized +57.9%
CTAS CINTAS CORP 0.5%
Value ($000) $2,913 Shares 12,276 Est. Cost $47.64 Unrealized +8.7%
COST COSTCO WHOLESALE CORP 0.5%
Value ($000) $2,910 Shares 11,015 Est. Cost $203.11 Unrealized +11.6%
FISV FISERV INC 0.5%
Value ($000) $2,873 Shares 31,518 Est. Cost $78.47 Unrealized +11.7%
BR BROADRIDGE FINANCIAL SOLUTIO 0.4%
Value ($000) $2,507 Shares 19,628 Est. Cost $111.46 Unrealized -3.5%
TJX TJX COMPANIES INC 0.4%
Value ($000) $2,505 Shares 47,371 Est. Cost $46.18 Unrealized +5.4%
EWI ISHARES MSCI ITALY ETF 0.4%
Value ($000) $2,316 Shares 84,066 Est. Cost $27.55 Unrealized
CITRIX SYSTEMS INC 0.4%
Value ($000) $2,307 Shares 23,508 Est. Cost $110.92 Unrealized
EWD ISHARES MSCI SWEDEN ETF 0.4%
Value ($000) $2,305 Shares 74,732 Est. Cost $30.84 Unrealized
PG PROCTER & GAMBLE CO/THE 0.4%
Value ($000) $2,276 Shares 20,758 Est. Cost $82.07 Unrealized +10.3%
AMT AMERICAN TOWER CORP 0.4%
Value ($000) $2,258 Shares 11,045 Est. Cost $146.03 Unrealized +15.2%
EWP ISHARES MSCI SPAIN ETF 0.4%
Value ($000) $2,240 Shares 77,494 Est. Cost $28.91 Unrealized
PAYX PAYCHEX INC 0.4%
Value ($000) $2,239 Shares 27,203 Est. Cost $60.45 Unrealized +15.1%
EWU ISHARES MSCI UNITED KINGDOM 0.4%
Value ($000) $2,224 Shares 68,813 Est. Cost $32.85 Unrealized
MRK MERCK & CO. INC. 0.4%
Value ($000) $2,181 Shares 26,007 Est. Cost $60.29 Unrealized +3.1%
HCP INC 0.4%
Value ($000) $2,180 Shares 68,157 Est. Cost $31.30 Unrealized
AVB AVALONBAY COMMUNITIES INC 0.4%
Value ($000) $2,174 Shares 10,700 Est. Cost $150.51 Unrealized +6.8%
UDR UDR INC 0.4%
Value ($000) $2,121 Shares 47,261 Est. Cost $33.79 Unrealized +4.5%
O REALTY INCOME CORP 0.3%
Value ($000) $2,015 Shares 29,210 Est. Cost $47.55 Unrealized +4.0%
GPC GENUINE PARTS CO 0.3%
Value ($000) $2,006 Shares 19,372 Est. Cost $84.75 Unrealized +0.8%
LLY ELI LILLY & CO 0.3%
Value ($000) $1,844 Shares 16,647 Est. Cost $110.95 Unrealized -2.6%
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $1,372 Shares 11,035 Est. Cost $119.29 Unrealized
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $1,371 Shares 24,676 Est. Cost $54.19 Unrealized
IGSB ISHARES SHORT-TERM CORPORATE 0.2%
Value ($000) $1,339 Shares 25,052 Est. Cost $55.42 Unrealized
TIP ISHARES TIPS BOND ETF 0.2%
Value ($000) $1,339 Shares 11,597 Est. Cost $113.21 Unrealized
FLOT ISHARES FLOATING RATE BOND E 0.2%
Value ($000) $1,332 Shares 26,157 Est. Cost $50.90 Unrealized
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $1,332 Shares 11,777 Est. Cost $109.27 Unrealized
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $1,181 Shares 49,736 Est. Cost $23.75 Unrealized
TEUCRIUM WHEAT FUND 0.2%
Value ($000) $1,150 Shares 200,627 Est. Cost $5.73 Unrealized
EZA ISHARES MSCI SOUTH AFRICA ET 0.2%
Value ($000) $1,149 Shares 21,011 Est. Cost $54.69 Unrealized
VANECK RUSSIA ETF 0.2%
Value ($000) $927 Shares 39,216 Est. Cost $20.60 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.1%
Value ($000) $779 Shares 28,229 Est. Cost $27.60 Unrealized