Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value ($000): $558,206 (100.0% shares, 0.0% debt)

Holdings (104)

SHY ISHARES 1-3 YEAR TREASURY BO 5.8%
Value ($000) $32,352 Shares 381,418 Est. Cost $83.53 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 5.8%
Value ($000) $32,209 Shares 254,013 Est. Cost $121.40 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 5.7%
Value ($000) $32,013 Shares 284,633 Est. Cost $104.20 Unrealized —
DAL DELTA AIR LINES INC 3.0%
Value ($000) $16,984 Shares 294,872 Est. Cost $50.97 Unrealized +11.3%
SYF SYNCHRONY FINANCIAL 3.0%
Value ($000) $16,651 Shares 488,457 Est. Cost $27.11 Unrealized +7.9%
XLU UTILITIES SELECT SECTOR SPDR 2.9%
Value ($000) $16,113 Shares 248,892 Est. Cost $53.94 Unrealized —
XRX XEROX HOLDINGS CORP 2.7%
Value ($000) $15,294 Shares 511,327 Est. Cost $31.33 Unrealized 0.0%
XLF FINANCIAL SELECT SECTOR SPDR 2.4%
Value ($000) $13,164 Shares 470,127 Est. Cost $27.98 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 2.3%
Value ($000) $12,993 Shares 223,252 Est. Cost $58.45 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 2.3%
Value ($000) $12,971 Shares 167,092 Est. Cost $75.47 Unrealized —
XLP CONSUMER STAPLES SPDR 2.3%
Value ($000) $12,814 Shares 208,627 Est. Cost $53.25 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 2.3%
Value ($000) $12,791 Shares 158,835 Est. Cost $74.45 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 2.3%
Value ($000) $12,753 Shares 105,659 Est. Cost $114.31 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 2.3%
Value ($000) $12,720 Shares 323,333 Est. Cost $32.71 Unrealized —
XLC COMM SERV SELECT SECTOR SPDR 2.3%
Value ($000) $12,620 Shares 254,844 Est. Cost $47.31 Unrealized —
XLV HEALTH CARE SELECT SECTOR 2.2%
Value ($000) $12,489 Shares 138,571 Est. Cost $83.86 Unrealized —
WDC WESTERN DIGITAL CORP 1.9%
Value ($000) $10,391 Shares 174,216 Est. Cost $32.38 Unrealized +27.5%
C CITIGROUP INC 1.6%
Value ($000) $8,903 Shares 128,886 Est. Cost $48.78 Unrealized +11.0%
EWJ ISHARES MSCI JAPAN ETF 1.6%
Value ($000) $8,760 Shares 154,390 Est. Cost $56.74 Unrealized —
WHR WHIRLPOOL CORP 1.5%
Value ($000) $8,198 Shares 51,767 Est. Cost $143.57 Unrealized 0.0%
PSX PHILLIPS 66 1.5%
Value ($000) $8,169 Shares 79,769 Est. Cost $77.47 Unrealized -0.3%
GM GENERAL MOTORS CO 1.5%
Value ($000) $8,135 Shares 217,053 Est. Cost $34.84 Unrealized +3.4%
CAH CARDINAL HEALTH INC 1.4%
Value ($000) $8,075 Shares 171,115 Est. Cost $38.16 Unrealized 0.0%
PRU PRUDENTIAL FINANCIAL INC 1.4%
Value ($000) $8,034 Shares 89,310 Est. Cost $65.76 Unrealized 0.0%
MET METLIFE INC 1.4%
Value ($000) $8,029 Shares 170,236 Est. Cost $38.47 Unrealized 0.0%
— SEAGATE TECHNOLOGY 1.4%
Value ($000) $8,018 Shares 149,067 Est. Cost $53.79 Unrealized —
LNC LINCOLN NATIONAL CORP 1.4%
Value ($000) $8,018 Shares 132,938 Est. Cost $44.10 Unrealized 0.0%
CVX CHEVRON CORP 1.4%
Value ($000) $7,750 Shares 65,341 Est. Cost $87.45 Unrealized +4.7%
— WALGREENS BOOTS ALLIANCE INC 1.3%
Value ($000) $7,093 Shares 128,252 Est. Cost $63.28 Unrealized —
NUE NUCOR CORP 1.3%
Value ($000) $7,066 Shares 138,791 Est. Cost $50.70 Unrealized -9.7%
BKLN INVESCO SENIOR LOAN ETF 1.2%
Value ($000) $6,937 Shares 307,094 Est. Cost $22.64 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 1.2%
Value ($000) $6,896 Shares 131,477 Est. Cost $52.32 Unrealized —
GAP GAP INC/THE 1.0%
Value ($000) $5,356 Shares 308,569 Est. Cost $20.02 Unrealized -28.9%
VYM VANGUARD HIGH DVD YIELD ETF 0.9%
Value ($000) $5,119 Shares 57,689 Est. Cost $86.06 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.9%
Value ($000) $5,051 Shares 129,680 Est. Cost $38.15 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 0.9%
Value ($000) $4,945 Shares 106,368 Est. Cost $46.89 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 0.9%
Value ($000) $4,927 Shares 227,574 Est. Cost $21.68 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.9%
Value ($000) $4,876 Shares 43,020 Est. Cost $110.32 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.8%
Value ($000) $4,635 Shares 99,689 Est. Cost $46.79 Unrealized —
HYG ISHARES IBOXX HIGH YLD CORP 0.8%
Value ($000) $4,633 Shares 53,151 Est. Cost $86.52 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.8%
Value ($000) $4,610 Shares 94,485 Est. Cost $48.90 Unrealized —
AMT AMERICAN TOWER CORP 0.8%
Value ($000) $4,258 Shares 19,257 Est. Cost $161.96 Unrealized +13.2%
EWN ISHARES MSCI NETHERLANDS ETF 0.7%
Value ($000) $3,981 Shares 126,954 Est. Cost $30.84 Unrealized —
EWI ISHARES MSCI ITALY ETF 0.7%
Value ($000) $3,980 Shares 144,363 Est. Cost $27.56 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.7%
Value ($000) $3,970 Shares 131,733 Est. Cost $30.62 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.7%
Value ($000) $3,909 Shares 103,677 Est. Cost $35.37 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.7%
Value ($000) $3,712 Shares 138,920 Est. Cost $26.72 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.6%
Value ($000) $3,524 Shares 60,144 Est. Cost $59.52 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.6%
Value ($000) $3,524 Shares 37,789 Est. Cost $85.46 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.6%
Value ($000) $3,492 Shares 96,049 Est. Cost $36.36 Unrealized —
PFF ISHARES PREFERRED & INCOME S 0.6%
Value ($000) $3,486 Shares 92,881 Est. Cost $36.57 Unrealized —
— GLOBAL X MSCI GREECE ETF 0.6%
Value ($000) $3,403 Shares 364,760 Est. Cost $9.56 Unrealized —
THD ISHARES MSCI THAILAND ETF 0.6%
Value ($000) $3,304 Shares 37,245 Est. Cost $95.58 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.6%
Value ($000) $3,256 Shares 97,333 Est. Cost $34.30 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.6%
Value ($000) $3,117 Shares 73,993 Est. Cost $40.99 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 0.6%
Value ($000) $3,113 Shares 73,892 Est. Cost $43.36 Unrealized —
PG PROCTER & GAMBLE CO/THE 0.4%
Value ($000) $2,401 Shares 19,302 Est. Cost $82.07 Unrealized +23.1%
— HCP INC 0.4%
Value ($000) $2,269 Shares 63,709 Est. Cost $31.30 Unrealized —
AVB AVALONBAY COMMUNITIES INC 0.4%
Value ($000) $2,144 Shares 9,956 Est. Cost $150.51 Unrealized +11.1%
UDR UDR INC 0.4%
Value ($000) $2,134 Shares 44,017 Est. Cost $33.79 Unrealized +10.1%
PAYX PAYCHEX INC 0.4%
Value ($000) $2,095 Shares 25,312 Est. Cost $60.45 Unrealized +14.4%
O REALTY INCOME CORP 0.4%
Value ($000) $2,094 Shares 27,304 Est. Cost $47.55 Unrealized +7.9%
MRK MERCK & CO. INC. 0.4%
Value ($000) $2,036 Shares 24,186 Est. Cost $60.29 Unrealized +8.6%
MCD MCDONALD'S CORP 0.4%
Value ($000) $2,027 Shares 9,442 Est. Cost $184.76 Unrealized 0.0%
HSY HERSHEY CO/THE 0.4%
Value ($000) $2,018 Shares 13,016 Est. Cost $130.18 Unrealized 0.0%
EIDO ISHARES MSCI INDONESIA ETF 0.4%
Value ($000) $2,016 Shares 82,375 Est. Cost $25.68 Unrealized —
CINF CINCINNATI FINANCIAL CORP 0.4%
Value ($000) $2,007 Shares 17,207 Est. Cost $93.15 Unrealized 0.0%
MAA MID-AMERICA APARTMENT COMM 0.4%
Value ($000) $1,999 Shares 15,379 Est. Cost $100.20 Unrealized 0.0%
EQR EQUITY RESIDENTIAL 0.4%
Value ($000) $1,996 Shares 23,143 Est. Cost $64.00 Unrealized 0.0%
MDLZ MONDELEZ INTERNATIONAL INC-A 0.4%
Value ($000) $1,993 Shares 36,030 Est. Cost $46.69 Unrealized 0.0%
EXR EXTRA SPACE STORAGE INC 0.4%
Value ($000) $1,988 Shares 17,021 Est. Cost $90.80 Unrealized 0.0%
SBAC SBA COMMUNICATIONS CORP 0.4%
Value ($000) $1,967 Shares 8,155 Est. Cost $228.64 Unrealized 0.0%
CCI CROWN CASTLE INTL CORP 0.4%
Value ($000) $1,964 Shares 14,129 Est. Cost $104.76 Unrealized 0.0%
GPC GENUINE PARTS CO 0.3%
Value ($000) $1,798 Shares 18,055 Est. Cost $84.75 Unrealized -5.8%
EWD ISHARES MSCI SWEDEN ETF 0.3%
Value ($000) $1,731 Shares 58,793 Est. Cost $30.84 Unrealized —
LLY ELI LILLY & CO 0.3%
Value ($000) $1,729 Shares 15,461 Est. Cost $110.95 Unrealized -7.4%
EWG ISHARES MSCI GERMANY ETF 0.3%
Value ($000) $1,707 Shares 63,429 Est. Cost $26.91 Unrealized —
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $1,299 Shares 23,752 Est. Cost $54.19 Unrealized —
IGSB ISHARES SHORT-TERM CORPORATE 0.2%
Value ($000) $1,298 Shares 24,190 Est. Cost $55.42 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.2%
Value ($000) $1,298 Shares 25,466 Est. Cost $50.90 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $1,288 Shares 11,285 Est. Cost $109.27 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $1,288 Shares 10,103 Est. Cost $119.29 Unrealized —
TIP ISHARES TIPS BOND ETF 0.2%
Value ($000) $1,283 Shares 11,030 Est. Cost $113.21 Unrealized —
— VANECK RUSSIA ETF 0.1%
Value ($000) $823 Shares 36,063 Est. Cost $20.60 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.1%
Value ($000) $575 Shares 18,297 Est. Cost $32.85 Unrealized —
T AT&T INC 0.1%
Value ($000) $399 Shares 10,541 Est. Cost $14.46 Unrealized +17.6%
HPE HEWLETT PACKARD ENTERPRISE 0.1%
Value ($000) $307 Shares 20,262 Est. Cost $12.65 Unrealized -8.4%
KR KROGER CO 0.1%
Value ($000) $294 Shares 11,417 Est. Cost $25.41 Unrealized -20.1%
— HOLLYFRONTIER CORP 0.0%
Value ($000) $275 Shares 5,134 Est. Cost $57.21 Unrealized —
VLO VALERO ENERGY CORP 0.0%
Value ($000) $265 Shares 3,110 Est. Cost $64.27 Unrealized -2.8%
MPC MARATHON PETROLEUM CORP 0.0%
Value ($000) $253 Shares 4,163 Est. Cost $49.94 Unrealized -13.7%
KSS KOHLS CORP 0.0%
Value ($000) $229 Shares 4,617 Est. Cost $51.01 Unrealized -3.8%
— CENTURYLINK INC 0.0%
Value ($000) $200 Shares 16,050 Est. Cost $18.44 Unrealized —
M MACY'S INC 0.0%
Value ($000) $156 Shares 10,023 Est. Cost $24.35 Unrealized -23.9%
MSI MOTOROLA SOLUTIONS INC 0.0%
Value ($000) $113 Shares 661 Est. Cost $111.88 Unrealized +41.0%
VRSK VERISK ANALYTICS INC 0.0%
Value ($000) $111 Shares 700 Est. Cost $102.71 Unrealized +44.9%
CTAS CINTAS CORP 0.0%
Value ($000) $107 Shares 400 Est. Cost $47.64 Unrealized +25.8%
FISV FISERV INC 0.0%
Value ($000) $106 Shares 1,026 Est. Cost $78.47 Unrealized +30.1%
COST COSTCO WHOLESALE CORP 0.0%
Value ($000) $104 Shares 360 Est. Cost $203.11 Unrealized +26.2%
MA MASTERCARD INC - A 0.0%
Value ($000) $103 Shares 379 Est. Cost $128.08 Unrealized +107.8%
PGR PROGRESSIVE CORP 0.0%
Value ($000) $95 Shares 1,232 Est. Cost $40.20 Unrealized +60.8%
TJX TJX COMPANIES INC 0.0%
Value ($000) $86 Shares 1,549 Est. Cost $46.18 Unrealized +8.5%
BR BROADRIDGE FINANCIAL SOLUTIO 0.0%
Value ($000) $80 Shares 641 Est. Cost $111.46 Unrealized +3.6%
— CITRIX SYSTEMS INC 0.0%
Value ($000) $74 Shares 769 Est. Cost $110.92 Unrealized —