Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $501,783 (100.0% shares, 0.0% debt)

Holdings (90)

SHY ISHARES 1-3 YEAR TREASURY BO 4.2%
Value ($000) $20,995 Shares 248,083 Est. Cost $83.53 Unrealized —
IEI ISHARES 3-7 YEAR TREASURY BO 4.2%
Value ($000) $20,929 Shares 166,433 Est. Cost $121.40 Unrealized —
IEF ISHARES 7-10 YEAR TREASURY B 4.1%
Value ($000) $20,768 Shares 188,420 Est. Cost $104.20 Unrealized —
XLU UTILITIES SELECT SECTOR SPDR 3.2%
Value ($000) $16,077 Shares 248,793 Est. Cost $53.94 Unrealized —
XRX XEROX HOLDINGS CORP 2.8%
Value ($000) $14,142 Shares 383,565 Est. Cost $31.33 Unrealized +11.6%
XLK TECHNOLOGY SELECT SECT SPDR 2.6%
Value ($000) $13,222 Shares 144,239 Est. Cost $74.45 Unrealized —
XLV HEALTH CARE SELECT SECTOR 2.6%
Value ($000) $13,157 Shares 129,171 Est. Cost $83.86 Unrealized —
SYF SYNCHRONY FINANCIAL 2.6%
Value ($000) $13,076 Shares 363,132 Est. Cost $27.11 Unrealized +13.4%
XLY CONSUMER DISCRETIONARY SELT 2.6%
Value ($000) $13,068 Shares 104,191 Est. Cost $114.31 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 2.6%
Value ($000) $13,048 Shares 423,924 Est. Cost $27.98 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 2.6%
Value ($000) $13,008 Shares 211,795 Est. Cost $58.45 Unrealized —
XLC COMM SERV SELECT SECTOR SPDR 2.6%
Value ($000) $13,003 Shares 242,464 Est. Cost $47.31 Unrealized —
XLP CONSUMER STAPLES SPDR 2.6%
Value ($000) $12,917 Shares 205,099 Est. Cost $53.25 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 2.6%
Value ($000) $12,862 Shares 332,609 Est. Cost $32.87 Unrealized —
DAL DELTA AIR LINES INC 2.6%
Value ($000) $12,830 Shares 219,395 Est. Cost $50.97 Unrealized +6.1%
XLI INDUSTRIAL SELECT SECT SPDR 2.5%
Value ($000) $12,628 Shares 155,000 Est. Cost $75.47 Unrealized —
EWJ ISHARES MSCI JAPAN ETF 2.4%
Value ($000) $11,895 Shares 200,792 Est. Cost $57.32 Unrealized —
WDC WESTERN DIGITAL CORP 1.6%
Value ($000) $8,104 Shares 127,687 Est. Cost $32.38 Unrealized +25.7%
C CITIGROUP INC 1.5%
Value ($000) $7,536 Shares 94,330 Est. Cost $48.78 Unrealized +21.5%
REM ISHARES MORTGAGE REAL ESTATE 1.4%
Value ($000) $7,105 Shares 159,555 Est. Cost $43.99 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 1.4%
Value ($000) $6,995 Shares 306,535 Est. Cost $22.64 Unrealized —
CWB SPDR BBG BARC CONVERTIBLE 1.4%
Value ($000) $6,970 Shares 125,580 Est. Cost $52.32 Unrealized —
— SEAGATE TECHNOLOGY 1.3%
Value ($000) $6,759 Shares 113,597 Est. Cost $53.79 Unrealized —
MET METLIFE INC 1.3%
Value ($000) $6,590 Shares 129,292 Est. Cost $38.47 Unrealized +2.2%
CAH CARDINAL HEALTH INC 1.3%
Value ($000) $6,576 Shares 130,002 Est. Cost $38.16 Unrealized +14.3%
PSX PHILLIPS 66 1.3%
Value ($000) $6,474 Shares 58,114 Est. Cost $77.47 Unrealized +12.8%
PRU PRUDENTIAL FINANCIAL INC 1.3%
Value ($000) $6,367 Shares 67,918 Est. Cost $65.76 Unrealized +2.4%
LNC LINCOLN NATIONAL CORP 1.2%
Value ($000) $5,955 Shares 100,916 Est. Cost $44.10 Unrealized -0.9%
GM GENERAL MOTORS CO 1.2%
Value ($000) $5,834 Shares 159,389 Est. Cost $34.84 Unrealized -1.3%
WHR WHIRLPOOL CORP 1.2%
Value ($000) $5,793 Shares 39,264 Est. Cost $143.57 Unrealized +5.2%
CVX CHEVRON CORP 1.2%
Value ($000) $5,777 Shares 47,934 Est. Cost $87.45 Unrealized +2.5%
NUE NUCOR CORP 1.1%
Value ($000) $5,716 Shares 101,569 Est. Cost $50.70 Unrealized -4.9%
— WALGREENS BOOTS ALLIANCE INC 1.1%
Value ($000) $5,535 Shares 93,870 Est. Cost $63.28 Unrealized —
EMHY ISHARES EMERGING MARKETS HIG 1.0%
Value ($000) $5,039 Shares 106,511 Est. Cost $46.89 Unrealized —
VYM VANGUARD HIGH DVD YIELD ETF 1.0%
Value ($000) $5,028 Shares 53,657 Est. Cost $86.06 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 1.0%
Value ($000) $5,026 Shares 43,875 Est. Cost $110.40 Unrealized —
DWX SPDR S&P INTER DVD ETF 1.0%
Value ($000) $4,995 Shares 124,252 Est. Cost $38.15 Unrealized —
PBP INVESCO S&P 500 BUYWRITE ETF 1.0%
Value ($000) $4,907 Shares 227,830 Est. Cost $21.68 Unrealized —
HYG ISHARES IBOXX HIGH YLD CORP 0.9%
Value ($000) $4,660 Shares 52,985 Est. Cost $86.52 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 0.9%
Value ($000) $4,655 Shares 93,412 Est. Cost $48.90 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.9%
Value ($000) $4,644 Shares 100,024 Est. Cost $46.79 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.8%
Value ($000) $4,143 Shares 121,507 Est. Cost $33.91 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.8%
Value ($000) $4,129 Shares 125,492 Est. Cost $31.94 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.8%
Value ($000) $4,106 Shares 101,038 Est. Cost $35.37 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.8%
Value ($000) $4,099 Shares 121,068 Est. Cost $30.84 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.8%
Value ($000) $4,061 Shares 124,144 Est. Cost $30.62 Unrealized —
GAP GAP INC/THE 0.8%
Value ($000) $4,022 Shares 227,465 Est. Cost $20.02 Unrealized -30.9%
EWI ISHARES MSCI ITALY ETF 0.8%
Value ($000) $4,013 Shares 136,047 Est. Cost $27.56 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.8%
Value ($000) $3,993 Shares 135,812 Est. Cost $28.24 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.8%
Value ($000) $3,774 Shares 79,531 Est. Cost $41.44 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.7%
Value ($000) $3,564 Shares 60,308 Est. Cost $59.52 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.7%
Value ($000) $3,514 Shares 85,445 Est. Cost $36.36 Unrealized —
— GLOBAL X MSCI GREECE ETF 0.7%
Value ($000) $3,503 Shares 345,781 Est. Cost $9.56 Unrealized —
PFF ISHARES PREFERRED & INCOME S 0.7%
Value ($000) $3,495 Shares 92,972 Est. Cost $36.57 Unrealized —
TUR ISHARES MSCI TURKEY ETF 0.7%
Value ($000) $3,479 Shares 128,438 Est. Cost $26.72 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.7%
Value ($000) $3,419 Shares 36,847 Est. Cost $85.46 Unrealized —
AMT AMERICAN TOWER CORP 0.7%
Value ($000) $3,291 Shares 14,319 Est. Cost $161.96 Unrealized +13.5%
EWP ISHARES MSCI SPAIN ETF 0.6%
Value ($000) $3,243 Shares 112,149 Est. Cost $28.92 Unrealized —
EWW ISHARES MSCI MEXICO ETF 0.6%
Value ($000) $3,186 Shares 70,753 Est. Cost $45.03 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.4%
Value ($000) $2,223 Shares 106,875 Est. Cost $20.80 Unrealized —
VGK VANGUARD FTSE EUROPE ETF 0.4%
Value ($000) $1,830 Shares 31,226 Est. Cost $58.61 Unrealized —
PG PROCTER & GAMBLE CO/THE 0.4%
Value ($000) $1,766 Shares 14,141 Est. Cost $82.07 Unrealized +28.2%
DOC HEALTHPEAK PROPERTIES INC 0.3%
Value ($000) $1,615 Shares 46,849 Est. Cost $25.47 Unrealized 0.0%
MRK MERCK & CO. INC. 0.3%
Value ($000) $1,612 Shares 17,728 Est. Cost $60.29 Unrealized +12.0%
PAYX PAYCHEX INC 0.3%
Value ($000) $1,579 Shares 18,565 Est. Cost $60.45 Unrealized +16.9%
MAA MID-AMERICA APARTMENT COMM 0.3%
Value ($000) $1,542 Shares 11,693 Est. Cost $100.20 Unrealized +8.5%
AVB AVALONBAY COMMUNITIES INC 0.3%
Value ($000) $1,530 Shares 7,298 Est. Cost $150.51 Unrealized +14.6%
CCI CROWN CASTLE INTL CORP 0.3%
Value ($000) $1,529 Shares 10,756 Est. Cost $104.76 Unrealized -0.5%
MDLZ MONDELEZ INTERNATIONAL INC-A 0.3%
Value ($000) $1,510 Shares 27,419 Est. Cost $46.69 Unrealized -1.7%
UDR UDR INC 0.3%
Value ($000) $1,507 Shares 32,273 Est. Cost $33.79 Unrealized +13.1%
LLY ELI LILLY & CO 0.3%
Value ($000) $1,488 Shares 11,320 Est. Cost $110.95 Unrealized -3.1%
SBAC SBA COMMUNICATIONS CORP 0.3%
Value ($000) $1,485 Shares 6,161 Est. Cost $228.64 Unrealized -4.0%
O REALTY INCOME CORP 0.3%
Value ($000) $1,475 Shares 20,036 Est. Cost $47.55 Unrealized +15.6%
EPI WISDOMTREE INDIA EARNINGS 0.3%
Value ($000) $1,465 Shares 58,872 Est. Cost $24.88 Unrealized —
HSY HERSHEY CO/THE 0.3%
Value ($000) $1,451 Shares 9,869 Est. Cost $130.18 Unrealized -1.3%
EQR EQUITY RESIDENTIAL 0.3%
Value ($000) $1,428 Shares 17,647 Est. Cost $64.00 Unrealized +4.7%
MCD MCDONALD'S CORP 0.3%
Value ($000) $1,417 Shares 7,171 Est. Cost $184.76 Unrealized -6.9%
GPC GENUINE PARTS CO 0.3%
Value ($000) $1,406 Shares 13,237 Est. Cost $84.75 Unrealized +1.7%
CINF CINCINNATI FINANCIAL CORP 0.3%
Value ($000) $1,372 Shares 13,052 Est. Cost $93.15 Unrealized -0.1%
EXR EXTRA SPACE STORAGE INC 0.3%
Value ($000) $1,368 Shares 12,954 Est. Cost $90.80 Unrealized -5.0%
WIP SPDR FTSE INTERNATIONAL GOVE 0.3%
Value ($000) $1,315 Shares 23,861 Est. Cost $54.19 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.3%
Value ($000) $1,292 Shares 10,098 Est. Cost $119.29 Unrealized —
TIP ISHARES TIPS BOND ETF 0.3%
Value ($000) $1,290 Shares 11,065 Est. Cost $113.21 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.3%
Value ($000) $1,289 Shares 11,313 Est. Cost $109.27 Unrealized —
IGSB ISHARES SHORT-TERM CORPORATE 0.3%
Value ($000) $1,288 Shares 24,008 Est. Cost $55.42 Unrealized —
FLOT ISHARES FLOATING RATE BOND E 0.3%
Value ($000) $1,286 Shares 25,263 Est. Cost $50.90 Unrealized —
— ISHARES INTERNATIONAL PREFER 0.2%
Value ($000) $1,202 Shares 77,780 Est. Cost $15.45 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.2%
Value ($000) $855 Shares 19,603 Est. Cost $43.62 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.2%
Value ($000) $854 Shares 13,726 Est. Cost $62.22 Unrealized —
— VANECK RUSSIA ETF 0.2%
Value ($000) $815 Shares 32,625 Est. Cost $20.60 Unrealized —