Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $455,046 (100.0% shares, 0.0% debt)

Holdings (79)

SAFEWAY INC 7.4%
Value ($000) $33,470 Shares 1,046,260 Est. Cost $23.66 Unrealized
MUR MURPHY OIL CORP 5.7%
Value ($000) $26,009 Shares 431,178 Est. Cost $36.33 Unrealized +3.9%
NOC NORTHROP GRUMMAN CORP 4.7%
Value ($000) $21,514 Shares 225,837 Est. Cost $62.64 Unrealized +19.5%
SEAGATE TECHNOLOGY 3.6%
Value ($000) $16,523 Shares 377,590 Est. Cost $44.83 Unrealized
LNC LINCOLN NATIONAL CORP 3.6%
Value ($000) $16,407 Shares 390,747 Est. Cost $22.84 Unrealized +22.4%
WDC WESTERN DIGITAL CORP 3.5%
Value ($000) $15,903 Shares 250,828 Est. Cost $36.00 Unrealized +12.2%
R RYDER SYSTEM INC 3.3%
Value ($000) $14,793 Shares 247,785 Est. Cost $60.03 Unrealized 0.0%
XEROX CORP 3.2%
Value ($000) $14,741 Shares 1,432,561 Est. Cost $10.29 Unrealized
SLM SLM CORP 3.2%
Value ($000) $14,652 Shares 588,449 Est. Cost $8.73 Unrealized 0.0%
LYB LYONDELLBASELL INDU-CL A 3.2%
Value ($000) $14,636 Shares 199,864 Est. Cost $33.57 Unrealized +10.1%
UNM UNUM GROUP 3.1%
Value ($000) $14,293 Shares 469,552 Est. Cost $30.72 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 3.1%
Value ($000) $14,038 Shares 271,580 Est. Cost $38.52 Unrealized 0.0%
F FORD MOTOR CO 3.1%
Value ($000) $14,012 Shares 830,571 Est. Cost $9.02 Unrealized 0.0%
WELLPOINT INC 3.0%
Value ($000) $13,873 Shares 165,920 Est. Cost $83.61 Unrealized
TSN TYSON FOODS INC-CL A 3.0%
Value ($000) $13,805 Shares 488,155 Est. Cost $22.26 Unrealized 0.0%
TESORO CORP 2.0%
Value ($000) $9,117 Shares 207,317 Est. Cost $51.80 Unrealized
MPC MARATHON PETROLEUM CORP 1.9%
Value ($000) $8,778 Shares 136,476 Est. Cost $27.55 Unrealized -11.5%
VLO VALERO ENERGY CORP 1.9%
Value ($000) $8,574 Shares 251,092 Est. Cost $24.01 Unrealized -6.7%
FXI ISHARES CHINA LARGE-CAP ETF 1.6%
Value ($000) $7,368 Shares 198,705 Est. Cost $37.08 Unrealized
EWY ISHARES MSCI SOUTH KOREA CAP 1.6%
Value ($000) $7,315 Shares 118,948 Est. Cost $61.50 Unrealized
ISHARES MSCI TAIWAN ETF 1.5%
Value ($000) $7,024 Shares 504,613 Est. Cost $13.84 Unrealized
MARKET VECTORS RUSSIA ETF 1.1%
Value ($000) $5,147 Shares 182,641 Est. Cost $28.18 Unrealized
EZA ISHARES MSCI SOUTH AFRICA ET 1.0%
Value ($000) $4,741 Shares 74,982 Est. Cost $63.23 Unrealized
EPOL ISHARES MSCI POLAND CAPPED E 1.0%
Value ($000) $4,715 Shares 164,616 Est. Cost $28.64 Unrealized
KR KROGER CO 0.9%
Value ($000) $3,907 Shares 96,842 Est. Cost $15.23 Unrealized 0.0%
EWZ ISHARES MSCI BRAZIL CAPPED E 0.8%
Value ($000) $3,854 Shares 80,447 Est. Cost $47.91 Unrealized
WASHINGTON POST-CLASS B 0.8%
Value ($000) $3,844 Shares 6,287 Est. Cost $611.42 Unrealized
COR AMERISOURCEBERGEN CORP 0.8%
Value ($000) $3,844 Shares 62,917 Est. Cost $39.14 Unrealized +7.6%
ECL ECOLAB INC 0.8%
Value ($000) $3,782 Shares 38,294 Est. Cost $81.20 Unrealized 0.0%
TORCHMARK CORP 0.8%
Value ($000) $3,647 Shares 50,409 Est. Cost $72.35 Unrealized
HRL HORMEL FOODS CORP 0.8%
Value ($000) $3,609 Shares 85,673 Est. Cost $15.84 Unrealized 0.0%
TIME WARNER INC 0.8%
Value ($000) $3,606 Shares 54,802 Est. Cost $58.37 Unrealized
HON HONEYWELL INTERNATIONAL INC 0.8%
Value ($000) $3,589 Shares 43,219 Est. Cost $57.46 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.8%
Value ($000) $3,570 Shares 41,188 Est. Cost $63.54 Unrealized 0.0%
MCK MCKESSON CORP 0.8%
Value ($000) $3,554 Shares 27,695 Est. Cost $102.19 Unrealized +9.8%
ROCKWELL COLLINS INC 0.8%
Value ($000) $3,429 Shares 50,524 Est. Cost $67.87 Unrealized
CIGNA CORP 0.8%
Value ($000) $3,421 Shares 44,507 Est. Cost $76.86 Unrealized
BRK/B BERKSHIRE HATHAWAY INC-CL B 0.7%
Value ($000) $3,310 Shares 29,158 Est. Cost $110.37 Unrealized +4.5%
HSY HERSHEY CO/THE 0.7%
Value ($000) $3,280 Shares 35,463 Est. Cost $65.98 Unrealized +5.6%
XLI INDUSTRIAL SELECT SECT SPDR 0.7%
Value ($000) $3,208 Shares 69,120 Est. Cost $42.76 Unrealized
XLY CONSUMER DISCRETIONARY SELT 0.7%
Value ($000) $3,194 Shares 52,687 Est. Cost $56.46 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 0.7%
Value ($000) $3,164 Shares 75,323 Est. Cost $38.48 Unrealized
CINF CINCINNATI FINANCIAL CORP 0.7%
Value ($000) $3,161 Shares 67,019 Est. Cost $32.95 Unrealized +0.9%
XLV HEALTH CARE SELECT SECTOR 0.7%
Value ($000) $3,127 Shares 61,815 Est. Cost $47.68 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.7%
Value ($000) $3,115 Shares 156,482 Est. Cost $19.47 Unrealized
PFE PFIZER INC 0.7%
Value ($000) $3,111 Shares 108,297 Est. Cost $16.45 Unrealized -0.6%
XLK TECHNOLOGY SELECT SECT SPDR 0.7%
Value ($000) $3,107 Shares 96,968 Est. Cost $30.66 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.7%
Value ($000) $3,094 Shares 37,320 Est. Cost $78.44 Unrealized
XLP CONSUMER STAPLES SPDR 0.7%
Value ($000) $3,072 Shares 77,178 Est. Cost $39.68 Unrealized
ECH ISHARES MSCI CHILE CAPPED ET 0.7%
Value ($000) $3,058 Shares 60,953 Est. Cost $50.17 Unrealized
CLX CLOROX COMPANY 0.6%
Value ($000) $2,927 Shares 35,820 Est. Cost $59.96 Unrealized -1.0%
MKC MCCORMICK & CO-NON VTG SHRS 0.6%
Value ($000) $2,794 Shares 43,183 Est. Cost $28.15 Unrealized -1.9%
XLU UTILITIES SELECT SECTOR SPDR 0.6%
Value ($000) $2,773 Shares 74,204 Est. Cost $37.62 Unrealized
EPU ISHARES MSCI ALL PERU CAPPED 0.6%
Value ($000) $2,760 Shares 84,619 Est. Cost $32.62 Unrealized
CAG CONAGRA FOODS INC 0.6%
Value ($000) $2,647 Shares 87,273 Est. Cost $17.69 Unrealized +0.4%
PLATINUM UNDERWRITERS HLDGS 0.5%
Value ($000) $2,378 Shares 39,812 Est. Cost $57.38 Unrealized
CNO CNO FINANCIAL GROUP INC 0.5%
Value ($000) $2,205 Shares 153,113 Est. Cost $9.34 Unrealized +19.2%
WOR WORTHINGTON INDUSTRIES 0.5%
Value ($000) $2,112 Shares 61,336 Est. Cost $20.32 Unrealized +5.4%
THD ISHARES MSCI THAILAND CAPPED 0.5%
Value ($000) $2,048 Shares 27,473 Est. Cost $74.68 Unrealized
EPI WISDOMTREE INDIA EARNINGS 0.4%
Value ($000) $2,027 Shares 132,294 Est. Cost $15.32 Unrealized
MUSA MURPHY USA INC 0.4%
Value ($000) $2,009 Shares 49,740 Est. Cost $38.02 Unrealized 0.0%
KALU KAISER ALUMINUM CORP 0.4%
Value ($000) $2,004 Shares 28,131 Est. Cost $43.41 Unrealized +7.6%
STEELCASE INC-CL A 0.4%
Value ($000) $1,973 Shares 118,739 Est. Cost $14.73 Unrealized
FAF FIRST AMERICAN FINANCIAL 0.4%
Value ($000) $1,755 Shares 72,073 Est. Cost $16.45 Unrealized -8.5%
SHIP FINANCE INTL LTD 0.4%
Value ($000) $1,697 Shares 111,104 Est. Cost $14.88 Unrealized
OLN OLIN CORP 0.4%
Value ($000) $1,690 Shares 73,259 Est. Cost $16.77 Unrealized -2.5%
WESTERN REFINING INC 0.3%
Value ($000) $1,523 Shares 50,712 Est. Cost $28.21 Unrealized
ISHARES MSCI MALAYSIA ETF 0.2%
Value ($000) $1,085 Shares 72,126 Est. Cost $15.55 Unrealized
DELEK US HOLDINGS INC 0.2%
Value ($000) $958 Shares 45,440 Est. Cost $28.22 Unrealized
CST BRANDS INC 0.2%
Value ($000) $823 Shares 27,623 Est. Cost $30.82 Unrealized
TYL TYLER TECHNOLOGIES INC 0.1%
Value ($000) $658 Shares 7,522 Est. Cost $65.63 Unrealized +17.3%
WST WEST PHARMACEUTICAL SERVICES 0.1%
Value ($000) $583 Shares 14,178 Est. Cost $33.61 Unrealized +7.0%
AOS SMITH (A.O.) CORP 0.1%
Value ($000) $548 Shares 12,131 Est. Cost $15.50 Unrealized +11.3%
ALGT ALLEGIANT TRAVEL CO 0.1%
Value ($000) $540 Shares 5,129 Est. Cost $79.57 Unrealized +4.9%
SEMGROUP CORP-CLASS A 0.1%
Value ($000) $522 Shares 9,150 Est. Cost $54.12 Unrealized
MMS MAXIMUS INC 0.1%
Value ($000) $517 Shares 11,480 Est. Cost $38.48 Unrealized +0.5%
SUSSER HOLDINGS CORP 0.1%
Value ($000) $501 Shares 9,417 Est. Cost $48.20 Unrealized
DLX DELUXE CORP 0.1%
Value ($000) $463 Shares 11,117 Est. Cost $24.06 Unrealized +6.1%
ARRIS GROUP INC 0.1%
Value ($000) $421 Shares 24,698 Est. Cost $14.52 Unrealized