Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $457,893 (100.0% shares, 0.0% debt)

Holdings (88)

SAFEWAY INC 7.2%
Value ($000) $33,138 Shares 1,017,436 Est. Cost $23.66 Unrealized
MUR MURPHY OIL CORP 5.9%
Value ($000) $27,228 Shares 419,662 Est. Cost $36.33 Unrealized +11.1%
NOC NORTHROP GRUMMAN CORP 5.5%
Value ($000) $25,197 Shares 219,851 Est. Cost $62.64 Unrealized +39.4%
SEAGATE TECHNOLOGY 4.5%
Value ($000) $20,680 Shares 368,219 Est. Cost $44.83 Unrealized
WDC WESTERN DIGITAL CORP 4.5%
Value ($000) $20,453 Shares 243,781 Est. Cost $36.00 Unrealized +27.5%
LNC LINCOLN NATIONAL CORP 4.3%
Value ($000) $19,598 Shares 379,643 Est. Cost $22.84 Unrealized +39.2%
R RYDER SYSTEM INC 3.9%
Value ($000) $17,798 Shares 241,226 Est. Cost $60.03 Unrealized +10.4%
XEROX CORP 3.7%
Value ($000) $16,966 Shares 1,394,060 Est. Cost $10.29 Unrealized
UNM UNUM GROUP 3.5%
Value ($000) $16,028 Shares 456,906 Est. Cost $30.72 Unrealized +6.6%
TSN TYSON FOODS INC-CL A 3.5%
Value ($000) $15,863 Shares 474,090 Est. Cost $22.26 Unrealized +5.4%
LYB LYONDELLBASELL INDU-CL A 3.4%
Value ($000) $15,655 Shares 194,995 Est. Cost $33.57 Unrealized +22.3%
JPM JPMORGAN CHASE & CO 3.4%
Value ($000) $15,490 Shares 264,886 Est. Cost $38.52 Unrealized +2.9%
SLM SLM CORP 3.3%
Value ($000) $15,062 Shares 573,131 Est. Cost $8.73 Unrealized +5.3%
WELLPOINT INC 3.2%
Value ($000) $14,840 Shares 160,626 Est. Cost $83.61 Unrealized
F FORD MOTOR CO 2.7%
Value ($000) $12,370 Shares 801,695 Est. Cost $9.02 Unrealized -0.2%
VLO VALERO ENERGY CORP 2.7%
Value ($000) $12,318 Shares 244,394 Est. Cost $24.01 Unrealized +11.8%
MPC MARATHON PETROLEUM CORP 2.6%
Value ($000) $12,067 Shares 131,548 Est. Cost $27.55 Unrealized -2.6%
TESORO CORP 2.6%
Value ($000) $11,698 Shares 199,972 Est. Cost $51.80 Unrealized
MCK MCKESSON CORP 0.9%
Value ($000) $4,338 Shares 26,875 Est. Cost $102.19 Unrealized +37.5%
COR AMERISOURCEBERGEN CORP 0.9%
Value ($000) $4,296 Shares 61,101 Est. Cost $39.14 Unrealized +24.0%
GHC GRAHAM HOLDINGS CO-CLASS B 0.9%
Value ($000) $4,038 Shares 6,088 Est. Cost $339.79 Unrealized 0.0%
ECL ECOLAB INC 0.8%
Value ($000) $3,879 Shares 37,200 Est. Cost $81.20 Unrealized +12.0%
HON HONEYWELL INTERNATIONAL INC 0.8%
Value ($000) $3,843 Shares 42,063 Est. Cost $57.46 Unrealized +5.8%
TORCHMARK CORP 0.8%
Value ($000) $3,827 Shares 48,970 Est. Cost $72.35 Unrealized
CIGNA CORP 0.8%
Value ($000) $3,772 Shares 43,121 Est. Cost $76.86 Unrealized
HRL HORMEL FOODS CORP 0.8%
Value ($000) $3,763 Shares 83,311 Est. Cost $15.84 Unrealized +4.6%
KR KROGER CO 0.8%
Value ($000) $3,723 Shares 94,170 Est. Cost $15.23 Unrealized +8.0%
TIME WARNER INC 0.8%
Value ($000) $3,716 Shares 53,297 Est. Cost $58.37 Unrealized
JNJ JOHNSON & JOHNSON 0.8%
Value ($000) $3,677 Shares 40,154 Est. Cost $63.54 Unrealized +3.5%
ROCKWELL COLLINS INC 0.8%
Value ($000) $3,615 Shares 48,909 Est. Cost $67.87 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.8%
Value ($000) $3,475 Shares 39,263 Est. Cost $78.94 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 0.7%
Value ($000) $3,429 Shares 74,191 Est. Cost $38.48 Unrealized
CINF CINCINNATI FINANCIAL CORP 0.7%
Value ($000) $3,426 Shares 65,418 Est. Cost $32.95 Unrealized +7.9%
XLY CONSUMER DISCRETIONARY SELT 0.7%
Value ($000) $3,413 Shares 51,069 Est. Cost $56.46 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 0.7%
Value ($000) $3,411 Shares 65,270 Est. Cost $42.76 Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 0.7%
Value ($000) $3,389 Shares 94,829 Est. Cost $30.66 Unrealized
HSY HERSHEY CO/THE 0.7%
Value ($000) $3,354 Shares 34,498 Est. Cost $65.98 Unrealized +9.4%
BRK/B BERKSHIRE HATHAWAY INC-CL B 0.7%
Value ($000) $3,350 Shares 28,256 Est. Cost $110.37 Unrealized +4.8%
XLF FINANCIAL SELECT SECTOR SPDR 0.7%
Value ($000) $3,348 Shares 153,146 Est. Cost $19.47 Unrealized
XLV HEALTH CARE SELECT SECTOR 0.7%
Value ($000) $3,300 Shares 59,530 Est. Cost $47.68 Unrealized
XLP CONSUMER STAPLES SPDR 0.7%
Value ($000) $3,297 Shares 76,716 Est. Cost $39.68 Unrealized
XLU UTILITIES SELECT SECTOR SPDR 0.7%
Value ($000) $3,284 Shares 86,500 Est. Cost $37.67 Unrealized
CLX CLOROX COMPANY 0.7%
Value ($000) $3,243 Shares 34,959 Est. Cost $59.96 Unrealized +6.4%
PFE PFIZER INC 0.7%
Value ($000) $3,236 Shares 105,657 Est. Cost $16.45 Unrealized +7.1%
MKC MCCORMICK & CO-NON VTG SHRS 0.6%
Value ($000) $2,895 Shares 42,010 Est. Cost $28.15 Unrealized -4.0%
CAG CONAGRA FOODS INC 0.6%
Value ($000) $2,848 Shares 84,529 Est. Cost $17.69 Unrealized -6.3%
CNO CNO FINANCIAL GROUP INC 0.5%
Value ($000) $2,309 Shares 130,506 Est. Cost $9.34 Unrealized +34.2%
ISHARES MSCI TAIWAN ETF 0.4%
Value ($000) $2,017 Shares 139,849 Est. Cost $13.84 Unrealized
ISHARES MSCI MALAYSIA ETF 0.4%
Value ($000) $2,010 Shares 127,085 Est. Cost $15.67 Unrealized
MUSA MURPHY USA INC 0.4%
Value ($000) $2,003 Shares 48,197 Est. Cost $38.02 Unrealized +8.4%
EWY ISHARES MSCI SOUTH KOREA CAP 0.4%
Value ($000) $1,991 Shares 30,792 Est. Cost $61.50 Unrealized
FXI ISHARES CHINA LARGE-CAP ETF 0.4%
Value ($000) $1,896 Shares 49,407 Est. Cost $37.08 Unrealized
ANDE ANDERSONS INC/THE 0.3%
Value ($000) $1,380 Shares 15,474 Est. Cost $41.87 Unrealized 0.0%
AMERICAN EQUITY INVT LIFE HL 0.3%
Value ($000) $1,333 Shares 50,541 Est. Cost $26.37 Unrealized
WOR WORTHINGTON INDUSTRIES 0.3%
Value ($000) $1,202 Shares 28,557 Est. Cost $20.32 Unrealized +22.2%
PLATINUM UNDERWRITERS HLDGS 0.2%
Value ($000) $1,133 Shares 18,492 Est. Cost $57.38 Unrealized
TAL INTERNATIONAL GROUP INC 0.2%
Value ($000) $1,066 Shares 18,589 Est. Cost $57.35 Unrealized
VALASSIS COMMUNICATIONS INC 0.2%
Value ($000) $1,043 Shares 30,440 Est. Cost $34.26 Unrealized
WESTERN REFINING INC 0.2%
Value ($000) $1,004 Shares 23,683 Est. Cost $28.21 Unrealized
OLN OLIN CORP 0.2%
Value ($000) $989 Shares 34,280 Est. Cost $16.77 Unrealized +3.2%
CST BRANDS INC 0.2%
Value ($000) $980 Shares 26,690 Est. Cost $30.82 Unrealized
MDC HOLDINGS INC 0.2%
Value ($000) $974 Shares 30,213 Est. Cost $32.24 Unrealized
FAF FIRST AMERICAN FINANCIAL 0.2%
Value ($000) $947 Shares 33,588 Est. Cost $16.45 Unrealized +7.0%
UVV UNIVERSAL CORP/VA 0.2%
Value ($000) $928 Shares 16,988 Est. Cost $51.94 Unrealized 0.0%
KALU KAISER ALUMINUM CORP 0.2%
Value ($000) $921 Shares 13,109 Est. Cost $43.41 Unrealized +9.3%
STEELCASE INC-CL A 0.2%
Value ($000) $879 Shares 55,436 Est. Cost $14.73 Unrealized
MARKET VECTORS RUSSIA ETF 0.2%
Value ($000) $866 Shares 29,996 Est. Cost $28.18 Unrealized
SHIP FINANCE INTL LTD 0.2%
Value ($000) $864 Shares 52,766 Est. Cost $14.88 Unrealized
UPBD RENT-A-CENTER INC 0.2%
Value ($000) $796 Shares 23,864 Est. Cost $34.61 Unrealized 0.0%
DAN DANA HOLDING CORP 0.2%
Value ($000) $751 Shares 38,290 Est. Cost $16.15 Unrealized 0.0%
AMTRUST FINANCIAL SERVICES 0.2%
Value ($000) $735 Shares 22,485 Est. Cost $32.69 Unrealized
DELEK US HOLDINGS INC 0.2%
Value ($000) $733 Shares 21,297 Est. Cost $28.22 Unrealized
TYL TYLER TECHNOLOGIES INC 0.1%
Value ($000) $607 Shares 5,945 Est. Cost $65.63 Unrealized +48.0%
WST WEST PHARMACEUTICAL SERVICES 0.1%
Value ($000) $323 Shares 6,591 Est. Cost $33.61 Unrealized +31.5%
AOS SMITH (A.O.) CORP 0.1%
Value ($000) $304 Shares 5,640 Est. Cost $15.50 Unrealized +36.7%
SUSSER HOLDINGS CORP 0.1%
Value ($000) $286 Shares 4,370 Est. Cost $48.20 Unrealized
ARRIS GROUP INC 0.1%
Value ($000) $279 Shares 11,456 Est. Cost $14.52 Unrealized
SEMGROUP CORP-CLASS A 0.1%
Value ($000) $278 Shares 4,260 Est. Cost $54.12 Unrealized
DLX DELUXE CORP 0.1%
Value ($000) $271 Shares 5,185 Est. Cost $24.06 Unrealized +27.0%
BOFI HOLDING INC 0.1%
Value ($000) $260 Shares 3,310 Est. Cost $78.55 Unrealized
FINANCIAL ENGINES INC 0.1%
Value ($000) $260 Shares 3,738 Est. Cost $69.56 Unrealized
ICONIX BRAND GROUP INC 0.1%
Value ($000) $259 Shares 6,522 Est. Cost $39.71 Unrealized
ALGT ALLEGIANT TRAVEL CO 0.1%
Value ($000) $256 Shares 2,430 Est. Cost $79.57 Unrealized +13.1%
HEI HEICO CORP 0.1%
Value ($000) $240 Shares 4,145 Est. Cost $28.15 Unrealized 0.0%
MMS MAXIMUS INC 0.1%
Value ($000) $234 Shares 5,330 Est. Cost $38.48 Unrealized +19.7%
ANIXTER INTERNATIONAL INC 0.1%
Value ($000) $232 Shares 2,580 Est. Cost $89.92 Unrealized
CSGP COSTAR GROUP INC 0.1%
Value ($000) $230 Shares 1,245 Est. Cost $17.69 Unrealized 0.0%
PAREXEL INTERNATIONAL CORP 0.0%
Value ($000) $190 Shares 4,203 Est. Cost $45.21 Unrealized