Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $562,385

Holdings (105)

SHY ISHARES 1-3 YEAR TREASURY BO 11.1%
Value ($000) $62,296 Shares 733,925 Est. Cost $84.50 Unrealized
ALL ALLSTATE CORP 6.5%
Value ($000) $36,374 Shares 511,095 Est. Cost $51.49 Unrealized +8.1%
GHC GRAHAM HOLDINGS CO-CLASS B 3.9%
Value ($000) $21,827 Shares 20,795 Est. Cost $372.42 Unrealized +41.8%
VLO VALERO ENERGY CORP 3.5%
Value ($000) $19,487 Shares 306,289 Est. Cost $29.42 Unrealized +24.3%
TRV TRAVELERS COS INC/THE 3.4%
Value ($000) $19,257 Shares 178,098 Est. Cost $83.89 Unrealized +0.1%
KSS KOHLS CORP 3.4%
Value ($000) $19,216 Shares 245,573 Est. Cost $61.08 Unrealized +11.4%
MPC MARATHON PETROLEUM CORP 3.1%
Value ($000) $17,441 Shares 170,335 Est. Cost $30.07 Unrealized +14.3%
DAL DELTA AIR LINES INC 3.0%
Value ($000) $16,663 Shares 370,620 Est. Cost $30.57 Unrealized +32.9%
GANNETT CO 2.9%
Value ($000) $16,190 Shares 436,627 Est. Cost $37.08 Unrealized
TESORO CORP 2.8%
Value ($000) $15,998 Shares 175,236 Est. Cost $91.29 Unrealized
CHESAPEAKE ENERGY CORP 2.7%
Value ($000) $15,259 Shares 1,077,649 Est. Cost $14.16 Unrealized
XEROX CORP 2.7%
Value ($000) $15,103 Shares 1,175,278 Est. Cost $12.85 Unrealized
MET METLIFE INC 2.7%
Value ($000) $14,918 Shares 295,110 Est. Cost $31.21 Unrealized 0.0%
DIAMOND OFFSHORE DRILLING 2.6%
Value ($000) $14,895 Shares 555,995 Est. Cost $26.79 Unrealized
DENBURY RESOURCES INC 2.6%
Value ($000) $14,417 Shares 1,977,613 Est. Cost $7.29 Unrealized
BBY BEST BUY CO INC 2.6%
Value ($000) $14,403 Shares 381,133 Est. Cost $18.03 Unrealized +42.3%
AIZ ASSURANT INC 2.5%
Value ($000) $14,014 Shares 228,201 Est. Cost $52.12 Unrealized -2.1%
UNM UNUM GROUP 2.5%
Value ($000) $13,884 Shares 411,611 Est. Cost $30.98 Unrealized +7.1%
XLV HEALTH CARE SELECT SECTOR 1.6%
Value ($000) $8,827 Shares 121,757 Est. Cost $55.36 Unrealized
XLY CONSUMER DISCRETIONARY SELT 1.6%
Value ($000) $8,729 Shares 115,843 Est. Cost $63.14 Unrealized
XLP CONSUMER STAPLES SPDR 1.5%
Value ($000) $8,601 Shares 176,461 Est. Cost $42.42 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 1.5%
Value ($000) $8,548 Shares 153,269 Est. Cost $49.61 Unrealized
CVS CVS HEALTH CORP 1.5%
Value ($000) $8,538 Shares 82,732 Est. Cost $54.41 Unrealized +36.5%
XLK TECHNOLOGY SELECT SECT SPDR 1.5%
Value ($000) $8,470 Shares 204,390 Est. Cost $37.65 Unrealized
NOBLE CORP PLC 1.5%
Value ($000) $8,379 Shares 586,746 Est. Cost $19.00 Unrealized
XLU UTILITIES SELECT SECTOR SPDR 1.5%
Value ($000) $8,366 Shares 188,299 Est. Cost $41.41 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 1.5%
Value ($000) $8,341 Shares 170,992 Est. Cost $46.45 Unrealized
ISHARES MSCI JAPAN ETF 1.3%
Value ($000) $7,307 Shares 583,189 Est. Cost $12.53 Unrealized
DR PEPPER SNAPPLE GROUP INC 0.8%
Value ($000) $4,688 Shares 59,735 Est. Cost $64.44 Unrealized
CTAS CINTAS CORP 0.8%
Value ($000) $4,607 Shares 56,432 Est. Cost $13.62 Unrealized +33.1%
FISV FISERV INC 0.8%
Value ($000) $4,474 Shares 56,343 Est. Cost $30.13 Unrealized +26.6%
MAR MARRIOTT INTERNATIONAL -CL A 0.7%
Value ($000) $4,184 Shares 52,096 Est. Cost $60.66 Unrealized +18.1%
APH AMPHENOL CORP-CL A 0.7%
Value ($000) $4,157 Shares 70,548 Est. Cost $11.39 Unrealized +10.9%
GD GENERAL DYNAMICS CORP 0.7%
Value ($000) $3,968 Shares 29,234 Est. Cost $87.68 Unrealized +23.6%
BALL BALL CORP 0.7%
Value ($000) $3,954 Shares 55,980 Est. Cost $28.40 Unrealized +9.0%
AVB AVALONBAY COMMUNITIES INC 0.7%
Value ($000) $3,899 Shares 22,377 Est. Cost $120.13 Unrealized 0.0%
KR KROGER CO 0.7%
Value ($000) $3,839 Shares 50,068 Est. Cost $28.91 Unrealized 0.0%
ESS ESSEX PROPERTY TRUST INC 0.7%
Value ($000) $3,828 Shares 16,653 Est. Cost $159.18 Unrealized 0.0%
GENERAL GROWTH PROPERTIES 0.7%
Value ($000) $3,800 Shares 128,582 Est. Cost $29.55 Unrealized
WM WASTE MANAGEMENT INC 0.7%
Value ($000) $3,799 Shares 70,041 Est. Cost $42.98 Unrealized 0.0%
COST COSTCO WHOLESALE CORP 0.7%
Value ($000) $3,788 Shares 25,005 Est. Cost $120.91 Unrealized 0.0%
UNP UNION PACIFIC CORP 0.7%
Value ($000) $3,740 Shares 34,531 Est. Cost $80.48 Unrealized +14.1%
FXI ISHARES CHINA LARGE-CAP ETF 0.6%
Value ($000) $3,637 Shares 81,913 Est. Cost $36.33 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.6%
Value ($000) $3,572 Shares 85,856 Est. Cost $36.97 Unrealized
ISHARES MSCI TAIWAN ETF 0.6%
Value ($000) $3,526 Shares 224,033 Est. Cost $15.15 Unrealized
MO ALTRIA GROUP INC 0.6%
Value ($000) $3,426 Shares 68,497 Est. Cost $26.19 Unrealized 0.0%
EPI WISDOMTREE INDIA EARNINGS 0.6%
Value ($000) $3,383 Shares 148,382 Est. Cost $20.27 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.6%
Value ($000) $3,349 Shares 138,897 Est. Cost $20.43 Unrealized
LYB LYONDELLBASELL INDU-CL A 0.5%
Value ($000) $2,900 Shares 33,022 Est. Cost $54.30 Unrealized -14.0%
AMTRUST FINANCIAL SERVICES 0.5%
Value ($000) $2,637 Shares 46,270 Est. Cost $37.68 Unrealized
SPDR S&P OIL & GAS EXP & PR 0.5%
Value ($000) $2,570 Shares 49,739 Est. Cost $47.86 Unrealized
EWN ISHARES MSCI NETHERLANDS ETF 0.4%
Value ($000) $2,372 Shares 93,817 Est. Cost $25.28 Unrealized
CNO CNO FINANCIAL GROUP INC 0.4%
Value ($000) $1,994 Shares 115,804 Est. Cost $9.93 Unrealized +32.1%
EWG ISHARES MSCI GERMANY ETF 0.3%
Value ($000) $1,723 Shares 57,740 Est. Cost $29.84 Unrealized
AMERICAN EQUITY INVT LIFE HL 0.3%
Value ($000) $1,492 Shares 51,210 Est. Cost $25.04 Unrealized
COOPER TIRE & RUBBER 0.2%
Value ($000) $1,276 Shares 29,787 Est. Cost $35.17 Unrealized
GPI GROUP 1 AUTOMOTIVE INC 0.2%
Value ($000) $1,238 Shares 14,343 Est. Cost $69.22 Unrealized +18.8%
THD ISHARES MSCI THAILAND CAPPED 0.2%
Value ($000) $1,161 Shares 14,629 Est. Cost $77.82 Unrealized
FAF FIRST AMERICAN FINANCIAL 0.2%
Value ($000) $1,135 Shares 31,819 Est. Cost $21.57 Unrealized +13.2%
DELEK US HOLDINGS INC 0.2%
Value ($000) $1,079 Shares 27,147 Est. Cost $28.11 Unrealized
DEAN FOODS CO 0.2%
Value ($000) $1,073 Shares 64,925 Est. Cost $19.19 Unrealized
WESTERN REFINING INC 0.2%
Value ($000) $1,058 Shares 21,419 Est. Cost $38.57 Unrealized
KALU KAISER ALUMINUM CORP 0.2%
Value ($000) $1,056 Shares 13,737 Est. Cost $45.76 Unrealized +14.0%
SANDERSON FARMS INC 0.2%
Value ($000) $997 Shares 12,523 Est. Cost $79.93 Unrealized
MDC HOLDINGS INC 0.2%
Value ($000) $995 Shares 34,916 Est. Cost $29.55 Unrealized
APOLLO INVESTMENT CORP 0.2%
Value ($000) $975 Shares 126,995 Est. Cost $8.13 Unrealized
RIG TRANSOCEAN LTD 0.2%
Value ($000) $951 Shares 64,816 Est. Cost $39.12 Unrealized -58.6%
ARLINGTON ASSET INVESTMENT-A 0.2%
Value ($000) $846 Shares 35,176 Est. Cost $26.38 Unrealized
UVV UNIVERSAL CORP/VA 0.1%
Value ($000) $843 Shares 17,880 Est. Cost $52.58 Unrealized -15.9%
GPRE GREEN PLAINS INC 0.1%
Value ($000) $749 Shares 26,220 Est. Cost $29.65 Unrealized -15.7%
ANDE ANDERSONS INC/THE 0.1%
Value ($000) $691 Shares 16,696 Est. Cost $43.21 Unrealized -17.2%
JACK JACK IN THE BOX INC 0.1%
Value ($000) $676 Shares 7,043 Est. Cost $65.77 Unrealized +37.8%
CW CURTISS-WRIGHT CORP 0.1%
Value ($000) $525 Shares 7,106 Est. Cost $62.72 Unrealized +5.5%
BANK OF THE OZARKS 0.1%
Value ($000) $512 Shares 13,870 Est. Cost $44.50 Unrealized
ICONIX BRAND GROUP INC 0.1%
Value ($000) $392 Shares 11,648 Est. Cost $38.60 Unrealized
GULFMARK OFFSHORE INC-CL A 0.1%
Value ($000) $340 Shares 26,108 Est. Cost $23.73 Unrealized
COSI INC 0.1%
Value ($000) $338 Shares 126,900 Est. Cost $2.66 Unrealized
EWD ISHARES MSCI SWEDEN ETF 0.1%
Value ($000) $331 Shares 9,881 Est. Cost $33.50 Unrealized
APPS DIGITAL TURBINE INC 0.1%
Value ($000) $308 Shares 94,600 Est. Cost $3.40 Unrealized 0.0%
MANH MANHATTAN ASSOCIATES INC 0.1%
Value ($000) $302 Shares 5,964 Est. Cost $35.77 Unrealized +34.8%
VAC MARRIOTT VACATIONS WORLD 0.0%
Value ($000) $278 Shares 3,434 Est. Cost $70.03 Unrealized +10.5%
PZZA PAPA JOHN'S INTL INC 0.0%
Value ($000) $277 Shares 4,483 Est. Cost $39.36 Unrealized +27.0%
KNIGHT TRANSPORTATION INC 0.0%
Value ($000) $250 Shares 7,744 Est. Cost $33.64 Unrealized
CHE CHEMED CORP 0.0%
Value ($000) $248 Shares 2,080 Est. Cost $101.11 Unrealized +4.9%
TRGP TARGA RESOURCES CORP 0.0%
Value ($000) $238 Shares 2,489 Est. Cost $57.55 Unrealized -3.6%
BANCORPSOUTH INC 0.0%
Value ($000) $224 Shares 9,648 Est. Cost $24.26 Unrealized
TREEHOUSE FOODS INC 0.0%
Value ($000) $212 Shares 2,493 Est. Cost $85.41 Unrealized
TEAM HEALTH HOLDINGS INC 0.0%
Value ($000) $210 Shares 3,593 Est. Cost $57.54 Unrealized
NEONODE INC 0.0%
Value ($000) $206 Shares 65,000 Est. Cost $3.17 Unrealized
CALM CAL-MAINE FOODS INC 0.0%
Value ($000) $174 Shares 4,450 Est. Cost $30.16 Unrealized -11.9%
TRISTATE CAPITAL HLDGS INC 0.0%
Value ($000) $168 Shares 16,000 Est. Cost $10.50 Unrealized
1347 PROPERTY INSURANCE HOLD 0.0%
Value ($000) $152 Shares 20,000 Est. Cost $7.60 Unrealized
CRNT CERAGON NETWORKS LTD 0.0%
Value ($000) $103 Shares 90,000 Est. Cost $1.08 Unrealized 0.0%
INTERCLOUD SYSTEMS INC 0.0%
Value ($000) $92 Shares 42,000 Est. Cost $2.19 Unrealized
PLUG PLUG POWER INC 0.0%
Value ($000) $89 Shares 34,500 Est. Cost $2.90 Unrealized 0.0%
OMNOVA SOLUTIONS INC 0.0%
Value ($000) $81 Shares 9,500 Est. Cost $8.53 Unrealized
CLIR CLEARSIGN COMBUSTION CORP 0.0%
Value ($000) $76 Shares 14,400 Est. Cost $6.22 Unrealized 0.0%
TOP SHIPS INC 0.0%
Value ($000) $71 Shares 65,000 Est. Cost $1.09 Unrealized
PIXELWORKS INC 0.0%
Value ($000) $65 Shares 13,000 Est. Cost $5.00 Unrealized
GLRI GLORI ENERGY INC 0.0%
Value ($000) $64 Shares 30,000 Est. Cost $3.07 Unrealized 0.0%
NWBO NORTHWEST BIOTHERAPEUTICS 0.0%
Value ($000) $59 Shares 8,000 Est. Cost $6.73 Unrealized 0.0%
ENERGOUS CORP 0.0%
Value ($000) $59 Shares 6,300 Est. Cost $9.37 Unrealized
TURTLE BEACH CORP 0.0%
Value ($000) $33 Shares 17,500 Est. Cost $1.89 Unrealized
NXT-ID INC 0.0%
Value ($000) $30 Shares 10,000 Est. Cost $3.00 Unrealized
RMG NETWORKS HOLDING CORP 0.0%
Value ($000) $25 Shares 20,000 Est. Cost $1.25 Unrealized