Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $575,240 (100.0% shares, 0.0% debt)

Holdings (123)

SHY ISHARES 1-3 YEAR TREASURY BO 19.7%
Value ($000) $113,275 Shares 1,332,174 Est. Cost $84.75 Unrealized
GM GENERAL MOTORS CO 4.5%
Value ($000) $26,039 Shares 828,481 Est. Cost $24.27 Unrealized +0.0%
HIG HARTFORD FINANCIAL SVCS GRP 4.5%
Value ($000) $25,916 Shares 562,401 Est. Cost $35.91 Unrealized -5.4%
F FORD MOTOR CO 4.4%
Value ($000) $25,458 Shares 1,885,747 Est. Cost $7.89 Unrealized -5.6%
GME GAMESTOP CORP-CLASS A 3.9%
Value ($000) $22,561 Shares 711,035 Est. Cost $7.13 Unrealized -21.9%
TRV TRAVELERS COS INC/THE 2.8%
Value ($000) $16,105 Shares 137,991 Est. Cost $82.60 Unrealized +6.3%
SJNK SPDR BARCLAYS SHORT-TERM HIG 2.7%
Value ($000) $15,283 Shares 591,917 Est. Cost $25.69 Unrealized
PSX PHILLIPS 66 2.6%
Value ($000) $15,234 Shares 175,938 Est. Cost $54.15 Unrealized +3.5%
T AT&T INC 2.6%
Value ($000) $15,203 Shares 388,136 Est. Cost $13.84 Unrealized 0.0%
XLU UTILITIES SELECT SECTOR SPDR 2.6%
Value ($000) $15,092 Shares 304,149 Est. Cost $49.62 Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 2.6%
Value ($000) $14,860 Shares 334,996 Est. Cost $42.83 Unrealized
VLO VALERO ENERGY CORP 2.5%
Value ($000) $14,665 Shares 228,631 Est. Cost $29.74 Unrealized +44.2%
XLP CONSUMER STAPLES SPDR 2.5%
Value ($000) $14,319 Shares 269,871 Est. Cost $50.49 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 2.5%
Value ($000) $14,207 Shares 256,119 Est. Cost $55.47 Unrealized
XLY CONSUMER DISCRETIONARY SELT 2.4%
Value ($000) $13,556 Shares 171,376 Est. Cost $69.65 Unrealized
TESORO CORP 2.2%
Value ($000) $12,713 Shares 147,812 Est. Cost $94.38 Unrealized
BBY BEST BUY CO INC 2.1%
Value ($000) $11,941 Shares 368,089 Est. Cost $21.08 Unrealized +0.4%
NAVI NAVIENT CORP 2.1%
Value ($000) $11,937 Shares 997,253 Est. Cost $10.40 Unrealized 0.0%
ADM ARCHER-DANIELS-MIDLAND CO 2.1%
Value ($000) $11,844 Shares 326,177 Est. Cost $25.95 Unrealized 0.0%
PRU PRUDENTIAL FINANCIAL INC 2.0%
Value ($000) $11,726 Shares 162,358 Est. Cost $44.81 Unrealized 0.0%
UNM UNUM GROUP 2.0%
Value ($000) $11,652 Shares 376,856 Est. Cost $29.34 Unrealized 0.0%
MPC MARATHON PETROLEUM CORP 1.9%
Value ($000) $11,026 Shares 296,570 Est. Cost $33.54 Unrealized -16.9%
RIG TRANSOCEAN LTD 1.7%
Value ($000) $9,701 Shares 1,061,396 Est. Cost $9.94 Unrealized 0.0%
SPDR S&P OIL & GAS EXP & PR 1.6%
Value ($000) $8,941 Shares 294,600 Est. Cost Unrealized
PSA PUBLIC STORAGE 1.4%
Value ($000) $7,913 Shares 28,689 Est. Cost $145.43 Unrealized +17.0%
MKC MCCORMICK & CO-NON VTG SHRS 1.3%
Value ($000) $7,369 Shares 74,074 Est. Cost $34.58 Unrealized +7.8%
CLX CLOROX COMPANY 1.2%
Value ($000) $6,905 Shares 54,774 Est. Cost $87.84 Unrealized +9.4%
EIDO ISHARES MSCI INDONESIA ETF 0.8%
Value ($000) $4,443 Shares 188,590 Est. Cost $23.56 Unrealized
PGR PROGRESSIVE CORP 0.7%
Value ($000) $4,058 Shares 115,474 Est. Cost $22.28 Unrealized +7.9%
STZ CONSTELLATION BRANDS INC-A 0.7%
Value ($000) $4,052 Shares 26,820 Est. Cost $106.34 Unrealized +17.3%
REYNOLDS AMERICAN INC 0.7%
Value ($000) $4,039 Shares 80,298 Est. Cost $44.33 Unrealized
DENBURY RESOURCES INC 0.7%
Value ($000) $3,874 Shares 1,745,100 Est. Cost Unrealized
AZO AUTOZONE INC 0.7%
Value ($000) $3,746 Shares 4,701 Est. Cost $709.42 Unrealized +6.6%
CR BARD INC 0.6%
Value ($000) $3,597 Shares 17,745 Est. Cost $186.37 Unrealized
CVS CVS HEALTH CORP 0.6%
Value ($000) $3,542 Shares 34,143 Est. Cost $54.78 Unrealized +32.2%
GIS GENERAL MILLS INC 0.5%
Value ($000) $3,095 Shares 48,856 Est. Cost $41.20 Unrealized 0.0%
MCD MCDONALD'S CORP 0.5%
Value ($000) $3,085 Shares 24,544 Est. Cost $93.96 Unrealized 0.0%
FAF FIRST AMERICAN FINANCIAL 0.5%
Value ($000) $3,041 Shares 79,803 Est. Cost $23.97 Unrealized +7.2%
KELLOGG CO 0.5%
Value ($000) $3,026 Shares 39,531 Est. Cost $48.67 Unrealized 0.0%
RSG REPUBLIC SERVICES INC 0.5%
Value ($000) $3,023 Shares 63,447 Est. Cost $38.36 Unrealized 0.0%
KMB KIMBERLY-CLARK CORP 0.5%
Value ($000) $3,013 Shares 22,402 Est. Cost $92.77 Unrealized 0.0%
CPB CAMPBELL SOUP CO 0.5%
Value ($000) $2,976 Shares 46,662 Est. Cost $43.03 Unrealized 0.0%
COR AMERISOURCEBERGEN CORP 0.5%
Value ($000) $2,833 Shares 32,733 Est. Cost $77.38 Unrealized -14.4%
CMC COMMERCIAL METALS CO 0.5%
Value ($000) $2,592 Shares 152,715 Est. Cost $12.50 Unrealized -3.6%
COOPER TIRE & RUBBER 0.4%
Value ($000) $2,337 Shares 63,140 Est. Cost $34.74 Unrealized
CANE TEUCRIUM SUGAR FUND 0.4%
Value ($000) $2,117 Shares 200,593 Est. Cost $10.06 Unrealized
GLD SPDR GOLD SHARES 0.4%
Value ($000) $2,090 Shares 17,765 Est. Cost $117.65 Unrealized
CALM CAL-MAINE FOODS INC 0.3%
Value ($000) $1,715 Shares 33,030 Est. Cost $35.15 Unrealized +6.8%
IEI ISHARES 3-7 YEAR TREASURY BO 0.3%
Value ($000) $1,602 Shares 12,718 Est. Cost $125.96 Unrealized
IEF ISHARES 7-10 YEAR TREASURY B 0.3%
Value ($000) $1,597 Shares 14,473 Est. Cost $110.34 Unrealized
UPBD RENT-A-CENTER INC 0.3%
Value ($000) $1,480 Shares 93,365 Est. Cost $22.96 Unrealized -41.9%
EPU ISHARES MSCI ALL PERU CAPPED 0.2%
Value ($000) $1,225 Shares 46,479 Est. Cost $26.36 Unrealized
AMTRUST FINANCIAL SERVICES 0.2%
Value ($000) $1,113 Shares 43,013 Est. Cost $42.60 Unrealized
TIME INC 0.2%
Value ($000) $932 Shares 60,352 Est. Cost $15.65 Unrealized
DHT DHT HOLDINGS INC 0.2%
Value ($000) $874 Shares 151,750 Est. Cost $3.50 Unrealized -18.6%
GBX GREENBRIER COMPANIES INC 0.1%
Value ($000) $853 Shares 30,863 Est. Cost $24.97 Unrealized -22.5%
WESTERN REFINING INC 0.1%
Value ($000) $826 Shares 28,388 Est. Cost $39.98 Unrealized
PFF ISHARES US PREFERRED STOCK E 0.1%
Value ($000) $797 Shares 20,414 Est. Cost $39.04 Unrealized
ALON USA ENERGY INC 0.1%
Value ($000) $717 Shares 69,447 Est. Cost $14.36 Unrealized
TUR ISHARES MSCI TURKEY ETF 0.1%
Value ($000) $715 Shares 16,313 Est. Cost $43.83 Unrealized
GPRE GREEN PLAINS INC 0.1%
Value ($000) $691 Shares 43,292 Est. Cost $28.86 Unrealized -44.3%
ATWOOD OCEANICS INC 0.1%
Value ($000) $643 Shares 70,162 Est. Cost $10.12 Unrealized
TEEKAY TANKERS LTD-CLASS A 0.1%
Value ($000) $556 Shares 151,574 Est. Cost $6.51 Unrealized
DELEK US HOLDINGS INC 0.1%
Value ($000) $487 Shares 31,987 Est. Cost $30.69 Unrealized
MMS MAXIMUS INC 0.1%
Value ($000) $478 Shares 9,073 Est. Cost $61.50 Unrealized -17.1%
MTN VAIL RESORTS INC 0.1%
Value ($000) $390 Shares 2,915 Est. Cost $107.94 Unrealized +16.0%
POOL POOL CORP 0.1%
Value ($000) $342 Shares 3,893 Est. Cost $71.28 Unrealized +0.6%
PLUG PLUG POWER INC 0.1%
Value ($000) $339 Shares 165,200 Est. Cost $2.43 Unrealized -22.6%
CBRL CRACKER BARREL OLD COUNTRY 0.1%
Value ($000) $330 Shares 2,162 Est. Cost $88.76 Unrealized +1.1%
CONVERGYS CORP 0.1%
Value ($000) $322 Shares 11,588 Est. Cost $25.19 Unrealized
1741046D STERIS PLC 0.1%
Value ($000) $313 Shares 4,412 Est. Cost $70.94 Unrealized
VYM VANGUARD HIGH DVD YIELD ETF 0.1%
Value ($000) $311 Shares 4,499 Est. Cost $69.13 Unrealized
SSNC SS&C TECHNOLOGIES HOLDINGS 0.1%
Value ($000) $309 Shares 4,866 Est. Cost $31.10 Unrealized -2.4%
BERRY PLASTICS GROUP INC 0.1%
Value ($000) $306 Shares 8,464 Est. Cost $33.17 Unrealized
EMHY ISHARES EMERGING MARKETS HIG 0.1%
Value ($000) $305 Shares 6,475 Est. Cost $47.10 Unrealized
EMB ISHARES JP MORGAN USD EMERGI 0.1%
Value ($000) $302 Shares 2,735 Est. Cost $110.42 Unrealized
HELE HELEN OF TROY LTD 0.1%
Value ($000) $294 Shares 2,831 Est. Cost $99.38 Unrealized -6.1%
MOH MOLINA HEALTHCARE INC 0.1%
Value ($000) $294 Shares 4,555 Est. Cost $65.81 Unrealized -9.8%
MNRO MONRO MUFFLER BRAKE INC 0.1%
Value ($000) $294 Shares 4,115 Est. Cost $70.68 Unrealized -6.4%
CHE CHEMED CORP 0.1%
Value ($000) $294 Shares 2,169 Est. Cost $104.59 Unrealized +24.3%
AMSURG CORP 0.0%
Value ($000) $260 Shares 3,483 Est. Cost $75.89 Unrealized
ZD J2 GLOBAL INC 0.0%
Value ($000) $231 Shares 3,747 Est. Cost $67.22 Unrealized -9.9%
COSI INC 0.0%
Value ($000) $208 Shares 245,000 Est. Cost $2.01 Unrealized
JACK JACK IN THE BOX INC 0.0%
Value ($000) $205 Shares 3,208 Est. Cost $66.21 Unrealized +6.2%
1347 PROPERTY INSURANCE HOLD 0.0%
Value ($000) $196 Shares 33,000 Est. Cost $7.55 Unrealized
BOFI HOLDING INC 0.0%
Value ($000) $174 Shares 8,161 Est. Cost $21.11 Unrealized
NEONODE INC 0.0%
Value ($000) $158 Shares 77,500 Est. Cost $3.05 Unrealized
AGENUS INC 0.0%
Value ($000) $112 Shares 27,000 Est. Cost $4.61 Unrealized
AMERICAN MIDSTREAM PARTNERS 0.0%
Value ($000) $100 Shares 14,500 Est. Cost $7.92 Unrealized
ATLAS FINANCIAL HOLDINGS INC 0.0%
Value ($000) $100 Shares 5,500 Est. Cost $18.53 Unrealized
INTREXON CORP 0.0%
Value ($000) $85 Shares 2,500 Est. Cost $34.00 Unrealized
RMG NETWORKS HOLDING CORP 0.0%
Value ($000) $82 Shares 70,000 Est. Cost $0.93 Unrealized
AV HOMES INC 0.0%
Value ($000) $80 Shares 7,000 Est. Cost $12.33 Unrealized
TIP ISHARES TIPS BOND ETF 0.0%
Value ($000) $79 Shares 693 Est. Cost $114.00 Unrealized
IGSB ISHARES 1-3 YEAR CREDIT BOND 0.0%
Value ($000) $79 Shares 745 Est. Cost $106.04 Unrealized
MUB ISHARES NATIONAL MUNI BOND E 0.0%
Value ($000) $78 Shares 702 Est. Cost $111.11 Unrealized
DIREXION DAILY S&P 500 BEAR 0.0%
Value ($000) $77 Shares 5,000 Est. Cost $15.40 Unrealized
LQD ISHARES IBOXX INVESTMENT GRA 0.0%
Value ($000) $65 Shares 550 Est. Cost $118.18 Unrealized
RESONANT INC 0.0%
Value ($000) $61 Shares 21,000 Est. Cost $3.05 Unrealized
BOVIE MEDICAL CORP 0.0%
Value ($000) $58 Shares 35,000 Est. Cost $2.38 Unrealized
TIKK TEL-INSTRUMENT ELECTRONICS 0.0%
Value ($000) $52 Shares 12,000 Est. Cost $5.25 Unrealized -21.6%
ENERGOUS CORP 0.0%
Value ($000) $51 Shares 5,000 Est. Cost $8.50 Unrealized
JERNIGAN CAPITAL INC 0.0%
Value ($000) $50 Shares 3,200 Est. Cost $15.63 Unrealized
GLOBAL SHIP LEASE INC-CL A 0.0%
Value ($000) $46 Shares 40,000 Est. Cost $2.01 Unrealized
ZIOPHARM ONCOLOGY INC 0.0%
Value ($000) $45 Shares 6,000 Est. Cost $7.50 Unrealized
SILVER SPRING NETWORKS INC 0.0%
Value ($000) $44 Shares 3,000 Est. Cost $14.67 Unrealized
AVEXIS INC 0.0%
Value ($000) $41 Shares 1,500 Est. Cost $27.33 Unrealized
FIBROCELL SCIENCE INC 0.0%
Value ($000) $39 Shares 15,500 Est. Cost $2.52 Unrealized
WILLIAM LYON HOMES-CL A 0.0%
Value ($000) $35 Shares 2,400 Est. Cost $15.59 Unrealized
MERC MERCER INTERNATIONAL INC 0.0%
Value ($000) $33 Shares 3,500 Est. Cost $7.02 Unrealized -20.1%
AXCELIS TECHNOLOGIES INC 0.0%
Value ($000) $29 Shares 10,500 Est. Cost $2.76 Unrealized
REVOLUTION LIGHTING TECHNOLO 0.0%
Value ($000) $26 Shares 5,000 Est. Cost $5.20 Unrealized
MAGNEGAS CORP 0.0%
Value ($000) $26 Shares 25,000 Est. Cost $1.60 Unrealized
CLIR CLEARSIGN COMBUSTION CORP 0.0%
Value ($000) $24 Shares 6,000 Est. Cost $5.98 Unrealized -38.3%
VUZI VUZIX CORP 0.0%
Value ($000) $23 Shares 4,300 Est. Cost $5.66 Unrealized 0.0%
SYNTHETIC BIOLOGICS INC 0.0%
Value ($000) $21 Shares 9,000 Est. Cost $2.33 Unrealized
ORAGENICS INC 0.0%
Value ($000) $21 Shares 23,500 Est. Cost $0.89 Unrealized
NOVATEL WIRELESS INC 0.0%
Value ($000) $18 Shares 10,000 Est. Cost $1.71 Unrealized
HISTOGENICS CORP 0.0%
Value ($000) $17 Shares 7,500 Est. Cost $2.27 Unrealized
TOP SHIPS INC 0.0%
Value ($000) $16 Shares 8,000 Est. Cost $2.00 Unrealized
OVASCIENCE INC 0.0%
Value ($000) $14 Shares 1,500 Est. Cost $9.33 Unrealized
AMPLIPHI BIOSCIENCES CORP 0.0%
Value ($000) $11 Shares 2,700 Est. Cost $4.07 Unrealized
ISHARES INTERNATIONAL INFLAT 0.0%
Value ($000) $4 Shares 95 Est. Cost $42.11 Unrealized