Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $486,057 (100.0% shares, 0.0% debt)

Holdings (41)

SHY ISHARES 1-3 YEAR TREASURY BO 62.7%

Value ($000) $304,756 Shares 3,516,284 Est. Cost $86.45 Unrealized —

XLK TECHNOLOGY SELECT SECT SPDR 4.6%

Value ($000) $22,187 Shares 276,057 Est. Cost $77.28 Unrealized —

XLU UTILITIES SELECT SECTOR SPDR 4.5%

Value ($000) $21,811 Shares 393,636 Est. Cost $54.48 Unrealized —

XRX XEROX HOLDINGS CORP 2.0%

Value ($000) $9,834 Shares 519,208 Est. Cost $31.44 Unrealized +1.0%

DAL DELTA AIR LINES INC 1.7%

Value ($000) $8,466 Shares 296,746 Est. Cost $50.20 Unrealized -4.4%

CAH CARDINAL HEALTH INC 1.7%

Value ($000) $8,455 Shares 176,374 Est. Cost $39.76 Unrealized +11.3%

SYF SYNCHRONY FINANCIAL 1.6%

Value ($000) $7,903 Shares 491,156 Est. Cost $26.60 Unrealized -5.4%

— SEAGATE TECHNOLOGY 1.5%

Value ($000) $7,499 Shares 153,659 Est. Cost $52.49 Unrealized —

WDC WESTERN DIGITAL CORP 1.5%

Value ($000) $7,194 Shares 172,843 Est. Cost $35.30 Unrealized +23.4%

— WALGREENS BOOTS ALLIANCE INC 1.2%

Value ($000) $5,818 Shares 127,168 Est. Cost $58.69 Unrealized —

C CITIGROUP INC 1.1%

Value ($000) $5,371 Shares 127,524 Est. Cost $50.19 Unrealized +8.0%

MET METLIFE INC 1.1%

Value ($000) $5,358 Shares 175,278 Est. Cost $37.94 Unrealized -3.9%

NUE NUCOR CORP 1.0%

Value ($000) $4,973 Shares 138,072 Est. Cost $47.74 Unrealized -17.2%

PRU PRUDENTIAL FINANCIAL INC 1.0%

Value ($000) $4,813 Shares 92,314 Est. Cost $63.97 Unrealized -7.8%

CVX CHEVRON CORP 1.0%

Value ($000) $4,720 Shares 65,142 Est. Cost $84.43 Unrealized -10.0%

WHR WHIRLPOOL CORP 0.9%

Value ($000) $4,565 Shares 53,209 Est. Cost $140.37 Unrealized -6.4%

GM GENERAL MOTORS CO 0.9%

Value ($000) $4,503 Shares 216,697 Est. Cost $33.34 Unrealized -12.5%

PSX PHILLIPS 66 0.9%

Value ($000) $4,231 Shares 78,872 Est. Cost $73.87 Unrealized -13.6%

AMT AMERICAN TOWER CORP 0.9%

Value ($000) $4,185 Shares 19,218 Est. Cost $170.95 Unrealized +15.4%

LNC LINCOLN NATIONAL CORP 0.7%

Value ($000) $3,593 Shares 136,512 Est. Cost $41.85 Unrealized -15.2%

MUB ISHARES NATIONAL MUNI BOND E 0.6%

Value ($000) $2,853 Shares 25,248 Est. Cost $111.33 Unrealized —

SBAC SBA COMMUNICATIONS CORP 0.5%

Value ($000) $2,235 Shares 8,279 Est. Cost $232.70 Unrealized +5.1%

GAP GAP INC/THE 0.4%

Value ($000) $2,180 Shares 309,696 Est. Cost $17.95 Unrealized -31.9%

LLY ELI LILLY & CO 0.4%

Value ($000) $2,119 Shares 15,273 Est. Cost $115.40 Unrealized +11.1%

CCI CROWN CASTLE INTL CORP 0.4%

Value ($000) $2,101 Shares 14,547 Est. Cost $107.40 Unrealized +7.0%

PG PROCTER & GAMBLE CO/THE 0.4%

Value ($000) $2,099 Shares 19,084 Est. Cost $87.70 Unrealized +18.4%

MDLZ MONDELEZ INTERNATIONAL INC-A 0.4%

Value ($000) $1,854 Shares 37,012 Est. Cost $46.69 Unrealized +0.0%

MRK MERCK & CO. INC. 0.4%

Value ($000) $1,844 Shares 23,967 Est. Cost $61.54 Unrealized +5.8%

HSY HERSHEY CO/THE 0.4%

Value ($000) $1,763 Shares 13,307 Est. Cost $129.74 Unrealized -1.0%

EXR EXTRA SPACE STORAGE INC 0.3%

Value ($000) $1,680 Shares 17,548 Est. Cost $88.80 Unrealized -6.4%

MAA MID-AMERICA APARTMENT COMM 0.3%

Value ($000) $1,628 Shares 15,803 Est. Cost $101.80 Unrealized +4.5%

MCD MCDONALD'S CORP 0.3%

Value ($000) $1,601 Shares 9,682 Est. Cost $181.41 Unrealized -5.3%

UDR UDR INC 0.3%

Value ($000) $1,594 Shares 43,630 Est. Cost $34.44 Unrealized +5.4%

PAYX PAYCHEX INC 0.3%

Value ($000) $1,578 Shares 25,080 Est. Cost $62.26 Unrealized +8.3%

DOC HEALTHPEAK PROPERTIES INC 0.3%

Value ($000) $1,514 Shares 63,480 Est. Cost $25.06 Unrealized -4.6%

EQR EQUITY RESIDENTIAL 0.3%

Value ($000) $1,477 Shares 23,934 Est. Cost $63.31 Unrealized -3.1%

AVB AVALONBAY COMMUNITIES INC 0.3%

Value ($000) $1,456 Shares 9,892 Est. Cost $153.89 Unrealized +6.2%

O REALTY INCOME CORP 0.3%

Value ($000) $1,355 Shares 27,168 Est. Cost $48.68 Unrealized +6.5%

CINF CINCINNATI FINANCIAL CORP 0.3%

Value ($000) $1,331 Shares 17,643 Est. Cost $91.12 Unrealized -6.4%

GPC GENUINE PARTS CO 0.2%

Value ($000) $1,207 Shares 17,932 Est. Cost $82.25 Unrealized -8.6%

SCHP SCHWAB U.S. TIPS ETF 0.1%

Value ($000) $353 Shares 6,133 Est. Cost $57.56 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SHY	ISHARES 1-3 YEAR TREASURY BO	3,516,284	$304,756	62.7%	$86.45	—	ETP	464287457
XLK	TECHNOLOGY SELECT SECT SPDR	276,057	$22,187	4.6%	$77.28	—	ETP	81369Y803
XLU	UTILITIES SELECT SECTOR SPDR	393,636	$21,811	4.5%	$54.48	—	ETP	81369Y886
XRX	XEROX HOLDINGS CORP	519,208	$9,834	2.0%	$31.44	+1.0%	Common Stock	98421M106
DAL	DELTA AIR LINES INC	296,746	$8,466	1.7%	$50.20	-4.4%	Common Stock	247361702
CAH	CARDINAL HEALTH INC	176,374	$8,455	1.7%	$39.76	+11.3%	Common Stock	14149Y108
SYF	SYNCHRONY FINANCIAL	491,156	$7,903	1.6%	$26.60	-5.4%	Common Stock	87165B103
—	SEAGATE TECHNOLOGY	153,659	$7,499	1.5%	$52.49	—	Common Stock	G7945M107
WDC	WESTERN DIGITAL CORP	172,843	$7,194	1.5%	$35.30	+23.4%	Common Stock	958102105
—	WALGREENS BOOTS ALLIANCE INC	127,168	$5,818	1.2%	$58.69	—	Common Stock	931427108
C	CITIGROUP INC	127,524	$5,371	1.1%	$50.19	+8.0%	Common Stock	172967424
MET	METLIFE INC	175,278	$5,358	1.1%	$37.94	-3.9%	Common Stock	59156R108
NUE	NUCOR CORP	138,072	$4,973	1.0%	$47.74	-17.2%	Common Stock	670346105
PRU	PRUDENTIAL FINANCIAL INC	92,314	$4,813	1.0%	$63.97	-7.8%	Common Stock	744320102
CVX	CHEVRON CORP	65,142	$4,720	1.0%	$84.43	-10.0%	Common Stock	166764100
WHR	WHIRLPOOL CORP	53,209	$4,565	0.9%	$140.37	-6.4%	Common Stock	963320106
GM	GENERAL MOTORS CO	216,697	$4,503	0.9%	$33.34	-12.5%	Common Stock	37045V100
PSX	PHILLIPS 66	78,872	$4,231	0.9%	$73.87	-13.6%	Common Stock	718546104
AMT	AMERICAN TOWER CORP	19,218	$4,185	0.9%	$170.95	+15.4%	REIT	03027X100
LNC	LINCOLN NATIONAL CORP	136,512	$3,593	0.7%	$41.85	-15.2%	Common Stock	534187109
MUB	ISHARES NATIONAL MUNI BOND E	25,248	$2,853	0.6%	$111.33	—	ETP	464288414
SBAC	SBA COMMUNICATIONS CORP	8,279	$2,235	0.5%	$232.70	+5.1%	REIT	78410G104
GAP	GAP INC/THE	309,696	$2,180	0.4%	$17.95	-31.9%	Common Stock	364760108
LLY	ELI LILLY & CO	15,273	$2,119	0.4%	$115.40	+11.1%	Common Stock	532457108
CCI	CROWN CASTLE INTL CORP	14,547	$2,101	0.4%	$107.40	+7.0%	REIT	22822V101
PG	PROCTER & GAMBLE CO/THE	19,084	$2,099	0.4%	$87.70	+18.4%	Common Stock	742718109
MDLZ	MONDELEZ INTERNATIONAL INC-A	37,012	$1,854	0.4%	$46.69	+0.0%	Common Stock	609207105
MRK	MERCK & CO. INC.	23,967	$1,844	0.4%	$61.54	+5.8%	Common Stock	58933Y105
HSY	HERSHEY CO/THE	13,307	$1,763	0.4%	$129.74	-1.0%	Common Stock	427866108
EXR	EXTRA SPACE STORAGE INC	17,548	$1,680	0.3%	$88.80	-6.4%	REIT	30225T102
MAA	MID-AMERICA APARTMENT COMM	15,803	$1,628	0.3%	$101.80	+4.5%	REIT	59522J103
MCD	MCDONALD'S CORP	9,682	$1,601	0.3%	$181.41	-5.3%	Common Stock	580135101
UDR	UDR INC	43,630	$1,594	0.3%	$34.44	+5.4%	REIT	902653104
PAYX	PAYCHEX INC	25,080	$1,578	0.3%	$62.26	+8.3%	Common Stock	704326107
DOC	HEALTHPEAK PROPERTIES INC	63,480	$1,514	0.3%	$25.06	-4.6%	REIT	42250P103
EQR	EQUITY RESIDENTIAL	23,934	$1,477	0.3%	$63.31	-3.1%	REIT	29476L107
AVB	AVALONBAY COMMUNITIES INC	9,892	$1,456	0.3%	$153.89	+6.2%	REIT	053484101
O	REALTY INCOME CORP	27,168	$1,355	0.3%	$48.68	+6.5%	REIT	756109104
CINF	CINCINNATI FINANCIAL CORP	17,643	$1,331	0.3%	$91.12	-6.4%	Common Stock	172062101
GPC	GENUINE PARTS CO	17,932	$1,207	0.2%	$82.25	-8.6%	Common Stock	372460105
SCHP	SCHWAB U.S. TIPS ETF	6,133	$353	0.1%	$57.56	—	ETP	808524870