Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $505,113 (100.0% shares, 0.0% debt)

Holdings (65)

SHY ISHARES 1-3 YEAR TREASURY BO 40.3%
Value ($000) $203,347 Shares 2,347,846 Est. Cost $86.45 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 3.6%
Value ($000) $18,307 Shares 175,203 Est. Cost $77.28 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 3.5%
Value ($000) $17,640 Shares 138,126 Est. Cost $127.71 Unrealized —
XLC COMM SERV SELECT SECTOR SPDR 3.4%
Value ($000) $17,152 Shares 317,400 Est. Cost $54.04 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 3.4%
Value ($000) $16,976 Shares 301,259 Est. Cost $56.35 Unrealized —
XLV HEALTH CARE SELECT SECTOR 3.3%
Value ($000) $16,711 Shares 166,994 Est. Cost $100.07 Unrealized —
XLP CONSUMER STAPLES SPDR 3.2%
Value ($000) $16,345 Shares 278,739 Est. Cost $58.64 Unrealized —
— JPMORGAN BETABUILDERS JAPAN 1.9%
Value ($000) $9,839 Shares 429,071 Est. Cost $22.93 Unrealized —
CAH CARDINAL HEALTH INC 1.8%
Value ($000) $8,901 Shares 170,557 Est. Cost $39.76 Unrealized +11.6%
— SEAGATE TECHNOLOGY 1.4%
Value ($000) $7,276 Shares 150,297 Est. Cost $52.49 Unrealized —
PFG PRINCIPAL FINANCIAL GROUP 1.4%
Value ($000) $7,216 Shares 173,711 Est. Cost $29.50 Unrealized 0.0%
AIG AMERICAN INTERNATIONAL GROUP 1.4%
Value ($000) $7,040 Shares 225,792 Est. Cost $24.38 Unrealized 0.0%
KSS KOHLS CORP 1.3%
Value ($000) $6,717 Shares 323,411 Est. Cost $19.27 Unrealized 0.0%
WHR WHIRLPOOL CORP 1.3%
Value ($000) $6,681 Shares 51,579 Est. Cost $140.37 Unrealized -18.5%
ALK ALASKA AIR GROUP INC 1.3%
Value ($000) $6,556 Shares 180,809 Est. Cost $32.56 Unrealized 0.0%
MGM MGM RESORTS INTERNATIONAL 1.2%
Value ($000) $6,293 Shares 374,571 Est. Cost $16.13 Unrealized 0.0%
MET METLIFE INC 1.2%
Value ($000) $6,219 Shares 170,299 Est. Cost $37.94 Unrealized -23.7%
IVZ INVESCO LTD 1.2%
Value ($000) $5,953 Shares 553,277 Est. Cost $7.05 Unrealized 0.0%
VLO VALERO ENERGY CORP 1.2%
Value ($000) $5,881 Shares 99,975 Est. Cost $47.74 Unrealized 0.0%
CWB SPDR BBG BARC CONVERTIBLE 1.2%
Value ($000) $5,824 Shares 96,259 Est. Cost $60.50 Unrealized —
UNM UNUM GROUP 1.1%
Value ($000) $5,750 Shares 346,581 Est. Cost $15.78 Unrealized 0.0%
PSX PHILLIPS 66 1.1%
Value ($000) $5,502 Shares 76,521 Est. Cost $73.87 Unrealized -23.9%
PRU PRUDENTIAL FINANCIAL INC 1.1%
Value ($000) $5,491 Shares 90,168 Est. Cost $63.97 Unrealized -30.8%
HPE HEWLETT PACKARD ENTERPRISE 1.1%
Value ($000) $5,417 Shares 556,760 Est. Cost $8.22 Unrealized 0.0%
CVS CVS HEALTH CORP 1.1%
Value ($000) $5,358 Shares 82,472 Est. Cost $52.60 Unrealized 0.0%
SYF SYNCHRONY FINANCIAL 1.0%
Value ($000) $5,237 Shares 236,320 Est. Cost $26.60 Unrealized -36.1%
LNC LINCOLN NATIONAL CORP 1.0%
Value ($000) $4,873 Shares 132,460 Est. Cost $41.85 Unrealized -36.4%
XRX XEROX HOLDINGS CORP 0.8%
Value ($000) $4,070 Shares 266,164 Est. Cost $31.44 Unrealized -45.1%
DAL DELTA AIR LINES INC 0.7%
Value ($000) $3,758 Shares 133,973 Est. Cost $50.20 Unrealized -50.7%
EWN ISHARES MSCI NETHERLANDS ETF 0.7%
Value ($000) $3,495 Shares 106,848 Est. Cost $32.71 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.7%
Value ($000) $3,346 Shares 85,880 Est. Cost $38.96 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.6%
Value ($000) $3,056 Shares 98,374 Est. Cost $31.07 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.6%
Value ($000) $2,999 Shares 74,554 Est. Cost $40.23 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.6%
Value ($000) $2,793 Shares 103,028 Est. Cost $27.11 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.5%
Value ($000) $2,675 Shares 46,825 Est. Cost $57.13 Unrealized —
SBAC SBA COMMUNICATIONS CORP 0.5%
Value ($000) $2,368 Shares 7,948 Est. Cost $232.70 Unrealized +17.8%
CCI CROWN CASTLE INTL CORP 0.5%
Value ($000) $2,348 Shares 14,032 Est. Cost $107.40 Unrealized +16.4%
AMT AMERICAN TOWER CORP 0.5%
Value ($000) $2,287 Shares 8,844 Est. Cost $170.95 Unrealized +23.2%
GHYG ISHARES US&INTL HIGH YIELD C 0.4%
Value ($000) $2,249 Shares 48,608 Est. Cost $46.27 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.4%
Value ($000) $2,081 Shares 19,049 Est. Cost $109.24 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.4%
Value ($000) $2,013 Shares 50,703 Est. Cost $39.70 Unrealized —
MDLZ MONDELEZ INTERNATIONAL INC-A 0.4%
Value ($000) $1,824 Shares 35,670 Est. Cost $46.69 Unrealized -4.6%
MAA MID-AMERICA APARTMENT COMM 0.3%
Value ($000) $1,753 Shares 15,285 Est. Cost $101.80 Unrealized -8.7%
MCD MCDONALD'S CORP 0.3%
Value ($000) $1,722 Shares 9,337 Est. Cost $181.41 Unrealized -11.3%
HSY HERSHEY CO/THE 0.3%
Value ($000) $1,663 Shares 12,828 Est. Cost $129.74 Unrealized -9.3%
EXR EXTRA SPACE STORAGE INC 0.3%
Value ($000) $1,568 Shares 16,973 Est. Cost $88.80 Unrealized -15.6%
AMZN AMAZON.COM INC 0.3%
Value ($000) $1,459 Shares 529 Est. Cost $120.78 Unrealized 0.0%
CLX CLOROX COMPANY 0.3%
Value ($000) $1,431 Shares 6,524 Est. Cost $168.73 Unrealized 0.0%
EQR EQUITY RESIDENTIAL 0.3%
Value ($000) $1,362 Shares 23,150 Est. Cost $63.31 Unrealized -21.5%
DG DOLLAR GENERAL CORP 0.3%
Value ($000) $1,333 Shares 6,999 Est. Cost $167.17 Unrealized 0.0%
LLY ELI LILLY & CO 0.3%
Value ($000) $1,318 Shares 8,028 Est. Cost $115.40 Unrealized +24.7%
CHTR CHARTER COMMUNICATIONS INC-A 0.3%
Value ($000) $1,288 Shares 2,526 Est. Cost $507.25 Unrealized 0.0%
AKAM AKAMAI TECHNOLOGIES INC 0.3%
Value ($000) $1,286 Shares 12,008 Est. Cost $100.53 Unrealized 0.0%
COST COSTCO WHOLESALE CORP 0.2%
Value ($000) $1,229 Shares 4,053 Est. Cost $279.18 Unrealized 0.0%
— CITRIX SYSTEMS INC 0.2%
Value ($000) $1,226 Shares 8,286 Est. Cost $147.96 Unrealized —
CPB CAMPBELL SOUP CO 0.2%
Value ($000) $1,225 Shares 24,691 Est. Cost $41.23 Unrealized 0.0%
JNK SPDR BBG BARC HIGH YIELD BND 0.2%
Value ($000) $1,204 Shares 11,900 Est. Cost $101.18 Unrealized —
WMT WALMART INC 0.2%
Value ($000) $1,147 Shares 9,574 Est. Cost $38.07 Unrealized 0.0%
CINF CINCINNATI FINANCIAL CORP 0.2%
Value ($000) $1,093 Shares 17,068 Est. Cost $91.12 Unrealized -37.4%
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $1,044 Shares 7,763 Est. Cost $134.48 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value ($000) $1,034 Shares 17,229 Est. Cost $59.14 Unrealized —
IGSB ISHARES SHORT-TERM CORPORATE 0.2%
Value ($000) $1,031 Shares 18,843 Est. Cost $54.72 Unrealized —
FLRN SPDR BBG BARC IG FLOATING RT 0.2%
Value ($000) $1,028 Shares 33,732 Est. Cost $30.48 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $1,025 Shares 8,885 Est. Cost $111.33 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 0.2%
Value ($000) $780 Shares 36,526 Est. Cost $21.35 Unrealized —