Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $475,245 (100.0% shares, 0.0% debt)

Holdings (114)

SHY ISHARES 1-3 YEAR TREASURY BO 3.7%
Value ($000) $17,455 Shares 202,068 Est. Cost $86.45 Unrealized —
— ENERGY SELECT SECTOR SPDR 3.6%
Value ($000) $17,055 Shares 450,000 Est. Cost — Unrealized —
KSS KOHLS CORP 2.6%
Value ($000) $12,281 Shares 301,813 Est. Cost $19.27 Unrealized +50.9%
XLU UTILITIES SELECT SECTOR SPDR 2.5%
Value ($000) $11,964 Shares 190,809 Est. Cost $62.70 Unrealized —
MGM MGM RESORTS INTERNATIONAL 2.3%
Value ($000) $11,018 Shares 349,652 Est. Cost $16.13 Unrealized +59.5%
— JPMORGAN BETABUILDERS JAPAN 2.1%
Value ($000) $10,054 Shares 359,080 Est. Cost $22.93 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 2.1%
Value ($000) $9,880 Shares 335,148 Est. Cost $29.48 Unrealized —
XLK TECHNOLOGY SELECT SECT SPDR 2.1%
Value ($000) $9,806 Shares 75,419 Est. Cost $77.28 Unrealized —
XLV HEALTH CARE SELECT SECTOR 2.0%
Value ($000) $9,646 Shares 85,030 Est. Cost $100.07 Unrealized —
XLC COMM SERV SELECT SECTOR SPDR 2.0%
Value ($000) $9,601 Shares 142,284 Est. Cost $54.04 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 2.0%
Value ($000) $9,588 Shares 300,929 Est. Cost $29.62 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 2.0%
Value ($000) $9,524 Shares 131,570 Est. Cost $56.35 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 2.0%
Value ($000) $9,516 Shares 59,187 Est. Cost $127.71 Unrealized —
XLP CONSUMER STAPLES SPDR 2.0%
Value ($000) $9,450 Shares 140,108 Est. Cost $58.64 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 2.0%
Value ($000) $9,437 Shares 258,124 Est. Cost $36.56 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 2.0%
Value ($000) $9,386 Shares 106,002 Est. Cost $76.98 Unrealized —
XLE ENERGY SELECT SECTOR SPDR 2.0%
Value ($000) $9,335 Shares 246,295 Est. Cost $37.90 Unrealized —
IVZ INVESCO LTD 1.9%
Value ($000) $9,220 Shares 528,961 Est. Cost $7.13 Unrealized +74.6%
ALK ALASKA AIR GROUP INC 1.8%
Value ($000) $8,776 Shares 168,763 Est. Cost $32.56 Unrealized +38.1%
PFG PRINCIPAL FINANCIAL GROUP 1.7%
Value ($000) $8,237 Shares 166,038 Est. Cost $29.62 Unrealized +28.2%
AIG AMERICAN INTERNATIONAL GROUP 1.7%
Value ($000) $8,134 Shares 214,839 Est. Cost $24.46 Unrealized +27.7%
UNM UNUM GROUP 1.6%
Value ($000) $7,670 Shares 334,368 Est. Cost $15.88 Unrealized +30.2%
HPE HEWLETT PACKARD ENTERPRISE 1.3%
Value ($000) $6,296 Shares 531,349 Est. Cost $8.23 Unrealized +9.2%
CWB SPDR BBG BARC CONVERTIBLE 1.3%
Value ($000) $6,052 Shares 73,105 Est. Cost $60.98 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 1.2%
Value ($000) $5,740 Shares 257,631 Est. Cost $21.74 Unrealized —
VLO VALERO ENERGY CORP 1.2%
Value ($000) $5,468 Shares 96,663 Est. Cost $47.59 Unrealized -14.8%
CVS CVS HEALTH CORP 1.1%
Value ($000) $5,342 Shares 78,214 Est. Cost $52.63 Unrealized +4.9%
VYM VANGUARD HIGH DVD YIELD ETF 0.9%
Value ($000) $4,089 Shares 44,681 Est. Cost $91.52 Unrealized —
DWX SPDR S&P INTER DVD ETF 0.9%
Value ($000) $4,072 Shares 111,381 Est. Cost $36.56 Unrealized —
EMHY ISHARES J.P. MORGAN EM HIGH 0.9%
Value ($000) $4,054 Shares 87,465 Est. Cost $43.88 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 0.8%
Value ($000) $4,027 Shares 34,744 Est. Cost $110.48 Unrealized —
MS MORGAN STANLEY 0.8%
Value ($000) $4,026 Shares 58,750 Est. Cost $48.82 Unrealized 0.0%
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value ($000) $4,017 Shares 196,025 Est. Cost $20.49 Unrealized —
DVA DAVITA INC 0.8%
Value ($000) $3,870 Shares 32,965 Est. Cost $101.86 Unrealized 0.0%
GHYG ISHARES US&INTL HIGH YIELD C 0.8%
Value ($000) $3,855 Shares 75,974 Est. Cost $47.14 Unrealized —
JNK SPDR BBG BARC HIGH YIELD BND 0.8%
Value ($000) $3,833 Shares 35,189 Est. Cost $103.64 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 0.8%
Value ($000) $3,816 Shares 83,974 Est. Cost $44.09 Unrealized —
CI CIGNA CORP 0.8%
Value ($000) $3,602 Shares 17,300 Est. Cost $179.43 Unrealized 0.0%
ALL ALLSTATE CORP 0.7%
Value ($000) $3,527 Shares 32,080 Est. Cost $86.64 Unrealized 0.0%
EWN ISHARES MSCI NETHERLANDS ETF 0.7%
Value ($000) $3,389 Shares 81,973 Est. Cost $32.71 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.7%
Value ($000) $3,341 Shares 74,780 Est. Cost $38.96 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.7%
Value ($000) $3,334 Shares 113,839 Est. Cost $29.29 Unrealized —
EWI ISHARES MSCI ITALY ETF 0.7%
Value ($000) $3,305 Shares 112,269 Est. Cost $29.44 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.7%
Value ($000) $3,305 Shares 104,014 Est. Cost $27.32 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.7%
Value ($000) $3,277 Shares 82,341 Est. Cost $31.07 Unrealized —
UNH UNITEDHEALTH GROUP INC 0.7%
Value ($000) $3,276 Shares 9,341 Est. Cost $308.19 Unrealized 0.0%
EWQ ISHARES MSCI FRANCE ETF 0.7%
Value ($000) $3,271 Shares 98,347 Est. Cost $31.12 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.7%
Value ($000) $3,262 Shares 120,649 Est. Cost $27.04 Unrealized —
TGT TARGET CORP 0.7%
Value ($000) $3,248 Shares 18,400 Est. Cost $144.87 Unrealized 0.0%
TUR ISHARES MSCI TURKEY ETF 0.7%
Value ($000) $3,176 Shares 119,850 Est. Cost $26.50 Unrealized —
PGR PROGRESSIVE CORP 0.6%
Value ($000) $3,070 Shares 31,048 Est. Cost $80.60 Unrealized 0.0%
EWY ISHARES MSCI SOUTH KOREA ETF 0.6%
Value ($000) $3,026 Shares 35,168 Est. Cost $57.13 Unrealized —
ECH ISHARES MSCI CHILE ETF 0.6%
Value ($000) $3,010 Shares 99,646 Est. Cost $30.21 Unrealized —
LEN LENNAR CORP-A 0.6%
Value ($000) $3,010 Shares 39,482 Est. Cost $69.65 Unrealized 0.0%
EWZ ISHARES MSCI BRAZIL ETF 0.6%
Value ($000) $2,979 Shares 80,373 Est. Cost $37.06 Unrealized —
PHM PULTEGROUP INC 0.6%
Value ($000) $2,952 Shares 68,463 Est. Cost $42.08 Unrealized 0.0%
GREK GLOBAL X MSCI GREECE ETF 0.6%
Value ($000) $2,946 Shares 115,702 Est. Cost $25.46 Unrealized —
INDA ISHARES MSCI INDIA ETF 0.6%
Value ($000) $2,943 Shares 73,165 Est. Cost $33.86 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.6%
Value ($000) $2,928 Shares 53,908 Est. Cost $54.31 Unrealized —
HUM HUMANA INC 0.6%
Value ($000) $2,927 Shares 7,134 Est. Cost $396.56 Unrealized 0.0%
EWT ISHARES MSCI TAIWAN ETF 0.6%
Value ($000) $2,917 Shares 54,951 Est. Cost $40.23 Unrealized —
CNC CENTENE CORP 0.6%
Value ($000) $2,910 Shares 48,470 Est. Cost $63.53 Unrealized 0.0%
EPOL ISHARES MSCI POLAND ETF 0.6%
Value ($000) $2,906 Shares 152,811 Est. Cost $19.02 Unrealized —
CAG CONAGRA BRANDS INC 0.6%
Value ($000) $2,904 Shares 80,101 Est. Cost $28.88 Unrealized 0.0%
PFF ISHARES PREFERRED & INCOME S 0.6%
Value ($000) $2,900 Shares 75,295 Est. Cost $36.62 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.6%
Value ($000) $2,892 Shares 123,486 Est. Cost $23.42 Unrealized —
EBAY EBAY INC 0.6%
Value ($000) $2,891 Shares 57,540 Est. Cost $46.69 Unrealized 0.0%
MAS MASCO CORP 0.6%
Value ($000) $2,877 Shares 52,376 Est. Cost $50.31 Unrealized 0.0%
DHI DR HORTON INC 0.6%
Value ($000) $2,872 Shares 41,665 Est. Cost $69.25 Unrealized 0.0%
EWW ISHARES MSCI MEXICO ETF 0.6%
Value ($000) $2,859 Shares 66,496 Est. Cost $43.00 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.6%
Value ($000) $2,859 Shares 33,660 Est. Cost $84.94 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.6%
Value ($000) $2,845 Shares 64,905 Est. Cost $43.83 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.6%
Value ($000) $2,840 Shares 86,837 Est. Cost $32.70 Unrealized —
NEM NEWMONT CORP 0.6%
Value ($000) $2,823 Shares 47,139 Est. Cost $52.35 Unrealized 0.0%
KR KROGER CO 0.6%
Value ($000) $2,798 Shares 88,105 Est. Cost $29.06 Unrealized 0.0%
EPU ISHARES MSCI PERU ETF 0.6%
Value ($000) $2,777 Shares 80,064 Est. Cost $34.68 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.6%
Value ($000) $2,770 Shares 96,175 Est. Cost $27.29 Unrealized —
WHR WHIRLPOOL CORP 0.6%
Value ($000) $2,755 Shares 15,265 Est. Cost $140.37 Unrealized +36.5%
THD ISHARES MSCI THAILAND ETF 0.6%
Value ($000) $2,748 Shares 35,657 Est. Cost $77.07 Unrealized —
DGX QUEST DIAGNOSTICS INC 0.6%
Value ($000) $2,740 Shares 22,992 Est. Cost $110.49 Unrealized 0.0%
FXI ISHARES CHINA LARGE-CAP ETF 0.6%
Value ($000) $2,675 Shares 57,604 Est. Cost $40.19 Unrealized —
— ISHARES INTERNATIONAL PREFER 0.5%
Value ($000) $2,594 Shares 166,492 Est. Cost $14.12 Unrealized —
BBY BEST BUY CO INC 0.5%
Value ($000) $2,525 Shares 25,305 Est. Cost $89.94 Unrealized 0.0%
VGK VANGUARD FTSE EUROPE ETF 0.4%
Value ($000) $1,851 Shares 30,733 Est. Cost $60.23 Unrealized —
MNST MONSTER BEVERAGE CORP 0.4%
Value ($000) $1,686 Shares 18,230 Est. Cost $42.01 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.3%
Value ($000) $1,642 Shares 13,860 Est. Cost $106.93 Unrealized 0.0%
KRE SPDR S&P REGIONAL BANKING 0.3%
Value ($000) $1,636 Shares 31,495 Est. Cost $35.68 Unrealized —
— SPDR S&P REGIONAL BANKING 0.3%
Value ($000) $1,621 Shares 31,200 Est. Cost — Unrealized —
IDXX IDEXX LABORATORIES INC 0.3%
Value ($000) $1,600 Shares 3,201 Est. Cost $447.44 Unrealized 0.0%
AMZN AMAZON.COM INC 0.3%
Value ($000) $1,599 Shares 491 Est. Cost $120.78 Unrealized +32.1%
TYL TYLER TECHNOLOGIES INC 0.3%
Value ($000) $1,587 Shares 3,636 Est. Cost $412.56 Unrealized 0.0%
RVTY PERKINELMER INC 0.3%
Value ($000) $1,575 Shares 10,974 Est. Cost $131.57 Unrealized 0.0%
EWO ISHARES MSCI AUSTRIA ETF 0.3%
Value ($000) $1,554 Shares 78,375 Est. Cost $19.83 Unrealized —
CHTR CHARTER COMMUNICATIONS INC-A 0.3%
Value ($000) $1,549 Shares 2,341 Est. Cost $507.25 Unrealized +25.5%
COST COSTCO WHOLESALE CORP 0.3%
Value ($000) $1,458 Shares 3,869 Est. Cost $281.07 Unrealized +23.6%
WST WEST PHARMACEUTICAL SERVICES 0.3%
Value ($000) $1,455 Shares 5,137 Est. Cost $277.09 Unrealized 0.0%
BIO BIO-RAD LABORATORIES-A 0.3%
Value ($000) $1,451 Shares 2,489 Est. Cost $569.50 Unrealized 0.0%
ROL ROLLINS INC 0.3%
Value ($000) $1,404 Shares 35,939 Est. Cost $36.34 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.3%
Value ($000) $1,397 Shares 2,999 Est. Cost $462.59 Unrealized 0.0%
DG DOLLAR GENERAL CORP 0.3%
Value ($000) $1,370 Shares 6,515 Est. Cost $167.17 Unrealized +18.5%
DHR DANAHER CORP 0.3%
Value ($000) $1,365 Shares 6,146 Est. Cost $196.00 Unrealized 0.0%
WMT WALMART INC 0.3%
Value ($000) $1,289 Shares 8,939 Est. Cost $38.07 Unrealized +18.9%
LLY ELI LILLY & CO 0.3%
Value ($000) $1,268 Shares 7,511 Est. Cost $115.40 Unrealized +22.5%
CLX CLOROX COMPANY 0.3%
Value ($000) $1,234 Shares 6,113 Est. Cost $168.73 Unrealized +4.5%
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $1,168 Shares 11,129 Est. Cost $100.53 Unrealized +4.1%
CPB CAMPBELL SOUP CO 0.2%
Value ($000) $1,122 Shares 23,199 Est. Cost $41.23 Unrealized -1.3%
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $1,090 Shares 18,560 Est. Cost $54.61 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value ($000) $1,061 Shares 17,096 Est. Cost $59.46 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value ($000) $1,054 Shares 8,991 Est. Cost $111.89 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value ($000) $1,053 Shares 19,079 Est. Cost $54.76 Unrealized —
FLRN SPDR BBG BARC IG FLOATING RT 0.2%
Value ($000) $1,049 Shares 34,289 Est. Cost $30.49 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value ($000) $1,049 Shares 7,597 Est. Cost $134.78 Unrealized —
— CITRIX SYSTEMS INC 0.2%
Value ($000) $1,005 Shares 7,721 Est. Cost $147.96 Unrealized —
— VANECK RUSSIA ETF 0.1%
Value ($000) $632 Shares 26,182 Est. Cost $24.14 Unrealized —