Mount Lucas Management LP Diversified Active

Location: Newtown, PA

CIK: 0001185072 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 16, 2021

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

Holdings (114)

SHY ISHARES 1-3 YEAR TREASURY BO 3.7%
Value $17.45M Shares 202,068 Est. Cost $86.45 Unrealized
ENERGY SELECT SECTOR SPDR 3.6%
Value $17.05M Shares 450,000 Est. Cost Unrealized
KSS KOHLS CORP 2.6%
Value $12.28M Shares 301,813 Est. Cost $19.27 Unrealized +50.9%
XLU UTILITIES SELECT SECTOR SPDR 2.5%
Value $11.96M Shares 190,809 Est. Cost $62.70 Unrealized
MGM MGM RESORTS INTERNATIONAL 2.3%
Value $11.02M Shares 349,652 Est. Cost $16.13 Unrealized +59.5%
JPMORGAN BETABUILDERS JAPAN 2.1%
Value $10.05M Shares 359,080 Est. Cost $22.93 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 2.1%
Value $9.88M Shares 335,148 Est. Cost $29.48 Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 2.1%
Value $9.806M Shares 75,419 Est. Cost $77.28 Unrealized
XLV HEALTH CARE SELECT SECTOR 2.0%
Value $9.646M Shares 85,030 Est. Cost $100.07 Unrealized
XLC COMM SERV SELECT SECTOR SPDR 2.0%
Value $9.601M Shares 142,284 Est. Cost $54.04 Unrealized
REM ISHARES MORTGAGE REAL ESTATE 2.0%
Value $9.588M Shares 300,929 Est. Cost $29.62 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 2.0%
Value $9.524M Shares 131,570 Est. Cost $56.35 Unrealized
XLY CONSUMER DISCRETIONARY SELT 2.0%
Value $9.516M Shares 59,187 Est. Cost $127.71 Unrealized
XLP CONSUMER STAPLES SPDR 2.0%
Value $9.45M Shares 140,108 Est. Cost $58.64 Unrealized
XLRE REAL ESTATE SELECT SECT SPDR 2.0%
Value $9.437M Shares 258,124 Est. Cost $36.56 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 2.0%
Value $9.386M Shares 106,002 Est. Cost $76.98 Unrealized
XLE ENERGY SELECT SECTOR SPDR 2.0%
Value $9.335M Shares 246,295 Est. Cost $37.90 Unrealized
IVZ INVESCO LTD 1.9%
Value $9.22M Shares 528,961 Est. Cost $7.13 Unrealized +74.6%
ALK ALASKA AIR GROUP INC 1.8%
Value $8.776M Shares 168,763 Est. Cost $32.56 Unrealized +38.1%
PFG PRINCIPAL FINANCIAL GROUP 1.7%
Value $8.237M Shares 166,038 Est. Cost $29.62 Unrealized +28.2%
AIG AMERICAN INTERNATIONAL GROUP 1.7%
Value $8.134M Shares 214,839 Est. Cost $24.46 Unrealized +27.7%
UNM UNUM GROUP 1.6%
Value $7.67M Shares 334,368 Est. Cost $15.88 Unrealized +30.2%
HPE HEWLETT PACKARD ENTERPRISE 1.3%
Value $6.296M Shares 531,349 Est. Cost $8.23 Unrealized +9.2%
CWB SPDR BBG BARC CONVERTIBLE 1.3%
Value $6.052M Shares 73,105 Est. Cost $60.98 Unrealized
BKLN INVESCO SENIOR LOAN ETF 1.2%
Value $5.74M Shares 257,631 Est. Cost $21.74 Unrealized
VLO VALERO ENERGY CORP 1.2%
Value $5.468M Shares 96,663 Est. Cost $47.59 Unrealized -14.8%
CVS CVS HEALTH CORP 1.1%
Value $5.342M Shares 78,214 Est. Cost $52.63 Unrealized +4.9%
VYM VANGUARD HIGH DVD YIELD ETF 0.9%
Value $4.089M Shares 44,681 Est. Cost $91.52 Unrealized
DWX SPDR S&P INTER DVD ETF 0.9%
Value $4.072M Shares 111,381 Est. Cost $36.56 Unrealized
EMHY ISHARES J.P. MORGAN EM HIGH 0.9%
Value $4.054M Shares 87,465 Est. Cost $43.88 Unrealized
EMB ISHARES JP MORGAN USD EMERGI 0.8%
Value $4.027M Shares 34,744 Est. Cost $110.48 Unrealized
MS MORGAN STANLEY 0.8%
Value $4.026M Shares 58,750 Est. Cost $48.82 Unrealized 0.0%
PBP INVESCO S&P 500 BUYWRITE ETF 0.8%
Value $4.017M Shares 196,025 Est. Cost $20.49 Unrealized
DVA DAVITA INC 0.8%
Value $3.87M Shares 32,965 Est. Cost $101.86 Unrealized 0.0%
GHYG ISHARES US&INTL HIGH YIELD C 0.8%
Value $3.855M Shares 75,974 Est. Cost $47.14 Unrealized
JNK SPDR BBG BARC HIGH YIELD BND 0.8%
Value $3.833M Shares 35,189 Est. Cost $103.64 Unrealized
SHYG ISHARES 0-5 YR HY CORP BOND 0.8%
Value $3.816M Shares 83,974 Est. Cost $44.09 Unrealized
CI CIGNA CORP 0.8%
Value $3.602M Shares 17,300 Est. Cost $179.43 Unrealized 0.0%
ALL ALLSTATE CORP 0.7%
Value $3.527M Shares 32,080 Est. Cost $86.64 Unrealized 0.0%
EWN ISHARES MSCI NETHERLANDS ETF 0.7%
Value $3.389M Shares 81,973 Est. Cost $32.71 Unrealized
EWL ISHARES MSCI SWITZERLAND ETF 0.7%
Value $3.341M Shares 74,780 Est. Cost $38.96 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.7%
Value $3.334M Shares 113,839 Est. Cost $29.29 Unrealized
EWI ISHARES MSCI ITALY ETF 0.7%
Value $3.305M Shares 112,269 Est. Cost $29.44 Unrealized
EWG ISHARES MSCI GERMANY ETF 0.7%
Value $3.305M Shares 104,014 Est. Cost $27.32 Unrealized
EWD ISHARES MSCI SWEDEN ETF 0.7%
Value $3.277M Shares 82,341 Est. Cost $31.07 Unrealized
UNH UNITEDHEALTH GROUP INC 0.7%
Value $3.276M Shares 9,341 Est. Cost $308.19 Unrealized 0.0%
EWQ ISHARES MSCI FRANCE ETF 0.7%
Value $3.271M Shares 98,347 Est. Cost $31.12 Unrealized
EWP ISHARES MSCI SPAIN ETF 0.7%
Value $3.262M Shares 120,649 Est. Cost $27.04 Unrealized
TGT TARGET CORP 0.7%
Value $3.248M Shares 18,400 Est. Cost $144.87 Unrealized 0.0%
TUR ISHARES MSCI TURKEY ETF 0.7%
Value $3.176M Shares 119,850 Est. Cost $26.50 Unrealized
PGR PROGRESSIVE CORP 0.6%
Value $3.07M Shares 31,048 Est. Cost $80.60 Unrealized 0.0%
EWY ISHARES MSCI SOUTH KOREA ETF 0.6%
Value $3.026M Shares 35,168 Est. Cost $57.13 Unrealized
ECH ISHARES MSCI CHILE ETF 0.6%
Value $3.01M Shares 99,646 Est. Cost $30.21 Unrealized
LEN LENNAR CORP-A 0.6%
Value $3.01M Shares 39,482 Est. Cost $69.65 Unrealized 0.0%
EWZ ISHARES MSCI BRAZIL ETF 0.6%
Value $2.979M Shares 80,373 Est. Cost $37.06 Unrealized
PHM PULTEGROUP INC 0.6%
Value $2.952M Shares 68,463 Est. Cost $42.08 Unrealized 0.0%
GREK GLOBAL X MSCI GREECE ETF 0.6%
Value $2.946M Shares 115,702 Est. Cost $25.46 Unrealized
INDA ISHARES MSCI INDIA ETF 0.6%
Value $2.943M Shares 73,165 Est. Cost $33.86 Unrealized
VNQI VANGUARD GLBL EX-US REAL EST 0.6%
Value $2.928M Shares 53,908 Est. Cost $54.31 Unrealized
HUM HUMANA INC 0.6%
Value $2.927M Shares 7,134 Est. Cost $396.56 Unrealized 0.0%
EWT ISHARES MSCI TAIWAN ETF 0.6%
Value $2.917M Shares 54,951 Est. Cost $40.23 Unrealized
CNC CENTENE CORP 0.6%
Value $2.91M Shares 48,470 Est. Cost $63.53 Unrealized 0.0%
EPOL ISHARES MSCI POLAND ETF 0.6%
Value $2.906M Shares 152,811 Est. Cost $19.02 Unrealized
CAG CONAGRA BRANDS INC 0.6%
Value $2.904M Shares 80,101 Est. Cost $28.88 Unrealized 0.0%
PFF ISHARES PREFERRED & INCOME S 0.6%
Value $2.9M Shares 75,295 Est. Cost $36.62 Unrealized
EIDO ISHARES MSCI INDONESIA ETF 0.6%
Value $2.892M Shares 123,486 Est. Cost $23.42 Unrealized
EBAY EBAY INC 0.6%
Value $2.891M Shares 57,540 Est. Cost $46.69 Unrealized 0.0%
MAS MASCO CORP 0.6%
Value $2.877M Shares 52,376 Est. Cost $50.31 Unrealized 0.0%
DHI DR HORTON INC 0.6%
Value $2.872M Shares 41,665 Est. Cost $69.25 Unrealized 0.0%
EWW ISHARES MSCI MEXICO ETF 0.6%
Value $2.859M Shares 66,496 Est. Cost $43.00 Unrealized
VNQ VANGUARD REAL ESTATE ETF 0.6%
Value $2.859M Shares 33,660 Est. Cost $84.94 Unrealized
EZA ISHARES MSCI SOUTH AFRICA ET 0.6%
Value $2.845M Shares 64,905 Est. Cost $43.83 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.6%
Value $2.84M Shares 86,837 Est. Cost $32.70 Unrealized
NEM NEWMONT CORP 0.6%
Value $2.823M Shares 47,139 Est. Cost $52.35 Unrealized 0.0%
KR KROGER CO 0.6%
Value $2.798M Shares 88,105 Est. Cost $29.06 Unrealized 0.0%
EPU ISHARES MSCI PERU ETF 0.6%
Value $2.777M Shares 80,064 Est. Cost $34.68 Unrealized
EWM ISHARES MSCI MALAYSIA ETF 0.6%
Value $2.77M Shares 96,175 Est. Cost $27.29 Unrealized
WHR WHIRLPOOL CORP 0.6%
Value $2.755M Shares 15,265 Est. Cost $140.37 Unrealized +36.5%
THD ISHARES MSCI THAILAND ETF 0.6%
Value $2.748M Shares 35,657 Est. Cost $77.07 Unrealized
DGX QUEST DIAGNOSTICS INC 0.6%
Value $2.74M Shares 22,992 Est. Cost $110.49 Unrealized 0.0%
FXI ISHARES CHINA LARGE-CAP ETF 0.6%
Value $2.675M Shares 57,604 Est. Cost $40.19 Unrealized
ISHARES INTERNATIONAL PREFER 0.5%
Value $2.594M Shares 166,492 Est. Cost $14.12 Unrealized
BBY BEST BUY CO INC 0.5%
Value $2.525M Shares 25,305 Est. Cost $89.94 Unrealized 0.0%
VGK VANGUARD FTSE EUROPE ETF 0.4%
Value $1.851M Shares 30,733 Est. Cost $60.23 Unrealized
MNST MONSTER BEVERAGE CORP 0.4%
Value $1.686M Shares 18,230 Est. Cost $42.01 Unrealized 0.0%
A AGILENT TECHNOLOGIES INC 0.3%
Value $1.642M Shares 13,860 Est. Cost $106.93 Unrealized 0.0%
KRE SPDR S&P REGIONAL BANKING 0.3%
Value $1.636M Shares 31,495 Est. Cost $35.68 Unrealized
SPDR S&P REGIONAL BANKING 0.3%
Value $1.621M Shares 31,200 Est. Cost Unrealized
IDXX IDEXX LABORATORIES INC 0.3%
Value $1.6M Shares 3,201 Est. Cost $447.44 Unrealized 0.0%
AMZN AMAZON.COM INC 0.3%
Value $1.599M Shares 491 Est. Cost $120.78 Unrealized +32.1%
TYL TYLER TECHNOLOGIES INC 0.3%
Value $1.587M Shares 3,636 Est. Cost $412.56 Unrealized 0.0%
RVTY PERKINELMER INC 0.3%
Value $1.575M Shares 10,974 Est. Cost $131.57 Unrealized 0.0%
EWO ISHARES MSCI AUSTRIA ETF 0.3%
Value $1.554M Shares 78,375 Est. Cost $19.83 Unrealized
CHTR CHARTER COMMUNICATIONS INC-A 0.3%
Value $1.549M Shares 2,341 Est. Cost $507.25 Unrealized +25.5%
COST COSTCO WHOLESALE CORP 0.3%
Value $1.458M Shares 3,869 Est. Cost $281.07 Unrealized +23.6%
WST WEST PHARMACEUTICAL SERVICES 0.3%
Value $1.455M Shares 5,137 Est. Cost $277.09 Unrealized 0.0%
BIO BIO-RAD LABORATORIES-A 0.3%
Value $1.451M Shares 2,489 Est. Cost $569.50 Unrealized 0.0%
ROL ROLLINS INC 0.3%
Value $1.404M Shares 35,939 Est. Cost $36.34 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.3%
Value $1.397M Shares 2,999 Est. Cost $462.59 Unrealized 0.0%
DG DOLLAR GENERAL CORP 0.3%
Value $1.37M Shares 6,515 Est. Cost $167.17 Unrealized +18.5%
DHR DANAHER CORP 0.3%
Value $1.365M Shares 6,146 Est. Cost $196.00 Unrealized 0.0%
WMT WALMART INC 0.3%
Value $1.289M Shares 8,939 Est. Cost $38.07 Unrealized +18.9%
LLY ELI LILLY & CO 0.3%
Value $1.268M Shares 7,511 Est. Cost $115.40 Unrealized +22.5%
CLX CLOROX COMPANY 0.3%
Value $1.234M Shares 6,113 Est. Cost $168.73 Unrealized +4.5%
AKAM AKAMAI TECHNOLOGIES INC 0.2%
Value $1.168M Shares 11,129 Est. Cost $100.53 Unrealized +4.1%
CPB CAMPBELL SOUP CO 0.2%
Value $1.122M Shares 23,199 Est. Cost $41.23 Unrealized -1.3%
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value $1.09M Shares 18,560 Est. Cost $54.61 Unrealized
SCHP SCHWAB U.S. TIPS ETF 0.2%
Value $1.061M Shares 17,096 Est. Cost $59.46 Unrealized
MUB ISHARES NATIONAL MUNI BOND E 0.2%
Value $1.054M Shares 8,991 Est. Cost $111.89 Unrealized
IGSB ISHARES 1-5Y INV GRADE CORP 0.2%
Value $1.053M Shares 19,079 Est. Cost $54.76 Unrealized
FLRN SPDR BBG BARC IG FLOATING RT 0.2%
Value $1.049M Shares 34,289 Est. Cost $30.49 Unrealized
LQD ISHARES IBOXX INVESTMENT GRA 0.2%
Value $1.049M Shares 7,597 Est. Cost $134.78 Unrealized
CITRIX SYSTEMS INC 0.2%
Value $1.005M Shares 7,721 Est. Cost $147.96 Unrealized
VANECK RUSSIA ETF 0.1%
Value $632K Shares 26,182 Est. Cost $24.14 Unrealized