Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 17, 2021

Total Value ($000): $339,684 (100.0% shares, 0.0% debt)

Holdings (111)

KSS KOHLS CORP 5.9%
Value ($000) $19,940 Shares 334,506 Est. Cost $22.41 Unrealized +129.1%
IVZ INVESCO LTD 4.4%
Value ($000) $14,827 Shares 587,926 Est. Cost $8.24 Unrealized +121.7%
MGM MGM RESORTS INTERNATIONAL 4.3%
Value ($000) $14,666 Shares 386,046 Est. Cost $17.90 Unrealized +94.8%
ALK ALASKA AIR GROUP INC 3.8%
Value ($000) $12,894 Shares 186,304 Est. Cost $35.15 Unrealized +71.0%
SHY ISHARES 1-3 YEAR TREASURY BO 3.6%
Value ($000) $12,066 Shares 139,894 Est. Cost $86.45 Unrealized
PFG PRINCIPAL FINANCIAL GROUP 3.3%
Value ($000) $11,102 Shares 185,152 Est. Cost $31.38 Unrealized +48.9%
AIG AMERICAN INTERNATIONAL GROUP 3.2%
Value ($000) $11,034 Shares 238,772 Est. Cost $25.88 Unrealized +49.2%
UNM UNUM GROUP 3.1%
Value ($000) $10,392 Shares 373,413 Est. Cost $16.93 Unrealized +53.2%
HPE HEWLETT PACKARD ENTERPRISE 2.7%
Value ($000) $9,310 Shares 591,474 Est. Cost $8.61 Unrealized +39.1%
VLO VALERO ENERGY CORP 2.3%
Value ($000) $7,757 Shares 108,341 Est. Cost $48.63 Unrealized +17.6%
CVS CVS HEALTH CORP 1.9%
Value ($000) $6,539 Shares 86,924 Est. Cost $53.60 Unrealized +16.2%
REM ISHARES MORTGAGE REAL ESTATE 1.8%
Value ($000) $6,047 Shares 171,502 Est. Cost $29.62 Unrealized
BKLN INVESCO SENIOR LOAN ETF 1.7%
Value ($000) $5,703 Shares 257,714 Est. Cost $21.74 Unrealized
CWB SPDR BBG BARC CONVERTIBLE 1.6%
Value ($000) $5,477 Shares 65,712 Est. Cost $60.98 Unrealized
MS MORGAN STANLEY 1.5%
Value ($000) $5,062 Shares 65,179 Est. Cost $50.47 Unrealized +29.9%
CI CIGNA CORP 1.4%
Value ($000) $4,636 Shares 19,176 Est. Cost $181.85 Unrealized +12.3%
LEN LENNAR CORP-A 1.3%
Value ($000) $4,426 Shares 43,722 Est. Cost $70.50 Unrealized +11.2%
VYM VANGUARD HIGH DVD YIELD ETF 1.3%
Value ($000) $4,411 Shares 43,632 Est. Cost $91.52 Unrealized
DWX SPDR S&P INTER DVD ETF 1.3%
Value ($000) $4,337 Shares 113,706 Est. Cost $36.59 Unrealized
PBP INVESCO S&P 500 BUYWRITE ETF 1.3%
Value ($000) $4,313 Shares 199,129 Est. Cost $20.51 Unrealized
DHI DR HORTON INC 1.2%
Value ($000) $4,110 Shares 46,122 Est. Cost $69.76 Unrealized +6.9%
ALL ALLSTATE CORP 1.2%
Value ($000) $4,098 Shares 35,666 Est. Cost $87.76 Unrealized +11.3%
EMHY ISHARES J.P. MORGAN EM HIGH 1.2%
Value ($000) $4,084 Shares 91,826 Est. Cost $43.91 Unrealized
TGT TARGET CORP 1.2%
Value ($000) $4,039 Shares 20,391 Est. Cost $146.66 Unrealized +11.3%
PHM PULTEGROUP INC 1.2%
Value ($000) $3,975 Shares 75,809 Est. Cost $42.31 Unrealized +5.1%
DVA DAVITA INC 1.2%
Value ($000) $3,922 Shares 36,392 Est. Cost $102.73 Unrealized +8.2%
EBAY EBAY INC 1.1%
Value ($000) $3,902 Shares 63,715 Est. Cost $47.32 Unrealized +12.4%
UNH UNITEDHEALTH GROUP INC 1.1%
Value ($000) $3,850 Shares 10,348 Est. Cost $309.31 Unrealized +3.3%
SHYG ISHARES 0-5 YR HY CORP BOND 1.1%
Value ($000) $3,849 Shares 84,015 Est. Cost $44.09 Unrealized
JNK SPDR BBG BARC HIGH YIELD BND 1.1%
Value ($000) $3,840 Shares 35,290 Est. Cost $103.64 Unrealized
GHYG ISHARES US&INTL HIGH YIELD C 1.1%
Value ($000) $3,805 Shares 75,800 Est. Cost $47.14 Unrealized
WHR WHIRLPOOL CORP 1.1%
Value ($000) $3,738 Shares 16,962 Est. Cost $146.18 Unrealized +35.8%
EMB ISHARES JP MORGAN USD EMERGI 1.1%
Value ($000) $3,706 Shares 34,035 Est. Cost $110.48 Unrealized
KR KROGER CO 1.0%
Value ($000) $3,520 Shares 97,794 Est. Cost $29.23 Unrealized +5.4%
MAS MASCO CORP 1.0%
Value ($000) $3,472 Shares 57,960 Est. Cost $50.39 Unrealized +1.5%
PGR PROGRESSIVE CORP 1.0%
Value ($000) $3,435 Shares 35,922 Est. Cost $80.66 Unrealized +0.4%
CNC CENTENE CORP 1.0%
Value ($000) $3,419 Shares 53,494 Est. Cost $63.38 Unrealized -2.3%
CAG CONAGRA BRANDS INC 1.0%
Value ($000) $3,350 Shares 89,103 Est. Cost $28.83 Unrealized -1.5%
HUM HUMANA INC 1.0%
Value ($000) $3,306 Shares 7,886 Est. Cost $395.11 Unrealized -3.5%
DGX QUEST DIAGNOSTICS INC 1.0%
Value ($000) $3,272 Shares 25,498 Est. Cost $110.65 Unrealized +1.3%
BBY BEST BUY CO INC 1.0%
Value ($000) $3,227 Shares 28,110 Est. Cost $90.00 Unrealized +0.6%
XLU UTILITIES SELECT SECTOR SPDR 0.9%
Value ($000) $3,191 Shares 49,823 Est. Cost $62.70 Unrealized
NEM NEWMONT CORP 0.9%
Value ($000) $3,168 Shares 52,558 Est. Cost $52.24 Unrealized -1.9%
VNQ VANGUARD REAL ESTATE ETF 0.9%
Value ($000) $2,999 Shares 32,648 Est. Cost $84.94 Unrealized
PFF ISHARES PREFERRED & INCOME S 0.9%
Value ($000) $2,942 Shares 76,627 Est. Cost $36.65 Unrealized
VNQI VANGUARD GLBL EX-US REAL EST 0.9%
Value ($000) $2,911 Shares 52,212 Est. Cost $54.31 Unrealized
ISHARES INTERNATIONAL PREFER 0.9%
Value ($000) $2,900 Shares 175,483 Est. Cost $14.25 Unrealized
AMZN AMAZON.COM INC 0.8%
Value ($000) $2,618 Shares 846 Est. Cost $136.61 Unrealized +16.0%
A AGILENT TECHNOLOGIES INC 0.6%
Value ($000) $1,948 Shares 15,320 Est. Cost $108.14 Unrealized +10.7%
MNST MONSTER BEVERAGE CORP 0.5%
Value ($000) $1,832 Shares 20,116 Est. Cost $42.28 Unrealized +6.0%
IDXX IDEXX LABORATORIES INC 0.5%
Value ($000) $1,729 Shares 3,534 Est. Cost $452.49 Unrealized +10.7%
TYL TYLER TECHNOLOGIES INC 0.5%
Value ($000) $1,704 Shares 4,014 Est. Cost $414.40 Unrealized +4.3%
WST WEST PHARMACEUTICAL SERVICES 0.5%
Value ($000) $1,599 Shares 5,674 Est. Cost $277.64 Unrealized +1.9%
CHTR CHARTER COMMUNICATIONS INC-A 0.5%
Value ($000) $1,594 Shares 2,583 Est. Cost $518.27 Unrealized +20.6%
BIO BIO-RAD LABORATORIES-A 0.5%
Value ($000) $1,570 Shares 2,749 Est. Cost $571.65 Unrealized +3.6%
RVTY PERKINELMER INC 0.5%
Value ($000) $1,556 Shares 12,126 Est. Cost $132.08 Unrealized +3.7%
LLY ELI LILLY & CO 0.5%
Value ($000) $1,555 Shares 8,322 Est. Cost $122.29 Unrealized +52.2%
DHR DANAHER CORP 0.5%
Value ($000) $1,529 Shares 6,792 Est. Cost $196.26 Unrealized +1.2%
TMO THERMO FISHER SCIENTIFIC INC 0.4%
Value ($000) $1,511 Shares 3,311 Est. Cost $463.39 Unrealized +1.7%
COST COSTCO WHOLESALE CORP 0.4%
Value ($000) $1,509 Shares 4,281 Est. Cost $285.75 Unrealized +15.4%
DG DOLLAR GENERAL CORP 0.4%
Value ($000) $1,459 Shares 7,202 Est. Cost $168.82 Unrealized +9.3%
XLI INDUSTRIAL SELECT SECT SPDR 0.4%
Value ($000) $1,391 Shares 14,130 Est. Cost $76.98 Unrealized
XLP CONSUMER STAPLES SPDR 0.4%
Value ($000) $1,386 Shares 20,289 Est. Cost $58.64 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 0.4%
Value ($000) $1,374 Shares 17,434 Est. Cost $56.35 Unrealized
ROL ROLLINS INC 0.4%
Value ($000) $1,368 Shares 39,751 Est. Cost $36.09 Unrealized -6.7%
XLRE REAL ESTATE SELECT SECT SPDR 0.4%
Value ($000) $1,367 Shares 34,605 Est. Cost $36.56 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.4%
Value ($000) $1,352 Shares 39,699 Est. Cost $29.48 Unrealized
WMT WALMART INC 0.4%
Value ($000) $1,346 Shares 9,908 Est. Cost $38.58 Unrealized +12.3%
XLY CONSUMER DISCRETIONARY SELT 0.4%
Value ($000) $1,333 Shares 7,929 Est. Cost $127.71 Unrealized
XLV HEALTH CARE SELECT SECTOR 0.4%
Value ($000) $1,328 Shares 11,376 Est. Cost $100.07 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.4%
Value ($000) $1,318 Shares 26,857 Est. Cost $37.90 Unrealized
XLC COMM SERV SELECT SECTOR SPDR 0.4%
Value ($000) $1,309 Shares 17,858 Est. Cost $54.04 Unrealized
CLX CLOROX COMPANY 0.4%
Value ($000) $1,307 Shares 6,778 Est. Cost $168.37 Unrealized -2.0%
CPB CAMPBELL SOUP CO 0.4%
Value ($000) $1,300 Shares 25,862 Est. Cost $41.15 Unrealized -1.7%
XLK TECHNOLOGY SELECT SECT SPDR 0.4%
Value ($000) $1,299 Shares 9,783 Est. Cost $77.28 Unrealized
AKAM AKAMAI TECHNOLOGIES INC 0.4%
Value ($000) $1,252 Shares 12,287 Est. Cost $100.79 Unrealized +2.4%
CITRIX SYSTEMS INC 0.4%
Value ($000) $1,199 Shares 8,545 Est. Cost $147.22 Unrealized
MUB ISHARES NATIONAL MUNI BOND E 0.3%
Value ($000) $1,089 Shares 9,388 Est. Cost $112.06 Unrealized
FLRN SPDR BBG BARC IG FLOATING RT 0.3%
Value ($000) $1,084 Shares 35,367 Est. Cost $30.49 Unrealized
PDBC INVESCO OPTIMUM YIELD DIVERS 0.3%
Value ($000) $1,083 Shares 62,834 Est. Cost $17.24 Unrealized
SCHP SCHWAB U.S. TIPS ETF 0.3%
Value ($000) $1,082 Shares 17,689 Est. Cost $59.51 Unrealized
IGSB ISHARES 1-5Y INV GRADE CORP 0.3%
Value ($000) $1,081 Shares 19,776 Est. Cost $54.76 Unrealized
WIP SPDR FTSE INTERNATIONAL GOVE 0.3%
Value ($000) $1,063 Shares 19,140 Est. Cost $54.63 Unrealized
TELLURIAN INC 0.3%
Value ($000) $936 Shares 400,000 Est. Cost $2.34 Unrealized
ECH ISHARES MSCI CHILE ETF 0.3%
Value ($000) $908 Shares 26,522 Est. Cost $30.21 Unrealized
EWW ISHARES MSCI MEXICO ETF 0.3%
Value ($000) $898 Shares 20,488 Est. Cost $43.00 Unrealized
EZA ISHARES MSCI SOUTH AFRICA ET 0.3%
Value ($000) $889 Shares 18,013 Est. Cost $43.83 Unrealized
GREK GLOBAL X MSCI GREECE ETF 0.3%
Value ($000) $886 Shares 33,497 Est. Cost $25.46 Unrealized
JPMORGAN BETABUILDERS JAPAN 0.3%
Value ($000) $879 Shares 15,430 Est. Cost $22.93 Unrealized
THD ISHARES MSCI THAILAND ETF 0.3%
Value ($000) $879 Shares 10,695 Est. Cost $77.07 Unrealized
EWZ ISHARES MSCI BRAZIL ETF 0.3%
Value ($000) $874 Shares 26,115 Est. Cost $37.06 Unrealized
INDA ISHARES MSCI INDIA ETF 0.3%
Value ($000) $856 Shares 20,303 Est. Cost $33.86 Unrealized
EWT ISHARES MSCI TAIWAN ETF 0.3%
Value ($000) $854 Shares 14,251 Est. Cost $40.23 Unrealized
EWY ISHARES MSCI SOUTH KOREA ETF 0.2%
Value ($000) $849 Shares 9,470 Est. Cost $57.13 Unrealized
EWM ISHARES MSCI MALAYSIA ETF 0.2%
Value ($000) $830 Shares 30,627 Est. Cost $27.29 Unrealized
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $808 Shares 44,622 Est. Cost $19.02 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.2%
Value ($000) $806 Shares 27,594 Est. Cost $32.70 Unrealized
EIDO ISHARES MSCI INDONESIA ETF 0.2%
Value ($000) $797 Shares 36,457 Est. Cost $23.42 Unrealized
FXI ISHARES CHINA LARGE-CAP ETF 0.2%
Value ($000) $792 Shares 16,977 Est. Cost $40.19 Unrealized
VANECK RUSSIA ETF 0.2%
Value ($000) $778 Shares 30,140 Est. Cost $24.36 Unrealized
EPU ISHARES MSCI PERU ETF 0.2%
Value ($000) $764 Shares 22,472 Est. Cost $34.68 Unrealized
TUR ISHARES MSCI TURKEY ETF 0.2%
Value ($000) $649 Shares 28,208 Est. Cost $26.50 Unrealized
EWD ISHARES MSCI SWEDEN ETF 0.0%
Value ($000) $154 Shares 3,465 Est. Cost $31.07 Unrealized
EWN ISHARES MSCI NETHERLANDS ETF 0.0%
Value ($000) $153 Shares 3,307 Est. Cost $32.71 Unrealized
EWI ISHARES MSCI ITALY ETF 0.0%
Value ($000) $153 Shares 4,866 Est. Cost $29.44 Unrealized
EWG ISHARES MSCI GERMANY ETF 0.0%
Value ($000) $152 Shares 4,548 Est. Cost $27.32 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.0%
Value ($000) $150 Shares 4,794 Est. Cost $29.29 Unrealized
EWQ ISHARES MSCI FRANCE ETF 0.0%
Value ($000) $150 Shares 4,299 Est. Cost $31.12 Unrealized
EWO ISHARES MSCI AUSTRIA ETF 0.0%
Value ($000) $150 Shares 6,852 Est. Cost $19.83 Unrealized
EWL ISHARES MSCI SWITZERLAND ETF 0.0%
Value ($000) $149 Shares 3,368 Est. Cost $38.96 Unrealized
EWP ISHARES MSCI SPAIN ETF 0.0%
Value ($000) $148 Shares 5,386 Est. Cost $27.04 Unrealized