Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $376,103 (100.0% shares, 0.0% debt)

Holdings (111)

GE GENERAL ELECTRIC CO 9.5%
Value ($000) $35,897 Shares 333,370 Est. Cost $65.27 Unrealized 0.0%
SHY ISHARES 1-3 YEAR TREASURY BO 4.0%
Value ($000) $15,034 Shares 174,495 Est. Cost $86.39 Unrealized —
MS MORGAN STANLEY 3.2%
Value ($000) $12,077 Shares 131,713 Est. Cost $62.20 Unrealized +18.5%
ALL ALLSTATE CORP 2.7%
Value ($000) $10,148 Shares 77,801 Est. Cost $102.67 Unrealized +12.3%
CI CIGNA CORP 2.5%
Value ($000) $9,546 Shares 40,268 Est. Cost $206.92 Unrealized +11.0%
LEN LENNAR CORP-A 2.5%
Value ($000) $9,441 Shares 95,026 Est. Cost $81.20 Unrealized +11.2%
PHM PULTEGROUP INC 2.5%
Value ($000) $9,378 Shares 171,853 Est. Cost $48.53 Unrealized +10.1%
DHI DR HORTON INC 2.4%
Value ($000) $8,992 Shares 99,501 Est. Cost $80.42 Unrealized +11.5%
WHR WHIRLPOOL CORP 2.2%
Value ($000) $8,448 Shares 38,748 Est. Cost $194.96 Unrealized +19.5%
TGT TARGET CORP 2.2%
Value ($000) $8,378 Shares 34,657 Est. Cost $165.13 Unrealized +16.0%
BBY BEST BUY CO INC 2.2%
Value ($000) $8,199 Shares 71,307 Est. Cost $93.00 Unrealized +2.1%
CWB SPDR BBG BARC CONVERTIBLE 1.6%
Value ($000) $6,154 Shares 70,952 Est. Cost $62.89 Unrealized —
REM ISHARES MORTGAGE REAL ESTATE 1.6%
Value ($000) $6,077 Shares 163,724 Est. Cost $29.62 Unrealized —
BKLN INVESCO SENIOR LOAN ETF 1.6%
Value ($000) $5,958 Shares 268,981 Est. Cost $21.76 Unrealized —
EBAY EBAY INC 1.4%
Value ($000) $5,193 Shares 73,969 Est. Cost $48.76 Unrealized +18.4%
DVA DAVITA INC 1.3%
Value ($000) $5,073 Shares 42,122 Est. Cost $104.86 Unrealized +12.9%
GS GOLDMAN SACHS GROUP INC 1.3%
Value ($000) $5,064 Shares 13,342 Est. Cost $319.41 Unrealized 0.0%
FDX FEDEX CORP 1.3%
Value ($000) $4,860 Shares 16,290 Est. Cost $270.30 Unrealized 0.0%
UNH UNITEDHEALTH GROUP INC 1.3%
Value ($000) $4,812 Shares 12,017 Est. Cost $317.60 Unrealized +16.2%
GM GENERAL MOTORS CO 1.2%
Value ($000) $4,643 Shares 78,461 Est. Cost $56.71 Unrealized 0.0%
HCA HCA HEALTHCARE INC 1.2%
Value ($000) $4,618 Shares 22,336 Est. Cost $195.76 Unrealized 0.0%
AFL AFLAC INC 1.2%
Value ($000) $4,564 Shares 85,050 Est. Cost $49.03 Unrealized 0.0%
CNC CENTENE CORP 1.2%
Value ($000) $4,516 Shares 61,916 Est. Cost $64.08 Unrealized +6.9%
PBP INVESCO S&P 500 BUYWRITE ETF 1.2%
Value ($000) $4,442 Shares 196,201 Est. Cost $20.51 Unrealized —
— DISH NETWORK CORP-A 1.2%
Value ($000) $4,441 Shares 106,247 Est. Cost $41.80 Unrealized —
EMB ISHARES JP MORGAN USD EMERGI 1.2%
Value ($000) $4,374 Shares 38,893 Est. Cost $110.72 Unrealized —
KR KROGER CO 1.2%
Value ($000) $4,357 Shares 113,729 Est. Cost $29.91 Unrealized +14.0%
EMHY ISHARES J.P. MORGAN EM HIGH 1.2%
Value ($000) $4,350 Shares 95,143 Est. Cost $43.98 Unrealized —
CE CELANESE CORP 1.2%
Value ($000) $4,350 Shares 28,691 Est. Cost $146.80 Unrealized 0.0%
BWA BORGWARNER INC 1.1%
Value ($000) $4,312 Shares 88,838 Est. Cost $41.16 Unrealized 0.0%
VYM VANGUARD HIGH DVD YIELD ETF 1.1%
Value ($000) $4,255 Shares 40,614 Est. Cost $91.52 Unrealized —
MOS MOSAIC CO/THE 1.1%
Value ($000) $4,251 Shares 133,213 Est. Cost $30.61 Unrealized 0.0%
DWX SPDR S&P INTER DVD ETF 1.1%
Value ($000) $4,229 Shares 107,323 Est. Cost $36.59 Unrealized —
PGR PROGRESSIVE CORP 1.1%
Value ($000) $4,085 Shares 41,599 Est. Cost $81.72 Unrealized +8.3%
HUM HUMANA INC 1.1%
Value ($000) $4,045 Shares 9,136 Est. Cost $398.24 Unrealized +5.0%
JNK SPDR BBG BARC HIGH YIELD BND 1.1%
Value ($000) $4,019 Shares 36,552 Est. Cost $103.86 Unrealized —
SHYG ISHARES 0-5 YR HY CORP BOND 1.1%
Value ($000) $3,998 Shares 86,805 Est. Cost $44.15 Unrealized —
GHYG ISHARES US&INTL HIGH YIELD C 1.1%
Value ($000) $3,988 Shares 78,417 Est. Cost $47.26 Unrealized —
HPQ HP INC 1.1%
Value ($000) $3,982 Shares 131,896 Est. Cost $27.18 Unrealized 0.0%
MAS MASCO CORP 1.1%
Value ($000) $3,967 Shares 67,339 Est. Cost $51.25 Unrealized +10.3%
DGX QUEST DIAGNOSTICS INC 1.0%
Value ($000) $3,911 Shares 29,638 Est. Cost $111.93 Unrealized +7.0%
— L BRANDS INC 1.0%
Value ($000) $3,909 Shares 67,120 Est. Cost $58.24 Unrealized —
NEM NEWMONT CORP 1.0%
Value ($000) $3,882 Shares 61,256 Est. Cost $53.05 Unrealized +9.2%
CAG CONAGRA BRANDS INC 1.0%
Value ($000) $3,780 Shares 103,907 Est. Cost $29.04 Unrealized +4.2%
XLU UTILITIES SELECT SECTOR SPDR 0.9%
Value ($000) $3,470 Shares 54,876 Est. Cost $62.75 Unrealized —
VNQ VANGUARD REAL ESTATE ETF 0.8%
Value ($000) $3,063 Shares 30,087 Est. Cost $84.94 Unrealized —
PFF ISHARES PREFERRED & INCOME S 0.8%
Value ($000) $3,034 Shares 77,137 Est. Cost $36.65 Unrealized —
VNQI VANGUARD GLBL EX-US REAL EST 0.8%
Value ($000) $2,959 Shares 50,708 Est. Cost $54.31 Unrealized —
— ISHARES INTERNATIONAL PREFER 0.8%
Value ($000) $2,881 Shares 167,529 Est. Cost $14.25 Unrealized —
A AGILENT TECHNOLOGIES INC 0.7%
Value ($000) $2,624 Shares 17,754 Est. Cost $111.45 Unrealized +18.7%
IDXX IDEXX LABORATORIES INC 0.7%
Value ($000) $2,583 Shares 4,090 Est. Cost $466.04 Unrealized +18.5%
JCI JOHNSON CONTROLS INTERNATION 0.7%
Value ($000) $2,472 Shares 36,020 Est. Cost $58.93 Unrealized 0.0%
PNR PENTAIR PLC 0.6%
Value ($000) $2,367 Shares 35,076 Est. Cost $62.30 Unrealized 0.0%
WST WEST PHARMACEUTICAL SERVICES 0.6%
Value ($000) $2,360 Shares 6,572 Est. Cost $284.34 Unrealized +14.9%
AJG ARTHUR J GALLAGHER & CO 0.6%
Value ($000) $2,299 Shares 16,410 Est. Cost $134.67 Unrealized 0.0%
EL ESTEE LAUDER COMPANIES-CL A 0.6%
Value ($000) $2,291 Shares 7,203 Est. Cost $282.88 Unrealized 0.0%
HD HOME DEPOT INC 0.6%
Value ($000) $2,233 Shares 7,001 Est. Cost $283.84 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE 0.6%
Value ($000) $2,224 Shares 8,762 Est. Cost $125.25 Unrealized 0.0%
LOW LOWE'S COS INC 0.6%
Value ($000) $2,179 Shares 11,234 Est. Cost $179.51 Unrealized 0.0%
RVTY PERKINELMER INC 0.6%
Value ($000) $2,167 Shares 14,031 Est. Cost $133.03 Unrealized +4.5%
MNST MONSTER BEVERAGE CORP 0.6%
Value ($000) $2,126 Shares 23,276 Est. Cost $42.91 Unrealized +9.4%
DE DEERE & CO 0.6%
Value ($000) $2,120 Shares 6,011 Est. Cost $342.83 Unrealized 0.0%
DHR DANAHER CORP 0.6%
Value ($000) $2,109 Shares 7,859 Est. Cost $199.09 Unrealized +9.1%
TYL TYLER TECHNOLOGIES INC 0.6%
Value ($000) $2,101 Shares 4,644 Est. Cost $415.83 Unrealized +2.2%
BIO BIO-RAD LABORATORIES-A 0.5%
Value ($000) $2,049 Shares 3,180 Est. Cost $576.66 Unrealized +5.5%
GLW CORNING INC 0.5%
Value ($000) $2,007 Shares 49,062 Est. Cost $38.31 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.5%
Value ($000) $1,935 Shares 3,836 Est. Cost $463.75 Unrealized +0.5%
— TELLURIAN INC 0.5%
Value ($000) $1,860 Shares 400,000 Est. Cost $2.34 Unrealized —
ROL ROLLINS INC 0.4%
Value ($000) $1,579 Shares 46,177 Est. Cost $35.65 Unrealized -7.7%
XLK TECHNOLOGY SELECT SECT SPDR 0.4%
Value ($000) $1,391 Shares 9,423 Est. Cost $77.28 Unrealized —
XLY CONSUMER DISCRETIONARY SELT 0.4%
Value ($000) $1,345 Shares 7,533 Est. Cost $127.71 Unrealized —
XLE ENERGY SELECT SECTOR SPDR 0.4%
Value ($000) $1,344 Shares 24,940 Est. Cost $37.90 Unrealized —
XLC COMM SERV SELECT SECTOR SPDR 0.4%
Value ($000) $1,340 Shares 16,551 Est. Cost $54.04 Unrealized —
XLRE REAL ESTATE SELECT SECT SPDR 0.4%
Value ($000) $1,334 Shares 30,100 Est. Cost $36.56 Unrealized —
XLV HEALTH CARE SELECT SECTOR 0.4%
Value ($000) $1,331 Shares 10,569 Est. Cost $100.07 Unrealized —
XLP CONSUMER STAPLES SPDR 0.3%
Value ($000) $1,287 Shares 18,389 Est. Cost $58.64 Unrealized —
XLI INDUSTRIAL SELECT SECT SPDR 0.3%
Value ($000) $1,268 Shares 12,387 Est. Cost $76.98 Unrealized —
XLF FINANCIAL SELECT SECTOR SPDR 0.3%
Value ($000) $1,258 Shares 34,276 Est. Cost $29.48 Unrealized —
XLB MATERIALS SELECT SECTOR SPDR 0.3%
Value ($000) $1,228 Shares 14,922 Est. Cost $56.35 Unrealized —
SCHP SCHWAB U.S. TIPS ETF 0.3%
Value ($000) $1,145 Shares 18,323 Est. Cost $59.62 Unrealized —
MUB ISHARES NATIONAL MUNI BOND E 0.3%
Value ($000) $1,142 Shares 9,746 Est. Cost $112.25 Unrealized —
FLRN SPDR BBG BARC IG FLOATING RT 0.3%
Value ($000) $1,139 Shares 37,147 Est. Cost $30.50 Unrealized —
IGSB ISHARES 1-5Y INV GRADE CORP 0.3%
Value ($000) $1,138 Shares 20,763 Est. Cost $54.76 Unrealized —
WIP SPDR FTSE INTERNATIONAL GOVE 0.3%
Value ($000) $1,120 Shares 19,855 Est. Cost $54.70 Unrealized —
PDBC INVESCO OPTIMUM YIELD DIVERS 0.2%
Value ($000) $940 Shares 46,809 Est. Cost $17.24 Unrealized —
EWZ ISHARES MSCI BRAZIL ETF 0.2%
Value ($000) $932 Shares 22,981 Est. Cost $37.06 Unrealized —
EWT ISHARES MSCI TAIWAN ETF 0.2%
Value ($000) $905 Shares 14,151 Est. Cost $40.23 Unrealized —
EWY ISHARES MSCI SOUTH KOREA ETF 0.2%
Value ($000) $893 Shares 9,588 Est. Cost $57.57 Unrealized —
EPHE ISHARES MSCI PHILIPPINES ETF 0.2%
Value ($000) $887 Shares 28,660 Est. Cost $32.64 Unrealized —
EWW ISHARES MSCI MEXICO ETF 0.2%
Value ($000) $886 Shares 18,466 Est. Cost $43.00 Unrealized —
INDA ISHARES MSCI INDIA ETF 0.2%
Value ($000) $882 Shares 19,943 Est. Cost $33.86 Unrealized —
GREK GLOBAL X MSCI GREECE ETF 0.2%
Value ($000) $868 Shares 31,182 Est. Cost $25.46 Unrealized —
THD ISHARES MSCI THAILAND ETF 0.2%
Value ($000) $859 Shares 11,019 Est. Cost $77.09 Unrealized —
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $843 Shares 39,243 Est. Cost $19.02 Unrealized —
— VANECK RUSSIA ETF 0.2%
Value ($000) $822 Shares 28,360 Est. Cost $24.36 Unrealized —
EZA ISHARES MSCI SOUTH AFRICA ET 0.2%
Value ($000) $812 Shares 16,622 Est. Cost $43.83 Unrealized —
FXI ISHARES CHINA LARGE-CAP ETF 0.2%
Value ($000) $716 Shares 15,451 Est. Cost $40.19 Unrealized —
ECH ISHARES MSCI CHILE ETF 0.2%
Value ($000) $622 Shares 21,448 Est. Cost $30.21 Unrealized —
LQD ISHARES IBOXX INVESTMENT GRA 0.1%
Value ($000) $498 Shares 3,703 Est. Cost $134.49 Unrealized —
BBJP JPMORGAN BETABUILDERS JAPAN 0.1%
Value ($000) $383 Shares 6,788 Est. Cost $56.42 Unrealized —
EIDO ISHARES MSCI INDONESIA ETF 0.1%
Value ($000) $280 Shares 13,796 Est. Cost $23.42 Unrealized —
EWL ISHARES MSCI SWITZERLAND ETF 0.0%
Value ($000) $131 Shares 2,697 Est. Cost $38.96 Unrealized —
EWQ ISHARES MSCI FRANCE ETF 0.0%
Value ($000) $127 Shares 3,348 Est. Cost $31.12 Unrealized —
EWN ISHARES MSCI NETHERLANDS ETF 0.0%
Value ($000) $127 Shares 2,624 Est. Cost $32.71 Unrealized —
EWG ISHARES MSCI GERMANY ETF 0.0%
Value ($000) $127 Shares 3,668 Est. Cost $27.32 Unrealized —
EWU ISHARES MSCI UNITED KINGDOM 0.0%
Value ($000) $127 Shares 3,884 Est. Cost $29.29 Unrealized —
EWD ISHARES MSCI SWEDEN ETF 0.0%
Value ($000) $126 Shares 2,725 Est. Cost $31.07 Unrealized —
EWI ISHARES MSCI ITALY ETF 0.0%
Value ($000) $126 Shares 3,898 Est. Cost $29.44 Unrealized —
EWO ISHARES MSCI AUSTRIA ETF 0.0%
Value ($000) $124 Shares 5,163 Est. Cost $19.83 Unrealized —
EWP ISHARES MSCI SPAIN ETF 0.0%
Value ($000) $121 Shares 4,259 Est. Cost $27.04 Unrealized —
EWM ISHARES MSCI MALAYSIA ETF 0.0%
Value ($000) $40 Shares 1,585 Est. Cost $27.29 Unrealized —