Mount Lucas Management LP — Q1 2021 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q1 2021
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

Total reported value

$270.8M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	KSS	Kohls CORP	Stock-Consumer Disc	5.87%	—	+10.83%
2	IVZ	Invesco Ltd.	Stock-Financials	4.36%	—	+11.15%
3	MGM	Mgm Resorts International	Stock-Consumer Disc	4.32%	—	+10.41%
4	ALK	Alaska Air Group INC	Stock-Industrials	3.80%	—	+10.39%
5	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	3.55%	+1.11%	-30.77%
6	PFG	Principal Financial Group	Stock-Financials	3.27%	+0.33%	NEW
7	AIG	American International Group	Stock-Financials	3.25%	—	+11.14%
8	UNM	Unum Group	Stock-Financials	3.06%	—	+11.68%
9	HPE	Hewlett Packard Enterprise	Stock-Tech	2.74%	—	+11.32%
10	VLO	Valero Energy CORP	Stock-Energy	2.28%	—	+12.08%
11	CVS	Cvs Health CORP	Stock-Healthcare	1.93%	—	+11.14%
12	REM	Ishares Mortgage Real Estate	ETF-Other	1.78%	-0.69%	-43.01%
13	BKLN	Invesco Senior Loan ETF	ETF-Other	1.68%	—	+0.03%
14	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.61%	—	-10.11%
15	MS	Morgan Stanley	Stock-Financials	1.49%	—	+10.94%
16	CI	THE Cigna Group	Stock-Healthcare	1.36%	—	+10.84%
17	LEN	Lennar Corp-a	Stock-Consumer Disc	1.30%	—	+10.74%
18	VYM	Vanguard High Dvd Yield ETF	ETF-Other	1.30%	—	-2.35%
19	DWX	State Street Spdr S&p Intern	ETF-Other	1.28%	—	+2.09%
20	PBP	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	1.27%	—	+1.58%
21	DHI	Dr Horton INC	Stock-Consumer Disc	1.21%	—	+10.70%
22	ALL	Allstate CORP	Stock-Financials	1.21%	—	+11.18%
23	EMHY	Ishares J.p. Morgan Em High	ETF-Other	1.20%	—	+4.99%
24	TGT	Target CORP	Stock-Consumer Disc	1.19%	—	+10.82%
25	PHM	Pultegroup INC	Stock-Consumer Disc	1.17%	—	+10.73%
26	DVA	Davita INC	Stock-Healthcare	1.15%	—	+10.40%
27	EBAY	Ebay INC	Stock-Consumer Disc	1.15%	—	+10.73%
28	UNH	Unitedhealth Group INC	Stock-Healthcare	1.13%	—	+10.78%
29	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	1.13%	—	+0.05%
30	JNK	Ss Spdr Bb High Yield Bond	ETF-High Yield	1.13%	—	+0.29%
31	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	1.12%	—	-0.23%
32	WHR	Whirlpool CORP	Stock-Consumer Disc	1.10%	—	+11.12%
33	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	1.09%	—	-2.04%
34	KR	Kroger Co	Stock-Consumer Staples	1.04%	—	+11.00%
35	MAS	Masco CORP	Stock-Industrials	1.02%	—	+10.66%
36	PGR	Progressive CORP	Stock-Financials	1.01%	-0.48%	+15.70%
37	CNC	Centene CORP	Stock-Healthcare	1.01%	—	+10.37%
38	CAG	Conagra Brands INC	Stock-Consumer Staples	0.99%	—	+11.24%
39	HUM	Humana INC	Stock-Healthcare	0.97%	—	+10.54%
40	DGX	Quest Diagnostics INC	Stock-Healthcare	0.96%	—	+10.90%
41	BBY	Best Buy Co INC	Stock-Consumer Disc	0.95%	—	+11.08%
42	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.94%	—	-73.89%
43	NEM	Newmont CORP	Stock-Materials	0.93%	—	+11.50%
44	VNQ	Vanguard Real Estate ETF	ETF-Other	0.88%	—	-3.01%
45	PFF	Ishares Preferred & Income S	ETF-Other	0.87%	—	+1.77%
46	VNQI	Vanguard Glbl Ex-us Real Est	ETF-Other	0.86%	—	-3.15%
47	IPFFEUR	Ishares International Prefer	ETF-Other	0.85%	—	+5.40%
48	AMZN	Amazon.com INC	Stock-Consumer Disc	0.77%	—	+72.30%
49	A	Agilent Technologies INC	Stock-Healthcare	0.57%	—	+10.53%
50	MNST	Monster Beverage CORP	Stock-Consumer Staples	0.54%	+0.60%	NEW

1–50 of 111

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q1 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	KSS	Kohls CORP	+3.3%	+10.83%	Add
2	IVZ	Invesco Ltd.	+2.4%	+11.15%	Add
3	MGM	Mgm Resorts International	+2%	+10.41%	Add
4	ALK	Alaska Air Group INC	+2%	+10.39%	Add
5	AIG	American International Group	+1.5%	+11.14%	Add
6	PFG	Principal Financial Group	+1.5%	+11.51%	Add
7	UNM	Unum Group	+1.5%	+11.68%	Add
8	HPE	Hewlett Packard Enterprise	+1.4%	+11.32%	Add
9	VLO	Valero Energy CORP	+1.1%	+12.08%	Add
10	SHY	Ishares 1-3 Year Treasury Bo	-0.1%	-30.77%	Trim
11	REM	Ishares Mortgage Real Estate	-0.2%	-43.01%	Trim
12	THD	Ishares Msci Thailand ETF	-0.3%	-70.01%	Trim
13	FXI	Ishares China Large-cap ETF	-0.3%	-70.53%	Trim
14	EWW	Ishares Msci Mexico ETF	-0.3%	-69.19%	Trim
15	EZA	Ishares Msci South Africa Et	-0.3%	-72.25%	Trim
16	EWM	Ishares Msci Malaysia ETF	-0.3%	-68.15%	Trim
17	ECH	Ishares Msci Chile ETF	-0.4%	-73.38%	Trim
18	EWT	Ishares Msci Taiwan ETF	-0.4%	-74.07%	Trim
19	GREK	Global X Msci Greece ETF	-0.4%	-71.05%	Trim
20	EPHE	Ishares Msci Philippines ETF	-0.4%	-68.22%	Trim
21	EPU	Ishares Msci Peru And Global	-0.4%	-71.93%	Trim
22	EWZ	Ishares Msci Brazil ETF	-0.4%	-67.51%	Trim
23	EPOL	Ishares Msci Poland ETF	-0.4%	-70.80%	Trim
24	INDA	Ishares Msci India ETF	-0.4%	-72.25%	Trim
25	EIDO	Ishares Msci Indonesia ETF	-0.4%	-70.48%	Trim
26	EWY	Ishares Msci South Korea ETF	-0.4%	-73.07%	Trim
27	TUR	Ishares Msci Turkey ETF	-0.5%	-76.46%	Trim
28	EWD	Ishares Msci Sweden ETF	-0.6%	-95.79%	Trim
29	EWQ	Ishares Msci France ETF	-0.7%	-95.63%	Trim
30	EWP	Ishares Msci Spain ETF	-0.7%	-95.54%	Trim
31	EWL	Ishares Msci Switzerland ETF	-0.7%	-95.50%	Trim
32	EWU	Ishares Msci United Kingdom	-0.7%	-95.79%	Trim
33	EWG	Ishares Msci Germany ETF	-0.7%	-95.63%	Trim
34	EWI	Ishares Msci Italy ETF	-0.7%	-95.67%	Trim
35	EWN	Ishares Msci Netherlands ETF	-0.7%	-95.97%	Trim
36	XLE	Ss Energy Select Sector	-1.6%	-89.10%	Trim
37	XLI	Ss Industrial Select Sector	-1.6%	-86.67%	Trim
38	XLU	St Sr Utl Sl Se Spdr Etf-usd	-1.6%	-73.89%	Trim
39	XLP	Ss Consumer Staples Sel Sect	-1.6%	-85.52%	Trim
40	XLRE	Ss Real Estate Select Sector	-1.6%	-86.59%	Trim
41	XLB	Ss Materials Select Sector	-1.6%	-86.75%	Trim
42	XLY	Ss Consumer Disc Select Sect	-1.6%	-86.60%	Trim
43	XLC	Ss Comm Select Sector Spdr	-1.6%	-87.45%	Trim
44	XLV	Ss Health Care Select Sector	-1.6%	-86.62%	Trim
45	XLF	Ss Financial Select Sector	-1.7%	-88.15%	Trim
46	XLK	Ss Technology Select Sector	-1.7%	-87.03%	Trim
47	JPM	JP Morgan Exchange Traded Fund	-1.9%	-95.70%	Trim
48	✓		—	EXIT	Sold out
49	VGK	Vanguard Ftse Europe ETF	—	EXIT	Sold out
50	KRE	Ss Spdr S&p Regional Bank	—	EXIT	Sold out