Mount Lucas Management LP — Q2 2021 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q2 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	GE	General Electric	Stock-Industrials	9.54%	—	—
2	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	4.00%	+1.11%	+24.73%
3	MS	Morgan Stanley	Stock-Financials	3.21%	—	+102.08%
4	ALL	Allstate CORP	Stock-Financials	2.70%	—	+118.14%
5	CI	THE Cigna Group	Stock-Healthcare	2.54%	—	+109.99%
6	LEN	Lennar Corp-a	Stock-Consumer Disc	2.51%	—	+117.34%
7	PHM	Pultegroup INC	Stock-Consumer Disc	2.49%	—	+126.69%
8	DHI	Dr Horton INC	Stock-Consumer Disc	2.39%	—	+115.73%
9	WHR	Whirlpool CORP	Stock-Consumer Disc	2.25%	—	+128.44%
10	TGT	Target CORP	Stock-Consumer Disc	2.23%	—	+69.96%
11	BBY	Best Buy Co INC	Stock-Consumer Disc	2.18%	—	+153.67%
12	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.64%	—	+7.97%
13	REM	Ishares Mortgage Real Estate	ETF-Other	1.62%	-0.69%	-4.54%
14	BKLN	Invesco Senior Loan ETF	ETF-Other	1.58%	—	+4.37%
15	EBAY	Ebay INC	Stock-Consumer Disc	1.38%	—	+16.09%
16	DVA	Davita INC	Stock-Healthcare	1.35%	—	+15.75%
17	GS	Goldman Sachs Group INC	Stock-Financials	1.35%	—	—
18	FDX	Fedex CORP	Stock-Industrials	1.29%	—	—
19	UNH	Unitedhealth Group INC	Stock-Healthcare	1.28%	—	+16.13%
20	GM	General Motors Co	Stock-Consumer Disc	1.23%	-0.53%	—
21	HCA	Hca Healthcare INC	Stock-Healthcare	1.23%	+0.54%	—
22	AFL	Aflac INC	Stock-Financials	1.21%	—	—
23	CNC	Centene CORP	Stock-Healthcare	1.20%	—	+15.74%
24	PBP	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	1.18%	—	-1.47%
25	DISH	Dish Network Corp-a	Stock-Other	1.18%	—	—
26	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	1.16%	—	+14.27%
27	KR	Kroger Co	Stock-Consumer Staples	1.16%	—	+16.29%
28	EMHY	Ishares J.p. Morgan Em High	ETF-Other	1.16%	—	+3.61%
29	CE	Celanese CORP	Stock-Materials	1.16%	—	—
30	BWA	Borgwarner INC	Stock-Consumer Disc	1.15%	—	—
31	VYM	Vanguard High Dvd Yield ETF	ETF-Other	1.13%	—	-6.92%
32	MOS	Mosaic Co/the	Stock-Materials	1.13%	—	—
33	DWX	State Street Spdr S&p Intern	ETF-Other	1.12%	—	-5.61%
34	PGR	Progressive CORP	Stock-Financials	1.09%	-0.48%	+15.80%
35	HUM	Humana INC	Stock-Healthcare	1.08%	—	+15.85%
36	JNK	Ss Spdr Bb High Yield Bond	ETF-High Yield	1.07%	—	+3.58%
37	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	1.06%	—	+3.32%
38	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	1.06%	—	+3.45%
39	HPQ	Hp INC	Stock-Tech	1.06%	—	—
40	MAS	Masco CORP	Stock-Industrials	1.05%	—	+16.18%
41	DGX	Quest Diagnostics INC	Stock-Healthcare	1.04%	—	+16.24%
42	LBEUR	L Brands INC	Stock-Other	1.04%	—	—
43	NEM	Newmont CORP	Stock-Materials	1.03%	—	+16.55%
44	CAG	Conagra Brands INC	Stock-Consumer Staples	1.01%	—	+16.61%
45	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.92%	—	+10.14%
46	VNQ	Vanguard Real Estate ETF	ETF-Other	0.81%	—	-7.84%
47	PFF	Ishares Preferred & Income S	ETF-Other	0.81%	—	+0.67%
48	VNQI	Vanguard Glbl Ex-us Real Est	ETF-Other	0.79%	—	-2.88%
49	IPFFEUR	Ishares International Prefer	ETF-Other	0.77%	—	-4.53%
50	A	Agilent Technologies INC	Stock-Healthcare	0.70%	—	+15.89%

1–50 of 111

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q2 2021, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	KSS	Kohls CORP	—	EXIT	Sold out
2	IVZ	Invesco Ltd.	—	EXIT	Sold out
3	MGM	Mgm Resorts International	—	EXIT	Sold out
4	ALK	Alaska Air Group INC	—	EXIT	Sold out
5	SHY	Ishares 1-3 Year Treasury Bo	—	EXIT	Sold out
6	PFG	Principal Financial Group	—	EXIT	Sold out
7	AIG	American International Group	—	EXIT	Sold out
8	UNM	Unum Group	—	EXIT	Sold out
9	HPE	Hewlett Packard Enterprise	—	EXIT	Sold out
10	VLO	Valero Energy CORP	—	EXIT	Sold out
11	CVS	Cvs Health CORP	—	EXIT	Sold out
12	REM	Ishares Mortgage Real Estate	—	EXIT	Sold out
13	BKLN	Invesco Senior Loan ETF	—	EXIT	Sold out
14	CWB	Ss Spdr Bb Conv Sec ETF	—	EXIT	Sold out
15	MS	Morgan Stanley	—	EXIT	Sold out
16	CI	THE Cigna Group	—	EXIT	Sold out
17	LEN	Lennar Corp-a	—	EXIT	Sold out
18	VYM	Vanguard High Dvd Yield ETF	—	EXIT	Sold out
19	DWX	State Street Spdr S&p Intern	—	EXIT	Sold out
20	PBP	Invesco S&p 500 Buywrite ETF	—	EXIT	Sold out
21	DHI	Dr Horton INC	—	EXIT	Sold out
22	ALL	Allstate CORP	—	EXIT	Sold out
23	EMHY	Ishares J.p. Morgan Em High	—	EXIT	Sold out
24	TGT	Target CORP	—	EXIT	Sold out
25	PHM	Pultegroup INC	—	EXIT	Sold out
26	DVA	Davita INC	—	EXIT	Sold out
27	EBAY	Ebay INC	—	EXIT	Sold out
28	UNH	Unitedhealth Group INC	—	EXIT	Sold out
29	SHYG	Ishares 0-5 Yr Hy CORP Bond	—	EXIT	Sold out
30	JNK	Ss Spdr Bb High Yield Bond	—	EXIT	Sold out
31	GHYG	Ishares Us&intl High Yield C	—	EXIT	Sold out
32	WHR	Whirlpool CORP	—	EXIT	Sold out
33	EMB	Ishares Jp Morgan Usd Emergi	—	EXIT	Sold out
34	KR	Kroger Co	—	EXIT	Sold out
35	MAS	Masco CORP	—	EXIT	Sold out
36	PGR	Progressive CORP	—	EXIT	Sold out
37	CNC	Centene CORP	—	EXIT	Sold out
38	CAG	Conagra Brands INC	—	EXIT	Sold out
39	HUM	Humana INC	—	EXIT	Sold out
40	DGX	Quest Diagnostics INC	—	EXIT	Sold out
41	BBY	Best Buy Co INC	—	EXIT	Sold out
42	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
43	NEM	Newmont CORP	—	EXIT	Sold out
44	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
45	PFF	Ishares Preferred & Income S	—	EXIT	Sold out
46	VNQI	Vanguard Glbl Ex-us Real Est	—	EXIT	Sold out
47	IPFFEUR	Ishares International Prefer	—	EXIT	Sold out
48	AMZN	Amazon.com INC	—	EXIT	Sold out
49	A	Agilent Technologies INC	—	EXIT	Sold out
50	MNST	Monster Beverage CORP	—	EXIT	Sold out