Mount Lucas Management LP — Q2 2021 13F 持股

Name: Mount Lucas Management LP — 13F Holdings, Q2 2021
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

申报总市值

US$2.7亿

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本季完整持股清单

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

1–50 of 111

本季持股变动

Mount Lucas Management LP 于截至 Q2 2021 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	KSS	Kohls CORP	—	EXIT	清仓
2	IVZ	Invesco Ltd.	—	EXIT	清仓
3	MGM	Mgm Resorts International	—	EXIT	清仓
4	ALK	Alaska Air Group INC	—	EXIT	清仓
5	SHY	Ishares 1-3 Year Treasury Bo	—	EXIT	清仓
6	PFG	Principal Financial Group	—	EXIT	清仓
7	AIG	American International Group	—	EXIT	清仓
8	UNM	Unum Group	—	EXIT	清仓
9	HPE	Hewlett Packard Enterprise	—	EXIT	清仓
10	VLO	Valero Energy CORP	—	EXIT	清仓
11	CVS	Cvs Health CORP	—	EXIT	清仓
12	REM	Ishares Mortgage Real Estate	—	EXIT	清仓
13	BKLN	Invesco Senior Loan ETF	—	EXIT	清仓
14	CWB	Ss Spdr Bb Conv Sec ETF	—	EXIT	清仓
15	MS	Morgan Stanley	—	EXIT	清仓
16	CI	THE Cigna Group	—	EXIT	清仓
17	LEN	Lennar Corp-a	—	EXIT	清仓
18	VYM	Vanguard High Dvd Yield ETF	—	EXIT	清仓
19	DWX	State Street Spdr S&p Intern	—	EXIT	清仓
20	PBP	Invesco S&p 500 Buywrite ETF	—	EXIT	清仓
21	DHI	Dr Horton INC	—	EXIT	清仓
22	ALL	Allstate CORP	—	EXIT	清仓
23	EMHY	Ishares J.p. Morgan Em High	—	EXIT	清仓
24	TGT	Target CORP	—	EXIT	清仓
25	PHM	Pultegroup INC	—	EXIT	清仓
26	DVA	Davita INC	—	EXIT	清仓
27	EBAY	Ebay INC	—	EXIT	清仓
28	UNH	Unitedhealth Group INC	—	EXIT	清仓
29	SHYG	Ishares 0-5 Yr Hy CORP Bond	—	EXIT	清仓
30	JNK	Ss Spdr Bb High Yield Bond	—	EXIT	清仓
31	GHYG	Ishares Us&intl High Yield C	—	EXIT	清仓
32	WHR	Whirlpool CORP	—	EXIT	清仓
33	EMB	Ishares Jp Morgan Usd Emergi	—	EXIT	清仓
34	KR	Kroger Co	—	EXIT	清仓
35	MAS	Masco CORP	—	EXIT	清仓
36	PGR	Progressive CORP	—	EXIT	清仓
37	CNC	Centene CORP	—	EXIT	清仓
38	CAG	Conagra Brands INC	—	EXIT	清仓
39	HUM	Humana INC	—	EXIT	清仓
40	DGX	Quest Diagnostics INC	—	EXIT	清仓
41	BBY	Best Buy Co INC	—	EXIT	清仓
42	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	清仓
43	NEM	Newmont CORP	—	EXIT	清仓
44	VNQ	Vanguard Real Estate ETF	—	EXIT	清仓
45	PFF	Ishares Preferred & Income S	—	EXIT	清仓
46	VNQI	Vanguard Glbl Ex-us Real Est	—	EXIT	清仓
47	IPFFEUR	Ishares International Prefer	—	EXIT	清仓
48	AMZN	Amazon.com INC	—	EXIT	清仓
49	A	Agilent Technologies INC	—	EXIT	清仓
50	MNST	Monster Beverage CORP	—	EXIT	清仓