13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2021-03-31, filed 2021-05-17, with 111 holding rows worth $339,684,000.
- Accession
- 0001567619-21-010397
- Filer
- CIK 1185072
- Filed
- 2021-05-17
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2021
A holdings report, 111 entries on the cover page, a total value of $339,684,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $339,684,000 with VALUE read as thousands by filing date, 13F file number 028-11021. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| KOHLS CORP | 500255104 | COM | 334,506 | $19,940,000 | thousands by filing date | |
| INVESCO LTD SHS | G491BT108 | Stock | 587,926 | $14,827,000 | thousands by filing date | |
| MGM RESORTS INTERNATIONAL | 552953101 | COM | 386,046 | $14,666,000 | thousands by filing date | |
| ALASKA AIR GROUP INC COM | 011659109 | Stock | 186,304 | $12,894,000 | thousands by filing date | |
| ISHARES TR | 464287457 | COM | 139,894 | $12,066,000 | thousands by filing date | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 185,152 | $11,102,000 | thousands by filing date | |
| AMERICAN INTL GROUP INC COM NEW | 026874784 | Stock | 238,772 | $11,034,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 373,413 | $10,392,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 591,474 | $9,310,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 108,341 | $7,757,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 86,924 | $6,539,000 | thousands by filing date | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 171,502 | $6,047,000 | thousands by filing date | |
| INVESCO EXCH TRADED FD TR II | 46138G508 | SR LN ETF | 257,714 | $5,703,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 65,712 | $5,477,000 | thousands by filing date | |
| Morgan Stanley | 617446448 | COM | 65,179 | $5,062,000 | thousands by filing date | |
| Cigna Corporation | 125523100 | COM | 19,176 | $4,636,000 | thousands by filing date | |
| LENNAR CORP CL A | 526057104 | Stock | 43,722 | $4,426,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 43,632 | $4,411,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 113,706 | $4,337,000 | thousands by filing date | |
| INVESCO EXCHANGE TRADED FD T | 46137V399 | S&P500 BUY WRT | 199,129 | $4,313,000 | thousands by filing date | |
| D R HORTON INC COM | 23331A109 | Stock | 46,122 | $4,110,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 35,666 | $4,098,000 | thousands by filing date | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 91,826 | $4,084,000 | thousands by filing date | |
| TARGET CORP COM | 87612E106 | Stock | 20,391 | $4,039,000 | thousands by filing date | |
| PULTE GROUP INC COM | 745867101 | Stock | 75,809 | $3,975,000 | thousands by filing date | |
| DAVITA INC COM | 23918K108 | Stock | 36,392 | $3,922,000 | thousands by filing date | |
| EBAY INC. COM | 278642103 | Stock | 63,715 | $3,902,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 10,348 | $3,850,000 | thousands by filing date | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 84,015 | $3,849,000 | thousands by filing date | |
| SPDR SER TR | 78468R622 | BLOOMBERG HIGH Y | 35,290 | $3,840,000 | thousands by filing date | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 75,800 | $3,805,000 | thousands by filing date | |
| WHIRLPOOL CORP COM | 963320106 | Stock | 16,962 | $3,738,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 34,035 | $3,706,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 97,794 | $3,520,000 | thousands by filing date | |
| MASCO CORP | 574599106 | COM | 57,960 | $3,472,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 35,922 | $3,435,000 | thousands by filing date | |
| CENTENE CORP DEL COM | 15135B101 | Stock | 53,494 | $3,419,000 | thousands by filing date | |
| CONAGRA FOODS INC | 205887102 | COM | 89,103 | $3,350,000 | thousands by filing date | |
| HUMANA INC COM | 444859102 | Stock | 7,886 | $3,306,000 | thousands by filing date | |
| QUEST DIAGNOSTICS INC COM | 74834L100 | Stock | 25,498 | $3,272,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 28,110 | $3,227,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 49,823 | $3,191,000 | thousands by filing date | |
| NEWMONT CORP | 651639106 | COM | 52,558 | $3,168,000 | thousands by filing date | |
| Vanguard Real Estate | 922908553 | SHS | 32,648 | $2,999,000 | thousands by filing date | |
| ISHARES TR | 464288687 | COM | 76,627 | $2,942,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 52,212 | $2,911,000 | thousands by filing date | |
| ISHARES TR | 46429B135 | INT PFD STK FD | 175,483 | $2,900,000 | thousands by filing date | |
| Amazon.com, Inc | 023135106 | COM | 846 | $2,618,000 | thousands by filing date | |
| AGILENT TECHNOLOGIES INC COM | 00846U101 | Stock | 15,320 | $1,948,000 | thousands by filing date | |
| MONSTER BEVERAGE CORP NEW COM | 61174X109 | Stock | 20,116 | $1,832,000 | thousands by filing date | |
| IDEXX LABS INC COM | 45168D104 | Stock | 3,534 | $1,729,000 | thousands by filing date | |
| TYLER TECHNOLOGIES INC COM | 902252105 | Stock | 4,014 | $1,704,000 | thousands by filing date | |
| WEST PHARMACEUTICAL SVSC INC COM | 955306105 | Stock | 5,674 | $1,599,000 | thousands by filing date | |
| CHARTER COMMUNICATIONS INC N | 16119P108 | COM | 2,583 | $1,594,000 | thousands by filing date | |
| BIO RAD LABS INC | 090572207 | CL A | 2,749 | $1,570,000 | thousands by filing date | |
| REVVITY INC | 714046109 | COM | 12,126 | $1,556,000 | thousands by filing date | |
| Eli Lilly and Company | 532457108 | COM | 8,322 | $1,555,000 | thousands by filing date | |
| Danaher Corporation | 235851102 | COM | 6,792 | $1,529,000 | thousands by filing date | |
| Thermo Fisher Scientific Inc. | 883556102 | COM | 3,311 | $1,511,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 4,281 | $1,509,000 | thousands by filing date | |
| DOLLAR GEN CORP COM | 256677105 | Stock | 7,202 | $1,459,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 14,130 | $1,391,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 20,289 | $1,386,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 17,434 | $1,374,000 | thousands by filing date | |
| ROLLINS INC COM | 775711104 | Stock | 39,751 | $1,368,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 34,605 | $1,367,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 39,699 | $1,352,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 9,908 | $1,346,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 7,929 | $1,333,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 11,376 | $1,328,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 26,857 | $1,318,000 | thousands by filing date | |
| Communication Services Select Sector SPDR Fund | 81369Y852 | SHS | 17,858 | $1,309,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 6,778 | $1,307,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 25,862 | $1,300,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 9,783 | $1,299,000 | thousands by filing date | |
| AKAMAI TECHNOLOGIES INC COM | 00971T101 | Stock | 12,287 | $1,252,000 | thousands by filing date | |
| CITRIX SYSTEMS INC | 177376100 | COM | 8,545 | $1,199,000 | thousands by filing date | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 9,388 | $1,089,000 | thousands by filing date | |
| SPDR Bloomberg Investment Grade Floating Rate ETF | 78468R200 | SHS | 35,367 | $1,084,000 | thousands by filing date | |
| INVESCO ACTVELY MNGD ETC FD | 46090F100 | OPTIMUM YIELD | 62,834 | $1,083,000 | thousands by filing date | |
| Schwab US TIPS ETF | 808524870 | SHS | 17,689 | $1,082,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 19,776 | $1,081,000 | thousands by filing date | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 19,140 | $1,063,000 | thousands by filing date | |
| TELLURIAN INC NEW | 87968A104 | COM | 400,000 | $936,000 | thousands by filing date | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 26,522 | $908,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 20,488 | $898,000 | thousands by filing date | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 18,013 | $889,000 | thousands by filing date | |
| GLOBAL X FDS | 37954Y319 | CMN | 33,497 | $886,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 10,695 | $879,000 | thousands by filing date | |
| JP Morgan Exchange Traded Fund | 46641Q712 | Betbuld Japan | 15,430 | $879,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 26,115 | $874,000 | thousands by filing date | |
| ISHARES TR | 46429B598 | MSCI INDIA ETF | 20,303 | $856,000 | thousands by filing date | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 14,251 | $854,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 9,470 | $849,000 | thousands by filing date | |
| ISHARES INC | 46434G814 | MSCI MLY ETF NEW | 30,627 | $830,000 | thousands by filing date | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 44,622 | $808,000 | thousands by filing date | |
| ISHARES TR | 46429B408 | CMN | 27,594 | $806,000 | thousands by filing date | |
| ISHARES TR | 46429B309 | MSCI INDONIA ETF | 36,457 | $797,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 16,977 | $792,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 30,140 | $778,000 | thousands by filing date | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 22,472 | $764,000 | thousands by filing date | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 28,208 | $649,000 | thousands by filing date | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 3,465 | $154,000 | thousands by filing date | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 3,307 | $153,000 | thousands by filing date | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 4,866 | $153,000 | thousands by filing date | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 4,548 | $152,000 | thousands by filing date | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 4,794 | $150,000 | thousands by filing date | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 6,852 | $150,000 | thousands by filing date | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 4,299 | $150,000 | thousands by filing date | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 3,368 | $149,000 | thousands by filing date | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 5,386 | $148,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001567619-21-010397 | this filing | 2021-05-17 | acceptance time not in the bulk data set |