Mount Lucas Management LP
- SEC CIK
- 0001185072
- Latest filing
- Aug 10, 2026
Holdings in Q1 2021
Holdings as of Mar 31, 2021, filed May 17, 2021. Long positions only.
- Positions
- 111
- No 13F data for Q4 2020
- Portfolio value
- $339.7M
- No 13F data for Q4 2020
Livermore's 13F data starts with Q1 2021, so this quarter has no previous quarter to compare with and changes are not shown.
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| KSSKOHLS Corp | Stock | 334,506 | $19.9M | 5.9% | – | – | History |
| IVZInvesco Ltd. | Stock | 587,926 | $14.8M | 4.4% | – | – | History |
| MGMMGM Resorts International | Stock | 386,046 | $14.7M | 4.3% | – | – | History |
| ALKAlaska Air Group, Inc. | COM | 186,304 | $12.9M | 3.8% | – | – | History |
| iShares Tr464287457 | 1 3 YR TREAS BD | 139,894 | $12.1M | 3.6% | – | – | – |
| PFGPrincipal Financial Group Inc | COM | 185,152 | $11.1M | 3.3% | – | – | History |
| AIGAmerican International Group, Inc. | Stock | 238,772 | $11.0M | 3.2% | – | – | History |
| UNMUnum Group | Stock | 373,413 | $10.4M | 3.1% | – | – | History |
| HPEHewlett Packard Enterprise Co | COM | 591,474 | $9.31M | 2.7% | – | – | History |
| VLOValero Energy Corp | Stock | 108,341 | $7.76M | 2.3% | – | – | History |
| CVSCVS Health Corp | Stock | 86,924 | $6.54M | 1.9% | – | – | History |
| iShares Tr46435G342 | MORTGE REL ETF | 171,502 | $6.05M | 1.8% | – | – | – |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 257,714 | $5.70M | 1.7% | – | – | – |
| State Street SPDR Bloomberg Convertible Securities ETF78464A359 | ETF | 65,712 | $5.48M | 1.6% | – | – | – |
| MSMorgan Stanley | Stock | 65,179 | $5.06M | 1.5% | – | – | History |
| CICigna Group | Stock | 19,176 | $4.64M | 1.4% | – | – | History |
| LENLennar Corp | CL A | 43,722 | $4.43M | 1.3% | – | – | History |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 43,632 | $4.41M | 1.3% | – | – | – |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 113,706 | $4.34M | 1.3% | – | – | – |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 199,129 | $4.31M | 1.3% | – | – | – |
| DHIHorton D R Inc | COM | 46,122 | $4.11M | 1.2% | – | – | History |
| ALLAllstate Corp | Stock | 35,666 | $4.10M | 1.2% | – | – | History |
| iShares Inc464286285 | JP MRGN EM HI BD | 91,826 | $4.08M | 1.2% | – | – | – |
| TGTTarget Corp | Stock | 20,391 | $4.04M | 1.2% | – | – | History |
| PHMPultegroup Inc | COM | 75,809 | $3.98M | 1.2% | – | – | History |
| DVADavita Inc. | COM | 36,392 | $3.92M | 1.2% | – | – | History |
| EBAYeBay Inc | COM | 63,715 | $3.90M | 1.1% | – | – | History |
| UNHUnitedHealth Group Inc | Stock | 10,348 | $3.85M | 1.1% | – | – | History |
| iShares Tr46434V407 | 0-5YR HI YL CP | 84,015 | $3.85M | 1.1% | – | – | – |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 35,290 | $3.84M | 1.1% | – | – | – |
| iShares Inc464286178 | US INTL HGH YLD | 75,800 | $3.81M | 1.1% | – | – | – |
| WHRWhirlpool Corp | Stock | 16,962 | $3.74M | 1.1% | – | – | History |
| iShares Tr464288281 | JPMORGAN USD EMG | 34,035 | $3.71M | 1.1% | – | – | – |
| KRKroger Co | Stock | 97,794 | $3.52M | 1.0% | – | – | History |
| MASMasco Corp | COM | 57,960 | $3.47M | 1.0% | – | – | History |
| PGRProgressive Corp | Stock | 35,922 | $3.44M | 1.0% | – | – | History |
| CNCCentene Corp | Stock | 53,494 | $3.42M | 1.0% | – | – | History |
| CAGConagra Brands Inc. | Stock | 89,103 | $3.35M | 1.0% | – | – | History |
| HUMHumana Inc | Stock | 7,886 | $3.31M | 1.0% | – | – | History |
| DGXQuest Diagnostics Inc | COM | 25,498 | $3.27M | 1.0% | – | – | History |
| BBYBest Buy Co Inc | Stock | 28,110 | $3.23M | 1.0% | – | – | History |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 49,823 | $3.19M | 0.9% | – | – | – |
| NEMNEWMONT Corp | Stock | 52,558 | $3.17M | 0.9% | – | – | History |
| Vanguard Real Estate ETF922908553 | ETF | 32,648 | $3.00M | 0.9% | – | – | – |
| iShares Tr464288687 | PFD AND INCM SEC | 76,627 | $2.94M | 0.9% | – | – | – |
| Vanguard Intl Equity Index F922042676 | GLB EX US ETF | 52,212 | $2.91M | 0.9% | – | – | – |
| iShares Tr46429B135 | INTL PFD STK ETF | 175,483 | $2.90M | 0.9% | – | – | – |
| AMZNAmazon Com Inc | Stock | 846 | $2.62M | 0.8% | – | – | History |
| AAgilent Technologies, Inc. | COM | 15,320 | $1.95M | 0.6% | – | – | History |
| MNSTMonster Beverage Corp | COM | 20,116 | $1.83M | 0.5% | – | – | History |
| IDXXIDEXX Laboratories Inc | COM | 3,534 | $1.73M | 0.5% | – | – | History |
| TYLTyler Technologies Inc | COM | 4,014 | $1.70M | 0.5% | – | – | History |
| WSTWest Pharmaceutical Services Inc | COM | 5,674 | $1.60M | 0.5% | – | – | History |
| CHTRCharter Communications, Inc. | CL A | 2,583 | $1.59M | 0.5% | – | – | History |
| BIOBio-Rad Laboratories, Inc. | CL A | 2,749 | $1.57M | 0.5% | – | – | History |
| RVTYRevvity, Inc. | COM | 12,126 | $1.56M | 0.5% | – | – | History |
| LLYEli Lilly & Co | Stock | 8,322 | $1.55M | 0.5% | – | – | History |
| DHRDanaher Corp | Stock | 6,792 | $1.53M | 0.5% | – | – | History |
| TMOThermo Fisher Scientific Inc. | Stock | 3,311 | $1.51M | 0.4% | – | – | History |
| COSTCostco Wholesale Corp | Stock | 4,281 | $1.51M | 0.4% | – | – | History |
| DGDollar General Corp | COM | 7,202 | $1.46M | 0.4% | – | – | History |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 14,130 | $1.39M | 0.4% | – | – | – |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 20,289 | $1.39M | 0.4% | – | – | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 17,434 | $1.37M | 0.4% | – | – | – |
| ROLRollins Inc | COM | 39,751 | $1.37M | 0.4% | – | – | History |
| State Street Real Estate Select Sector SPDR ETF81369Y860 | ETF | 34,605 | $1.37M | 0.4% | – | – | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 39,699 | $1.35M | 0.4% | – | – | – |
| WMTWalmart Inc. | Stock | 9,908 | $1.35M | 0.4% | – | – | History |
| State Street Consumer Discretionary Select Sector SPDR ETF81369Y407 | ETF | 7,929 | $1.33M | 0.4% | – | – | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 11,376 | $1.33M | 0.4% | – | – | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 26,857 | $1.32M | 0.4% | – | – | – |
| State Street Communication Services Select Sector SPDR ETF81369Y852 | ETF | 17,858 | $1.31M | 0.4% | – | – | – |
| CLXClorox Co | Stock | 6,778 | $1.31M | 0.4% | – | – | History |
| CPBCAMPBELL'S Co | COM | 25,862 | $1.30M | 0.4% | – | – | History |
| State Street Technology Select Sector SPDR ETF81369Y803 | ETF | 9,783 | $1.30M | 0.4% | – | – | – |
| AKAMAkamai Technologies Inc | COM | 12,287 | $1.25M | 0.4% | – | – | History |
| CTXSCitrix Systems Inc | COM | 8,545 | $1.20M | 0.4% | – | – | History |
| iShares Tr464288414 | NATIONAL MUN ETF | 9,388 | $1.09M | 0.3% | – | – | – |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 35,367 | $1.08M | 0.3% | – | – | – |
| Invesco Actvely MNGD Etc FD46090F100 | OPTIMUM YIELD | 62,834 | $1.08M | 0.3% | – | – | – |
| Schwab US Tips ETF808524870 | ETF | 17,689 | $1.08M | 0.3% | – | – | – |
| iShares Tr464288646 | ISHS 1-5YR INVS | 19,776 | $1.08M | 0.3% | – | – | – |
| SPDR Series Trust78464A490 | ST STR FTSE ETF | 19,140 | $1.06M | 0.3% | – | – | – |
| TELLTellurian Inc. | COM | 400,000 | $936.0K | 0.3% | – | – | History |
| iShares Inc464286640 | MSCI CHILE ETF | 26,522 | $908.0K | 0.3% | – | – | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 20,488 | $898.0K | 0.3% | – | – | – |
| iShares Inc464286780 | MSCI STH AFR ETF | 18,013 | $889.0K | 0.3% | – | – | – |
| Global X FDS37954Y319 | MSCI GREECE ETF | 33,497 | $886.0K | 0.3% | – | – | – |
| iShares Inc464286624 | MSCI THAILND ETF | 10,695 | $879.0K | 0.3% | – | – | – |
| J P Morgan Exchange-Traded F46641Q712 | BETBULD JAPAN | 15,430 | $879.0K | 0.3% | – | – | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 26,115 | $874.0K | 0.3% | – | – | – |
| iShares MSCI India ETF46429B598 | ETF | 20,303 | $856.0K | 0.3% | – | – | – |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 14,251 | $854.0K | 0.3% | – | – | – |
| iShares Inc464286772 | MSCI STH KOR ETF | 9,470 | $849.0K | 0.2% | – | – | – |
| iShares Inc46434G814 | MSCI MLY ETF NEW | 30,627 | $830.0K | 0.2% | – | – | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 44,622 | $808.0K | 0.2% | – | – | – |
| iShares Tr46429B408 | MSCI PHILIPS ETF | 27,594 | $806.0K | 0.2% | – | – | – |
| iShares Tr46429B309 | MSCI INDONIA ETF | 36,457 | $797.0K | 0.2% | – | – | – |
| iShares Tr464287184 | CHINA LG-CAP ETF | 16,977 | $792.0K | 0.2% | – | – | – |
| VanEck Vectors ETF Tr92189F403 | RUSSIA ETF | 30,140 | $778.0K | 0.2% | – | – | – |