$475 Million is the total value of Mount Lucas Management LP's 114 reported holdings in Q4 2020. The portfolio turnover from Q3 2020 to Q4 2020 was 100.0% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $17,455,000 | -88.3% | 202,068 | -88.2% | 3.67% | -88.1% |
| New | ENERGY SELECT SECTOR SPDRcall | $17,055,000 | – | 450,000 | +100.0% | 3.59% | – | |
| KSS | Buy | KOHLS CORP | $12,281,000 | +120.3% | 301,813 | +0.3% | 2.58% | +122.4% |
| XLU | New | UTILITIES SELECT SECTOR SPDRetp | $11,964,000 | – | 190,809 | +100.0% | 2.52% | – |
| MGM | Buy | MGM RESORTS INTERNATIONAL | $11,018,000 | +45.4% | 349,652 | +0.3% | 2.32% | +46.7% |
| BBJP | Sell | JPMORGAN BETABUILDERS JAPANetp | $10,054,000 | -5.1% | 359,080 | -16.4% | 2.12% | -4.3% |
| XLF | New | FINANCIAL SELECT SECTOR SPDRetp | $9,880,000 | – | 335,148 | +100.0% | 2.08% | – |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $9,806,000 | -32.9% | 75,419 | -39.8% | 2.06% | -32.3% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $9,646,000 | -36.1% | 85,030 | -40.6% | 2.03% | -35.5% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $9,601,000 | -33.9% | 142,284 | -41.8% | 2.02% | -33.3% |
| REM | Buy | ISHARES MORTGAGE REAL ESTATEetp | $9,588,000 | +236.8% | 300,929 | +172.3% | 2.02% | +239.6% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $9,524,000 | -39.2% | 131,570 | -46.6% | 2.00% | -38.6% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $9,516,000 | -37.2% | 59,187 | -42.6% | 2.00% | -36.6% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $9,450,000 | -37.7% | 140,108 | -40.8% | 1.99% | -37.2% |
| XLRE | New | REAL ESTATE SELECT SECT SPDRetp | $9,437,000 | – | 258,124 | +100.0% | 1.99% | – |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $9,386,000 | -38.8% | 106,002 | -46.8% | 1.98% | -38.2% |
| XLE | New | ENERGY SELECT SECTOR SPDRetp | $9,335,000 | – | 246,295 | +100.0% | 1.96% | – |
| IVZ | Buy | INVESCO LTD | $9,220,000 | +54.9% | 528,961 | +1.4% | 1.94% | +56.3% |
| ALK | Buy | ALASKA AIR GROUP INC | $8,776,000 | +42.4% | 168,763 | +0.3% | 1.85% | +43.8% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP | $8,237,000 | +25.0% | 166,038 | +1.5% | 1.73% | +26.1% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $8,134,000 | +39.2% | 214,839 | +1.2% | 1.71% | +40.6% |
| UNM | Buy | UNUM GROUP | $7,670,000 | +39.2% | 334,368 | +2.1% | 1.61% | +40.5% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE | $6,296,000 | +28.8% | 531,349 | +1.9% | 1.32% | +30.0% |
| CWB | Buy | SPDR BBG BARC CONVERTIBLEetp | $6,052,000 | +22.8% | 73,105 | +2.2% | 1.27% | +24.0% |
| BKLN | Buy | INVESCO SENIOR LOAN ETFetp | $5,740,000 | +13.9% | 257,631 | +11.1% | 1.21% | +14.9% |
| VLO | Buy | VALERO ENERGY CORP | $5,468,000 | +33.4% | 96,663 | +2.2% | 1.15% | +34.6% |
| CVS | Buy | CVS HEALTH CORP | $5,342,000 | +18.3% | 78,214 | +1.2% | 1.12% | +19.4% |
| VYM | New | VANGUARD HIGH DVD YIELD ETFetp | $4,089,000 | – | 44,681 | +100.0% | 0.86% | – |
| DWX | New | SPDR S&P INTER DVD ETFetp | $4,072,000 | – | 111,381 | +100.0% | 0.86% | – |
| EMHY | Buy | ISHARES J.P. MORGAN EM HIGHetp | $4,054,000 | +16.9% | 87,465 | +10.0% | 0.85% | +18.0% |
| EMB | Buy | ISHARES JP MORGAN USD EMERGIetp | $4,027,000 | +15.7% | 34,744 | +10.7% | 0.85% | +16.7% |
| MS | New | MORGAN STANLEY | $4,026,000 | – | 58,750 | +100.0% | 0.85% | – |
| PBP | New | INVESCO S&P 500 BUYWRITE ETFetp | $4,017,000 | – | 196,025 | +100.0% | 0.84% | – |
| DVA | New | DAVITA INC | $3,870,000 | – | 32,965 | +100.0% | 0.81% | – |
| GHYG | Buy | ISHARES US&INTL HIGH YIELD Cetp | $3,855,000 | +15.9% | 75,974 | +9.7% | 0.81% | +17.0% |
| JNK | Buy | SPDR BBG BARC HIGH YIELD BNDetp | $3,833,000 | +14.9% | 35,189 | +10.0% | 0.81% | +15.9% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $3,816,000 | +13.7% | 83,974 | +10.0% | 0.80% | +14.9% |
| CI | New | CIGNA CORP | $3,602,000 | – | 17,300 | +100.0% | 0.76% | – |
| ALL | New | ALLSTATE CORP | $3,527,000 | – | 32,080 | +100.0% | 0.74% | – |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $3,389,000 | -0.8% | 81,973 | -16.5% | 0.71% | 0.0% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $3,341,000 | -2.1% | 74,780 | -10.0% | 0.70% | -1.3% |
| EWU | New | ISHARES MSCI UNITED KINGDOMetp | $3,334,000 | – | 113,839 | +100.0% | 0.70% | – |
| EWI | New | ISHARES MSCI ITALY ETFetp | $3,305,000 | – | 112,269 | +100.0% | 0.70% | – |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $3,305,000 | -1.5% | 104,014 | -9.7% | 0.70% | -0.7% |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $3,277,000 | -4.5% | 82,341 | -15.3% | 0.69% | -3.5% |
| UNH | New | UNITEDHEALTH GROUP INC | $3,276,000 | – | 9,341 | +100.0% | 0.69% | – |
| EWQ | Buy | ISHARES MSCI FRANCE ETFetp | $3,271,000 | +196.3% | 98,347 | +148.9% | 0.69% | +199.1% |
| EWP | New | ISHARES MSCI SPAIN ETFetp | $3,262,000 | – | 120,649 | +100.0% | 0.69% | – |
| TGT | New | TARGET CORP | $3,248,000 | – | 18,400 | +100.0% | 0.68% | – |
| TUR | New | ISHARES MSCI TURKEY ETFetp | $3,176,000 | – | 119,850 | +100.0% | 0.67% | – |
| PGR | New | PROGRESSIVE CORP | $3,070,000 | – | 31,048 | +100.0% | 0.65% | – |
| EWY | Sell | ISHARES MSCI SOUTH KOREA ETFetp | $3,026,000 | +3.6% | 35,168 | -21.4% | 0.64% | +4.6% |
| LEN | New | LENNAR CORP-A | $3,010,000 | – | 39,482 | +100.0% | 0.63% | – |
| ECH | New | ISHARES MSCI CHILE ETFetp | $3,010,000 | – | 99,646 | +100.0% | 0.63% | – |
| EWZ | New | ISHARES MSCI BRAZIL ETFetp | $2,979,000 | – | 80,373 | +100.0% | 0.63% | – |
| PHM | New | PULTEGROUP INC | $2,952,000 | – | 68,463 | +100.0% | 0.62% | – |
| GREK | New | GLOBAL X MSCI GREECE ETFetp | $2,946,000 | – | 115,702 | +100.0% | 0.62% | – |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $2,943,000 | +2.8% | 73,165 | -13.4% | 0.62% | +3.7% |
| HUM | New | HUMANA INC | $2,927,000 | – | 7,134 | +100.0% | 0.62% | – |
| VNQI | New | VANGUARD GLBL EX-US REAL ESTetp | $2,928,000 | – | 53,908 | +100.0% | 0.62% | – |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $2,917,000 | +1.2% | 54,951 | -14.4% | 0.61% | +2.2% |
| CNC | New | CENTENE CORP | $2,910,000 | – | 48,470 | +100.0% | 0.61% | – |
| CAG | New | CONAGRA BRANDS INC | $2,904,000 | – | 80,101 | +100.0% | 0.61% | – |
| EPOL | New | ISHARES MSCI POLAND ETFetp | $2,906,000 | – | 152,811 | +100.0% | 0.61% | – |
| PFF | Buy | ISHARES PREFERRED & INCOME Setp | $2,900,000 | +15.0% | 75,295 | +8.8% | 0.61% | +16.0% |
| EIDO | New | ISHARES MSCI INDONESIA ETFetp | $2,892,000 | – | 123,486 | +100.0% | 0.61% | – |
| EBAY | New | EBAY INC | $2,891,000 | – | 57,540 | +100.0% | 0.61% | – |
| MAS | New | MASCO CORP | $2,877,000 | – | 52,376 | +100.0% | 0.60% | – |
| DHI | New | DR HORTON INC | $2,872,000 | – | 41,665 | +100.0% | 0.60% | – |
| EWW | New | ISHARES MSCI MEXICO ETFetp | $2,859,000 | – | 66,496 | +100.0% | 0.60% | – |
| VNQ | New | VANGUARD REAL ESTATE ETFetp | $2,859,000 | – | 33,660 | +100.0% | 0.60% | – |
| EZA | New | ISHARES MSCI SOUTH AFRICA ETetp | $2,845,000 | – | 64,905 | +100.0% | 0.60% | – |
| EPHE | New | ISHARES MSCI PHILIPPINES ETFetp | $2,840,000 | – | 86,837 | +100.0% | 0.60% | – |
| NEM | New | NEWMONT CORP | $2,823,000 | – | 47,139 | +100.0% | 0.59% | – |
| KR | New | KROGER CO | $2,798,000 | – | 88,105 | +100.0% | 0.59% | – |
| EPU | New | ISHARES MSCI PERU ETFetp | $2,777,000 | – | 80,064 | +100.0% | 0.58% | – |
| EWM | Buy | ISHARES MSCI MALAYSIA ETFetp | $2,770,000 | +90.0% | 96,175 | +72.7% | 0.58% | +91.8% |
| WHR | Sell | WHIRLPOOL CORP | $2,755,000 | -69.0% | 15,265 | -68.4% | 0.58% | -68.7% |
| THD | New | ISHARES MSCI THAILAND ETFetp | $2,748,000 | – | 35,657 | +100.0% | 0.58% | – |
| DGX | New | QUEST DIAGNOSTICS INC | $2,740,000 | – | 22,992 | +100.0% | 0.58% | – |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $2,675,000 | -0.7% | 57,604 | -10.2% | 0.56% | +0.2% |
| IPFF | Buy | ISHARES INTERNATIONAL PREFERetp | $2,594,000 | +15.3% | 166,492 | +4.1% | 0.55% | +16.4% |
| BBY | New | BEST BUY CO INC | $2,525,000 | – | 25,305 | +100.0% | 0.53% | – |
| VGK | New | VANGUARD FTSE EUROPE ETFetp | $1,851,000 | – | 30,733 | +100.0% | 0.39% | – |
| MNST | New | MONSTER BEVERAGE CORP | $1,686,000 | – | 18,230 | +100.0% | 0.36% | – |
| A | New | AGILENT TECHNOLOGIES INC | $1,642,000 | – | 13,860 | +100.0% | 0.35% | – |
| KRE | Buy | SPDR S&P REGIONAL BANKINGetp | $1,636,000 | +46.7% | 31,495 | +0.8% | 0.34% | +48.3% |
| New | SPDR S&P REGIONAL BANKINGcall | $1,621,000 | – | 31,200 | +100.0% | 0.34% | – | |
| IDXX | New | IDEXX LABORATORIES INC | $1,600,000 | – | 3,201 | +100.0% | 0.34% | – |
| AMZN | Buy | AMAZON.COM INC | $1,599,000 | +4.0% | 491 | +0.6% | 0.34% | +5.0% |
| TYL | New | TYLER TECHNOLOGIES INC | $1,587,000 | – | 3,636 | +100.0% | 0.33% | – |
| PKI | New | PERKINELMER INC | $1,575,000 | – | 10,974 | +100.0% | 0.33% | – |
| EWO | New | ISHARES MSCI AUSTRIA ETFetp | $1,554,000 | – | 78,375 | +100.0% | 0.33% | – |
| CHTR | Buy | CHARTER COMMUNICATIONS INC-A | $1,549,000 | +6.0% | 2,341 | +0.0% | 0.33% | +6.9% |
| COST | Buy | COSTCO WHOLESALE CORP | $1,458,000 | +9.1% | 3,869 | +2.8% | 0.31% | +10.0% |
| WST | New | WEST PHARMACEUTICAL SERVICES | $1,455,000 | – | 5,137 | +100.0% | 0.31% | – |
| BIO | New | BIO-RAD LABORATORIES-A | $1,451,000 | – | 2,489 | +100.0% | 0.30% | – |
| ROL | New | ROLLINS INC | $1,404,000 | – | 35,939 | +100.0% | 0.30% | – |
| TMO | New | THERMO FISHER SCIENTIFIC INC | $1,397,000 | – | 2,999 | +100.0% | 0.29% | – |
| DG | Buy | DOLLAR GENERAL CORP | $1,370,000 | +0.7% | 6,515 | +0.4% | 0.29% | +1.4% |
| DHR | New | DANAHER CORP | $1,365,000 | – | 6,146 | +100.0% | 0.29% | – |
| WMT | Buy | WALMART INC | $1,289,000 | +3.5% | 8,939 | +0.5% | 0.27% | +4.2% |
| LLY | Buy | ELI LILLY & CO | $1,268,000 | +14.6% | 7,511 | +0.5% | 0.27% | +15.6% |
| CLX | Buy | CLOROX COMPANY | $1,234,000 | -3.4% | 6,113 | +0.6% | 0.26% | -2.3% |
| AKAM | Buy | AKAMAI TECHNOLOGIES INC | $1,168,000 | -5.0% | 11,129 | +0.0% | 0.25% | -3.9% |
| CPB | Buy | CAMPBELL SOUP CO | $1,122,000 | +0.8% | 23,199 | +0.8% | 0.24% | +1.7% |
| WIP | Buy | SPDR FTSE INTERNATIONAL GOVEetp | $1,090,000 | +18.1% | 18,560 | +9.1% | 0.23% | +19.3% |
| SCHP | Buy | SCHWAB U.S. TIPS ETFetp | $1,061,000 | +12.9% | 17,096 | +12.1% | 0.22% | +13.8% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $1,054,000 | +11.7% | 8,991 | +10.4% | 0.22% | +12.7% |
| IGSB | Buy | ISHARES 1-5Y INV GRADE CORPetp | $1,053,000 | +11.9% | 19,079 | +11.3% | 0.22% | +13.3% |
| FLRN | Buy | SPDR BBG BARC IG FLOATING RTetp | $1,049,000 | +11.2% | 34,289 | +11.2% | 0.22% | +12.2% |
| LQD | Buy | ISHARES IBOXX INVESTMENT GRAetp | $1,049,000 | +11.8% | 7,597 | +9.1% | 0.22% | +12.8% |
| CTXS | Buy | CITRIX SYSTEMS INC | $1,005,000 | -5.1% | 7,721 | +0.4% | 0.21% | -4.5% |
| RSX | New | VANECK RUSSIA ETFetp | $632,000 | – | 26,182 | +100.0% | 0.13% | – |
| EQR | Exit | EQUITY RESIDENTIALreit | $0 | – | -21,775 | -100.0% | -0.23% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -15,956 | -100.0% | -0.26% | – |
| MAA | Exit | MID-AMERICA APARTMENT COMMreit | $0 | – | -14,326 | -100.0% | -0.35% | – |
| EXR | Exit | EXTRA SPACE STORAGE INCreit | $0 | – | -15,885 | -100.0% | -0.35% | – |
| HSY | Exit | HERSHEY CO/THE | $0 | – | -11,984 | -100.0% | -0.36% | – |
| MDLZ | Exit | MONDELEZ INTERNATIONAL INC-A | $0 | – | -33,194 | -100.0% | -0.40% | – |
| MCD | Exit | MCDONALD'S CORP | $0 | – | -8,723 | -100.0% | -0.40% | – |
| AMT | Exit | AMERICAN TOWER CORPreit | $0 | – | -8,262 | -100.0% | -0.42% | – |
| Exit | APPLE INCput | $0 | – | -18,000 | -100.0% | -0.44% | – | |
| CCI | Exit | CROWN CASTLE INTL CORPreit | $0 | – | -13,114 | -100.0% | -0.46% | – |
| SBAC | Exit | SBA COMMUNICATIONS CORPreit | $0 | – | -7,397 | -100.0% | -0.49% | – |
| PSX | Exit | PHILLIPS 66 | $0 | – | -72,188 | -100.0% | -0.78% | – |
| DAL | Exit | DELTA AIR LINES INC | $0 | – | -124,634 | -100.0% | -0.80% | – |
| LNC | Exit | LINCOLN NATIONAL CORP | $0 | – | -124,585 | -100.0% | -0.81% | – |
| XRX | Exit | XEROX HOLDINGS CORP | $0 | – | -252,028 | -100.0% | -0.99% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -85,219 | -100.0% | -1.13% | – |
| SYF | Exit | SYNCHRONY FINANCIAL | $0 | – | -221,872 | -100.0% | -1.21% | – |
| MET | Exit | METLIFE INC | $0 | – | -160,343 | -100.0% | -1.24% | – |
| STX | Exit | SEAGATE TECHNOLOGY | $0 | – | -141,697 | -100.0% | -1.46% | – |
| CAH | Exit | CARDINAL HEALTH INC | $0 | – | -160,263 | -100.0% | -1.57% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-02-16
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES 1-3 YEAR TREASURY BO | 38 | Q3 2023 | 62.7% |
| VALERO ENERGY CORP | 34 | Q3 2023 | 4.5% |
| TECHNOLOGY SELECT SECT SPDR | 34 | Q4 2021 | 4.6% |
| CONSUMER DISCRETIONARY SELT | 34 | Q4 2021 | 3.5% |
| CONSUMER STAPLES SPDR | 33 | Q4 2022 | 3.2% |
| HEALTH CARE SELECT SECTOR | 33 | Q4 2022 | 3.3% |
| UTILITIES SELECT SECTOR SPDR | 32 | Q4 2022 | 4.5% |
| INDUSTRIAL SELECT SECT SPDR | 32 | Q4 2022 | 3.2% |
| MATERIALS SELECT SECTOR SPDR | 31 | Q4 2022 | 3.4% |
| FINANCIAL SELECT SECTOR SPDR | 29 | Q1 2022 | 2.6% |
View Mount Lucas Management LP's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPDR SERIES TRUST | August 12, 2010 | 1,534,467 | 4.9% |
| PowerShares DB US Dollar Index Bullish Fund | April 13, 2010 | 2,807,228 | 4.2% |
View Mount Lucas Management LP's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-07 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-14 |
| 13F-HR/A | 2022-11-14 |
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-12 |
| 13F-HR | 2022-02-14 |
View Mount Lucas Management LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.