$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 52.6% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $17,455,000 | -88.3% | 202,068 | -88.2% | 3.67% | -88.1% |
| BBJP | Sell | JPMORGAN BETABUILDERS JAPANetp | $10,054,000 | -5.1% | 359,080 | -16.4% | 2.12% | -4.3% |
| 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% |
| 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% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $9,386,000 | -38.8% | 106,002 | -46.8% | 1.98% | -38.2% |
| 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% |
| 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% |
| EWY | Sell | ISHARES MSCI SOUTH KOREA ETFetp | $3,026,000 | +3.6% | 35,168 | -21.4% | 0.64% | +4.6% |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $2,943,000 | +2.8% | 73,165 | -13.4% | 0.62% | +3.7% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $2,917,000 | +1.2% | 54,951 | -14.4% | 0.61% | +2.2% |
| WHR | Sell | WHIRLPOOL CORP | $2,755,000 | -69.0% | 15,265 | -68.4% | 0.58% | -68.7% |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $2,675,000 | -0.7% | 57,604 | -10.2% | 0.56% | +0.2% |
| 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.