$340 Million is the total value of Mount Lucas Management LP's 111 reported holdings in Q1 2021. The portfolio turnover from Q4 2020 to Q1 2021 was 6.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| KSS | Buy | KOHLS CORP | $19,940,000 | +62.4% | 334,506 | +10.8% | 5.87% | +127.2% |
| IVZ | Buy | INVESCO LTD | $14,827,000 | +60.8% | 587,926 | +11.1% | 4.36% | +125.0% |
| MGM | Buy | MGM RESORTS INTERNATIONAL | $14,666,000 | +33.1% | 386,046 | +10.4% | 4.32% | +86.3% |
| ALK | Buy | ALASKA AIR GROUP INC | $12,894,000 | +46.9% | 186,304 | +10.4% | 3.80% | +105.5% |
| SHY | Sell | ISHARES 1-3 YEAR TREASURY BOetp | $12,066,000 | -30.9% | 139,894 | -30.8% | 3.55% | -3.3% |
| PFG | Buy | PRINCIPAL FINANCIAL GROUP | $11,102,000 | +34.8% | 185,152 | +11.5% | 3.27% | +88.6% |
| AIG | Buy | AMERICAN INTERNATIONAL GROUP | $11,034,000 | +35.7% | 238,772 | +11.1% | 3.25% | +89.7% |
| UNM | Buy | UNUM GROUP | $10,392,000 | +35.5% | 373,413 | +11.7% | 3.06% | +89.5% |
| HPE | Buy | HEWLETT PACKARD ENTERPRISE | $9,310,000 | +47.9% | 591,474 | +11.3% | 2.74% | +106.9% |
| VLO | Buy | VALERO ENERGY CORP | $7,757,000 | +41.9% | 108,341 | +12.1% | 2.28% | +98.4% |
| CVS | Buy | CVS HEALTH CORP | $6,539,000 | +22.4% | 86,924 | +11.1% | 1.92% | +71.3% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $6,047,000 | -36.9% | 171,502 | -43.0% | 1.78% | -11.8% |
| BKLN | Buy | INVESCO SENIOR LOAN ETFetp | $5,703,000 | -0.6% | 257,714 | +0.0% | 1.68% | +39.0% |
| CWB | Sell | SPDR BBG BARC CONVERTIBLEetp | $5,477,000 | -9.5% | 65,712 | -10.1% | 1.61% | +26.6% |
| MS | Buy | MORGAN STANLEY | $5,062,000 | +25.7% | 65,179 | +10.9% | 1.49% | +75.9% |
| CI | Buy | CIGNA CORP | $4,636,000 | +28.7% | 19,176 | +10.8% | 1.36% | +80.1% |
| LEN | Buy | LENNAR CORP-A | $4,426,000 | +47.0% | 43,722 | +10.7% | 1.30% | +105.8% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $4,411,000 | +7.9% | 43,632 | -2.3% | 1.30% | +51.0% |
| DWX | Buy | SPDR S&P INTER DVD ETFetp | $4,337,000 | +6.5% | 113,706 | +2.1% | 1.28% | +49.0% |
| PBP | Buy | INVESCO S&P 500 BUYWRITE ETFetp | $4,313,000 | +7.4% | 199,129 | +1.6% | 1.27% | +50.3% |
| DHI | Buy | DR HORTON INC | $4,110,000 | +43.1% | 46,122 | +10.7% | 1.21% | +100.3% |
| ALL | Buy | ALLSTATE CORP | $4,098,000 | +16.2% | 35,666 | +11.2% | 1.21% | +62.5% |
| EMHY | Buy | ISHARES J.P. MORGAN EM HIGHetp | $4,084,000 | +0.7% | 91,826 | +5.0% | 1.20% | +40.9% |
| TGT | Buy | TARGET CORP | $4,039,000 | +24.4% | 20,391 | +10.8% | 1.19% | +74.1% |
| PHM | Buy | PULTEGROUP INC | $3,975,000 | +34.7% | 75,809 | +10.7% | 1.17% | +88.4% |
| DVA | Buy | DAVITA INC | $3,922,000 | +1.3% | 36,392 | +10.4% | 1.16% | +41.9% |
| EBAY | Buy | EBAY INC | $3,902,000 | +35.0% | 63,715 | +10.7% | 1.15% | +89.0% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $3,849,000 | +0.9% | 84,015 | +0.0% | 1.13% | +41.1% |
| UNH | Buy | UNITEDHEALTH GROUP INC | $3,850,000 | +17.5% | 10,348 | +10.8% | 1.13% | +64.4% |
| JNK | Buy | SPDR BBG BARC HIGH YIELD BNDetp | $3,840,000 | +0.2% | 35,290 | +0.3% | 1.13% | +40.0% |
| GHYG | Sell | ISHARES US&INTL HIGH YIELD Cetp | $3,805,000 | -1.3% | 75,800 | -0.2% | 1.12% | +38.1% |
| WHR | Buy | WHIRLPOOL CORP | $3,738,000 | +35.7% | 16,962 | +11.1% | 1.10% | +89.7% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGIetp | $3,706,000 | -8.0% | 34,035 | -2.0% | 1.09% | +28.8% |
| KR | Buy | KROGER CO | $3,520,000 | +25.8% | 97,794 | +11.0% | 1.04% | +75.9% |
| MAS | Buy | MASCO CORP | $3,472,000 | +20.7% | 57,960 | +10.7% | 1.02% | +68.9% |
| PGR | Buy | PROGRESSIVE CORP | $3,435,000 | +11.9% | 35,922 | +15.7% | 1.01% | +56.5% |
| CNC | Buy | CENTENE CORP | $3,419,000 | +17.5% | 53,494 | +10.4% | 1.01% | +64.5% |
| CAG | Buy | CONAGRA BRANDS INC | $3,350,000 | +15.4% | 89,103 | +11.2% | 0.99% | +61.4% |
| HUM | Buy | HUMANA INC | $3,306,000 | +12.9% | 7,886 | +10.5% | 0.97% | +58.0% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $3,272,000 | +19.4% | 25,498 | +10.9% | 0.96% | +66.9% |
| BBY | Buy | BEST BUY CO INC | $3,227,000 | +27.8% | 28,110 | +11.1% | 0.95% | +78.9% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $3,191,000 | -73.3% | 49,823 | -73.9% | 0.94% | -62.7% |
| NEM | Buy | NEWMONT CORP | $3,168,000 | +12.2% | 52,558 | +11.5% | 0.93% | +57.1% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $2,999,000 | +4.9% | 32,648 | -3.0% | 0.88% | +46.7% |
| PFF | Buy | ISHARES PREFERRED & INCOME Setp | $2,942,000 | +1.4% | 76,627 | +1.8% | 0.87% | +42.0% |
| VNQI | Sell | VANGUARD GLBL EX-US REAL ESTetp | $2,911,000 | -0.6% | 52,212 | -3.1% | 0.86% | +39.1% |
| IPFF | Buy | ISHARES INTERNATIONAL PREFERetp | $2,900,000 | +11.8% | 175,483 | +5.4% | 0.85% | +56.4% |
| AMZN | Buy | AMAZON.COM INC | $2,618,000 | +63.7% | 846 | +72.3% | 0.77% | +129.5% |
| A | Buy | AGILENT TECHNOLOGIES INC | $1,948,000 | +18.6% | 15,320 | +10.5% | 0.57% | +65.6% |
| MNST | Buy | MONSTER BEVERAGE CORP | $1,832,000 | +8.7% | 20,116 | +10.3% | 0.54% | +51.8% |
| IDXX | Buy | IDEXX LABORATORIES INC | $1,729,000 | +8.1% | 3,534 | +10.4% | 0.51% | +51.0% |
| TYL | Buy | TYLER TECHNOLOGIES INC | $1,704,000 | +7.4% | 4,014 | +10.4% | 0.50% | +50.3% |
| WST | Buy | WEST PHARMACEUTICAL SERVICES | $1,599,000 | +9.9% | 5,674 | +10.5% | 0.47% | +53.9% |
| CHTR | Buy | CHARTER COMMUNICATIONS INC-A | $1,594,000 | +2.9% | 2,583 | +10.3% | 0.47% | +43.9% |
| BIO | Buy | BIO-RAD LABORATORIES-A | $1,570,000 | +8.2% | 2,749 | +10.4% | 0.46% | +51.5% |
| PKI | Buy | PERKINELMER INC | $1,556,000 | -1.2% | 12,126 | +10.5% | 0.46% | +38.4% |
| LLY | Buy | ELI LILLY & CO | $1,555,000 | +22.6% | 8,322 | +10.8% | 0.46% | +71.5% |
| DHR | Buy | DANAHER CORP | $1,529,000 | +12.0% | 6,792 | +10.5% | 0.45% | +56.8% |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $1,511,000 | +8.2% | 3,311 | +10.4% | 0.44% | +51.4% |
| COST | Buy | COSTCO WHOLESALE CORP | $1,509,000 | +3.5% | 4,281 | +10.6% | 0.44% | +44.6% |
| DG | Buy | DOLLAR GENERAL CORP | $1,459,000 | +6.5% | 7,202 | +10.5% | 0.43% | +49.3% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $1,391,000 | -85.2% | 14,130 | -86.7% | 0.41% | -79.3% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $1,386,000 | -85.3% | 20,289 | -85.5% | 0.41% | -79.5% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $1,374,000 | -85.6% | 17,434 | -86.7% | 0.40% | -79.8% |
| ROL | Buy | ROLLINS INC | $1,368,000 | -2.6% | 39,751 | +10.6% | 0.40% | +36.6% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $1,367,000 | -85.5% | 34,605 | -86.6% | 0.40% | -79.8% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $1,352,000 | -86.3% | 39,699 | -88.2% | 0.40% | -80.9% |
| WMT | Buy | WALMART INC | $1,346,000 | +4.4% | 9,908 | +10.8% | 0.40% | +46.1% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $1,333,000 | -86.0% | 7,929 | -86.6% | 0.39% | -80.4% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $1,328,000 | -86.2% | 11,376 | -86.6% | 0.39% | -80.7% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,318,000 | -85.9% | 26,857 | -89.1% | 0.39% | -80.2% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $1,309,000 | -86.4% | 17,858 | -87.4% | 0.38% | -80.9% |
| CLX | Buy | CLOROX COMPANY | $1,307,000 | +5.9% | 6,778 | +10.9% | 0.38% | +48.1% |
| CPB | Buy | CAMPBELL SOUP CO | $1,300,000 | +15.9% | 25,862 | +11.5% | 0.38% | +62.3% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $1,299,000 | -86.8% | 9,783 | -87.0% | 0.38% | -81.5% |
| AKAM | Buy | AKAMAI TECHNOLOGIES INC | $1,252,000 | +7.2% | 12,287 | +10.4% | 0.37% | +50.0% |
| CTXS | Buy | CITRIX SYSTEMS INC | $1,199,000 | +19.3% | 8,545 | +10.7% | 0.35% | +67.3% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $1,089,000 | +3.3% | 9,388 | +4.4% | 0.32% | +44.6% |
| SCHP | Buy | SCHWAB U.S. TIPS ETFetp | $1,082,000 | +2.0% | 17,689 | +3.5% | 0.32% | +43.0% |
| PDBC | New | INVESCO OPTIMUM YIELD DIVERSetp | $1,083,000 | – | 62,834 | +100.0% | 0.32% | – |
| FLRN | Buy | SPDR BBG BARC IG FLOATING RTetp | $1,084,000 | +3.3% | 35,367 | +3.1% | 0.32% | +44.3% |
| IGSB | Buy | ISHARES 1-5Y INV GRADE CORPetp | $1,081,000 | +2.7% | 19,776 | +3.7% | 0.32% | +43.2% |
| WIP | Buy | SPDR FTSE INTERNATIONAL GOVEetp | $1,063,000 | -2.5% | 19,140 | +3.1% | 0.31% | +36.7% |
| TELL | New | TELLURIAN INC | $936,000 | – | 400,000 | +100.0% | 0.28% | – |
| ECH | Sell | ISHARES MSCI CHILE ETFetp | $908,000 | -69.8% | 26,522 | -73.4% | 0.27% | -57.8% |
| EWW | Sell | ISHARES MSCI MEXICO ETFetp | $898,000 | -68.6% | 20,488 | -69.2% | 0.26% | -56.1% |
| EZA | Sell | ISHARES MSCI SOUTH AFRICA ETetp | $889,000 | -68.8% | 18,013 | -72.2% | 0.26% | -56.3% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $886,000 | -69.9% | 33,497 | -71.0% | 0.26% | -57.9% |
| THD | Sell | ISHARES MSCI THAILAND ETFetp | $879,000 | -68.0% | 10,695 | -70.0% | 0.26% | -55.2% |
| BBJP | Sell | JPMORGAN BETABUILDERS JAPANetp | $879,000 | -91.3% | 15,430 | -95.7% | 0.26% | -87.8% |
| EWZ | Sell | ISHARES MSCI BRAZIL ETFetp | $874,000 | -70.7% | 26,115 | -67.5% | 0.26% | -59.0% |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $856,000 | -70.9% | 20,303 | -72.3% | 0.25% | -59.3% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $854,000 | -70.7% | 14,251 | -74.1% | 0.25% | -59.1% |
| EWY | Sell | ISHARES MSCI SOUTH KOREA ETFetp | $849,000 | -71.9% | 9,470 | -73.1% | 0.25% | -60.8% |
| EWM | Sell | ISHARES MSCI MALAYSIA ETFetp | $830,000 | -70.0% | 30,627 | -68.2% | 0.24% | -58.1% |
| EPOL | Sell | ISHARES MSCI POLAND ETFetp | $808,000 | -72.2% | 44,622 | -70.8% | 0.24% | -61.0% |
| EPHE | Sell | ISHARES MSCI PHILIPPINES ETFetp | $806,000 | -71.6% | 27,594 | -68.2% | 0.24% | -60.4% |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $797,000 | -72.4% | 36,457 | -70.5% | 0.24% | -61.4% |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $792,000 | -70.4% | 16,977 | -70.5% | 0.23% | -58.6% |
| RSX | Buy | VANECK RUSSIA ETFetp | $778,000 | +23.1% | 30,140 | +15.1% | 0.23% | +72.2% |
| EPU | Sell | ISHARES MSCI PERU ETFetp | $764,000 | -72.5% | 22,472 | -71.9% | 0.22% | -61.5% |
| TUR | Sell | ISHARES MSCI TURKEY ETFetp | $649,000 | -79.6% | 28,208 | -76.5% | 0.19% | -71.4% |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $154,000 | -95.3% | 3,465 | -95.8% | 0.04% | -93.5% |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $152,000 | -95.4% | 4,548 | -95.6% | 0.04% | -93.5% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $153,000 | -95.5% | 3,307 | -96.0% | 0.04% | -93.7% |
| EWI | Sell | ISHARES MSCI ITALY ETFetp | $153,000 | -95.4% | 4,866 | -95.7% | 0.04% | -93.5% |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $150,000 | -95.4% | 4,299 | -95.6% | 0.04% | -93.6% |
| EWP | Sell | ISHARES MSCI SPAIN ETFetp | $148,000 | -95.5% | 5,386 | -95.5% | 0.04% | -93.6% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $149,000 | -95.5% | 3,368 | -95.5% | 0.04% | -93.7% |
| EWU | Sell | ISHARES MSCI UNITED KINGDOMetp | $150,000 | -95.5% | 4,794 | -95.8% | 0.04% | -93.7% |
| EWO | Sell | ISHARES MSCI AUSTRIA ETFetp | $150,000 | -90.3% | 6,852 | -91.3% | 0.04% | -86.5% |
| LQD | Exit | ISHARES IBOXX INVESTMENT GRAetp | $0 | – | -7,597 | -100.0% | -0.22% | – |
| Exit | SPDR S&P REGIONAL BANKINGcall | $0 | – | -31,200 | -100.0% | -0.34% | – | |
| KRE | Exit | SPDR S&P REGIONAL BANKINGetp | $0 | – | -31,495 | -100.0% | -0.34% | – |
| VGK | Exit | VANGUARD FTSE EUROPE ETFetp | $0 | – | -30,733 | -100.0% | -0.39% | – |
| Exit | ENERGY SELECT SECTOR SPDRcall | $0 | – | -450,000 | -100.0% | -3.59% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-05-17
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.