Mount Lucas Management LP

Mount Lucas Management LP latest Q4_2020 13F filings reported $456,569,000 in market value on this 2021-02-16 report date . The portfolio quarterly return is -4.40%. This fund has 112 securities concentrations of 100% weights.

Mount Lucas Management LP largest holding is ISHARES TRUST 1-3 YEARTREASURY BOND ETF with weight of 3.82% and $17,455,000 in market value. The portfolio return is computed based on the amount invested in the new quarter. The following shows the portfolio details.

Portfolio Performance History

FILE DATEREPORT PERIODQTR YEARFILE TYPENOS. OF STOCKSREPORTED VALUERETURN
2021-02-162020-12-31Q4_202013F-HR112$456,569,000-4.40%

Portfolio Details

Stock NameTickersValueCurrent Value (x1000)Change Value %WeightComputed PriceShares Change %Current Shares
ISHARES TRSHYDECR$17,455-88.25%3.82%$86.38-188.24%202,068
KOHL'S CORPKSSINCR$12,281120.29%2.69%$40.69-99.68%301,813
SELECT SECTOR SPDR TRXLUBUY$11,9640.00%2.62%$62.700.00%190,809
MGM RESORTS INTERNATIONALMGMINCR$11,01845.38%2.41%$31.51-99.66%349,652
J P MORGAN EXCHANGE-TRADED F BBJPDECR$10,054-5.13%2.20%$28.00-116.41%359,080
SELECT SECTOR SPDR TRXLFBUY$9,8800.00%2.16%$29.480.00%335,148
SELECT SECTOR SPDR TRXLKDECR$9,806-32.89%2.15%$130.02-139.76%75,419
SELECT SECTOR SPDR TRXLVDECR$9,646-36.11%2.11%$113.44-140.59%85,030
SELECT SECTOR SPDR TRXLCDECR$9,601-33.89%2.10%$67.48-141.81%142,284
ISHARES MORTGAGE REAL ESTATE ETFREMINCR$9,588236.78%2.10%$31.8672.31%300,929
SELECT SECTOR SPDR TRXLBDECR$9,524-39.21%2.09%$72.39-146.55%131,570
SELECT SECTOR SPDR TRXLYDECR$9,516-37.18%2.08%$160.78-142.57%59,187
SELECT SECTOR SPDR TRXLPDECR$9,450-37.73%2.07%$67.45-140.82%140,108
SELECT SECTOR SPDR TRXLREBUY$9,4370.00%2.07%$36.560.00%258,124
SELECT SECTOR SPDR TRXLIDECR$9,386-38.77%2.06%$88.55-146.77%106,002
SELECT SECTOR SPDR TRXLEBUY$9,3350.00%2.04%$37.900.00%246,295
INVESCO LTDIVZINCR$9,22054.88%2.02%$17.43-98.62%528,961
ALASKA AIR GROUP INCALKINCR$8,77642.44%1.92%$52.00-99.66%168,763
PRINCIPAL FINANCIAL GROUP INPFGINCR$8,23724.99%1.80%$49.61-98.54%166,038
AMERICAN INTL GROUP INCAIGINCR$8,13439.23%1.78%$37.86-98.75%214,839
UNUM GROUPUNMINCR$7,67039.15%1.68%$22.94-97.90%334,368
HEWLETT PACKARD ENTERPRISE CHPEINCR$6,29628.83%1.38%$11.85-98.13%531,349
SPDR BLOOMBERG BARCLAYS CONVERTIBLE SECURITIES ETFCWBINCR$6,05222.81%1.33%$82.79-97.80%73,105
INVESCO EXCH TRADED FD TR IIBKLNINCR$5,74013.89%1.26%$22.28-88.88%257,631
VALERO ENERGYVLOINCR$5,46833.40%1.20%$56.57-97.84%96,663
CVS HEALTH CORPORATIONCVSINCR$5,34218.32%1.17%$68.30-98.84%78,214
VANGUARD WHITEHALL FDSVYMBUY$4,0890.00%0.90%$91.520.00%44,681
ISHARES INCEMHYINCR$4,05416.86%0.89%$46.35-89.98%87,465
SPDR S&P INTERNATIONAL DIVIDEND ETFDWXBUY$4,0720.00%0.89%$36.560.00%111,381
Invesco S&P 500 BuyWrite ETFBUY$4,0170.00%0.88%$20.490.00%196,025
ISHARES TREMBINCR$4,02715.72%0.88%$115.90-89.28%34,744
MORGAN STANLEYMSBUY$4,0260.00%0.88%$68.530.00%58,750
DAVITA INCDVABUY$3,8700.00%0.85%$117.400.00%32,965
ISHARES TRSHYGINCR$3,81613.74%0.84%$45.44-89.98%83,974
ISHARES INCGHYGINCR$3,85515.90%0.84%$50.74-90.32%75,974
SPDR SER TRJNKINCR$3,83314.86%0.84%$108.93-90.05%35,189
CIGNA CORP NEWCIBUY$3,6020.00%0.79%$208.210.00%17,300
ALLSTATE CORPALLBUY$3,5270.00%0.77%$109.940.00%32,080
ISHARES INCEWNDECR$3,389-0.85%0.74%$41.34-116.47%81,973
ISHARES INCEWLDECR$3,341-2.11%0.73%$44.68-110.02%74,780
ISHARES TREWUBUY$3,3340.00%0.73%$29.290.00%113,839
ISHARES INCEWQINCR$3,271196.29%0.72%$33.2648.94%98,347
ISHARES INCEWGDECR$3,305-1.52%0.72%$31.77-109.73%104,014
ISHARES INCEWIBUY$3,3050.00%0.72%$29.440.00%112,269
ISHARES INCEWDDECR$3,277-4.49%0.72%$39.80-115.27%82,341
UNITEDHEALTH GROUP INCUNHBUY$3,2760.00%0.72%$350.710.00%9,341
ISHARES INCEWPBUY$3,2620.00%0.71%$27.040.00%120,649
TARGET CORPTGTBUY$3,2480.00%0.71%$176.520.00%18,400
ISHARES INCTURBUY$3,1760.00%0.70%$26.500.00%119,850
PROGRESSIVE CORPPGRBUY$3,0700.00%0.67%$98.880.00%31,048
ISHARES INCECHBUY$3,0100.00%0.66%$30.210.00%99,646
ISHARES INCEWYINCR$3,0263.56%0.66%$86.04-121.35%35,168
LENNAR CORPLENBUY$3,0100.00%0.66%$76.240.00%39,482
GLOBAL X FDSGREKBUY$2,9460.00%0.65%$25.460.00%115,702
ISHARES INCEWZBUY$2,9790.00%0.65%$37.060.00%80,373
PULTE GROUP INCPHMBUY$2,9520.00%0.65%$43.120.00%68,463
CENTENE CORP DELCNCBUY$2,9100.00%0.64%$60.040.00%48,470
CONAGRA BRANDS INCCAGBUY$2,9040.00%0.64%$36.250.00%80,101
HUMANA INCHUMBUY$2,9270.00%0.64%$410.290.00%7,134
ISHARES TRINDAINCR$2,9432.83%0.64%$40.22-113.43%73,165
ISHARES MSCI POLAND ETFBUY$2,9060.00%0.64%$19.020.00%152,811
ISHARES INCEWTINCR$2,9171.25%0.64%$53.08-114.37%54,951
ISHARES TRPFFINCR$2,90014.99%0.64%$38.52-91.18%75,295
VANGUARD INTL EQUITY INDEX FVNQIBUY$2,9280.00%0.64%$54.310.00%53,908
D R HORTON INCDHIBUY$2,8720.00%0.63%$68.930.00%41,665
EBAY INCEBAYBUY$2,8910.00%0.63%$50.240.00%57,540
ISHARES TREIDOBUY$2,8920.00%0.63%$23.420.00%123,486
ISHARES INCEWWBUY$2,8590.00%0.63%$43.000.00%66,496
MASCO CORPMASBUY$2,8770.00%0.63%$54.930.00%52,376
VANGUARD INDEX FDSVNQBUY$2,8590.00%0.63%$84.940.00%33,660
ISHARES MSCI PHILIPPINES ETFEPHEBUY$2,8400.00%0.62%$32.700.00%86,837
ISHARES MSCI SOUTH AFRICA ETBUY$2,8450.00%0.62%$43.830.00%64,905
NEWMONT CORPNEMBUY$2,8230.00%0.62%$59.890.00%47,139
ISHARES INCEWMINCR$2,77089.99%0.61%$28.80-27.28%96,175
ISHARES MSCI PERU ETFEPUBUY$2,7770.00%0.61%$34.680.00%80,064
KROGER COMPANYKRBUY$2,7980.00%0.61%$31.760.00%88,105
ISHARES MSCI THAILAND ETFTHDBUY$2,7480.00%0.60%$77.070.00%35,657
QUEST DIAGNOSTICS INCDGXBUY$2,7400.00%0.60%$119.170.00%22,992
WHIRLPOOL CORPWHRDECR$2,755-68.99%0.60%$180.48-168.40%15,265
ISHARES TRFXIDECR$2,675-0.74%0.59%$46.44-110.21%57,604
ISHARES INTERNATIONAL PREFERRED STOCK ETFIPFFINCR$2,59415.34%0.57%$15.58-95.88%166,492
BEST BUY INCBBYBUY$2,5250.00%0.55%$99.780.00%25,305
VANGUARD INTL EQUITY INDEX FVGKBUY$1,8510.00%0.41%$60.230.00%30,733
MONSTER BEVERAGE CORPORATION NEW NPVMNSTBUY$1,6860.00%0.37%$92.480.00%18,230
AGILENT TECHNOLOGIES INCABUY$1,6420.00%0.36%$118.470.00%13,860
SPDR SER TRKREINCR$1,63646.73%0.36%$51.94-99.22%31,495
AMAZON COM INCAMZNINCR$1,5994.03%0.35%$3256.62-99.39%491
IDEXX LABS INCIDXXBUY$1,6000.00%0.35%$499.840.00%3,201
TYLER TECHNOLOGIES INCTYLBUY$1,5870.00%0.35%$436.470.00%3,636
CHARTER COMMUNICATIONS INC NCHTRINCR$1,5496.02%0.34%$661.68-99.96%2,341
ISHARES INCEWOBUY$1,5540.00%0.34%$19.830.00%78,375
PERKINELMER INCPKIBUY$1,5750.00%0.34%$143.520.00%10,974
BIO RAD LABS INCBIOBUY$1,4510.00%0.32%$582.970.00%2,489
COSTCO WHSL CORP NEWCOSTINCR$1,4589.13%0.32%$376.84-97.16%3,869
WEST PHARMACEUTICAL SVSC INCWSTBUY$1,4550.00%0.32%$283.240.00%5,137
ROLLINS INCROLBUY$1,4040.00%0.31%$39.070.00%35,939
THERMO FISHER SCIENTIFIC INCTMOBUY$1,3970.00%0.31%$465.820.00%2,999
DANAHER CORPORATIONDHRBUY$1,3650.00%0.30%$222.100.00%6,146
DOLLAR GEN CORP NEWDGINCR$1,3700.66%0.30%$210.28-99.63%6,515
LILLY ELI & COLLYINCR$1,26814.65%0.28%$168.82-99.50%7,511
WALMART INCWMTINCR$1,2893.53%0.28%$144.20-99.54%8,939
CLOROX CO DELCLXDECR$1,234-3.37%0.27%$201.86-99.39%6,113
AKAMAI TECHNOLOGIES INCAKAMDECR$1,168-5.04%0.26%$104.95-99.96%11,129
CAMPBELL SOUP COCPBINCR$1,1220.81%0.25%$48.36-99.21%23,199
SPDR FTSE INTERNATIONAL GOVERNMENT INFLATION- PROTECTED BOND ETFINCR$1,09018.09%0.24%$58.73-90.95%18,560
ISHARES TRIGSBINCR$1,05311.90%0.23%$55.19-88.70%19,079
ISHARES TRLQDINCR$1,04911.83%0.23%$138.08-90.93%7,597
ISHARES TRMUBINCR$1,05411.65%0.23%$117.23-89.57%8,991
SCHWAB STRATEGIC TRSCHPINCR$1,06112.87%0.23%$62.06-87.90%17,096
SPDR SER TRFLRNINCR$1,04911.24%0.23%$30.59-88.83%34,289
CITRIX SYS INCCTXSDECR$1,005-5.10%0.22%$130.16-99.57%7,721
VANECK VECTORS ETF TRRSXBUY$6320.00%0.14%$24.140.00%26,182
AMERICAN TOWER CORP NEWAMTSOLD$00.00%-100.00%$0.000.00%0
CARDINAL HEALTH INCCAHSOLD$00.00%-100.00%$0.000.00%0
CROWN CASTLE INTL CORP NEWCCISOLD$00.00%-100.00%$0.000.00%0
CINCINNATI FINL CORPCINFSOLD$00.00%-100.00%$0.000.00%0
DELTA AIR LINES INC DELDALSOLD$00.00%-100.00%$0.000.00%0
EQUITY RESIDENTIALEQRSOLD$00.00%-100.00%$0.000.00%0
EXTRA SPACE STORAGE INC0SOLD$00.00%-100.00%$0.000.00%0
HERSHEY COMPANY, THEHSYSOLD$00.00%-100.00%$0.000.00%0
LINCOLN NATL CORP INDLNCSOLD$00.00%-100.00%$0.000.00%0
MID-AMER APT CMNTYS INCMAASOLD$00.00%-100.00%$0.000.00%0
MCDONALDS CORPMCDSOLD$00.00%-100.00%$0.000.00%0
MONDELEZ INTERNATIONAL INCMDLZSOLD$00.00%-100.00%$0.000.00%0
METLIFE INCMETSOLD$00.00%-100.00%$0.000.00%0
PRUDENTIAL FINANCIALPRUSOLD$00.00%-100.00%$0.000.00%0
PHILLIPS 66PSXSOLD$00.00%-100.00%$0.000.00%0
SBA COMMUNICATIONS CORP NEWSBACSOLD$00.00%-100.00%$0.000.00%0
SEAGATE TECHNOLOGY PLCSTXSOLD$00.00%-100.00%$0.000.00%0
SYNCHRONY FINANCIALSYFSOLD$00.00%-100.00%$0.000.00%0
XEROX HOLDINGS CORPXRXSOLD$00.00%-100.00%$0.000.00%0
APPLE INCSOLD$00.00%-100.00%$0.000.00%0