Mount Lucas Management LP — Q4 2020 13F Holdings

Name: Mount Lucas Management LP — 13F Holdings, Q4 2020
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

Total reported value

$270.8M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	3.67%	+1.11%	-88.24%
2	✓		Stock-Other	3.59%	—	—
3	KSS	Kohls CORP	Stock-Consumer Disc	2.58%	—	+0.32%
4	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	2.52%	—	—
5	MGM	Mgm Resorts International	Stock-Consumer Disc	2.32%	—	+0.34%
6	JPM	JP Morgan Exchange Traded Fund	Stock-Financials	2.12%	—	-16.41%
7	XLF	Ss Financial Select Sector	ETF-Other	2.08%	—	—
8	XLK	Ss Technology Select Sector	ETF-Tech	2.06%	—	-39.76%
9	XLV	Ss Health Care Select Sector	ETF-Other	2.03%	—	-40.59%
10	XLC	Ss Comm Select Sector Spdr	ETF-Other	2.02%	—	-41.81%
11	REM	Ishares Mortgage Real Estate	ETF-Other	2.02%	-0.69%	+172.31%
12	XLB	Ss Materials Select Sector	ETF-Other	2.00%	—	-46.55%
13	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.00%	—	-42.57%
14	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.99%	—	-40.82%
15	XLRE	Ss Real Estate Select Sector	ETF-Other	1.99%	—	—
16	XLI	Ss Industrial Select Sector	ETF-Other	1.97%	—	-46.77%
17	XLE	Ss Energy Select Sector	ETF-Other	1.96%	—	—
18	IVZ	Invesco Ltd.	Stock-Financials	1.94%	—	+1.38%
19	ALK	Alaska Air Group INC	Stock-Industrials	1.85%	—	+0.34%
20	PFG	Principal Financial Group	Stock-Financials	1.73%	+0.33%	NEW
21	AIG	American International Group	Stock-Financials	1.71%	—	+1.25%
22	UNM	Unum Group	Stock-Financials	1.61%	—	+2.10%
23	HPE	Hewlett Packard Enterprise	Stock-Tech	1.32%	—	+1.87%
24	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	1.27%	—	+2.20%
25	BKLN	Invesco Senior Loan ETF	ETF-Other	1.21%	—	+11.12%
26	VLO	Valero Energy CORP	Stock-Energy	1.15%	—	+2.16%
27	CVS	Cvs Health CORP	Stock-Healthcare	1.12%	—	+1.16%
28	VYM	Vanguard High Dvd Yield ETF	ETF-Other	0.86%	—	—
29	DWX	State Street Spdr S&p Intern	ETF-Other	0.86%	—	—
30	EMHY	Ishares J.p. Morgan Em High	ETF-Other	0.85%	—	+10.02%
31	EMB	Ishares Jp Morgan Usd Emergi	ETF-Other	0.85%	—	+10.72%
32	MS	Morgan Stanley	Stock-Financials	0.85%	—	—
33	PBP	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	0.85%	—	—
34	DVA	Davita INC	Stock-Healthcare	0.81%	—	—
35	GHYG	Ishares Us&intl High Yield C	ETF-High Yield	0.81%	—	+9.68%
36	JNK	Ss Spdr Bb High Yield Bond	ETF-High Yield	0.81%	—	+9.95%
37	SHYG	Ishares 0-5 Yr Hy CORP Bond	ETF-Corp Bonds	0.80%	—	+10.02%
38	CI	THE Cigna Group	Stock-Healthcare	0.76%	—	—
39	ALL	Allstate CORP	Stock-Financials	0.74%	—	—
40	EWN	Ishares Msci Netherlands ETF	ETF-Other	0.71%	—	-16.47%
41	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.70%	—	-10.02%
42	EWU	Ishares Msci United Kingdom	ETF-Other	0.70%	—	—
43	EWI	Ishares Msci Italy ETF	ETF-Other	0.70%	—	—
44	EWG	Ishares Msci Germany ETF	ETF-Other	0.70%	-0.35%	EXIT
45	EWD	Ishares Msci Sweden ETF	ETF-Other	0.69%	—	-15.27%
46	UNH	Unitedhealth Group INC	Stock-Healthcare	0.69%	—	—
47	EWQ	Ishares Msci France ETF	ETF-Other	0.69%	—	+148.94%
48	EWP	Ishares Msci Spain ETF	ETF-Other	0.69%	—	—
49	TGT	Target CORP	Stock-Consumer Disc	0.68%	—	—
50	TUR	Ishares Msci Turkey ETF	ETF-Other	0.67%	—	—

1–50 of 114

Holding changes this quarter

Position changes disclosed by Mount Lucas Management LP for the quarter ending Q4 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	REM	Ishares Mortgage Real Estate	+1.4%	+172.31%	Add
2	KSS	Kohls CORP	+1.4%	+0.32%	Add
3	MGM	Mgm Resorts International	+0.7%	+0.34%	Add
4	IVZ	Invesco Ltd.	+0.7%	+1.38%	Add
5	XLK	Ss Technology Select Sector	-1%	-39.76%	Trim
6	XLC	Ss Comm Select Sector Spdr	-1%	-41.81%	Trim
7	XLV	Ss Health Care Select Sector	-1.1%	-40.59%	Trim
8	XLY	Ss Consumer Disc Select Sect	-1.2%	-42.57%	Trim
9	XLP	Ss Consumer Staples Sel Sect	-1.2%	-40.82%	Trim
10	XLI	Ss Industrial Select Sector	-1.2%	-46.77%	Trim
11	XLB	Ss Materials Select Sector	-1.3%	-46.55%	Trim
12	WHR	Whirlpool CORP	-1.3%	-68.40%	Trim
13	SHY	Ishares 1-3 Year Treasury Bo	-27.3%	-88.24%	Trim
14	✓		—	NEW	New buy
15	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
16	XLF	Ss Financial Select Sector	—	NEW	New buy
17	XLRE	Ss Real Estate Select Sector	—	NEW	New buy
18	XLE	Ss Energy Select Sector	—	NEW	New buy
19	CAH	Cardinal Health INC	—	EXIT	Sold out
20	STX	Seagate Technology Holdings plc	—	EXIT	Sold out
21	MET	Metlife INC	—	EXIT	Sold out
22	SYF	Synchrony Financial	—	EXIT	Sold out
23	PRU	Prudential Financial INC	—	EXIT	Sold out
24	XRX	Xerox Holdings CORP	—	EXIT	Sold out
25	VYM	Vanguard High Dvd Yield ETF	—	NEW	New buy
26	DWX	State Street Spdr S&p Intern	—	NEW	New buy
27	MS	Morgan Stanley	—	NEW	New buy
28	PBP	Invesco S&p 500 Buywrite ETF	—	NEW	New buy
29	LNC	Lincoln National CORP	—	EXIT	Sold out
30	DVA	Davita INC	—	NEW	New buy
31	DAL	Delta Air Lines INC	—	EXIT	Sold out
32	PSX	Phillips 66	—	EXIT	Sold out
33	CI	THE Cigna Group	—	NEW	New buy
34	ALL	Allstate CORP	—	NEW	New buy
35	EWU	Ishares Msci United Kingdom	—	NEW	New buy
36	EWI	Ishares Msci Italy ETF	—	NEW	New buy
37	UNH	Unitedhealth Group INC	—	NEW	New buy
38	EWP	Ishares Msci Spain ETF	—	NEW	New buy
39	TGT	Target CORP	—	NEW	New buy
40	TUR	Ishares Msci Turkey ETF	—	NEW	New buy
41	PGR	Progressive CORP	—	NEW	New buy
42	ECH	Ishares Msci Chile ETF	—	NEW	New buy
43	LEN	Lennar Corp-a	—	NEW	New buy
44	EWZ	Ishares Msci Brazil ETF	—	NEW	New buy
45	PHM	Pultegroup INC	—	NEW	New buy
46	GREK	Global X Msci Greece ETF	—	NEW	New buy
47	VNQI	Vanguard Glbl Ex-us Real Est	—	NEW	New buy
48	HUM	Humana INC	—	NEW	New buy
49	CNC	Centene CORP	—	NEW	New buy
50	EPOL	Ishares Msci Poland ETF	—	NEW	New buy