Mount Lucas Management Lp Top Holdings and 13F Report (2021)

About Mount Lucas Management Lp

Investment Activity

Mount Lucas Management Lp has $293.59 million in total holdings as of September 30, 2021.
Mount Lucas Management Lp owns shares of 145 different stocks, but just 61 companies or ETFs make up 80% of its holdings.
Approximately 18.47% of the portfolio was purchased this quarter.
About 53.51% of the portfolio was sold this quarter.
This quarter, Mount Lucas Management Lp has purchased 155 new stocks and bought additional shares in 79 stocks.
Mount Lucas Management Lp sold shares of 55 stocks and completely divested from 19 stocks this quarter.

Largest Holdings

KraneShares CSI China Internet ETF: $47,117,700
Invesco QQQ: $26,005,834
Alibaba Group: $21,224,000
JD.com: $8,000,000
AGNC Investment: $5,329,370

Largest New Holdings this Quarter

JD.com: $8,000,000 Holding
Simplify Volatility Premium ETF: $1,824,876 Holding
iShares MSCI Thailand ETF: $961,537 Holding
SoFi Technologies: $919,620 Holding
iShares MSCI Philippines ETF: $902,943 Holding

Largest Purchases this Quarter

KraneShares CSI China Internet ETF: 800,000 shares (about $27.22M)
JD.com: 200,000 shares (about $8M)
Invesco QQQ: 14,015 shares (about $6.84M)
Simplify Volatility Premium ETF: 83,100 shares (about $1.82M)
iShares MSCI Thailand ETF: 13,879 shares (about $961.54K)

Largest Sales this Quarter

Alibaba Group: 550,000 shares (about $58.37M)
The Hartford Financial Services Group: 40,050 shares (about $4.71M)
Loews: 50,724 shares (about $4.01M)
PulteGroup: 24,541 shares (about $3.52M)
DaVita: 20,522 shares (about $3.36M)

Sector Allocation Over Time

Selling

Neutral

Buying

Latest 13F Holdings and Changes Since Previous Quarterly Filing

Issuer Name	Holdings Value	Approximate Purchase/Sale	Change in Shares	Shares Held	% of Portfolio	Sector
KWEB KraneShares CSI China Internet ETF	$47,117,700	$27,216,000 ▲	136.8%	1,385,000	16.0%	Manufacturing
QQQ Invesco QQQ	$26,005,834	$6,840,301 ▲	35.7%	53,283	8.9%	Finance
BABA Alibaba Group	$21,224,000	$58,366,000 ▼	-73.3%	200,000	7.2%	Retail/Wholesale
JD JD.com	$8,000,000	$8,000,000 ▲	New Holding	200,000	2.7%	Retail/Wholesale
AGNC AGNC Investment	$5,329,370	$183,050 ▲	3.6%	509,500	1.8%	Finance
NLY Annaly Capital Management	$5,258,340	$160,560 ▲	3.1%	262,000	1.8%	Finance
HIG The Hartford Financial Services Group	$4,519,870	$4,710,281 ▼	-51.0%	38,431	1.5%	Finance
EWA iShares MSCI Australia ETF	$3,580,879	$15,019 ▲	0.4%	132,087	1.2%	Finance
COST Costco Wholesale	$3,573,562	$2,802,290 ▼	-44.0%	4,031	1.2%	Retail/Wholesale
L Loews	$3,468,635	$4,009,732 ▼	-53.6%	43,879	1.2%	Finance
BBJP JPMorgan BetaBuilders Japan ETF	$3,402,138	$69,713 ▲	2.1%	57,391	1.2%	ETF
ACGL Arch Capital Group	$3,379,671	$3,154,457 ▼	-48.3%	30,208	1.2%	Finance
RSG Republic Services	$3,280,119	$2,572,961 ▼	-44.0%	16,332	1.1%	Business Services
JPM JPMorgan Chase & Co.	$3,162,689	$2,827,000 ▼	-47.2%	14,999	1.1%	Finance
DAL Delta Air Lines	$2,987,112	$2,832,406 ▼	-48.7%	58,813	1.0%	Transportation
SYF Synchrony Financial	$2,777,518	$3,217,909 ▼	-53.7%	55,684	0.9%	Finance
CWB SPDR Bloomberg Convertible Securities ETF	$2,753,104	$80,113 ▲	3.0%	35,946	0.9%	ETF
PFF iShares Preferred and Income Securities ETF	$2,751,444	$124,347 ▲	4.7%	82,800	0.9%	ETF
IEF iShares 7-10 Year Treasury Bond ETF	$2,689,567	$108,324 ▼	-3.9%	27,411	0.9%	ETF
REM iShares Mortgage Real Estate ETF	$2,685,287	$300,825 ▲	12.6%	113,160	0.9%	ETF
IEI iShares 3-7 Year Treasury Bond ETF	$2,680,587	$728,514 ▼	-21.4%	22,412	0.9%	ETF
BKLN Invesco Senior Loan ETF	$2,676,968	$178,711 ▲	7.2%	127,414	0.9%	ETF
SHY iShares 1-3 Year Treasury Bond ETF	$2,672,108	$1,299,717 ▼	-32.7%	32,136	0.9%	Manufacturing
UAL United Airlines	$2,652,776	$3,100,697 ▼	-53.9%	46,491	0.9%	Transportation
EMHY iShares J.P. Morgan EM High Yield Bond ETF	$2,587,299	$114,797 ▲	4.6%	66,307	0.9%	ETF
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF	$2,579,720	$85,439 ▲	3.4%	27,567	0.9%	ETF
DWX SPDR S&P International Dividend ETF	$2,567,233	$36,131 ▼	-1.4%	66,862	0.9%	ETF
PBP Invesco S&P 500 BuyWrite ETF	$2,566,211	$95,882 ▲	3.9%	112,356	0.9%	ETF
VYM Vanguard High Dividend Yield ETF	$2,560,154	$16,794 ▲	0.7%	19,970	0.9%	ETF
PCAR PACCAR	$2,370,392	$2,493,841 ▼	-51.3%	24,021	0.8%	Auto/Tires/Trucks
PHM PulteGroup	$2,337,960	$3,522,369 ▼	-60.1%	16,289	0.8%	Construction
DVA DaVita	$2,231,251	$3,364,171 ▼	-60.1%	13,611	0.8%	Medical
EG Everest Group	$2,229,121	$2,584,903 ▼	-53.7%	5,689	0.8%	Finance
QQQM Invesco NASDAQ 100 ETF	$2,040,234	$453,720 ▲	28.6%	10,158	0.7%	ETF
AIZ Assurant	$1,974,083	$2,954,860 ▼	-59.9%	9,927	0.7%	Finance
SVOL Simplify Volatility Premium ETF	$1,824,876	$1,824,876 ▲	New Holding	83,100	0.6%	ETF
GHYG iShares US & Intl High Yield Corp Bond ETF	$1,808,034	$65,967 ▲	3.8%	39,495	0.6%	ETF
HYGV FlexShares High Yield Value-Scored Bond Index Fund	$1,805,303	$80,413 ▲	4.7%	43,329	0.6%	ETF
JNK SPDR Bloomberg High Yield Bond ETF	$1,804,714	$69,626 ▲	4.0%	18,455	0.6%	Finance
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	$1,802,451	$79,676 ▲	4.6%	41,512	0.6%	ETF
FALN iShares Fallen Angels USD Bond ETF	$1,800,530	$69,307 ▲	4.0%	65,857	0.6%	Manufacturing
CTAS Cintas	$1,702,216	$925,637 ▲	119.2%	8,268	0.6%	Business Services
KGC Kinross Gold	$1,681,655	$44,657 ▲	2.7%	179,664	0.6%	Basic Materials
AJG Arthur J. Gallagher & Co.	$1,651,079	$1,245,062 ▼	-43.0%	5,868	0.6%	Finance
CBOE Cboe Global Markets	$1,627,282	$1,218,976 ▼	-42.8%	7,943	0.6%	Financial Services
THC Tenet Healthcare	$1,626,267	$37,894 ▲	2.4%	9,785	0.6%	Medical
TMUS T-Mobile US	$1,621,783	$1,779,236 ▼	-52.3%	7,859	0.6%	Computer and Technology
BRO Brown & Brown	$1,619,164	$1,332,814 ▼	-45.1%	15,629	0.6%	Finance
BR Broadridge Financial Solutions	$1,604,769	$1,206,533 ▼	-42.9%	7,463	0.5%	Business Services
CPRT Copart	$1,556,175	$1,177,690 ▼	-43.1%	29,698	0.5%	Business Services
TJX TJX Companies	$1,547,061	$1,268,609 ▼	-45.1%	13,162	0.5%	Retail/Wholesale
CME CME Group	$1,521,602	$1,139,657 ▼	-42.8%	6,896	0.5%	Finance
V Visa	$1,521,298	$1,147,091 ▼	-43.0%	5,533	0.5%	Business Services
ROP Roper Technologies	$1,462,324	$1,108,985 ▼	-43.1%	2,628	0.5%	Computer and Technology
APH Amphenol	$1,410,519	$1,160,305 ▼	-45.1%	21,647	0.5%	Computer and Technology
VNQI Vanguard Global ex-U.S. Real Estate ETF	$1,402,609	$1,689 ▼	-0.1%	29,900	0.5%	ETF
PERMIAN RESOURCES CORP	$1,397,761	$52,004 ▲	3.9%	102,701	0.5%	Common Stock
VNQ Vanguard Real Estate ETF	$1,374,791	$39,065 ▲	2.9%	14,112	0.5%	ETF
URI United Rentals	$1,320,670	$1,989,507 ▼	-60.1%	1,631	0.4%	Construction
HCA HCA Healthcare	$1,273,345	$1,921,601 ▼	-60.1%	3,133	0.4%	Medical
RCL Royal Caribbean Cruises	$1,254,467	$32,280 ▲	2.6%	7,073	0.4%	Consumer Discretionary
BK Bank of New York Mellon	$1,203,008	$1,792,116 ▼	-59.8%	16,741	0.4%	Finance
MCK McKesson	$1,187,102	$979,940 ▼	-45.2%	2,401	0.4%	Medical
FTI TechnipFMC	$1,143,943	$28,696 ▲	2.6%	43,612	0.4%	Oils/Energy
TRGP Targa Resources	$1,108,595	$1,657,268 ▼	-59.9%	7,490	0.4%	Oils/Energy
UHS Universal Health Services	$1,074,057	$1,618,414 ▼	-60.1%	4,690	0.4%	Medical
LEN Lennar	$1,073,136	$1,611,016 ▼	-60.0%	5,724	0.4%	Construction
MET MetLife	$1,042,712	$1,553,840 ▼	-59.8%	12,642	0.4%	Finance
CCL Carnival Co. &	$1,033,568	$24,209 ▲	2.4%	55,929	0.4%	Consumer Discretionary
DKNG DraftKings	$1,030,607	$24,226 ▲	2.4%	26,291	0.4%	Consumer Discretionary
FXI iShares China Large-Cap ETF	$1,026,049	$71,759 ▲	7.5%	32,286	0.3%	ETF
WFC Wells Fargo & Company	$1,004,505	$1,496,363 ▼	-59.8%	17,782	0.3%	Finance
THD iShares MSCI Thailand ETF	$961,537	$961,537 ▲	New Holding	13,879	0.3%	ETF
CB Chubb	$952,552	$1,434,452 ▼	-60.1%	3,303	0.3%	Finance
VRT Vertiv	$936,300	$22,186 ▲	2.4%	9,411	0.3%	Computer and Technology
WRB W. R. Berkley	$935,875	$624,371 ▼	-40.0%	16,497	0.3%	Finance
SOFI SoFi Technologies	$919,620	$919,620 ▲	New Holding	117,000	0.3%	Finance
EZA iShares MSCI South Africa ETF	$916,826	$86,738 ▼	-8.6%	18,191	0.3%	ETF
EPU iShares MSCI Peru and Global Exposure ETF	$906,737	$105,359 ▲	13.1%	20,999	0.3%	ETF
EPHE iShares MSCI Philippines ETF	$902,943	$902,943 ▲	New Holding	30,997	0.3%	ETF
EWM iShares MSCI Malaysia ETF	$891,514	$60,376 ▼	-6.3%	32,958	0.3%	Finance
EIDO iShares MSCI Indonesia ETF	$882,900	$882,900 ▲	New Holding	39,240	0.3%	ETF
GREK Global X MSCI Greece ETF	$880,990	$42,153 ▲	5.0%	20,398	0.3%	ETF
APPLOVIN CORP-CLASS A	$876,904	$20,627 ▲	2.4%	6,717	0.3%	Common Stock
INDA iShares MSCI India ETF	$866,244	$14,340 ▼	-1.6%	14,800	0.3%	ETF
GM General Motors	$863,529	$1,300,271 ▼	-60.1%	19,258	0.3%	Auto/Tires/Trucks
EWT iShares MSCI Taiwan ETF	$855,402	$1,616 ▲	0.2%	15,879	0.3%	ETF
AIG American International Group	$854,301	$1,281,818 ▼	-60.0%	11,666	0.3%	Finance
EPOL iShares MSCI Poland ETF	$842,801	$63,024 ▲	8.1%	34,769	0.3%	ETF
NVDA NVIDIA	$817,777	$18,945 ▲	2.4%	6,734	0.3%	Computer and Technology
CMCSA Comcast	$814,640	$1,212,165 ▼	-59.8%	19,503	0.3%	Consumer Discretionary
F Ford Motor	$812,603	$1,194,706 ▼	-59.5%	76,951	0.3%	Auto/Tires/Trucks
FANG Diamondback Energy	$805,280	$1,192,318 ▼	-59.7%	4,671	0.3%	Oils/Energy
EWP iShares MSCI Spain ETF	$790,708	$37,196 ▲	4.9%	22,406	0.3%	ETF
EWG iShares MSCI Germany ETF	$787,491	$23,790 ▲	3.1%	23,271	0.3%	ETF
CE Celanese	$783,130	$1,171,840 ▼	-59.9%	5,760	0.3%	Basic Materials
EWD iShares MSCI Sweden ETF	$781,684	$37,810 ▲	5.1%	18,007	0.3%	Finance
EWQ iShares MSCI France ETF	$769,256	$69,165 ▲	9.9%	19,041	0.3%	ETF
RNMBY Rheinmetall	$768,007		0.0%	7,100	0.3%	Industrials
EWI iShares MSCI Italy ETF	$761,512	$35,609 ▲	4.9%	19,546	0.3%	ETF

Showing largest 100 holdings. View all holdings.

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Mount Lucas Management Lp Top Holdings and 13F Report (2021)

About Mount Lucas Management Lp

Investment Activity

Largest Holdings

Largest New Holdings this Quarter

Largest Purchases this Quarter

Largest Sales this Quarter

Sector Allocation Over Time

Latest 13F Holdings and Changes Since Previous Quarterly Filing

More Institutional Buying and Selling Information

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Mount Lucas Management Lp Top Holdings and 13F Report (2021)

About Mount Lucas Management Lp

Investment Activity

Largest Holdings

Largest New Holdings this Quarter

Largest Purchases this Quarter

Largest Sales this Quarter

Sector Allocation Over Time

Map of 500 Largest Holdings ofMount Lucas Management Lp

Latest 13F Holdings and Changes Since Previous Quarterly Filing

More Institutional Buying and Selling Information

MarketBeat All Access Features

Best-in-Class Portfolio Monitoring

Stock Ideas and Recommendations

Advanced Stock Screeners and Research Tools