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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

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
iShares MSCI Thailand ETF
$961,537 Holding
SoFi Technologies
$919,620 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

Map of 500 Largest Holdings ofMount Lucas Management Lp

 
 
Selling
 
 
Neutral
 
 
Buying
Issuer NameHoldings ValueApproximate Purchase/SaleChange in SharesShares Held% of PortfolioSector
KraneShares CSI China Internet ETF stock logo
KWEB
KraneShares CSI China Internet ETF
$47,117,700$27,216,000 136.8%1,385,00016.0%Manufacturing
Invesco QQQ stock logo
QQQ
Invesco QQQ
$26,005,834$6,840,301 35.7%53,2838.9%Finance
Alibaba Group Holding Limited stock logo
BABA
Alibaba Group
$21,224,000$58,366,000 -73.3%200,0007.2%Retail/Wholesale
JD.com, Inc. stock logo
JD
JD.com
$8,000,000$8,000,000 New Holding200,0002.7%Retail/Wholesale
AGNC Investment Corp. stock logo
AGNC
AGNC Investment
$5,329,370$183,050 3.6%509,5001.8%Finance
Annaly Capital Management, Inc. stock logo
NLY
Annaly Capital Management
$5,258,340$160,560 3.1%262,0001.8%Finance
The Hartford Financial Services Group, Inc. stock logo
HIG
The Hartford Financial Services Group
$4,519,870$4,710,281 -51.0%38,4311.5%Finance
iShares MSCI Australia ETF stock logo
EWA
iShares MSCI Australia ETF
$3,580,879$15,019 0.4%132,0871.2%Finance
Costco Wholesale Co. stock logo
COST
Costco Wholesale
$3,573,562$2,802,290 -44.0%4,0311.2%Retail/Wholesale
Loews Co. stock logo
L
Loews
$3,468,635$4,009,732 -53.6%43,8791.2%Finance
JPMorgan BetaBuilders Japan ETF stock logo
BBJP
JPMorgan BetaBuilders Japan ETF
$3,402,138$69,713 2.1%57,3911.2%ETF
Arch Capital Group Ltd. stock logo
ACGL
Arch Capital Group
$3,379,671$3,154,457 -48.3%30,2081.2%Finance
Republic Services, Inc. stock logo
RSG
Republic Services
$3,280,119$2,572,961 -44.0%16,3321.1%Business Services
JPMorgan Chase & Co. stock logo
JPM
JPMorgan Chase & Co.
$3,162,689$2,827,000 -47.2%14,9991.1%Finance
Delta Air Lines, Inc. stock logo
DAL
Delta Air Lines
$2,987,112$2,832,406 -48.7%58,8131.0%Transportation
Synchrony Financial stock logo
SYF
Synchrony Financial
$2,777,518$3,217,909 -53.7%55,6840.9%Finance
SPDR Bloomberg Convertible Securities ETF stock logo
CWB
SPDR Bloomberg Convertible Securities ETF
$2,753,104$80,113 3.0%35,9460.9%ETF
iShares Preferred and Income Securities ETF stock logo
PFF
iShares Preferred and Income Securities ETF
$2,751,444$124,347 4.7%82,8000.9%ETF
iShares 7-10 Year Treasury Bond ETF stock logo
IEF
iShares 7-10 Year Treasury Bond ETF
$2,689,567$108,324 -3.9%27,4110.9%ETF
iShares Mortgage Real Estate ETF stock logo
REM
iShares Mortgage Real Estate ETF
$2,685,287$300,825 12.6%113,1600.9%ETF
iShares 3-7 Year Treasury Bond ETF stock logo
IEI
iShares 3-7 Year Treasury Bond ETF
$2,680,587$728,514 -21.4%22,4120.9%ETF
Invesco Senior Loan ETF stock logo
BKLN
Invesco Senior Loan ETF
$2,676,968$178,711 7.2%127,4140.9%ETF
iShares 1-3 Year Treasury Bond ETF stock logo
SHY
iShares 1-3 Year Treasury Bond ETF
$2,672,108$1,299,717 -32.7%32,1360.9%Manufacturing
United Airlines Holdings, Inc. stock logo
UAL
United Airlines
$2,652,776$3,100,697 -53.9%46,4910.9%Transportation
iShares J.P. Morgan EM High Yield Bond ETF stock logo
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
$2,587,299$114,797 4.6%66,3070.9%ETF
iShares J.P. Morgan USD Emerging Markets Bond ETF stock logo
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
$2,579,720$85,439 3.4%27,5670.9%ETF
SPDR S&P International Dividend ETF stock logo
DWX
SPDR S&P International Dividend ETF
$2,567,233$36,131 -1.4%66,8620.9%ETF
PBP
Invesco S&P 500 BuyWrite ETF
$2,566,211$95,882 3.9%112,3560.9%ETF
Vanguard High Dividend Yield ETF stock logo
VYM
Vanguard High Dividend Yield ETF
$2,560,154$16,794 0.7%19,9700.9%ETF
PACCAR Inc stock logo
PCAR
PACCAR
$2,370,392$2,493,841 -51.3%24,0210.8%Auto/Tires/Trucks
PulteGroup, Inc. stock logo
PHM
PulteGroup
$2,337,960$3,522,369 -60.1%16,2890.8%Construction
DaVita Inc. stock logo
DVA
DaVita
$2,231,251$3,364,171 -60.1%13,6110.8%Medical
Everest Group, Ltd. stock logo
EG
Everest Group
$2,229,121$2,584,903 -53.7%5,6890.8%Finance
Invesco NASDAQ 100 ETF stock logo
QQQM
Invesco NASDAQ 100 ETF
$2,040,234$453,720 28.6%10,1580.7%ETF
Assurant, Inc. stock logo
AIZ
Assurant
$1,974,083$2,954,860 -59.9%9,9270.7%Finance
Simplify Volatility Premium ETF stock logo
SVOL
Simplify Volatility Premium ETF
$1,824,876$1,824,876 New Holding83,1000.6%ETF
iShares US & Intl High Yield Corp Bond ETF stock logo
GHYG
iShares US & Intl High Yield Corp Bond ETF
$1,808,034$65,967 3.8%39,4950.6%ETF
FlexShares High Yield Value-Scored Bond Index Fund stock logo
HYGV
FlexShares High Yield Value-Scored Bond Index Fund
$1,805,303$80,413 4.7%43,3290.6%ETF
SPDR Bloomberg High Yield Bond ETF stock logo
JNK
SPDR Bloomberg High Yield Bond ETF
$1,804,714$69,626 4.0%18,4550.6%Finance
iShares 0-5 Year High Yield Corporate Bond ETF stock logo
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
$1,802,451$79,676 4.6%41,5120.6%ETF
iShares Fallen Angels USD Bond ETF stock logo
FALN
iShares Fallen Angels USD Bond ETF
$1,800,530$69,307 4.0%65,8570.6%Manufacturing
Cintas Co. stock logo
CTAS
Cintas
$1,702,216$925,637 119.2%8,2680.6%Industrial Products
Kinross Gold Co. stock logo
KGC
Kinross Gold
$1,681,655$44,657 2.7%179,6640.6%Basic Materials
Arthur J. Gallagher & Co. stock logo
AJG
Arthur J. Gallagher & Co.
$1,651,079$1,245,062 -43.0%5,8680.6%Finance
Cboe Global Markets, Inc. stock logo
CBOE
Cboe Global Markets
$1,627,282$1,218,976 -42.8%7,9430.6%Financial Services
Tenet Healthcare Co. stock logo
THC
Tenet Healthcare
$1,626,267$37,894 2.4%9,7850.6%Medical
T-Mobile US, Inc. stock logo
TMUS
T-Mobile US
$1,621,783$1,779,236 -52.3%7,8590.6%Computer and Technology
Brown & Brown, Inc. stock logo
BRO
Brown & Brown
$1,619,164$1,332,814 -45.1%15,6290.6%Finance
Broadridge Financial Solutions, Inc. stock logo
BR
Broadridge Financial Solutions
$1,604,769$1,206,533 -42.9%7,4630.5%Business Services
Copart, Inc. stock logo
CPRT
Copart
$1,556,175$1,177,690 -43.1%29,6980.5%Business Services
The TJX Companies, Inc. stock logo
TJX
TJX Companies
$1,547,061$1,268,609 -45.1%13,1620.5%Retail/Wholesale
CME Group Inc. stock logo
CME
CME Group
$1,521,602$1,139,657 -42.8%6,8960.5%Finance
Visa Inc. stock logo
V
Visa
$1,521,298$1,147,091 -43.0%5,5330.5%Business Services
Roper Technologies, Inc. stock logo
ROP
Roper Technologies
$1,462,324$1,108,985 -43.1%2,6280.5%Computer and Technology
Amphenol Co. stock logo
APH
Amphenol
$1,410,519$1,160,305 -45.1%21,6470.5%Computer and Technology
Vanguard Global ex-U.S. Real Estate ETF stock logo
VNQI
Vanguard Global ex-U.S. Real Estate ETF
$1,402,609$1,689 -0.1%29,9000.5%ETF
PERMIAN RESOURCES CORP
$1,397,761$52,004 3.9%102,7010.5%Common Stock
Vanguard Real Estate ETF stock logo
VNQ
Vanguard Real Estate ETF
$1,374,791$39,065 2.9%14,1120.5%ETF
United Rentals, Inc. stock logo
URI
United Rentals
$1,320,670$1,989,507 -60.1%1,6310.4%Construction
HCA Healthcare, Inc. stock logo
HCA
HCA Healthcare
$1,273,345$1,921,601 -60.1%3,1330.4%Medical
Royal Caribbean Cruises Ltd. stock logo
RCL
Royal Caribbean Cruises
$1,254,467$32,280 2.6%7,0730.4%Consumer Discretionary
The Bank of New York Mellon Co. stock logo
BK
Bank of New York Mellon
$1,203,008$1,792,116 -59.8%16,7410.4%Finance
McKesson Co. stock logo
MCK
McKesson
$1,187,102$979,940 -45.2%2,4010.4%Medical
TechnipFMC plc stock logo
FTI
TechnipFMC
$1,143,943$28,696 2.6%43,6120.4%Oils/Energy
Targa Resources Corp. stock logo
TRGP
Targa Resources
$1,108,595$1,657,268 -59.9%7,4900.4%Oils/Energy
Universal Health Services, Inc. stock logo
UHS
Universal Health Services
$1,074,057$1,618,414 -60.1%4,6900.4%Medical
Lennar Co. stock logo
LEN
Lennar
$1,073,136$1,611,016 -60.0%5,7240.4%Construction
MetLife, Inc. stock logo
MET
MetLife
$1,042,712$1,553,840 -59.8%12,6420.4%Finance
Carnival Co. & plc stock logo
CCL
Carnival Co. &
$1,033,568$24,209 2.4%55,9290.4%Consumer Discretionary
DraftKings Inc. stock logo
DKNG
DraftKings
$1,030,607$24,226 2.4%26,2910.4%Consumer Discretionary
iShares China Large-Cap ETF stock logo
FXI
iShares China Large-Cap ETF
$1,026,049$71,759 7.5%32,2860.3%ETF
Wells Fargo & Company stock logo
WFC
Wells Fargo & Company
$1,004,505$1,496,363 -59.8%17,7820.3%Finance
iShares MSCI Thailand ETF stock logo
THD
iShares MSCI Thailand ETF
$961,537$961,537 New Holding13,8790.3%ETF
Chubb Limited stock logo
CB
Chubb
$952,552$1,434,452 -60.1%3,3030.3%Finance
Vertiv Holdings Co stock logo
VRT
Vertiv
$936,300$22,186 2.4%9,4110.3%Computer and Technology
W. R. Berkley Co. stock logo
WRB
W. R. Berkley
$935,875$624,371 -40.0%16,4970.3%Finance
SoFi Technologies, Inc. stock logo
SOFI
SoFi Technologies
$919,620$919,620 New Holding117,0000.3%Finance
iShares MSCI South Africa ETF stock logo
EZA
iShares MSCI South Africa ETF
$916,826$86,738 -8.6%18,1910.3%ETF
iShares MSCI Peru and Global Exposure ETF stock logo
EPU
iShares MSCI Peru and Global Exposure ETF
$906,737$105,359 13.1%20,9990.3%ETF
iShares MSCI Philippines ETF stock logo
EPHE
iShares MSCI Philippines ETF
$902,943$902,943 New Holding30,9970.3%ETF
iShares MSCI Malaysia ETF stock logo
EWM
iShares MSCI Malaysia ETF
$891,514$60,376 -6.3%32,9580.3%Finance
iShares MSCI Indonesia ETF stock logo
EIDO
iShares MSCI Indonesia ETF
$882,900$882,900 New Holding39,2400.3%ETF
GREK
Global X MSCI Greece ETF
$880,990$42,153 5.0%20,3980.3%ETF
APPLOVIN CORP-CLASS A
$876,904$20,627 2.4%6,7170.3%Common Stock
iShares MSCI India ETF stock logo
INDA
iShares MSCI India ETF
$866,244$14,340 -1.6%14,8000.3%ETF
General Motors stock logo
GM
General Motors
$863,529$1,300,271 -60.1%19,2580.3%Auto/Tires/Trucks
iShares MSCI Taiwan ETF stock logo
EWT
iShares MSCI Taiwan ETF
$855,402$1,616 0.2%15,8790.3%ETF
American International Group, Inc. stock logo
AIG
American International Group
$854,301$1,281,818 -60.0%11,6660.3%Finance
iShares MSCI Poland ETF stock logo
EPOL
iShares MSCI Poland ETF
$842,801$63,024 8.1%34,7690.3%ETF
NVIDIA Co. stock logo
NVDA
NVIDIA
$817,777$18,945 2.4%6,7340.3%Computer and Technology
Comcast Co. stock logo
CMCSA
Comcast
$814,640$1,212,165 -59.8%19,5030.3%Consumer Discretionary
Ford Motor stock logo
F
Ford Motor
$812,603$1,194,706 -59.5%76,9510.3%Auto/Tires/Trucks
Diamondback Energy, Inc. stock logo
FANG
Diamondback Energy
$805,280$1,192,318 -59.7%4,6710.3%Oils/Energy
iShares MSCI Spain ETF stock logo
EWP
iShares MSCI Spain ETF
$790,708$37,196 4.9%22,4060.3%ETF
iShares MSCI Germany ETF stock logo
EWG
iShares MSCI Germany ETF
$787,491$23,790 3.1%23,2710.3%ETF
Celanese Co. stock logo
CE
Celanese
$783,130$1,171,840 -59.9%5,7600.3%Basic Materials
iShares MSCI Sweden ETF stock logo
EWD
iShares MSCI Sweden ETF
$781,684$37,810 5.1%18,0070.3%Finance
iShares MSCI France ETF stock logo
EWQ
iShares MSCI France ETF
$769,256$69,165 9.9%19,0410.3%ETF
Rheinmetall AG stock logo
RNMBY
Rheinmetall
$768,0070.0%7,1000.3%Industrials
iShares MSCI Italy ETF stock logo
EWI
iShares MSCI Italy ETF
$761,512$35,609 4.9%19,5460.3%ETF

Showing largest 100 holdings. View all holdings.
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