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

About Mount Lucas Management Lp

Investment Activity

Mount Lucas Management Lp has $287.25 million in total holdings as of September 30, 2021.
Mount Lucas Management Lp owns shares of 135 different stocks, but just 50 companies or ETFs make up 80% of its holdings.
Approximately 27.94% of the portfolio was purchased this quarter.
About 27.63% of the portfolio was sold this quarter.
This quarter, Mount Lucas Management Lp has purchased 145 new stocks and bought additional shares in 28 stocks.
Mount Lucas Management Lp sold shares of 96 stocks and completely divested from 18 stocks this quarter.

Largest Holdings

KraneShares CSI China Internet ETF: $44,090,996
Invesco S&P 500 Pure Value ETF: $24,694,536
X-trackers Harvest CSI 300 China A-Shares Fund: $18,529,000
iShares 1-3 Year Treasury Bond ETF: $16,282,130
JD.com: $13,868,000

Largest New Holdings this Quarter

Invesco S&P 500 Pure Value ETF: $24,694,536 Holding
X-trackers Harvest CSI 300 China A-Shares Fund: $18,529,000 Holding
iShares Russell 1000 Value ETF: $1,982,742 Holding
Marvell Technology: $773,150 Holding
Ciena: $763,290 Holding

Largest Purchases this Quarter

Invesco S&P 500 Pure Value ETF: 273,745 shares (about $24.69M)
X-trackers Harvest CSI 300 China A-Shares Fund: 700,000 shares (about $18.53M)
iShares 1-3 Year Treasury Bond ETF: 166,475 shares (about $13.65M)
JD.com: 200,000 shares (about $6.93M)
iShares 3-7 Year Treasury Bond ETF: 56,812 shares (about $6.56M)

Largest Sales this Quarter

iShares MSCI Australia ETF: 85,244 shares (about $2.03M)
JPMorgan BetaBuilders Japan ETF: 35,881 shares (about $1.97M)
SPDR S&P International Dividend ETF: 35,897 shares (about $1.25M)
iShares Mortgage Real Estate ETF: 46,876 shares (about $1.00M)
Global X MSCI Greece ETF: 14,805 shares (about $574.28K)

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	$44,090,996	$3,593,596 ▲	8.9%	1,507,900	15.3%	Manufacturing
RPV Invesco S&P 500 Pure Value ETF	$24,694,536	$24,694,536 ▲	New Holding	273,745	8.6%	ETF
ASHR X-trackers Harvest CSI 300 China A-Shares Fund	$18,529,000	$18,529,000 ▲	New Holding	700,000	6.5%	ETF
SHY iShares 1-3 Year Treasury Bond ETF	$16,282,130	$13,647,621 ▲	518.0%	198,611	5.7%	Manufacturing
JD JD.com	$13,868,000	$6,934,000 ▲	100.0%	400,000	4.8%	Retail/Wholesale
IEI iShares 3-7 Year Treasury Bond ETF	$9,154,333	$6,564,626 ▲	253.5%	79,224	3.2%	ETF
AGNC AGNC Investment	$4,810,383	$117,888 ▲	2.5%	522,300	1.7%	Finance
NLY Annaly Capital Management	$4,794,600		0.0%	262,000	1.7%	Finance
UAL United Airlines	$4,132,576	$381,700 ▼	-8.5%	42,560	1.4%	Transportation
HIG The Hartford Financial Services Group	$3,919,693	$284,659 ▼	-6.8%	35,829	1.4%	Finance
L Loews	$3,515,143	$200,969 ▼	-5.4%	41,506	1.2%	Finance
COST Costco Wholesale	$3,510,230	$183,254 ▼	-5.0%	3,831	1.2%	Retail/Wholesale
JPM JPMorgan Chase & Co.	$3,340,838	$254,572 ▼	-7.1%	13,937	1.2%	Finance
SYF Synchrony Financial	$3,328,390	$291,070 ▼	-8.0%	51,206	1.2%	Finance
DAL Delta Air Lines	$3,208,739	$349,448 ▼	-9.8%	53,037	1.1%	Transportation
RSG Republic Services	$3,129,355	$156,317 ▼	-4.8%	15,555	1.1%	Business Services
BKLN Invesco Senior Loan ETF	$2,770,284	$85,671 ▲	3.2%	131,480	1.0%	ETF
PBP Invesco S&P 500 BuyWrite ETF	$2,687,145	$38,914 ▲	1.5%	114,007	0.9%	ETF
PFF iShares Preferred and Income Securities ETF	$2,660,641	$57,409 ▲	2.2%	84,626	0.9%	ETF
CWB SPDR Bloomberg Convertible Securities ETF	$2,640,627	$159,207 ▼	-5.7%	33,902	0.9%	ETF
ACGL Arch Capital Group	$2,629,943	$159,765 ▼	-5.7%	28,478	0.9%	Finance
EMHY iShares J.P. Morgan EM High Yield Bond ETF	$2,595,097	$76,758 ▲	3.0%	68,328	0.9%	ETF
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF	$2,569,071	$114,505 ▲	4.7%	28,853	0.9%	ETF
VYM Vanguard High Dividend Yield ETF	$2,506,761	$41,212 ▼	-1.6%	19,647	0.9%	ETF
PCAR PACCAR	$2,314,445	$184,219 ▼	-7.4%	22,250	0.8%	Auto/Tires/Trucks
IEF iShares 7-10 Year Treasury Bond ETF	$2,145,857	$388,290 ▼	-15.3%	23,211	0.7%	ETF
AIZ Assurant	$1,997,871	$118,764 ▼	-5.6%	9,370	0.7%	Finance
IWD iShares Russell 1000 Value ETF	$1,982,742	$1,982,742 ▲	New Holding	10,710	0.7%	ETF
DVA DaVita	$1,915,736	$119,790 ▼	-5.9%	12,810	0.7%	Medical
EG Everest Group	$1,898,203	$163,832 ▼	-7.9%	5,237	0.7%	Finance
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	$1,831,591	$62,765 ▲	3.5%	42,985	0.6%	ETF
HYGV FlexShares High Yield Value-Scored Bond Index Fund	$1,826,085	$63,461 ▲	3.6%	44,889	0.6%	ETF
JNK SPDR Bloomberg High Yield Bond ETF	$1,823,382	$61,483 ▲	3.5%	19,099	0.6%	Finance
GHYG iShares US & Intl High Yield Corp Bond ETF	$1,821,131	$80,772 ▲	4.6%	41,328	0.6%	ETF
FALN iShares Fallen Angels USD Bond ETF	$1,816,894	$57,854 ▲	3.3%	68,023	0.6%	Manufacturing
APPLOVIN CORP-CLASS A	$1,795,314	$379,853 ▼	-17.5%	5,544	0.6%	Common Stock
SVOL Simplify Volatility Premium ETF	$1,793,429	$65,780 ▲	3.8%	86,264	0.6%	ETF
PHM PulteGroup	$1,672,704	$101,168 ▼	-5.7%	15,360	0.6%	Construction
V Visa	$1,663,951	$84,699 ▼	-4.8%	5,265	0.6%	Business Services
TMUS T-Mobile US	$1,653,268	$81,449 ▼	-4.7%	7,490	0.6%	Computer and Technology
CPRT Copart	$1,618,972	$85,396 ▼	-5.0%	28,210	0.6%	Business Services
BR Broadridge Financial Solutions	$1,608,856	$78,453 ▼	-4.6%	7,116	0.6%	Business Services
AJG Arthur J. Gallagher & Co.	$1,585,018	$80,613 ▼	-4.8%	5,584	0.6%	Finance
CME CME Group	$1,561,050	$40,408 ▼	-2.5%	6,722	0.5%	Finance
BRO Brown & Brown	$1,516,323	$78,147 ▼	-4.9%	14,863	0.5%	Finance
TJX TJX Companies	$1,514,474	$75,627 ▼	-4.8%	12,536	0.5%	Retail/Wholesale
CBOE Cboe Global Markets	$1,476,247	$75,815 ▼	-4.9%	7,555	0.5%	Financial Services
CTAS Cintas	$1,437,301	$73,263 ▼	-4.9%	7,867	0.5%	Business Services
APH Amphenol	$1,431,642	$71,742 ▼	-4.8%	20,614	0.5%	Computer and Technology
REM iShares Mortgage Real Estate ETF	$1,415,163	$1,000,802 ▼	-41.4%	66,284	0.5%	ETF
KGC Kinross Gold	$1,378,514	$286,971 ▼	-17.2%	148,707	0.5%	Basic Materials
RCL Royal Caribbean Cruises	$1,349,306	$282,365 ▼	-17.3%	5,849	0.5%	Consumer Discretionary
MCK McKesson	$1,299,965	$68,389 ▼	-5.0%	2,281	0.5%	Medical
ROP Roper Technologies	$1,298,585	$67,580 ▼	-4.9%	2,498	0.5%	Computer and Technology
VNQ Vanguard Real Estate ETF	$1,263,600	$6,503 ▲	0.5%	14,185	0.4%	ETF
TRGP Targa Resources	$1,263,423	$73,542 ▼	-5.5%	7,078	0.4%	Oils/Energy
PERMIAN RESOURCES CORP	$1,230,914	$245,927 ▼	-16.7%	85,599	0.4%	Common Stock
BK Bank of New York Mellon	$1,217,679	$68,532 ▼	-5.3%	15,849	0.4%	Finance
WFC Wells Fargo & Company	$1,181,788	$67,220 ▼	-5.4%	16,825	0.4%	Finance
BBJP JPMorgan BetaBuilders Japan ETF	$1,180,684	$1,969,508 ▼	-62.5%	21,510	0.4%	ETF
CCL Carnival Co. &	$1,150,133	$243,618 ▼	-17.5%	46,153	0.4%	Consumer Discretionary
EWA iShares MSCI Australia ETF	$1,117,674	$2,033,922 ▼	-64.5%	46,843	0.4%	Finance
URI United Rentals	$1,084,838	$64,104 ▼	-5.6%	1,540	0.4%	Construction
DWX SPDR S&P International Dividend ETF	$1,082,536	$1,254,959 ▼	-53.7%	30,965	0.4%	ETF
FTI TechnipFMC	$1,043,374	$218,757 ▼	-17.3%	36,053	0.4%	Oils/Energy
THC Tenet Healthcare	$1,019,307	$215,853 ▼	-17.5%	8,075	0.4%	Medical
MET MetLife	$980,677	$54,450 ▼	-5.3%	11,977	0.3%	Finance
GM General Motors	$968,289	$57,585 ▼	-5.6%	18,177	0.3%	Auto/Tires/Trucks
WRB W. R. Berkley	$917,769	$47,635 ▼	-4.9%	15,683	0.3%	Finance
FXI iShares China Large-Cap ETF	$905,468	$77,318 ▼	-7.9%	29,746	0.3%	ETF
EWM iShares MSCI Malaysia ETF	$901,453	$92,993 ▲	11.5%	36,749	0.3%	Finance
EWT iShares MSCI Taiwan ETF	$891,048	$69,151 ▲	8.4%	17,215	0.3%	ETF
HCA HCA Healthcare	$886,043	$54,327 ▼	-5.8%	2,952	0.3%	Medical
VRT Vertiv	$882,636	$186,548 ▼	-17.4%	7,769	0.3%	Computer and Technology
CB Chubb	$862,056	$50,563 ▼	-5.5%	3,120	0.3%	Finance
EPU iShares MSCI Peru and Global Exposure ETF	$849,242	$17,429 ▲	2.1%	21,439	0.3%	ETF
EZA iShares MSCI South Africa ETF	$821,059	$58,674 ▲	7.7%	19,591	0.3%	ETF
DKNG DraftKings	$807,128	$170,897 ▼	-17.5%	21,697	0.3%	Consumer Discretionary
AIG American International Group	$804,440	$44,845 ▼	-5.3%	11,050	0.3%	Finance
UHS Universal Health Services	$792,139	$49,340 ▼	-5.9%	4,415	0.3%	Medical
EWG iShares MSCI Germany ETF	$780,417	$39,934 ▲	5.4%	24,526	0.3%	ETF
MRVL Marvell Technology	$773,150	$773,150 ▲	New Holding	7,000	0.3%	Computer and Technology
FLRN SPDR Bloomberg Barclays Investment Grade Floating Rate ETF	$770,493	$29,009 ▲	3.9%	25,073	0.3%	ETF
IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF	$765,315	$31,330 ▲	4.3%	14,803	0.3%	Manufacturing
CIEN Ciena	$763,290	$763,290 ▲	New Holding	9,000	0.3%	Computer and Technology
MUB iShares National Muni Bond ETF	$756,398	$21,843 ▲	3.0%	7,099	0.3%	ETF
SCHP Schwab U.S. TIPS ETF	$754,908	$392,849 ▲	108.5%	29,226	0.3%	ETF
NVDA NVIDIA	$746,384	$157,925 ▼	-17.5%	5,558	0.3%	Computer and Technology
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	$746,064	$32,266 ▲	4.5%	6,983	0.3%	Finance
F Ford Motor	$726,304	$35,511 ▼	-4.7%	73,364	0.3%	Auto/Tires/Trucks
FANG Diamondback Energy	$714,299	$50,951 ▼	-6.7%	4,360	0.2%	Oils/Energy
LEN Lennar	$707,496	$42,589 ▼	-5.7%	5,399	0.2%	Construction
CHTR Charter Communications	$706,106	$43,532 ▼	-5.8%	2,060	0.2%	Consumer Discretionary
THD iShares MSCI Thailand ETF	$695,846	$143,001 ▼	-17.0%	11,513	0.2%	ETF
CMCSA Comcast	$693,629	$38,318 ▼	-5.2%	18,482	0.2%	Consumer Discretionary
COHR Coherent	$615,745	$615,745 ▲	New Holding	6,500	0.2%	Business Services
XLU Utilities Select Sector SPDR Fund	$606,731	$77,734 ▼	-11.4%	8,016	0.2%	ETF
FIX Comfort Systems USA	$603,437	$127,642 ▼	-17.5%	1,423	0.2%	Construction
MU Micron Technology	$589,120		0.0%	7,000	0.2%	Computer and Technology
KKR KKR & Co. Inc.	$576,701	$121,434 ▼	-17.4%	3,899	0.2%	Finance

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