Mount Lucas Management Lp Top Holdings and 13F Report (2021) About Mount Lucas Management LpInvestment ActivityMount 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 $47,117,700Invesco QQQ $26,005,834Alibaba Group $21,224,000JD.com $8,000,000AGNC Investment $5,329,370 Largest New Holdings this Quarter JD.com $8,000,000 HoldingSimplify Volatility Premium ETF $1,824,876 HoldingiShares MSCI Thailand ETF $961,537 HoldingSoFi Technologies $919,620 HoldingiShares 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 TimeMap of 500 Largest Holdings ofMount Lucas Management Lp Selling Neutral Buying Latest 13F Holdings and Changes Since Previous Quarterly FilingIssuer NameHoldings ValueApproximate Purchase/SaleChange in SharesShares Held% of PortfolioSectorKWEBKraneShares CSI China Internet ETF$47,117,700$27,216,000 ▲136.8%1,385,00016.0%ManufacturingQQQInvesco QQQ$26,005,834$6,840,301 ▲35.7%53,2838.9%FinanceBABAAlibaba Group$21,224,000$58,366,000 ▼-73.3%200,0007.2%Retail/WholesaleJDJD.com$8,000,000$8,000,000 ▲New Holding200,0002.7%Retail/WholesaleAGNCAGNC Investment$5,329,370$183,050 ▲3.6%509,5001.8%FinanceNLYAnnaly Capital Management$5,258,340$160,560 ▲3.1%262,0001.8%FinanceHIGThe Hartford Financial Services Group$4,519,870$4,710,281 ▼-51.0%38,4311.5%FinanceEWAiShares MSCI Australia ETF$3,580,879$15,019 ▲0.4%132,0871.2%FinanceCOSTCostco Wholesale$3,573,562$2,802,290 ▼-44.0%4,0311.2%Retail/WholesaleLLoews$3,468,635$4,009,732 ▼-53.6%43,8791.2%FinanceBBJPJPMorgan BetaBuilders Japan ETF$3,402,138$69,713 ▲2.1%57,3911.2%ETFACGLArch Capital Group$3,379,671$3,154,457 ▼-48.3%30,2081.2%FinanceRSGRepublic Services$3,280,119$2,572,961 ▼-44.0%16,3321.1%Business ServicesJPMJPMorgan Chase & Co.$3,162,689$2,827,000 ▼-47.2%14,9991.1%FinanceDALDelta Air Lines$2,987,112$2,832,406 ▼-48.7%58,8131.0%TransportationSYFSynchrony Financial$2,777,518$3,217,909 ▼-53.7%55,6840.9%FinanceCWBSPDR Bloomberg Convertible Securities ETF$2,753,104$80,113 ▲3.0%35,9460.9%ETFPFFiShares Preferred and Income Securities ETF$2,751,444$124,347 ▲4.7%82,8000.9%ETFIEFiShares 7-10 Year Treasury Bond ETF$2,689,567$108,324 ▼-3.9%27,4110.9%ETFREMiShares Mortgage Real Estate ETF$2,685,287$300,825 ▲12.6%113,1600.9%ETFIEIiShares 3-7 Year Treasury Bond ETF$2,680,587$728,514 ▼-21.4%22,4120.9%ETFBKLNInvesco Senior Loan ETF$2,676,968$178,711 ▲7.2%127,4140.9%ETFSHYiShares 1-3 Year Treasury Bond ETF$2,672,108$1,299,717 ▼-32.7%32,1360.9%ManufacturingUALUnited Airlines$2,652,776$3,100,697 ▼-53.9%46,4910.9%TransportationEMHYiShares J.P. Morgan EM High Yield Bond ETF$2,587,299$114,797 ▲4.6%66,3070.9%ETFEMBiShares J.P. Morgan USD Emerging Markets Bond ETF$2,579,720$85,439 ▲3.4%27,5670.9%ETFDWXSPDR S&P International Dividend ETF$2,567,233$36,131 ▼-1.4%66,8620.9%ETFPBPInvesco S&P 500 BuyWrite ETF$2,566,211$95,882 ▲3.9%112,3560.9%ETFVYMVanguard High Dividend Yield ETF$2,560,154$16,794 ▲0.7%19,9700.9%ETFPCARPACCAR$2,370,392$2,493,841 ▼-51.3%24,0210.8%Auto/Tires/TrucksPHMPulteGroup$2,337,960$3,522,369 ▼-60.1%16,2890.8%ConstructionDVADaVita$2,231,251$3,364,171 ▼-60.1%13,6110.8%MedicalEGEverest Group$2,229,121$2,584,903 ▼-53.7%5,6890.8%FinanceQQQMInvesco NASDAQ 100 ETF$2,040,234$453,720 ▲28.6%10,1580.7%ETFAIZAssurant$1,974,083$2,954,860 ▼-59.9%9,9270.7%FinanceSVOLSimplify Volatility Premium ETF$1,824,876$1,824,876 ▲New Holding83,1000.6%ETFGHYGiShares US & Intl High Yield Corp Bond ETF$1,808,034$65,967 ▲3.8%39,4950.6%ETFHYGVFlexShares High Yield Value-Scored Bond Index Fund$1,805,303$80,413 ▲4.7%43,3290.6%ETFJNKSPDR Bloomberg High Yield Bond ETF$1,804,714$69,626 ▲4.0%18,4550.6%FinanceSHYGiShares 0-5 Year High Yield Corporate Bond ETF$1,802,451$79,676 ▲4.6%41,5120.6%ETFFALNiShares Fallen Angels USD Bond ETF$1,800,530$69,307 ▲4.0%65,8570.6%ManufacturingCTASCintas$1,702,216$925,637 ▲119.2%8,2680.6%Industrial ProductsKGCKinross Gold$1,681,655$44,657 ▲2.7%179,6640.6%Basic MaterialsAJGArthur J. Gallagher & Co.$1,651,079$1,245,062 ▼-43.0%5,8680.6%FinanceCBOECboe Global Markets$1,627,282$1,218,976 ▼-42.8%7,9430.6%Financial ServicesTHCTenet Healthcare$1,626,267$37,894 ▲2.4%9,7850.6%MedicalTMUST-Mobile US$1,621,783$1,779,236 ▼-52.3%7,8590.6%Computer and TechnologyBROBrown & Brown$1,619,164$1,332,814 ▼-45.1%15,6290.6%FinanceBRBroadridge Financial Solutions$1,604,769$1,206,533 ▼-42.9%7,4630.5%Business ServicesCPRTCopart$1,556,175$1,177,690 ▼-43.1%29,6980.5%Business ServicesTJXTJX Companies$1,547,061$1,268,609 ▼-45.1%13,1620.5%Retail/WholesaleCMECME Group$1,521,602$1,139,657 ▼-42.8%6,8960.5%FinanceVVisa$1,521,298$1,147,091 ▼-43.0%5,5330.5%Business ServicesROPRoper Technologies$1,462,324$1,108,985 ▼-43.1%2,6280.5%Computer and TechnologyAPHAmphenol$1,410,519$1,160,305 ▼-45.1%21,6470.5%Computer and TechnologyVNQIVanguard Global ex-U.S. Real Estate ETF$1,402,609$1,689 ▼-0.1%29,9000.5%ETFPERMIAN RESOURCES CORP$1,397,761$52,004 ▲3.9%102,7010.5%Common StockVNQVanguard Real Estate ETF$1,374,791$39,065 ▲2.9%14,1120.5%ETFURIUnited Rentals$1,320,670$1,989,507 ▼-60.1%1,6310.4%ConstructionHCAHCA Healthcare$1,273,345$1,921,601 ▼-60.1%3,1330.4%MedicalRCLRoyal Caribbean Cruises$1,254,467$32,280 ▲2.6%7,0730.4%Consumer DiscretionaryBKBank of New York Mellon$1,203,008$1,792,116 ▼-59.8%16,7410.4%FinanceMCKMcKesson$1,187,102$979,940 ▼-45.2%2,4010.4%MedicalFTITechnipFMC$1,143,943$28,696 ▲2.6%43,6120.4%Oils/EnergyTRGPTarga Resources$1,108,595$1,657,268 ▼-59.9%7,4900.4%Oils/EnergyUHSUniversal Health Services$1,074,057$1,618,414 ▼-60.1%4,6900.4%MedicalLENLennar$1,073,136$1,611,016 ▼-60.0%5,7240.4%ConstructionMETMetLife$1,042,712$1,553,840 ▼-59.8%12,6420.4%FinanceCCLCarnival Co. &$1,033,568$24,209 ▲2.4%55,9290.4%Consumer DiscretionaryDKNGDraftKings$1,030,607$24,226 ▲2.4%26,2910.4%Consumer DiscretionaryFXIiShares China Large-Cap ETF$1,026,049$71,759 ▲7.5%32,2860.3%ETFWFCWells Fargo & Company$1,004,505$1,496,363 ▼-59.8%17,7820.3%FinanceTHDiShares MSCI Thailand ETF$961,537$961,537 ▲New Holding13,8790.3%ETFCBChubb$952,552$1,434,452 ▼-60.1%3,3030.3%FinanceVRTVertiv$936,300$22,186 ▲2.4%9,4110.3%Computer and TechnologyWRBW. R. Berkley$935,875$624,371 ▼-40.0%16,4970.3%FinanceSOFISoFi Technologies$919,620$919,620 ▲New Holding117,0000.3%FinanceEZAiShares MSCI South Africa ETF$916,826$86,738 ▼-8.6%18,1910.3%ETFEPUiShares MSCI Peru and Global Exposure ETF$906,737$105,359 ▲13.1%20,9990.3%ETFEPHEiShares MSCI Philippines ETF$902,943$902,943 ▲New Holding30,9970.3%ETFEWMiShares MSCI Malaysia ETF$891,514$60,376 ▼-6.3%32,9580.3%FinanceEIDOiShares MSCI Indonesia ETF$882,900$882,900 ▲New Holding39,2400.3%ETFGREKGlobal X MSCI Greece ETF$880,990$42,153 ▲5.0%20,3980.3%ETFAPPLOVIN CORP-CLASS A$876,904$20,627 ▲2.4%6,7170.3%Common StockINDAiShares MSCI India ETF$866,244$14,340 ▼-1.6%14,8000.3%ETFGMGeneral Motors$863,529$1,300,271 ▼-60.1%19,2580.3%Auto/Tires/TrucksEWTiShares MSCI Taiwan ETF$855,402$1,616 ▲0.2%15,8790.3%ETFAIGAmerican International Group$854,301$1,281,818 ▼-60.0%11,6660.3%FinanceEPOLiShares MSCI Poland ETF$842,801$63,024 ▲8.1%34,7690.3%ETFNVDANVIDIA$817,777$18,945 ▲2.4%6,7340.3%Computer and TechnologyCMCSAComcast$814,640$1,212,165 ▼-59.8%19,5030.3%Consumer DiscretionaryFFord Motor$812,603$1,194,706 ▼-59.5%76,9510.3%Auto/Tires/TrucksFANGDiamondback Energy$805,280$1,192,318 ▼-59.7%4,6710.3%Oils/EnergyEWPiShares MSCI Spain ETF$790,708$37,196 ▲4.9%22,4060.3%ETFEWGiShares MSCI Germany ETF$787,491$23,790 ▲3.1%23,2710.3%ETFCECelanese$783,130$1,171,840 ▼-59.9%5,7600.3%Basic MaterialsEWDiShares MSCI Sweden ETF$781,684$37,810 ▲5.1%18,0070.3%FinanceEWQiShares MSCI France ETF$769,256$69,165 ▲9.9%19,0410.3%ETFRNMBYRheinmetall$768,0070.0%7,1000.3%IndustrialsEWIiShares MSCI Italy ETF$761,512$35,609 ▲4.9%19,5460.3%ETFShowing largest 100 holdings. View all holdings. More Institutional Buying and Selling Information SEC Filings and Trading Data SEC Filings 13F Filings Top 13F Buys Top 13F Sells Get 30 Days of MarketBeat All Access for Free Sign up for MarketBeat All Access to gain access to MarketBeat's full suite of research tools. Start Your 30-Day Trial MarketBeat All Access Features Best-in-Class Portfolio Monitoring Get personalized stock ideas. Compare portfolio to indices. Check stock news, ratings, SEC filings, and more. Stock Ideas and Recommendations See daily stock ideas from top analysts. Receive short-term trading ideas from MarketBeat. Identify trending stocks on social media. Advanced Stock Screeners and Research Tools Use our seven stock screeners to find suitable stocks. Stay informed with MarketBeat's real-time news. Export data to Excel for personal analysis. Sign in to your free account to enjoy these benefits In-depth profiles and analysis for 20,000 public companies. 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