Mount Lucas Management Lp Top Holdings and 13F Report (2021) About Mount Lucas Management LpInvestment ActivityMount Lucas Management Lp has $310.96 million in total holdings as of September 30, 2021.Mount Lucas Management Lp owns shares of 148 different stocks, but just 57 companies or ETFs make up 80% of its holdings.Approximately 33.15% of the portfolio was purchased this quarter.About 29.54% of the portfolio was sold this quarter.This quarter, Mount Lucas Management Lp has purchased 135 new stocks and bought additional shares in 42 stocks.Mount Lucas Management Lp sold shares of 53 stocks and completely divested from 38 stocks this quarter.Largest Holdings KraneShares CSI China Internet ETF $49,572,200Invesco QQQ $24,063,568X-trackers Harvest CSI 300 China A-Shares Fund $18,599,000JD.com $16,448,000iShares MSCI Brazil ETF $10,857,000 Largest New Holdings this Quarter 46090E103 - Invesco QQQ $24,063,568 Holding464286400 - iShares MSCI Brazil ETF $10,857,000 Holding458140100 - Intel $3,406,500 Holding35137L105 - FOX $2,920,900 Holding46138G649 - Invesco NASDAQ 100 ETF $1,963,206 Holding Largest Purchases this Quarter Invesco QQQ 51,317 shares (about $24.06M)iShares MSCI Brazil ETF 420,000 shares (about $10.86M)iShares 7-10 Year Treasury Bond ETF 48,571 shares (about $4.63M)Intel 150,000 shares (about $3.41M)FOX 51,606 shares (about $2.92M) Largest Sales this Quarter iShares 1-3 Year Treasury Bond ETF 115,794 shares (about $9.58M)KraneShares CSI China Internet ETF 87,900 shares (about $3.07M)iShares 3-7 Year Treasury Bond ETF 21,135 shares (about $2.50M)Costco Wholesale 2,296 shares (about $2.17M)Republic Services 8,577 shares (about $2.08M) 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$49,572,200$3,068,589 ▼-5.8%1,420,00015.9%ManufacturingQQQInvesco QQQ$24,063,568$24,063,568 ▲New Holding51,3177.7%FinanceASHRX-trackers Harvest CSI 300 China A-Shares Fund$18,599,0000.0%700,0006.0%ETFJDJD.com$16,448,0000.0%400,0005.3%Retail/WholesaleEWZiShares MSCI Brazil ETF$10,857,000$10,857,000 ▲New Holding420,0003.5%ETFIEIiShares 3-7 Year Treasury Bond ETF$6,862,344$2,496,783 ▼-26.7%58,0892.2%ETFSHYiShares 1-3 Year Treasury Bond ETF$6,851,450$9,579,637 ▼-58.3%82,8172.2%ManufacturingIEFiShares 7-10 Year Treasury Bond ETF$6,845,849$4,632,216 ▲209.3%71,7822.2%ETFNLYAnnaly Capital Management$5,709,141$387,921 ▲7.3%281,1001.8%FinanceAGNCAGNC Investment$5,255,588$251,954 ▲5.0%548,6001.7%FinanceHIGThe Hartford Financial Services Group$4,222,657$210,465 ▼-4.7%34,1281.4%FinanceBBJPJPMorgan BetaBuilders Japan ETF$3,530,465$2,323,109 ▲192.4%62,8981.1%ETFINTCIntel$3,406,500$3,406,500 ▲New Holding150,0001.1%Computer and TechnologyFOXAFOX$2,920,900$2,920,900 ▲New Holding51,6060.9%Consumer DiscretionaryDWXSPDR S&P International Dividend ETF$2,720,568$1,532,751 ▲129.0%70,9220.9%ETFBKLNInvesco Senior Loan ETF$2,705,552$16,084 ▼-0.6%130,7030.9%ETFCWBSPDR Bloomberg Convertible Securities ETF$2,645,612$48,041 ▲1.8%34,5290.9%ETFREMiShares Mortgage Real Estate ETF$2,594,199$1,106,786 ▲74.4%115,6060.8%ETFEMBiShares J.P. Morgan USD Emerging Markets Bond ETF$2,569,495$44,299 ▼-1.7%28,3640.8%ETFEMHYiShares J.P. Morgan EM High Yield Bond ETF$2,566,839$45,341 ▼-1.7%67,1420.8%ETFVYMVanguard High Dividend Yield ETF$2,514,462$19,215 ▼-0.8%19,4980.8%ETFPBPInvesco S&P 500 BuyWrite ETF$2,466,834$60,701 ▼-2.4%111,2690.8%ETFPGRProgressive$2,338,229$1,755,794 ▲301.5%8,2620.8%FinanceSYFSynchrony Financial$2,286,479$424,367 ▼-15.7%43,1900.7%FinanceACGLArch Capital Group$2,241,763$497,251 ▼-18.2%23,3080.7%FinanceWRBW. R. Berkley$2,241,327$1,125,324 ▲100.8%31,4970.7%FinanceALLAllstate$2,200,326$1,646,207 ▲297.1%10,6260.7%FinanceLLoews$2,002,719$1,812,098 ▼-47.5%21,7900.6%FinanceQQQMInvesco NASDAQ 100 ETF$1,963,206$1,963,206 ▲New Holding10,1710.6%ETFCBChubb$1,959,009$1,016,800 ▲107.9%6,4870.6%FinanceWELLWelltower$1,947,759$1,947,759 ▲New Holding12,7130.6%FinanceTMUST-Mobile US$1,938,982$58,676 ▼-2.9%7,2700.6%Computer and TechnologyMETMetLife$1,857,911$896,277 ▲93.2%23,1400.6%FinanceGHYGiShares US & Intl High Yield Corp Bond ETF$1,813,369$28,206 ▼-1.5%40,6950.6%ETFFALNiShares Fallen Angels USD Bond ETF$1,804,012$18,324 ▼-1.0%67,3390.6%ManufacturingSHYGiShares 0-5 Year High Yield Corporate Bond ETF$1,797,150$30,572 ▼-1.7%42,2660.6%ETFJNKSPDR Bloomberg High Yield Bond ETF$1,793,927$26,207 ▼-1.4%18,8240.6%FinanceHYGVFlexShares High Yield Value-Scored Bond Index Fund$1,791,701$20,917 ▼-1.2%44,3710.6%ETFBROBrown & Brown$1,791,111$57,846 ▼-3.1%14,3980.6%FinanceUHSUniversal Health Services$1,789,935$960,357 ▲115.8%9,5260.6%MedicalDALDelta Air Lines$1,786,423$525,990 ▼-22.7%40,9730.6%TransportationBKBank of New York Mellon$1,745,670$416,415 ▲31.3%20,8140.6%FinanceAPPLOVIN CORP-CLASS A$1,730,254$261,260 ▲17.8%6,5300.6%Common StockWMBWilliams Companies$1,692,881$1,692,881 ▲New Holding28,3280.5%EnergyRSGRepublic Services$1,689,792$2,077,006 ▼-55.1%6,9780.5%Business ServicesGMGeneral Motors$1,682,733$827,869 ▲96.8%35,7800.5%Auto/Tires/TrucksADPAutomatic Data Processing$1,674,304$1,674,304 ▲New Holding5,4800.5%Business ServicesKMIKinder Morgan$1,624,070$1,624,070 ▲New Holding56,9250.5%EnergyJPMJPMorgan Chase & Co.$1,609,168$1,809,578 ▼-52.9%6,5600.5%FinanceSIMPLIFY BOND BULL ETF$1,605,000$1,605,000 ▲New Holding30,0000.5%ETPCTASCintas$1,568,605$48,300 ▼-3.0%7,6320.5%Business ServicesWMTWalmart$1,543,348$1,543,348 ▲New Holding17,5800.5%Retail/WholesaleWABWestinghouse Air Brake Technologies$1,517,900$1,517,900 ▲New Holding8,3700.5%TransportationMSIMotorola Solutions$1,512,196$1,512,196 ▲New Holding3,4540.5%Computer and TechnologyMCKMcKesson$1,486,635$48,455 ▼-3.2%2,2090.5%MedicalTJXTJX Companies$1,482,184$44,701 ▼-2.9%12,1690.5%Retail/WholesaleCOSTCostco Wholesale$1,451,772$2,171,510 ▼-59.9%1,5350.5%Retail/WholesaleUALUnited Airlines$1,404,339$1,534,429 ▼-52.2%20,3380.5%TransportationPKGPackaging Co. of America$1,401,982$1,401,982 ▲New Holding7,0800.5%IndustrialsDVADaVita$1,390,803$568,742 ▼-29.0%9,0920.4%MedicalTRGPTarga Resources$1,369,812$49,115 ▼-3.5%6,8330.4%EnergyPRUPrudential Financial$1,342,059$914,213 ▲213.7%12,0170.4%FinanceVNQVanguard Real Estate ETF$1,326,502$42,192 ▲3.3%14,6510.4%ETFAPHAmphenol$1,311,144$40,928 ▼-3.0%19,9900.4%Computer and TechnologyCCLCarnival Co. &$1,284,176$382,808 ▲42.5%65,7540.4%Consumer DiscretionaryPFFiShares Preferred and Income Securities ETF$1,142,326$1,458,230 ▼-56.1%37,1730.4%ETFKGCKinross Gold$1,124,005$751,190 ▼-40.1%89,1360.4%Basic MaterialsFTITechnipFMC$1,102,939$39,581 ▼-3.5%34,8040.4%EnergyRCLRoyal Caribbean Cruises$1,090,476$111,143 ▼-9.2%5,3080.4%Consumer DiscretionaryUWMCUWM$1,042,860$1,042,860 ▲New Holding191,0000.3%FinanceTRVTravelers Companies$1,032,981$1,032,981 ▲New Holding3,9060.3%FinanceTHCTenet Healthcare$1,000,815$85,273 ▼-7.9%7,4410.3%MedicalCINFCincinnati Financial$984,406$984,406 ▲New Holding6,6640.3%FinanceAIZAssurant$975,547$989,810 ▼-50.4%4,6510.3%FinanceEPOLiShares MSCI Poland ETF$975,308$975,308 ▲New Holding34,8200.3%ETFGREKGlobal X MSCI Greece ETF$971,011$708,308 ▲269.6%20,6730.3%ETFEZAiShares MSCI South Africa ETF$954,177$11,262 ▲1.2%19,8250.3%ETFEPUiShares MSCI Peru and Global Exposure ETF$943,635$2,677 ▲0.3%21,5000.3%ETFAIGAmerican International Group$927,302$33,385 ▼-3.5%10,6660.3%FinanceECHiShares MSCI Chile ETF$917,144$917,144 ▲New Holding30,7560.3%ETFNTRSNorthern Trust$905,607$905,607 ▲New Holding9,1800.3%FinanceFXIiShares China Large-Cap ETF$895,498$170,598 ▼-16.0%24,9860.3%ETFVBNKVersaBank$880,600$880,600 ▲New Holding85,0000.3%FinanceEMEEMCOR Group$859,759$436,533 ▲103.1%2,3260.3%ConstructionFIXComfort Systems USA$857,398$398,722 ▲86.9%2,6600.3%ConstructionEWPiShares MSCI Spain ETF$825,369$498,624 ▲152.6%21,6860.3%ETFEWOiShares MSCI Austria ETF$822,052$687,459 ▲510.8%32,7250.3%ETFEWIiShares MSCI Italy ETF$811,571$233,691 ▲40.4%19,1770.3%ETFEWGiShares MSCI Germany ETF$804,376$105,048 ▼-11.6%21,6930.3%ETFEWUiShares MSCI United Kingdom ETF$791,479$421,725 ▲114.1%21,1230.3%ETFEWQiShares MSCI France ETF$787,562$787,562 ▲New Holding19,7880.3%ETFEWLiShares MSCI Switzerland ETF$783,324$783,324 ▲New Holding15,1250.3%ETFEGEverest Group$764,083$1,138,676 ▼-59.8%2,1030.2%FinanceEWDiShares MSCI Sweden ETF$763,247$763,247 ▲New Holding18,1380.2%FinanceSCHPSchwab U.S. TIPS ETF$763,111$22,776 ▼-2.9%28,3790.2%ETFIGSBiShares 1-5 Year Investment Grade Corporate Bond ETF$760,570$14,664 ▼-1.9%14,5230.2%ManufacturingFLRNSPDR Bloomberg Barclays Investment Grade Floating Rate ETF$759,621$13,129 ▼-1.7%24,6470.2%ETFLQDiShares iBoxx $ Investment Grade Corporate Bond ETF$753,874$5,108 ▼-0.7%6,9360.2%FinancePCARPACCAR$745,952$1,420,532 ▼-65.6%7,6610.2%Auto/Tires/TrucksPHMPulteGroup$737,384$841,623 ▼-53.3%7,1730.2%ConstructionShowing 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. Real-time analyst ratings, insider transactions, earnings data, and more. Our daily ratings and market update email newsletter. Sign in to your free account to enjoy all that MarketBeat has to offer. Sign In Create Account Your Email Address: Email Address Required Your Password: Password Required Log In or Sign in with Facebook Sign in with Google Forgot your password? Your Email Address: Please enter your email address. Please enter a valid email address Choose a Password: Please enter your password. Your password must be at least 8 characters long and contain at least 1 number, 1 letter, and 1 special character. Create My Account (Free) or Sign in with Facebook Sign in with Google By creating a free account, you agree to our terms of service. This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.
