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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 $234.56 million in total holdings as of September 30, 2021.
  • Mount Lucas Management Lp owns shares of 158 different stocks, but just 80 companies or ETFs make up 80% of its holdings.
  • Approximately 24.22% of the portfolio was purchased this quarter.
  • About 63.73% of the portfolio was sold this quarter.
  • This quarter, Mount Lucas Management Lp has purchased 148 new stocks and bought additional shares in 31 stocks.
  • Mount Lucas Management Lp sold shares of 80 stocks and completely divested from 34 stocks this quarter.

Largest Holdings

Invesco QQQ
$27,327,694
Tesla
$9,529,800
AGNC Investment
$5,245,652

Largest New Holdings this Quarter

88160R101 - Tesla
$9,529,800 Holding
464286103 - iShares MSCI Australia ETF
$3,584,942 Holding
00206R102 - AT&T
$2,153,049 Holding
03073E105 - Cencora
$1,969,715 Holding
651639106 - Newmont
$1,560,378 Holding

Largest Purchases this Quarter

Tesla
30,000 shares (about $9.53M)
iShares MSCI Australia ETF
136,206 shares (about $3.58M)
AT&T
74,397 shares (about $2.15M)
Cencora
6,569 shares (about $1.97M)
Newmont
26,783 shares (about $1.56M)

Largest Sales this Quarter

The Hartford Insurance Group
27,342 shares (about $3.47M)
iShares 3-7 Year Treasury Bond ETF
18,333 shares (about $2.18M)
iShares 1-3 Year Treasury Bond ETF
25,964 shares (about $2.15M)
Synchrony Financial
32,051 shares (about $2.14M)
iShares 7-10 Year Treasury Bond ETF
22,096 shares (about $2.12M)

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
Invesco QQQ stock logo
QQQ
Invesco QQQ
$27,327,694$980,816 -3.5%49,53911.7%Finance
iShares MSCI Brazil ETF stock logo
EWZ
iShares MSCI Brazil ETF
$13,062,155$945,155 7.8%452,7615.6%ETF
Tesla, Inc. stock logo
TSLA
Tesla
$9,529,800$9,529,800 New Holding30,0004.1%Auto/Tires/Trucks
Annaly Capital Management Inc stock logo
NLY
Annaly Capital Management
$5,487,912$197,610 3.7%291,6002.3%Finance
AGNC Investment Corp. stock logo
AGNC
AGNC Investment
$5,245,652$204,018 4.0%570,8002.2%Finance
iShares 7-10 Year Treasury Bond ETF stock logo
IEF
iShares 7-10 Year Treasury Bond ETF
$4,758,428$2,116,134 -30.8%49,6862.0%ETF
iShares 3-7 Year Treasury Bond ETF stock logo
IEI
iShares 3-7 Year Treasury Bond ETF
$4,734,542$2,183,277 -31.6%39,7562.0%ETF
iShares 1-3 Year Treasury Bond ETF stock logo
SHY
iShares 1-3 Year Treasury Bond ETF
$4,710,840$2,151,377 -31.4%56,8532.0%Manufacturing
iShares MSCI Australia ETF stock logo
EWA
iShares MSCI Australia ETF
$3,584,942$3,584,942 New Holding136,2061.5%Finance
JPMorgan BetaBuilders Japan ETF stock logo
BBJP
JPMorgan BetaBuilders Japan ETF
$3,531,345$354,494 -9.1%57,1601.5%ETF
Intel Corporation stock logo
INTC
Intel
$3,360,0000.0%150,0001.4%Computer and Technology
SPDR Bloomberg Convertible Securities ETF stock logo
CWB
SPDR Bloomberg Convertible Securities ETF
$2,791,842$62,326 -2.2%33,7751.2%ETF
Invesco Senior Loan ETF stock logo
BKLN
Invesco Senior Loan ETF
$2,709,517$24,790 -0.9%129,5181.2%ETF
Vanguard High Dividend Yield ETF stock logo
VYM
Vanguard High Dividend Yield ETF
$2,662,067$62,789 2.4%19,9691.1%ETF
The Progressive Corporation stock logo
PGR
Progressive
$2,638,445$433,648 19.7%9,8871.1%Finance
iShares J.P. Morgan USD Emerging Markets Bond ETF stock logo
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
$2,630,871$3,797 0.1%28,4051.1%ETF
iShares J.P. Morgan EM High Yield Bond ETF stock logo
EMHY
iShares J.P. Morgan EM High Yield Bond ETF
$2,626,617$10,093 0.4%67,4011.1%ETF
PBP
Invesco S&P 500 BuyWrite ETF
$2,613,101$180,760 7.4%119,5381.1%ETF
SPDR S&P International Dividend ETF stock logo
DWX
SPDR S&P International Dividend ETF
$2,610,940$378,423 -12.7%61,9441.1%ETF
Fox Corporation stock logo
FOXA
FOX
$2,409,832$482,168 -16.7%43,0021.0%Consumer Discretionary
Invesco NASDAQ 100 ETF stock logo
QQQM
Invesco NASDAQ 100 ETF
$2,186,519$123,315 -5.3%9,6280.9%ETF
AT&T Inc. stock logo
T
AT&T
$2,153,049$2,153,049 New Holding74,3970.9%Computer and Technology
MetLife, Inc. stock logo
MET
MetLife
$2,030,766$169,847 9.1%25,2520.9%Finance
Cencora, Inc. stock logo
COR
Cencora
$1,969,715$1,969,715 New Holding6,5690.8%Medical
iShares Fallen Angels USD Bond ETF stock logo
FALN
iShares Fallen Angels USD Bond ETF
$1,840,255$12,674 0.7%67,8060.8%Manufacturing
GHYG
iShares US & Intl High Yield Corp Bond ETF
$1,837,951$46,634 -2.5%39,6880.8%ETF
FlexShares High Yield Value-Scored Bond Index Fund stock logo
HYGV
FlexShares High Yield Value-Scored Bond Index Fund
$1,828,461$7,919 0.4%44,5640.8%ETF
SPDR Bloomberg High Yield Bond ETF stock logo
JNK
SPDR Bloomberg High Yield Bond ETF
$1,825,272$5,739 -0.3%18,7650.8%Finance
iShares 0-5 Year High Yield Corporate Bond ETF stock logo
SHYG
iShares 0-5 Year High Yield Corporate Bond ETF
$1,821,845$1,510 -0.1%42,2310.8%ETF
United Airlines Holdings Inc stock logo
UAL
United Airlines
$1,709,417$89,902 5.6%21,4670.7%Transportation
Welltower Inc. stock logo
WELL
Welltower
$1,693,182$261,187 -13.4%11,0140.7%Finance
Carnival Corporation stock logo
CCL
Carnival
$1,686,131$162,871 -8.8%59,9620.7%Consumer Discretionary
The Bank of New York Mellon Corporation stock logo
BK
Bank of New York Mellon
$1,645,811$250,552 -13.2%18,0640.7%Finance
Northern Trust Corporation stock logo
NTRS
Northern Trust
$1,566,237$402,305 34.6%12,3530.7%Finance
Newmont Corporation stock logo
NEM
Newmont
$1,560,378$1,560,378 New Holding26,7830.7%Basic Materials
Williams Companies, Inc. (The) stock logo
WMB
Williams Companies
$1,550,590$228,691 -12.9%24,6870.7%Energy
Wabtec stock logo
WAB
Wabtec
$1,513,182$239,078 -13.6%7,2280.6%Transportation
Walmart Inc. stock logo
WMT
Walmart
$1,486,745$232,228 -13.5%15,2050.6%Retail/Wholesale
Automatic Data Processing, Inc. stock logo
ADP
Automatic Data Processing
$1,465,825$224,207 -13.3%4,7530.6%Computer and Technology
Kinder Morgan, Inc. stock logo
KMI
Kinder Morgan
$1,459,328$214,267 -12.8%49,6370.6%Energy
SIMPLIFY BOND BULL ETF
$1,458,6000.0%30,0000.6%ETP
General Motors Company stock logo
GM
General Motors
$1,426,204$334,530 -19.0%28,9820.6%Auto/Tires/Trucks
Cisco Systems, Inc. stock logo
CSCO
Cisco Systems
$1,421,874$1,421,874 New Holding20,4940.6%Computer and Technology
Nasdaq, Inc. stock logo
NDAQ
Nasdaq
$1,411,584$1,411,584 New Holding15,7860.6%Finance
Vanguard Global ex-U.S. Real Estate ETF stock logo
VNQI
Vanguard Global ex-U.S. Real Estate ETF
$1,404,668$735,724 110.0%30,4370.6%ETF
VeriSign, Inc. stock logo
VRSN
VeriSign
$1,398,370$1,398,370 New Holding4,8420.6%Computer and Technology
Cardinal Health, Inc. stock logo
CAH
Cardinal Health
$1,397,592$1,397,592 New Holding8,3190.6%Medical
Intercontinental Exchange Inc. stock logo
ICE
Intercontinental Exchange
$1,397,308$1,397,308 New Holding7,6160.6%Finance
Abbott Laboratories stock logo
ABT
Abbott Laboratories
$1,390,158$1,390,158 New Holding10,2210.6%Medical
Capital One Financial Corporation stock logo
COF
Capital One Financial
$1,369,111$1,369,111 New Holding6,4350.6%Finance
CME Group Inc. stock logo
CME
CME Group
$1,367,626$1,367,626 New Holding4,9620.6%Finance
Delta Air Lines, Inc. stock logo
DAL
Delta Air Lines
$1,353,975$661,078 -32.8%27,5310.6%Transportation
Republic Services, Inc. stock logo
RSG
Republic Services
$1,350,436$370,408 -21.5%5,4760.6%Business Services
The Allstate Corporation stock logo
ALL
Allstate
$1,305,093$834,028 -39.0%6,4830.6%Finance
Motorola Solutions, Inc. stock logo
MSI
Motorola Solutions
$1,255,914$196,355 -13.5%2,9870.5%Computer and Technology
Agnico Eagle Mines Limited stock logo
AEM
Agnico Eagle Mines
$1,250,549$456,691 57.5%10,5150.5%Basic Materials
Packaging Corporation of America stock logo
PKG
Packaging Corporation of America
$1,159,156$175,070 -13.1%6,1510.5%Industrials
Sprouts Farmers Market, Inc. stock logo
SFM
Sprouts Farmers Market
$1,148,693$509,561 79.7%6,9770.5%Retail/Wholesale
Robinhood Markets, Inc. stock logo
HOOD
Robinhood Markets
$1,103,898$141,288 -11.3%11,7900.5%Finance
Houlihan Lokey, Inc. stock logo
HLI
Houlihan Lokey
$1,098,775$528,513 92.7%6,1060.5%Finance
TechnipFMC plc stock logo
FTI
TechnipFMC
$1,077,249$121,401 -10.1%31,2790.5%Energy
iShares MSCI South Korea ETF stock logo
EWY
iShares MSCI South Korea ETF
$1,027,028$1,027,028 New Holding14,3080.4%ETF
iShares MSCI Taiwan ETF stock logo
EWT
iShares MSCI Taiwan ETF
$950,659$950,659 New Holding16,5620.4%ETF
W.R. Berkley Corporation stock logo
WRB
W.R. Berkley
$936,375$1,377,709 -59.5%12,7450.4%Finance
iShares MSCI Poland ETF stock logo
EPOL
iShares MSCI Poland ETF
$935,250$188,044 -16.7%28,9910.4%ETF
GREK
Global X MSCI Greece ETF
$927,247$272,614 -22.7%15,9760.4%ETF
iShares China Large-Cap ETF stock logo
FXI
iShares China Large-Cap ETF
$922,088$3,602 0.4%25,0840.4%ETF
iShares MSCI Peru and Global Exposure ETF stock logo
EPU
iShares MSCI Peru and Global Exposure ETF
$918,400$126,285 -12.1%18,9010.4%ETF
iShares MSCI South Africa ETF stock logo
EZA
iShares MSCI South Africa ETF
$902,248$163,346 -15.3%16,7860.4%ETF
Freddie Mac stock logo
FMCC
Freddie Mac
$895,498$114,643 -11.3%108,6770.4%Finance
UWM Holdings Corporation stock logo
UWMC
UWM
$890,100$99,360 12.6%215,0000.4%Finance
iShares MSCI Mexico ETF stock logo
EWW
iShares MSCI Mexico ETF
$886,538$886,538 New Holding14,6390.4%ETF
iShares MSCI Chile ETF stock logo
ECH
iShares MSCI Chile ETF
$882,047$85,230 -8.8%28,0460.4%ETF
iShares MSCI Philippines ETF stock logo
EPHE
iShares MSCI Philippines ETF
$872,478$872,478 New Holding32,1710.4%ETF
The Hartford Insurance Group, Inc. stock logo
HIG
The Hartford Insurance Group
$860,940$3,468,880 -80.1%6,7860.4%Finance
Kinross Gold Corporation stock logo
KGC
Kinross Gold
$854,367$538,829 -38.7%54,6620.4%Basic Materials
The Travelers Companies, Inc. stock logo
TRV
Travelers Companies
$819,743$225,269 -21.6%3,0640.3%Finance
iShares MSCI Malaysia ETF stock logo
EWM
iShares MSCI Malaysia ETF
$813,394$813,394 New Holding33,4180.3%Finance
iShares MSCI Netherlands ETF stock logo
EWN
iShares MSCI Netherlands ETF
$804,202$675,037 522.6%14,7560.3%ETF
Loews Corporation stock logo
L
Loews
$802,117$1,195,155 -59.8%8,7510.3%Finance
iShares MSCI Austria ETF stock logo
EWO
iShares MSCI Austria ETF
$801,121$160,994 -16.7%27,2490.3%ETF
iShares MSCI Spain ETF stock logo
EWP
iShares MSCI Spain ETF
$791,880$162,955 -17.1%17,9850.3%ETF
iShares MSCI France ETF stock logo
EWQ
iShares MSCI France ETF
$791,843$55,084 -6.5%18,5010.3%ETF
iShares MSCI Sweden ETF stock logo
EWD
iShares MSCI Sweden ETF
$791,073$38,559 -4.6%17,2950.3%Finance
Chubb Limited stock logo
CB
Chubb
$790,066$1,089,347 -58.0%2,7270.3%Finance
iShares MSCI Italy ETF stock logo
EWI
iShares MSCI Italy ETF
$788,726$134,455 -14.6%16,3840.3%ETF
iShares MSCI Germany ETF stock logo
EWG
iShares MSCI Germany ETF
$788,362$129,469 -14.1%18,6330.3%ETF
iShares MSCI United Kingdom ETF stock logo
EWU
iShares MSCI United Kingdom ETF
$780,617$58,388 -7.0%19,6530.3%ETF
iShares MSCI Switzerland ETF stock logo
EWL
iShares MSCI Switzerland ETF
$778,247$50,754 -6.1%14,1990.3%ETF
SPDR FTSE International Government Inflation-Protected Bond ETF stock logo
WIP
SPDR FTSE International Government Inflation-Protected Bond ETF
$777,700$351,263 82.4%19,5010.3%ETF
Cincinnati Financial Corporation stock logo
CINF
Cincinnati Financial
$776,916$215,487 -21.7%5,2170.3%Finance
iShares iBoxx $ Investment Grade Corporate Bond ETF stock logo
LQD
iShares iBoxx $ Investment Grade Corporate Bond ETF
$761,241$986 0.1%6,9450.3%Finance
iShares 1-5 Year Investment Grade Corporate Bond ETF stock logo
IGSB
iShares 1-5 Year Investment Grade Corporate Bond ETF
$753,993$12,240 -1.6%14,2910.3%Manufacturing
Invesco Ltd. stock logo
IVZ
Invesco
$752,292$752,292 New Holding47,7040.3%Finance
SPDR Bloomberg Investment Grade Floating Rate ETF stock logo
FLRN
SPDR Bloomberg Investment Grade Floating Rate ETF
$750,957$8,910 -1.2%24,3580.3%ETF
Schwab U.S. TIPS ETF stock logo
SCHP
Schwab U.S. TIPS ETF
$749,334$7,817 -1.0%28,0860.3%ETF
Regions Financial Corporation stock logo
RF
Regions Financial
$748,453$748,453 New Holding31,8220.3%Finance
Universal Health Services, Inc. stock logo
UHS
Universal Health Services
$747,606$978,029 -56.7%4,1270.3%Medical
Huntington Bancshares Incorporated stock logo
HBAN
Huntington Bancshares
$747,496$747,496 New Holding44,6000.3%Finance
Charter Communications, Inc. stock logo
CHTR
Charter Communications
$746,896$746,896 New Holding1,8270.3%Consumer Discretionary

Showing largest 100 holdings. View all holdings.
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