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

About Mount Lucas Management Lp

Investment Activity

Mount Lucas Management Lp has $270.80 million in total holdings as of September 30, 2021.
Mount Lucas Management Lp owns shares of 165 different stocks, but just 76 companies or ETFs make up 80% of its holdings.
Approximately 30.58% of the portfolio was purchased this quarter.
About 22.62% of the portfolio was sold this quarter.
This quarter, Mount Lucas Management Lp has purchased 169 new stocks and bought additional shares in 71 stocks.
Mount Lucas Management Lp sold shares of 45 stocks and completely divested from 41 stocks this quarter.

Largest Holdings

Invesco S&P 500 Pure Value ETF: $29,930,882
iShares MSCI Brazil ETF: $21,020,982
Adobe: $8,507,800
Intel: $5,516,250
iShares 1-3 Year Treasury Bond ETF: $5,178,708

Largest New Holdings this Quarter

00724F101 - Adobe: $8,507,800 Holding
N97284108 - Yandex: $4,150,400 Holding
478160104 - Johnson & Johnson: $2,076,273 Holding
92276F100 - Ventas: $1,895,579 Holding
12503M108 - Cboe Global Markets: $1,864,618 Holding

Largest Purchases this Quarter

Adobe: 35,000 shares (about $8.51M)
Invesco S&P 500 Pure Value ETF: 71,050 shares (about $7.63M)
iShares MSCI Brazil ETF: 177,959 shares (about $6.83M)
Yandex: 40,000 shares (about $4.15M)
iShares 1-3 Year Treasury Bond ETF: 38,685 shares (about $3.19M)

Largest Sales this Quarter

AGNC Investment: 223,193 shares (about $2.24M)
iShares Mortgage Real Estate ETF: 70,608 shares (about $1.52M)
General Motors: 13,872 shares (about $1.03M)
Northern Trust: 6,912 shares (about $964.71K)
TechnipFMC: 12,909 shares (about $892.40K)

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
RPV Invesco S&P 500 Pure Value ETF	$29,930,882	$7,630,060 ▲	34.2%	278,712	11.1%	ETF
EWZ iShares MSCI Brazil ETF	$21,020,982	$6,831,846 ▲	48.1%	547,564	7.8%	ETF
ADBE Adobe	$8,507,800	$8,507,800 ▲	New Holding	35,000	3.1%	Computer and Technology
INTC Intel	$5,516,250		0.0%	125,000	2.0%	Computer and Technology
SHY iShares 1-3 Year Treasury Bond ETF	$5,178,708	$3,194,221 ▲	161.0%	62,719	1.9%	Manufacturing
IEI iShares 3-7 Year Treasury Bond ETF	$5,125,536	$3,156,420 ▲	160.3%	43,217	1.9%	ETF
IEF iShares 7-10 Year Treasury Bond ETF	$5,081,130	$3,126,614 ▲	160.0%	53,239	1.9%	ETF
RKT Rocket Companies	$4,602,750		0.0%	323,000	1.7%	Finance
YNDX Yandex	$4,150,400	$4,150,400 ▲	New Holding	40,000	1.5%	Computer and Technology
EWA iShares MSCI Australia ETF	$3,896,671	$250,506 ▼	-6.0%	140,370	1.4%	Finance
BBJP JPMorgan BetaBuilders Japan ETF	$3,860,131	$187,228 ▼	-4.6%	56,017	1.4%	ETF
IREN IREN	$3,428,000		0.0%	100,000	1.3%	Finance
T AT&T	$3,365,391	$1,163,832 ▲	52.9%	116,088	1.2%	Computer and Technology
BKLN Invesco Senior Loan ETF	$3,324,707	$418,936 ▲	14.4%	162,896	1.2%	ETF
CWB SPDR Bloomberg Convertible Securities ETF	$3,181,601	$176,268 ▲	5.9%	34,764	1.2%	ETF
PBP Invesco S&P 500 BuyWrite ETF	$3,033,455	$298,646 ▲	10.9%	137,947	1.1%	ETF
EMHY iShares J.P. Morgan EM High Yield Bond ETF	$3,022,415	$242,148 ▲	8.7%	76,750	1.1%	ETF
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF	$3,009,987	$249,102 ▲	9.0%	32,045	1.1%	ETF
VYM Vanguard High Dividend Yield ETF	$2,994,434	$102,041 ▲	3.5%	20,219	1.1%	ETF
DWX SPDR S&P International Dividend ETF	$2,934,254	$48,840 ▼	-1.6%	64,345	1.1%	ETF
NEM Newmont	$2,837,233	$89,956 ▲	3.3%	26,210	1.0%	Basic Materials
COR Cencora	$2,722,023	$668,804 ▲	32.6%	8,665	1.0%	Medical
L Loews	$2,664,124	$1,748,508 ▲	191.0%	24,959	1.0%	Finance
PFF iShares Preferred and Income Securities ETF	$2,563,253	$361,505 ▼	-12.4%	84,540	0.9%	ETF
CAH Cardinal Health	$2,538,467	$722,892 ▲	39.8%	12,013	0.9%	Medical
IWD iShares Russell 1000 Value ETF	$2,526,648	$730,324 ▲	40.7%	11,825	0.9%	ETF
HCA HCA Healthcare	$2,385,130	$1,518,627 ▲	175.3%	5,040	0.9%	Medical
KGC Kinross Gold	$2,218,438	$694,055 ▲	45.5%	72,688	0.8%	Basic Materials
SHYG iShares 0-5 Year High Yield Corporate Bond ETF	$2,172,872	$211,296 ▲	10.8%	51,356	0.8%	ETF
JNK SPDR Bloomberg High Yield Bond ETF	$2,160,783	$205,319 ▲	10.5%	22,574	0.8%	Finance
HYGV FlexShares High Yield Value-Scored Bond Index Fund	$2,159,595	$209,273 ▲	10.7%	53,909	0.8%	ETF
GHYG iShares US & Intl High Yield Corp Bond ETF	$2,148,725	$198,258 ▲	10.2%	47,633	0.8%	ETF
FALN iShares Fallen Angels USD Bond ETF	$2,127,874	$194,041 ▲	10.0%	79,636	0.8%	Manufacturing
JNJ Johnson & Johnson	$2,076,273	$2,076,273 ▲	New Holding	8,494	0.8%	Medical
VZ Verizon Communications	$1,969,346	$1,109,922 ▲	129.1%	39,230	0.7%	Computer and Technology
IVZ Invesco	$1,935,743	$780,511 ▲	67.6%	79,693	0.7%	Finance
VTR Ventas	$1,895,579	$1,895,579 ▲	New Holding	23,179	0.7%	Finance
CBOE Cboe Global Markets	$1,864,618	$1,864,618 ▲	New Holding	6,634	0.7%	Financial Services
DAL Delta Air Lines	$1,808,721	$5,252 ▲	0.3%	27,207	0.7%	Transportation
LHX L3Harris Technologies	$1,779,939	$1,779,939 ▲	New Holding	5,157	0.7%	Aerospace
TJX TJX Companies	$1,753,027	$1,753,027 ▲	New Holding	10,977	0.6%	Retail/Wholesale
BK BNY	$1,728,795	$493,264 ▼	-22.2%	14,573	0.6%	Finance
CSCO Cisco Systems	$1,718,463	$66,495 ▲	4.0%	22,148	0.6%	Computer and Technology
GD General Dynamics	$1,682,464	$1,682,464 ▲	New Holding	4,902	0.6%	Aerospace
GL Globe Life	$1,677,555	$876,075 ▲	109.3%	12,054	0.6%	Finance
MNST Monster Beverage	$1,618,322	$1,618,322 ▲	New Holding	22,334	0.6%	Consumer Staples
COF Capital One Financial	$1,605,202	$484,717 ▲	43.3%	8,799	0.6%	Finance
CME CME Group	$1,601,683	$84,175 ▲	5.5%	5,423	0.6%	Finance
BARRICK MINING CORP	$1,595,175	$599,858 ▲	60.3%	39,107	0.6%	Common Stock
ROL Rollins	$1,524,695	$1,524,695 ▲	New Holding	28,547	0.6%	Construction
UAL United Airlines	$1,504,332	$356,587 ▼	-19.2%	16,339	0.6%	Transportation
CCL Carnival	$1,479,353	$40,425 ▼	-2.7%	57,162	0.5%	Consumer Discretionary
FTAI AVIATION LTD	$1,470,000	$735,000 ▼	-33.3%	6,000	0.5%	Common Stock
NDAQ Nasdaq	$1,435,320	$52,207 ▲	3.8%	16,908	0.5%	Finance
REM iShares Mortgage Real Estate ETF	$1,352,911	$1,515,954 ▼	-52.8%	63,014	0.5%	ETF
VRSN VeriSign	$1,289,733	$56,626 ▲	4.6%	5,193	0.5%	Computer and Technology
ICE Intercontinental Exchange	$1,282,933	$55,834 ▲	4.6%	8,157	0.5%	Finance
RSG Republic Services	$1,282,143	$45,994 ▲	3.7%	5,854	0.5%	Business Services
MOH Molina Healthcare	$1,266,350		0.0%	9,500	0.5%	Medical
DG Dollar General	$1,251,177	$1,251,177 ▲	New Holding	10,538	0.5%	Retail/Wholesale
AEM Agnico Eagle Mines	$1,234,118	$718,752 ▼	-36.8%	6,080	0.5%	Basic Materials
F Ford Motor	$1,232,934	$1,232,934 ▲	New Holding	106,840	0.5%	Auto/Tires/Trucks
MPC Marathon Petroleum	$1,228,714	$1,228,714 ▲	New Holding	5,032	0.5%	Energy
MET MetLife	$1,137,743	$600,413 ▼	-34.5%	16,088	0.4%	Finance
ABT Abbott Laboratories	$1,129,986	$43,532 ▲	4.0%	11,006	0.4%	Medical
GM General Motors	$1,089,563	$1,033,464 ▼	-48.7%	14,625	0.4%	Auto/Tires/Trucks
FTI TechnipFMC	$1,082,783	$892,399 ▼	-45.2%	15,663	0.4%	Energy
ADM Archer Daniels Midland	$1,042,084	$1,042,084 ▲	New Holding	14,336	0.4%	Consumer Staples
EWM iShares MSCI Malaysia ETF	$1,026,652	$15,228 ▼	-1.5%	36,137	0.4%	Finance
EPOL iShares MSCI Poland ETF	$1,008,302	$43,146 ▼	-4.1%	27,693	0.4%	ETF
TUR iShares MSCI Turkey ETF	$1,004,436	$6,377 ▲	0.6%	25,988	0.4%	ETF
PGR Progressive	$991,002	$854,415 ▼	-46.3%	4,999	0.4%	Finance
EWT iShares MSCI Taiwan ETF	$989,689	$87,515 ▼	-8.1%	13,955	0.4%	ETF
EWW iShares MSCI Mexico ETF	$981,451	$87,192 ▼	-8.2%	13,046	0.4%	ETF
THD iShares MSCI Thailand ETF	$976,177	$160,476 ▼	-14.1%	14,070	0.4%	ETF
ECH iShares MSCI Chile ETF	$965,134	$42,066 ▼	-4.2%	24,274	0.4%	ETF
CF CF Industries	$921,734	$31,941 ▲	3.6%	7,099	0.3%	Basic Materials
TRV Travelers Companies	$914,417	$32,960 ▲	3.7%	3,135	0.3%	Finance
FLRN SPDR Bloomberg Investment Grade Floating Rate ETF	$911,088	$83,629 ▲	10.1%	29,600	0.3%	ETF
EPU iShares MSCI Peru and Global Exposure ETF	$908,149	$293,058 ▼	-24.4%	11,252	0.3%	ETF
IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF	$901,772	$81,153 ▲	9.9%	17,157	0.3%	Manufacturing
SCHP Schwab U.S. TIPS ETF	$898,593	$76,903 ▲	9.4%	33,769	0.3%	ETF
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	$890,884	$83,050 ▲	10.3%	8,174	0.3%	Finance
EWP iShares MSCI Spain ETF	$890,575	$13,577 ▼	-1.5%	16,398	0.3%	ETF
MUB iShares National Muni Bond ETF	$889,112	$71,651 ▲	8.8%	8,376	0.3%	ETF
PRINCIPAL FINANCIAL GROUP	$886,322	$886,322 ▲	New Holding	9,836	0.3%	Common Stock
HIG The Hartford Insurance Group	$878,860	$25,964 ▼	-2.9%	6,499	0.3%	Finance
EWU iShares MSCI United Kingdom ETF	$878,488	$33,714 ▼	-3.7%	19,282	0.3%	ETF
EWO iShares MSCI Austria ETF	$878,167	$34,812 ▼	-3.8%	24,772	0.3%	ETF
EZA iShares MSCI South Africa ETF	$877,400	$139,668 ▼	-13.7%	12,941	0.3%	ETF
WIP SPDR FTSE International Government Inflation-Protected Bond ETF	$876,665	$35,640 ▲	4.2%	22,138	0.3%	ETF
EWI iShares MSCI Italy ETF	$874,592	$7,212 ▲	0.8%	16,372	0.3%	ETF
MOS Mosaic	$871,157	$871,157 ▲	New Holding	34,163	0.3%	Basic Materials
USB U.S. Bancorp	$866,799	$20,648 ▲	2.4%	16,666	0.3%	Finance
ALL Allstate	$865,437	$424,632 ▼	-32.9%	4,174	0.3%	Finance
GREK Global X MSCI Greece ETF	$863,331	$88,524 ▼	-9.3%	13,517	0.3%	ETF
EWN iShares MSCI Netherlands ETF	$859,544	$8,281 ▼	-1.0%	14,946	0.3%	ETF
EWY iShares MSCI South Korea ETF	$858,118	$461,165 ▼	-35.0%	6,976	0.3%	ETF
WRB W.R. Berkley	$854,813	$26,114 ▲	3.2%	12,897	0.3%	Finance
RF Regions Financial	$849,449	$20,635 ▲	2.5%	32,521	0.3%	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