Mount Lucas Management Lp Top Holdings and 13F Report (2021) About Mount Lucas Management LpInvestment ActivityMount Lucas Management Lp has $332.62 million in total holdings as of September 30, 2021.Mount Lucas Management Lp owns shares of 155 different stocks, but just 60 companies or ETFs make up 80% of its holdings.Approximately 43.04% of the portfolio was purchased this quarter.About 25.76% of the portfolio was sold this quarter.This quarter, Mount Lucas Management Lp has purchased 166 new stocks and bought additional shares in 74 stocks.Mount Lucas Management Lp sold shares of 50 stocks and completely divested from 29 stocks this quarter.Largest Holdings Applied Materials $38,097,810iShares 1-3 Year Treasury Bond ETF $32,903,864Invesco S&P 500 Pure Value ETF $30,412,858FTAI AVIATION LTD $20,043,600iShares MSCI Brazil ETF $16,793,492 Largest New Holdings this Quarter 038222105 - Applied Materials $38,097,810 Holding512807306 - LAM RESEARCH CORP $13,140,400 HoldingH1467J104 - Chubb $2,350,907 Holding95040Q104 - Welltower $1,650,591 Holding44107P104 - Host Hotels & Resorts $1,609,662 Holding Largest Purchases this Quarter Applied Materials 74,500 shares (about $38.10M)iShares 1-3 Year Treasury Bond ETF 320,713 shares (about $26.04M)FTAI AVIATION LTD 114,000 shares (about $19.04M)Invesco S&P 500 Pure Value ETF 125,370 shares (about $14.38M)LAM RESEARCH CORP 40,000 shares (about $13.14M) Largest Sales this Quarter iShares MSCI Brazil ETF 99,534 shares (about $3.71M)iShares J.P. Morgan USD Emerging Markets Bond ETF 24,484 shares (about $2.22M)AT&T 84,064 shares (about $2.05M)Cardinal Health 9,149 shares (about $2.04M)Invesco 51,125 shares (about $1.54M) 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 PortfolioSectorAMATApplied Materials$38,097,810$38,097,810 ▲New Holding74,50011.5%TechnologySHYiShares 1-3 Year Treasury Bond ETF$32,903,864$26,041,896 ▲379.5%405,2209.9%ETFRPVInvesco S&P 500 Pure Value ETF$30,412,858$14,383,700 ▲89.7%265,0829.1%ETFFTAI AVIATION LTD$20,043,600$19,041,420 ▲1,900.0%120,0006.0%Common StockEWZiShares MSCI Brazil ETF$16,793,492$3,707,642 ▼-18.1%450,8325.0%ETFLAM RESEARCH CORP$13,140,400$13,140,400 ▲New Holding40,0004.0%Common StockYNDXYandex$6,368,760$707,640 ▼-10.0%27,0001.9%TechnologyBBJPJPMorgan BetaBuilders Japan ETF$4,436,271$11,775 ▲0.3%56,5131.3%ETFEWAiShares MSCI Australia ETF$4,123,295$45,607 ▼-1.1%145,6481.2%ETFTRVTravelers Companies$3,734,799$2,587,550 ▲225.5%10,4761.1%FinanceBKLNInvesco Senior Loan ETF$3,388,724$78,145 ▲2.4%165,8701.0%ETFCWBSPDR Bloomberg Convertible Securities ETF$3,367,473$271,365 ▲8.8%33,2821.0%ETFGLGlobe Life$3,319,129$1,272,358 ▲62.2%20,0371.0%FinanceINVESCO S&P 500 BUYWRITE ETF$3,251,074$20,379 ▲0.6%139,5911.0%ETPMPCMarathon Petroleum$3,129,749$1,087,800 ▲53.3%7,9150.9%EnergyDWXSPDR S&P International Dividend ETF$3,105,143$1,693 ▼-0.1%67,8800.9%ETFVYMVanguard High Dividend Yield ETF$3,073,736$7,760 ▼-0.3%19,8050.9%ETFIWDiShares Russell 1000 Value ETF$2,980,119$1,549,315 ▲108.3%12,0200.9%ETFLLoews$2,666,411$17,335 ▼-0.6%25,5330.8%FinanceEMHYiShares J.P. Morgan EM High Yield Bond ETF$2,536,540$477,354 ▼-15.8%65,4760.8%ETFMUMicron Technology$2,425,255$35,149 ▲1.5%2,2770.7%TechnologyJNJJohnson & Johnson$2,385,572$51,889 ▲2.2%9,0110.7%HealthcareCBChubb$2,350,907$2,350,907 ▲New Holding7,2280.7%FinanceHCAHCA Healthcare$2,239,958$49,929 ▲2.3%5,2490.7%HealthcareBANK OF NEW YORK MELLON CORP$2,230,339$46,426 ▲2.1%15,4210.7%Common StockSHYGiShares 0-5 Year High Yield Corporate Bond ETF$2,219,044$73,920 ▲3.4%53,7950.7%ETFVTRVentas$2,093,873$47,866 ▲2.3%24,6280.6%Real EstateMNSTMonster Beverage$1,952,061$992,470 ▲103.4%46,9020.6%Consumer StaplesVZVerizon Communications$1,928,604$61,741 ▲3.3%42,0450.6%Communication ServicesCBOECboe Global Markets$1,927,030$37,439 ▲2.0%7,0000.6%FinanceMOHMolina Healthcare$1,796,4500.0%9,5000.5%HealthcareHYGVFlexShares High Yield Value-Scored Bond Index Fund$1,782,904$345,998 ▼-16.3%45,8920.5%ETFJNKSPDR Bloomberg High Yield Bond ETF$1,781,542$340,393 ▼-16.0%19,2080.5%ETFGDGeneral Dynamics$1,721,534$36,501 ▲2.2%5,1880.5%IndustrialsUHSUniversal Health Services$1,678,298$918,176 ▲120.8%9,6310.5%HealthcareALLAllstate$1,656,850$706,624 ▲74.4%7,4680.5%FinanceWELLWelltower$1,650,591$1,650,591 ▲New Holding7,1690.5%Real EstateIVZInvesco$1,646,555$1,541,930 ▼-48.4%54,5940.5%FinanceHSTHost Hotels & Resorts$1,609,662$1,609,662 ▲New Holding71,8920.5%Real EstateSTTState Street$1,603,085$1,603,085 ▲New Holding9,1820.5%FinanceCSXCSX$1,561,527$1,561,527 ▲New Holding33,5740.5%IndustrialsPLDPrologis$1,534,968$1,534,968 ▲New Holding11,8220.5%Real EstateTJXTJX Companies$1,534,002$30,299 ▲2.0%11,5940.5%Consumer DiscretionaryHIGThe Hartford Insurance Group$1,532,192$715,439 ▲87.6%12,5220.5%FinanceSPGSimon Property Group$1,531,197$1,531,197 ▲New Holding7,6270.5%Real EstateTDToronto Dominion Bank$1,496,274$34,436 ▲2.4%12,7310.4%FinanceFRTFederal Realty Investment Trust$1,481,299$1,481,299 ▲New Holding13,6790.4%Real EstateUALUnited Airlines$1,412,726$309,994 ▼-18.0%12,7330.4%IndustrialsAMDAdvanced Micro Devices$1,361,778$19,576 ▲1.5%2,2260.4%TechnologyDDIDoubleDown Interactive$1,329,0000.0%100,0000.4%Communication ServicesFFord Motor$1,300,177$20,864 ▼-1.6%107,8090.4%Consumer DiscretionaryLHXL3Harris Technologies$1,291,872$26,993 ▲2.1%5,4560.4%IndustrialsSTARLING ONCOLOGY INC$1,264,000$316,000 ▼-20.0%200,0000.4%Common StockCDECoeur Mining$1,263,099$17,723 ▲1.4%71,7670.4%MaterialsDGDollar General$1,254,394$27,743 ▼-2.2%10,4900.4%Consumer StaplesBARRICK MINING CORP$1,235,555$21,962 ▲1.8%30,3800.4%Common StockPAASPan American Silver$1,210,748$20,980 ▲1.8%26,6040.4%MaterialsVLOValero Energy$1,183,373$1,183,373 ▲New Holding3,0530.4%EnergyASRGrupo Aeroportuario del Sureste$1,175,950$235,190 ▲25.0%5,0000.4%IndustrialsFALNiShares Fallen Angels USD Bond ETF$1,149,892$960,888 ▼-45.5%44,3460.3%ETFGHYGiShares US & Intl High Yield Corp Bond ETF$1,148,275$965,009 ▼-45.7%26,3970.3%ETFEWTiShares MSCI Taiwan ETF$1,142,435$26,531 ▼-2.3%10,1190.3%ETFNUNU$1,139,4000.0%90,0000.3%FinanceADMArcher Daniels Midland$1,114,654$56,439 ▼-4.8%14,0420.3%Consumer StaplesHPQHP$1,112,254$1,112,254 ▲New Holding35,5580.3%TechnologyKGCKinross Gold$1,106,693$16,904 ▲1.6%45,9590.3%MaterialsEWYiShares MSCI South Korea ETF$1,104,722$159,567 ▲16.9%6,0440.3%ETFEVCEntravision Communications$1,102,5000.0%150,0000.3%Communication ServicesGREKGlobal X MSCI Greece ETF$1,099,702$134,463 ▼-10.9%12,8320.3%ETFEPOLiShares MSCI Poland ETF$1,098,560$73,084 ▼-6.2%24,7870.3%ETFIAGIamgold$1,082,398$15,151 ▲1.4%58,7940.3%MaterialsPRINCIPAL FINANCIAL GROUP$1,081,646$55,084 ▼-4.8%9,6610.3%Common StockTHDiShares MSCI Thailand ETF$1,064,983$23,339 ▲2.2%15,1040.3%ETFEPUiShares MSCI Peru and Global Exposure ETF$1,059,259$57,053 ▼-5.1%11,9380.3%ETFSTXSeagate Technology$1,033,021$14,757 ▲1.4%1,1200.3%TechnologyDALDelta Air Lines$991,672$1,336,612 ▼-57.4%11,8820.3%IndustrialsVNQVanguard Real Estate ETF$988,350$569,868 ▼-36.6%11,0270.3%ETFEWNiShares MSCI Netherlands ETF$963,541$271 ▼0.0%14,2220.3%ETFFLRNSPDR Bloomberg Investment Grade Floating Rate ETF$945,955$25,289 ▲2.7%30,6730.3%ETFEWOiShares MSCI Austria ETF$939,001$55,200 ▼-5.6%22,0630.3%ETFEVREvercore$935,498$15,450 ▲1.7%3,6330.3%FinanceEWUiShares MSCI United Kingdom ETF$934,648$14,610 ▼-1.5%20,0870.3%ETFEWPiShares MSCI Spain ETF$921,803$58,194 ▼-5.9%15,5710.3%ETFBBYBest Buy$918,225$918,225 ▲New Holding10,4060.3%Consumer DiscretionaryEWIiShares MSCI Italy ETF$916,149$34,997 ▼-3.7%15,6020.3%ETFEWLiShares MSCI Switzerland ETF$915,169$15,675 ▲1.7%15,4720.3%ETFHPEHewlett Packard Enterprise$915,033$14,503 ▲1.6%14,3220.3%TechnologyROLRollins$910,226$19,789 ▲2.2%30,2200.3%IndustrialsEWDiShares MSCI Sweden ETF$909,418$4,999 ▼-0.5%18,1920.3%ETFEWGiShares MSCI Germany ETF$907,457$509,559 ▲128.1%21,9670.3%ETFTAT&T$887,794$2,051,162 ▼-69.8%36,3850.3%Communication ServicesDELLDell Technologies$884,928$13,449 ▲1.5%1,6450.3%TechnologyMETMetLife$883,032$7,250 ▲0.8%9,3780.3%FinanceAUNA SA-CLASS A$871,5000.0%175,0000.3%Common StockEWMiShares MSCI Malaysia ETF$853,407$184,267 ▼-17.8%31,1690.3%ETFCFCF Industries$845,798$6,221 ▲0.7%7,3420.3%MaterialsWRBW.R. Berkley$844,520$47,548 ▼-5.3%12,5040.3%FinanceAIZAssurant$809,472$809,472 ▲New Holding3,0720.2%FinanceCICigna Group$794,831$794,831 ▲New Holding2,9240.2%HealthcareFIVEFive Below$790,891$10,759 ▲1.4%3,6020.2%Consumer DiscretionaryShowing 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 Unlock superior investment research and tools. Sign up for MarketBeat All Access to gain access to MarketBeat's full suite of research tools and reports. Get MarketBeat All Access 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 Email Me a Login Link 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.
