$376 Million is the total value of Mount Lucas Management LP's 111 reported holdings in Q2 2021. The portfolio turnover from Q1 2021 to Q2 2021 was 41.4% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| New | GENERAL ELECTRIC CO | $35,897,000 | – | 333,370 | +100.0% | 9.54% | – | |
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $15,034,000 | +24.6% | 174,495 | +24.7% | 4.00% | +12.5% |
| MS | Buy | MORGAN STANLEY | $12,077,000 | +138.6% | 131,713 | +102.1% | 3.21% | +115.5% |
| ALL | Buy | ALLSTATE CORP | $10,148,000 | +147.6% | 77,801 | +118.1% | 2.70% | +123.7% |
| CI | Buy | CIGNA CORP | $9,546,000 | +105.9% | 40,268 | +110.0% | 2.54% | +85.9% |
| LEN | Buy | LENNAR CORP-A | $9,441,000 | +113.3% | 95,026 | +117.3% | 2.51% | +92.6% |
| PHM | Buy | PULTEGROUP INC | $9,378,000 | +135.9% | 171,853 | +126.7% | 2.49% | +113.1% |
| DHI | Buy | DR HORTON INC | $8,992,000 | +118.8% | 99,501 | +115.7% | 2.39% | +97.6% |
| WHR | Buy | WHIRLPOOL CORP | $8,448,000 | +126.0% | 38,748 | +128.4% | 2.25% | +104.2% |
| TGT | Buy | TARGET CORP | $8,378,000 | +107.4% | 34,657 | +70.0% | 2.23% | +87.4% |
| BBY | Buy | BEST BUY CO INC | $8,199,000 | +154.1% | 71,307 | +153.7% | 2.18% | +129.5% |
| CWB | Buy | SPDR BBG BARC CONVERTIBLEetp | $6,154,000 | +12.4% | 70,952 | +8.0% | 1.64% | +1.5% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $6,077,000 | +0.5% | 163,724 | -4.5% | 1.62% | -9.2% |
| BKLN | Buy | INVESCO SENIOR LOAN ETFetp | $5,958,000 | +4.5% | 268,981 | +4.4% | 1.58% | -5.7% |
| EBAY | Buy | EBAY INC | $5,193,000 | +33.1% | 73,969 | +16.1% | 1.38% | +20.2% |
| DVA | Buy | DAVITA INC | $5,073,000 | +29.3% | 42,122 | +15.7% | 1.35% | +16.8% |
| GS | New | GOLDMAN SACHS GROUP INC | $5,064,000 | – | 13,342 | +100.0% | 1.35% | – |
| FDX | New | FEDEX CORP | $4,860,000 | – | 16,290 | +100.0% | 1.29% | – |
| UNH | Buy | UNITEDHEALTH GROUP INC | $4,812,000 | +25.0% | 12,017 | +16.1% | 1.28% | +12.9% |
| GM | New | GENERAL MOTORS CO | $4,643,000 | – | 78,461 | +100.0% | 1.24% | – |
| HCA | New | HCA HEALTHCARE INC | $4,618,000 | – | 22,336 | +100.0% | 1.23% | – |
| AFL | New | AFLAC INC | $4,564,000 | – | 85,050 | +100.0% | 1.21% | – |
| CNC | Buy | CENTENE CORP | $4,516,000 | +32.1% | 61,916 | +15.7% | 1.20% | +19.3% |
| PBP | Sell | INVESCO S&P 500 BUYWRITE ETFetp | $4,442,000 | +3.0% | 196,201 | -1.5% | 1.18% | -7.0% |
| DISH | New | DISH NETWORK CORP-A | $4,441,000 | – | 106,247 | +100.0% | 1.18% | – |
| EMB | Buy | ISHARES JP MORGAN USD EMERGIetp | $4,374,000 | +18.0% | 38,893 | +14.3% | 1.16% | +6.6% |
| KR | Buy | KROGER CO | $4,357,000 | +23.8% | 113,729 | +16.3% | 1.16% | +11.8% |
| EMHY | Buy | ISHARES J.P. MORGAN EM HIGHetp | $4,350,000 | +6.5% | 95,143 | +3.6% | 1.16% | -3.7% |
| CE | New | CELANESE CORP | $4,350,000 | – | 28,691 | +100.0% | 1.16% | – |
| BWA | New | BORGWARNER INC | $4,312,000 | – | 88,838 | +100.0% | 1.15% | – |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $4,255,000 | -3.5% | 40,614 | -6.9% | 1.13% | -12.9% |
| MOS | New | MOSAIC CO/THE | $4,251,000 | – | 133,213 | +100.0% | 1.13% | – |
| DWX | Sell | SPDR S&P INTER DVD ETFetp | $4,229,000 | -2.5% | 107,323 | -5.6% | 1.12% | -12.0% |
| PGR | Buy | PROGRESSIVE CORP | $4,085,000 | +18.9% | 41,599 | +15.8% | 1.09% | +7.4% |
| HUM | Buy | HUMANA INC | $4,045,000 | +22.4% | 9,136 | +15.9% | 1.08% | +10.6% |
| JNK | Buy | SPDR BBG BARC HIGH YIELD BNDetp | $4,019,000 | +4.7% | 36,552 | +3.6% | 1.07% | -5.4% |
| SHYG | Buy | ISHARES 0-5 YR HY CORP BONDetp | $3,998,000 | +3.9% | 86,805 | +3.3% | 1.06% | -6.2% |
| GHYG | Buy | ISHARES US&INTL HIGH YIELD Cetp | $3,988,000 | +4.8% | 78,417 | +3.5% | 1.06% | -5.4% |
| HPQ | New | HP INC | $3,982,000 | – | 131,896 | +100.0% | 1.06% | – |
| MAS | Buy | MASCO CORP | $3,967,000 | +14.3% | 67,339 | +16.2% | 1.06% | +3.2% |
| DGX | Buy | QUEST DIAGNOSTICS INC | $3,911,000 | +19.5% | 29,638 | +16.2% | 1.04% | +8.0% |
| LB | New | L BRANDS INC | $3,909,000 | – | 67,120 | +100.0% | 1.04% | – |
| NEM | Buy | NEWMONT CORP | $3,882,000 | +22.5% | 61,256 | +16.5% | 1.03% | +10.6% |
| CAG | Buy | CONAGRA BRANDS INC | $3,780,000 | +12.8% | 103,907 | +16.6% | 1.00% | +1.9% |
| XLU | Buy | UTILITIES SELECT SECTOR SPDRetp | $3,470,000 | +8.7% | 54,876 | +10.1% | 0.92% | -1.7% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $3,063,000 | +2.1% | 30,087 | -7.8% | 0.81% | -7.8% |
| PFF | Buy | ISHARES PREFERRED & INCOME Setp | $3,034,000 | +3.1% | 77,137 | +0.7% | 0.81% | -6.8% |
| VNQI | Sell | VANGUARD GLBL EX-US REAL ESTetp | $2,959,000 | +1.6% | 50,708 | -2.9% | 0.79% | -8.2% |
| IPFF | Sell | ISHARES INTERNATIONAL PREFERetp | $2,881,000 | -0.7% | 167,529 | -4.5% | 0.77% | -10.3% |
| A | Buy | AGILENT TECHNOLOGIES INC | $2,624,000 | +34.7% | 17,754 | +15.9% | 0.70% | +21.8% |
| IDXX | Buy | IDEXX LABORATORIES INC | $2,583,000 | +49.4% | 4,090 | +15.7% | 0.69% | +35.0% |
| JCI | New | JOHNSON CONTROLS INTERNATION | $2,472,000 | – | 36,020 | +100.0% | 0.66% | – |
| PNR | New | PENTAIR PLC | $2,367,000 | – | 35,076 | +100.0% | 0.63% | – |
| WST | Buy | WEST PHARMACEUTICAL SERVICES | $2,360,000 | +47.6% | 6,572 | +15.8% | 0.63% | +33.1% |
| AJG | New | ARTHUR J GALLAGHER & CO | $2,299,000 | – | 16,410 | +100.0% | 0.61% | – |
| EL | New | ESTEE LAUDER COMPANIES-CL A | $2,291,000 | – | 7,203 | +100.0% | 0.61% | – |
| HD | New | HOME DEPOT INC | $2,233,000 | – | 7,001 | +100.0% | 0.59% | – |
| ODFL | New | OLD DOMINION FREIGHT LINE | $2,224,000 | – | 8,762 | +100.0% | 0.59% | – |
| LOW | New | LOWE'S COS INC | $2,179,000 | – | 11,234 | +100.0% | 0.58% | – |
| PKI | Buy | PERKINELMER INC | $2,167,000 | +39.3% | 14,031 | +15.7% | 0.58% | +25.8% |
| MNST | Buy | MONSTER BEVERAGE CORP | $2,126,000 | +16.0% | 23,276 | +15.7% | 0.56% | +4.8% |
| DE | New | DEERE & CO | $2,120,000 | – | 6,011 | +100.0% | 0.56% | – |
| DHR | Buy | DANAHER CORP | $2,109,000 | +37.9% | 7,859 | +15.7% | 0.56% | +24.7% |
| TYL | Buy | TYLER TECHNOLOGIES INC | $2,101,000 | +23.3% | 4,644 | +15.7% | 0.56% | +11.4% |
| BIO | Buy | BIO-RAD LABORATORIES-A | $2,049,000 | +30.5% | 3,180 | +15.7% | 0.54% | +18.0% |
| GLW | New | CORNING INC | $2,007,000 | – | 49,062 | +100.0% | 0.53% | – |
| TMO | Buy | THERMO FISHER SCIENTIFIC INC | $1,935,000 | +28.1% | 3,836 | +15.9% | 0.51% | +15.5% |
| TELL | TELLURIAN INC | $1,860,000 | +98.7% | 400,000 | 0.0% | 0.50% | +79.3% | |
| ROL | Buy | ROLLINS INC | $1,579,000 | +15.4% | 46,177 | +16.2% | 0.42% | +4.2% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $1,391,000 | +7.1% | 9,423 | -3.7% | 0.37% | -3.1% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $1,345,000 | +0.9% | 7,533 | -5.0% | 0.36% | -8.7% |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,344,000 | +2.0% | 24,940 | -7.1% | 0.36% | -8.0% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $1,340,000 | +2.4% | 16,551 | -7.3% | 0.36% | -7.5% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $1,334,000 | -2.4% | 30,100 | -13.0% | 0.36% | -11.7% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $1,331,000 | +0.2% | 10,569 | -7.1% | 0.35% | -9.5% |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $1,287,000 | -7.1% | 18,389 | -9.4% | 0.34% | -16.2% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $1,268,000 | -8.8% | 12,387 | -12.3% | 0.34% | -17.6% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $1,258,000 | -7.0% | 34,276 | -13.7% | 0.33% | -16.1% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $1,228,000 | -10.6% | 14,922 | -14.4% | 0.33% | -19.1% |
| MUB | Buy | ISHARES NATIONAL MUNI BOND Eetp | $1,142,000 | +4.9% | 9,746 | +3.8% | 0.30% | -5.3% |
| SCHP | Buy | SCHWAB U.S. TIPS ETFetp | $1,145,000 | +5.8% | 18,323 | +3.6% | 0.30% | -4.7% |
| IGSB | Buy | ISHARES 1-5Y INV GRADE CORPetp | $1,138,000 | +5.3% | 20,763 | +5.0% | 0.30% | -4.7% |
| FLRN | Buy | SPDR BBG BARC IG FLOATING RTetp | $1,139,000 | +5.1% | 37,147 | +5.0% | 0.30% | -5.0% |
| WIP | Buy | SPDR FTSE INTERNATIONAL GOVEetp | $1,120,000 | +5.4% | 19,855 | +3.7% | 0.30% | -4.8% |
| PDBC | Sell | INVESCO OPTIMUM YIELD DIVERSetp | $940,000 | -13.2% | 46,809 | -25.5% | 0.25% | -21.6% |
| EWZ | Sell | ISHARES MSCI BRAZIL ETFetp | $932,000 | +6.6% | 22,981 | -12.0% | 0.25% | -3.5% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $905,000 | +6.0% | 14,151 | -0.7% | 0.24% | -4.0% |
| EWY | Buy | ISHARES MSCI SOUTH KOREA ETFetp | $893,000 | +5.2% | 9,588 | +1.2% | 0.24% | -5.2% |
| EWW | Sell | ISHARES MSCI MEXICO ETFetp | $886,000 | -1.3% | 18,466 | -9.9% | 0.24% | -10.6% |
| EPHE | Buy | ISHARES MSCI PHILIPPINES ETFetp | $887,000 | +10.0% | 28,660 | +3.9% | 0.24% | -0.4% |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $882,000 | +3.0% | 19,943 | -1.8% | 0.24% | -6.7% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $868,000 | -2.0% | 31,182 | -6.9% | 0.23% | -11.5% |
| THD | Buy | ISHARES MSCI THAILAND ETFetp | $859,000 | -2.3% | 11,019 | +3.0% | 0.23% | -12.0% |
| EPOL | Sell | ISHARES MSCI POLAND ETFetp | $843,000 | +4.3% | 39,243 | -12.1% | 0.22% | -5.9% |
| RSX | Sell | VANECK RUSSIA ETFetp | $822,000 | +5.7% | 28,360 | -5.9% | 0.22% | -4.4% |
| EZA | Sell | ISHARES MSCI SOUTH AFRICA ETetp | $812,000 | -8.7% | 16,622 | -7.7% | 0.22% | -17.6% |
| FXI | Sell | ISHARES CHINA LARGE-CAP ETFetp | $716,000 | -9.6% | 15,451 | -9.0% | 0.19% | -18.5% |
| ECH | Sell | ISHARES MSCI CHILE ETFetp | $622,000 | -31.5% | 21,448 | -19.1% | 0.16% | -38.2% |
| LQD | New | ISHARES IBOXX INVESTMENT GRAetp | $498,000 | – | 3,703 | +100.0% | 0.13% | – |
| BBJP | New | JPMORGAN BETABUILDERS JAPANetp | $383,000 | – | 6,788 | +100.0% | 0.10% | – |
| EIDO | Sell | ISHARES MSCI INDONESIA ETFetp | $280,000 | -64.9% | 13,796 | -62.2% | 0.07% | -68.5% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $131,000 | -12.1% | 2,697 | -19.9% | 0.04% | -20.5% |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $127,000 | -16.4% | 3,668 | -19.3% | 0.03% | -24.4% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $127,000 | -17.0% | 2,624 | -20.7% | 0.03% | -24.4% |
| EWI | Sell | ISHARES MSCI ITALY ETFetp | $126,000 | -17.6% | 3,898 | -19.9% | 0.03% | -24.4% |
| EWU | Sell | ISHARES MSCI UNITED KINGDOMetp | $127,000 | -15.3% | 3,884 | -19.0% | 0.03% | -22.7% |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $126,000 | -18.2% | 2,725 | -21.4% | 0.03% | -24.4% |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $127,000 | -15.3% | 3,348 | -22.1% | 0.03% | -22.7% |
| EWO | Sell | ISHARES MSCI AUSTRIA ETFetp | $124,000 | -17.3% | 5,163 | -24.6% | 0.03% | -25.0% |
| EWP | Sell | ISHARES MSCI SPAIN ETFetp | $121,000 | -18.2% | 4,259 | -20.9% | 0.03% | -27.3% |
| EWM | Sell | ISHARES MSCI MALAYSIA ETFetp | $40,000 | -95.2% | 1,585 | -94.8% | 0.01% | -95.5% |
| TUR | Exit | ISHARES MSCI TURKEY ETFetp | $0 | – | -28,208 | -100.0% | -0.19% | – |
| EPU | Exit | ISHARES MSCI PERU ETFetp | $0 | – | -22,472 | -100.0% | -0.22% | – |
| BBJP | Exit | JPMORGAN BETABUILDERS JAPANetp | $0 | – | -15,430 | -100.0% | -0.26% | – |
| CTXS | Exit | CITRIX SYSTEMS INC | $0 | – | -8,545 | -100.0% | -0.35% | – |
| AKAM | Exit | AKAMAI TECHNOLOGIES INC | $0 | – | -12,287 | -100.0% | -0.37% | – |
| CPB | Exit | CAMPBELL SOUP CO | $0 | – | -25,862 | -100.0% | -0.38% | – |
| CLX | Exit | CLOROX COMPANY | $0 | – | -6,778 | -100.0% | -0.38% | – |
| WMT | Exit | WALMART INC | $0 | – | -9,908 | -100.0% | -0.40% | – |
| DG | Exit | DOLLAR GENERAL CORP | $0 | – | -7,202 | -100.0% | -0.43% | – |
| COST | Exit | COSTCO WHOLESALE CORP | $0 | – | -4,281 | -100.0% | -0.44% | – |
| LLY | Exit | ELI LILLY & CO | $0 | – | -8,322 | -100.0% | -0.46% | – |
| CHTR | Exit | CHARTER COMMUNICATIONS INC-A | $0 | – | -2,583 | -100.0% | -0.47% | – |
| AMZN | Exit | AMAZON.COM INC | $0 | – | -846 | -100.0% | -0.77% | – |
| CVS | Exit | CVS HEALTH CORP | $0 | – | -86,924 | -100.0% | -1.92% | – |
| VLO | Exit | VALERO ENERGY CORP | $0 | – | -108,341 | -100.0% | -2.28% | – |
| HPE | Exit | HEWLETT PACKARD ENTERPRISE | $0 | – | -591,474 | -100.0% | -2.74% | – |
| UNM | Exit | UNUM GROUP | $0 | – | -373,413 | -100.0% | -3.06% | – |
| AIG | Exit | AMERICAN INTERNATIONAL GROUP | $0 | – | -238,772 | -100.0% | -3.25% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP | $0 | – | -185,152 | -100.0% | -3.27% | – |
| ALK | Exit | ALASKA AIR GROUP INC | $0 | – | -186,304 | -100.0% | -3.80% | – |
| MGM | Exit | MGM RESORTS INTERNATIONAL | $0 | – | -386,046 | -100.0% | -4.32% | – |
| IVZ | Exit | INVESCO LTD | $0 | – | -587,926 | -100.0% | -4.36% | – |
| KSS | Exit | KOHLS CORP | $0 | – | -334,506 | -100.0% | -5.87% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-08-16
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| ISHARES 1-3 YEAR TREASURY BO | 38 | Q3 2023 | 62.7% |
| VALERO ENERGY CORP | 34 | Q3 2023 | 4.5% |
| TECHNOLOGY SELECT SECT SPDR | 34 | Q4 2021 | 4.6% |
| CONSUMER DISCRETIONARY SELT | 34 | Q4 2021 | 3.5% |
| CONSUMER STAPLES SPDR | 33 | Q4 2022 | 3.2% |
| HEALTH CARE SELECT SECTOR | 33 | Q4 2022 | 3.3% |
| UTILITIES SELECT SECTOR SPDR | 32 | Q4 2022 | 4.5% |
| INDUSTRIAL SELECT SECT SPDR | 32 | Q4 2022 | 3.2% |
| MATERIALS SELECT SECTOR SPDR | 31 | Q4 2022 | 3.4% |
| FINANCIAL SELECT SECTOR SPDR | 29 | Q1 2022 | 2.6% |
View Mount Lucas Management LP's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| SPDR SERIES TRUST | August 12, 2010 | 1,534,467 | 4.9% |
| PowerShares DB US Dollar Index Bullish Fund | April 13, 2010 | 2,807,228 | 4.2% |
View Mount Lucas Management LP's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-02-07 |
| 13F-HR | 2023-11-14 |
| 13F-HR | 2023-08-14 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-14 |
| 13F-HR/A | 2022-11-14 |
| 13F-HR | 2022-11-10 |
| 13F-HR | 2022-08-10 |
| 13F-HR | 2022-05-12 |
| 13F-HR | 2022-02-14 |
View Mount Lucas Management LP's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.