$331 Million is the total value of Mount Lucas Management LP's 108 reported holdings in Q3 2021. The portfolio turnover from Q2 2021 to Q3 2021 was 11.7% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| SHY | Buy | ISHARES 1-3 YEAR TREASURY BOetp | $19,407,000 | +29.1% | 225,274 | +29.1% | 5.86% | +46.7% |
| New | KRANESHARES CSI CHINA INTERNcall | $14,196,000 | – | 300,000 | +100.0% | 4.29% | – | |
| MS | Sell | MORGAN STANLEY | $11,972,000 | -0.9% | 123,030 | -6.6% | 3.62% | +12.6% |
| ALL | Sell | ALLSTATE CORP | $9,243,000 | -8.9% | 72,599 | -6.7% | 2.79% | +3.5% |
| LEN | Sell | LENNAR CORP-A | $8,280,000 | -12.3% | 88,387 | -7.0% | 2.50% | -0.3% |
| DHI | Sell | DR HORTON INC | $7,768,000 | -13.6% | 92,508 | -7.0% | 2.35% | -1.8% |
| CI | Sell | CIGNA CORP | $7,514,000 | -21.3% | 37,541 | -6.8% | 2.27% | -10.6% |
| TGT | Sell | TARGET CORP | $7,379,000 | -11.9% | 32,256 | -6.9% | 2.23% | +0.0% |
| WHR | Sell | WHIRLPOOL CORP | $7,376,000 | -12.7% | 36,180 | -6.6% | 2.23% | -0.8% |
| PHM | Sell | PULTEGROUP INC | $7,327,000 | -21.9% | 159,559 | -7.2% | 2.21% | -11.2% |
| BBY | Sell | BEST BUY CO INC | $7,036,000 | -14.2% | 66,561 | -6.7% | 2.13% | -2.5% |
| BKLN | Sell | INVESCO SENIOR LOAN ETFetp | $5,635,000 | -5.4% | 254,846 | -5.3% | 1.70% | +7.4% |
| PFF | Buy | ISHARES PREFERRED & INCOME Setp | $5,565,000 | +83.4% | 143,389 | +85.9% | 1.68% | +108.3% |
| REM | Sell | ISHARES MORTGAGE REAL ESTATEetp | $5,511,000 | -9.3% | 152,330 | -7.0% | 1.66% | +3.0% |
| CWB | Sell | SPDR BLOOMBERG CONVERTIBLE Setp | $5,507,000 | -10.5% | 64,518 | -9.1% | 1.66% | +1.7% |
| HCA | Sell | HCA HEALTHCARE INC | $5,038,000 | +9.1% | 20,755 | -7.1% | 1.52% | +23.9% |
| EBAY | Sell | EBAY INC | $4,792,000 | -7.7% | 68,781 | -7.0% | 1.45% | +4.9% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $4,702,000 | -7.1% | 12,439 | -6.8% | 1.42% | +5.6% |
| DVA | Sell | DAVITA INC | $4,543,000 | -10.4% | 39,080 | -7.2% | 1.37% | +1.8% |
| MOS | Sell | MOSAIC CO/THE | $4,426,000 | +4.1% | 123,908 | -7.0% | 1.34% | +18.3% |
| UNH | Sell | UNITEDHEALTH GROUP INC | $4,370,000 | -9.2% | 11,185 | -6.9% | 1.32% | +3.2% |
| KR | Sell | KROGER CO | $4,286,000 | -1.6% | 106,009 | -6.8% | 1.30% | +11.8% |
| DISH | Sell | DISH NETWORK CORP-A | $4,285,000 | -3.5% | 98,600 | -7.2% | 1.30% | +9.7% |
| AFL | Sell | AFLAC INC | $4,138,000 | -9.3% | 79,371 | -6.7% | 1.25% | +3.1% |
| CE | Sell | CELANESE CORP | $4,026,000 | -7.4% | 26,723 | -6.9% | 1.22% | +5.1% |
| PBP | Sell | INVESCO S&P 500 BUYWRITE ETFetp | $4,024,000 | -9.4% | 175,049 | -10.8% | 1.22% | +3.0% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $4,014,000 | +2.6% | 27,621 | -6.8% | 1.21% | +16.6% |
| Sell | GENERAL ELECTRIC CO | $3,986,000 | -88.9% | 38,692 | -88.4% | 1.20% | -87.4% | |
| EMHY | Sell | ISHARES J.P. MORGAN EM HIGHetp | $3,962,000 | -8.9% | 89,333 | -6.1% | 1.20% | +3.5% |
| VYM | Sell | VANGUARD HIGH DVD YIELD ETFetp | $3,941,000 | -7.4% | 38,132 | -6.1% | 1.19% | +5.3% |
| New | BATH & BODY WORKS INC | $3,934,000 | – | 62,418 | +100.0% | 1.19% | – | |
| DWX | Sell | SPDR S&P INTER DVD ETFetp | $3,875,000 | -8.4% | 102,049 | -4.9% | 1.17% | +4.2% |
| GM | Sell | GENERAL MOTORS CO | $3,836,000 | -17.4% | 72,785 | -7.2% | 1.16% | -6.2% |
| SHYG | Sell | ISHARES 0-5 YR HY CORP BONDetp | $3,751,000 | -6.2% | 82,069 | -5.5% | 1.13% | +6.6% |
| JNK | Sell | SPDR BLOOMBERG HIGH YIELD BOetp | $3,743,000 | -6.9% | 34,225 | -6.4% | 1.13% | +5.8% |
| GHYG | Sell | ISHARES US&INTL HIGH YIELD Cetp | $3,724,000 | -6.6% | 74,405 | -5.1% | 1.12% | +6.1% |
| CNC | Sell | CENTENE CORP | $3,579,000 | -20.7% | 57,437 | -7.2% | 1.08% | -10.0% |
| BWA | Sell | BORGWARNER INC | $3,574,000 | -17.1% | 82,719 | -6.9% | 1.08% | -5.8% |
| PGR | Sell | PROGRESSIVE CORP | $3,492,000 | -14.5% | 38,636 | -7.1% | 1.06% | -2.9% |
| MAS | Sell | MASCO CORP | $3,485,000 | -12.2% | 62,741 | -6.8% | 1.05% | -0.2% |
| HPQ | Sell | HP INC | $3,371,000 | -15.3% | 123,220 | -6.6% | 1.02% | -3.9% |
| FDX | Sell | FEDEX CORP | $3,324,000 | -31.6% | 15,156 | -7.0% | 1.00% | -22.3% |
| HUM | Sell | HUMANA INC | $3,302,000 | -18.4% | 8,486 | -7.1% | 1.00% | -7.2% |
| CAG | Sell | CONAGRA BRANDS INC | $3,295,000 | -12.8% | 97,282 | -6.4% | 1.00% | -1.0% |
| EMB | Sell | ISHARES JP MORGAN USD EMERGIetp | $3,213,000 | -26.5% | 29,192 | -24.9% | 0.97% | -16.5% |
| XLU | Sell | UTILITIES SELECT SECTOR SPDRetp | $3,167,000 | -8.7% | 49,573 | -9.7% | 0.96% | +3.7% |
| NEM | Sell | NEWMONT CORP | $3,115,000 | -19.8% | 57,360 | -6.4% | 0.94% | -8.8% |
| VNQI | Sell | VANGUARD GLBL EX-US REAL ESTetp | $2,700,000 | -8.8% | 47,950 | -5.4% | 0.82% | +3.7% |
| VNQ | Sell | VANGUARD REAL ESTATE ETFetp | $2,653,000 | -13.4% | 26,069 | -13.4% | 0.80% | -1.5% |
| A | Sell | AGILENT TECHNOLOGIES INC | $2,598,000 | -1.0% | 16,492 | -7.1% | 0.78% | +12.5% |
| WST | Sell | WEST PHARMACEUTICAL SERVICES | $2,588,000 | +9.7% | 6,096 | -7.2% | 0.78% | +24.7% |
| PNR | Sell | PENTAIR PLC | $2,371,000 | +0.2% | 32,650 | -6.9% | 0.72% | +13.8% |
| IDXX | Sell | IDEXX LABORATORIES INC | $2,360,000 | -8.6% | 3,795 | -7.2% | 0.71% | +3.8% |
| ODFL | Sell | OLD DOMINION FREIGHT LINE | $2,326,000 | +4.6% | 8,132 | -7.2% | 0.70% | +19.0% |
| JCI | Sell | JOHNSON CONTROLS INTERNATION | $2,283,000 | -7.6% | 33,537 | -6.9% | 0.69% | +5.0% |
| AJG | Sell | ARTHUR J GALLAGHER & CO | $2,270,000 | -1.3% | 15,272 | -6.9% | 0.69% | +12.3% |
| PKI | Sell | PERKINELMER INC | $2,256,000 | +4.1% | 13,016 | -7.2% | 0.68% | +18.4% |
| DHR | Sell | DANAHER CORP | $2,222,000 | +5.4% | 7,299 | -7.1% | 0.67% | +19.6% |
| BIO | Sell | BIO-RAD LABORATORIES-A | $2,201,000 | +7.4% | 2,950 | -7.2% | 0.66% | +22.0% |
| HD | Sell | HOME DEPOT INC | $2,143,000 | -4.0% | 6,528 | -6.8% | 0.65% | +8.9% |
| LOW | Sell | LOWE'S COS INC | $2,123,000 | -2.6% | 10,463 | -6.9% | 0.64% | +10.7% |
| TMO | Sell | THERMO FISHER SCIENTIFIC INC | $2,031,000 | +5.0% | 3,555 | -7.3% | 0.61% | +19.5% |
| EL | Sell | ESTEE LAUDER COMPANIES-CL A | $2,007,000 | -12.4% | 6,693 | -7.1% | 0.61% | -0.5% |
| TYL | Sell | TYLER TECHNOLOGIES INC | $1,977,000 | -5.9% | 4,310 | -7.2% | 0.60% | +6.8% |
| MNST | Sell | MONSTER BEVERAGE CORP | $1,919,000 | -9.7% | 21,607 | -7.2% | 0.58% | +2.7% |
| DE | Sell | DEERE & CO | $1,876,000 | -11.5% | 5,598 | -6.9% | 0.57% | +0.5% |
| GLW | Sell | CORNING INC | $1,672,000 | -16.7% | 45,826 | -6.6% | 0.50% | -5.4% |
| TELL | TELLURIAN INC | $1,564,000 | -15.9% | 400,000 | 0.0% | 0.47% | -4.4% | |
| ROL | Sell | ROLLINS INC | $1,516,000 | -4.0% | 42,903 | -7.1% | 0.46% | +9.0% |
| PNGAY | New | PING AN INSURANCE-ADRadr | $1,502,000 | – | 109,400 | +100.0% | 0.45% | – |
| XLE | Sell | ENERGY SELECT SECTOR SPDRetp | $1,298,000 | -3.4% | 24,924 | -0.1% | 0.39% | +9.8% |
| XLF | Sell | FINANCIAL SELECT SECTOR SPDRetp | $1,171,000 | -6.9% | 31,210 | -8.9% | 0.35% | +6.0% |
| XLY | Sell | CONSUMER DISCRETIONARY SELTetp | $1,168,000 | -13.2% | 6,509 | -13.6% | 0.35% | -1.4% |
| New | VICTORIA'S SECRET & CO | $1,147,000 | – | 20,758 | +100.0% | 0.35% | – | |
| XLP | Sell | CONSUMER STAPLES SPDRetp | $1,144,000 | -11.1% | 16,612 | -9.7% | 0.35% | +1.2% |
| XLV | Sell | HEALTH CARE SELECT SECTORetp | $1,127,000 | -15.3% | 8,856 | -16.2% | 0.34% | -4.0% |
| XLK | Sell | TECHNOLOGY SELECT SECT SPDRetp | $1,124,000 | -19.2% | 7,526 | -20.1% | 0.34% | -8.1% |
| XLI | Sell | INDUSTRIAL SELECT SECT SPDRetp | $1,121,000 | -11.6% | 11,456 | -7.5% | 0.34% | +0.6% |
| XLRE | Sell | REAL ESTATE SELECT SECT SPDRetp | $1,118,000 | -16.2% | 25,161 | -16.4% | 0.34% | -4.8% |
| XLC | Sell | COMM SERV SELECT SECTOR SPDRetp | $1,119,000 | -16.5% | 13,965 | -15.6% | 0.34% | -5.1% |
| XLB | Sell | MATERIALS SELECT SECTOR SPDRetp | $1,107,000 | -9.9% | 13,998 | -6.2% | 0.33% | +2.1% |
| FLRN | Sell | SPDR BLOOMBERG INVESTMENT GRetp | $1,072,000 | -5.9% | 34,980 | -5.8% | 0.32% | +6.9% |
| IGSB | Sell | ISHARES 1-5Y INV GRADE CORPetp | $1,069,000 | -6.1% | 19,563 | -5.8% | 0.32% | +6.6% |
| SCHP | Sell | SCHWAB U.S. TIPS ETFetp | $1,063,000 | -7.2% | 16,985 | -7.3% | 0.32% | +5.6% |
| MUB | Sell | ISHARES NATIONAL MUNI BOND Eetp | $1,064,000 | -6.8% | 9,156 | -6.1% | 0.32% | +5.6% |
| LQD | Buy | ISHARES IBOXX INVESTMENT GRAetp | $1,055,000 | +111.8% | 7,931 | +114.2% | 0.32% | +141.7% |
| PDBC | Sell | INVESCO OPTIMUM YIELD DIVERSetp | $883,000 | -6.1% | 41,943 | -10.4% | 0.27% | +6.8% |
| INDA | Sell | ISHARES MSCI INDIA ETFetp | $821,000 | -6.9% | 16,852 | -15.5% | 0.25% | +5.5% |
| EWT | Sell | ISHARES MSCI TAIWAN ETFetp | $782,000 | -13.6% | 12,608 | -10.9% | 0.24% | -2.1% |
| EPOL | Sell | ISHARES MSCI POLAND ETFetp | $777,000 | -7.8% | 35,454 | -9.7% | 0.24% | +4.9% |
| EWW | Sell | ISHARES MSCI MEXICO ETFetp | $773,000 | -12.8% | 16,024 | -13.2% | 0.23% | -0.8% |
| RSX | Sell | VANECK RUSSIA ETFetp | $765,000 | -6.9% | 25,238 | -11.0% | 0.23% | +5.5% |
| GREK | Sell | GLOBAL X MSCI GREECE ETFetp | $761,000 | -12.3% | 28,164 | -9.7% | 0.23% | -0.4% |
| WIP | Sell | SPDR FTSE INTERNATIONAL GOVEetp | $732,000 | -34.6% | 13,454 | -32.2% | 0.22% | -25.8% |
| EZA | Sell | ISHARES MSCI SOUTH AFRICA ETetp | $705,000 | -13.2% | 14,993 | -9.8% | 0.21% | -1.4% |
| EPHE | Sell | ISHARES MSCI PHILIPPINES ETFetp | $579,000 | -34.7% | 19,460 | -32.1% | 0.18% | -25.8% |
| THD | Sell | ISHARES MSCI THAILAND ETFetp | $549,000 | -36.1% | 7,356 | -33.2% | 0.17% | -27.2% |
| BBJP | Sell | JPMORGAN BETABUILDERS JAPANetp | $375,000 | -2.1% | 6,384 | -6.0% | 0.11% | +10.8% |
| IEF | New | ISHARES 7-10 YEAR TREASURY Betp | $307,000 | – | 2,663 | +100.0% | 0.09% | – |
| EWU | Sell | ISHARES MSCI UNITED KINGDOMetp | $119,000 | -6.3% | 3,694 | -4.9% | 0.04% | +5.9% |
| EWO | Sell | ISHARES MSCI AUSTRIA ETFetp | $120,000 | -3.2% | 4,820 | -6.6% | 0.04% | +9.1% |
| EWQ | Sell | ISHARES MSCI FRANCE ETFetp | $117,000 | -7.9% | 3,154 | -5.8% | 0.04% | +2.9% |
| EWG | Sell | ISHARES MSCI GERMANY ETFetp | $115,000 | -9.4% | 3,489 | -4.9% | 0.04% | +2.9% |
| EWI | Sell | ISHARES MSCI ITALY ETFetp | $117,000 | -7.1% | 3,701 | -5.1% | 0.04% | +2.9% |
| EWL | Sell | ISHARES MSCI SWITZERLAND ETFetp | $112,000 | -14.5% | 2,399 | -11.0% | 0.03% | -2.9% |
| EWD | Sell | ISHARES MSCI SWEDEN ETFetp | $114,000 | -9.5% | 2,545 | -6.6% | 0.03% | 0.0% |
| EWN | Sell | ISHARES MSCI NETHERLANDS ETFetp | $113,000 | -11.0% | 2,303 | -12.2% | 0.03% | 0.0% |
| EWP | Sell | ISHARES MSCI SPAIN ETFetp | $106,000 | -12.4% | 3,925 | -7.8% | 0.03% | 0.0% |
| EWM | Exit | ISHARES MSCI MALAYSIA ETFetp | $0 | – | -1,585 | -100.0% | -0.01% | – |
| EIDO | Exit | ISHARES MSCI INDONESIA ETFetp | $0 | – | -13,796 | -100.0% | -0.07% | – |
| ECH | Exit | ISHARES MSCI CHILE ETFetp | $0 | – | -21,448 | -100.0% | -0.16% | – |
| FXI | Exit | ISHARES CHINA LARGE-CAP ETFetp | $0 | – | -15,451 | -100.0% | -0.19% | – |
| EWY | Exit | ISHARES MSCI SOUTH KOREA ETFetp | $0 | – | -9,588 | -100.0% | -0.24% | – |
| EWZ | Exit | ISHARES MSCI BRAZIL ETFetp | $0 | – | -22,981 | -100.0% | -0.25% | – |
| IPFF | Exit | ISHARES INTERNATIONAL PREFERetp | $0 | – | -167,529 | -100.0% | -0.77% | – |
| LB | Exit | L BRANDS INC | $0 | – | -67,120 | -100.0% | -1.04% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2021-11-15
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.