Mount Lucas Management LP
- SEC CIK
- 0001185072
- Latest filing
- Aug 10, 2026
Holdings in Q2 2021
Holdings as of Jun 30, 2021, filed Aug 16, 2021. Long positions only; changes compare share counts with Q1 2021.
- Positions
- 111
- 0 vs. Q1 2021
- Portfolio value
- $340.2M
- +$522.0K (+0.2%) vs. Q1 2021
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| iShares Tr464287457 | 1 3 YR TREAS BD | 174,495 | $15.0M | 4.4% | +34,601+24.7% | Added | – |
| MSMorgan Stanley | Stock | 131,713 | $12.1M | 3.5% | +66,534+102.1% | Added | History |
| ALLAllstate Corp | Stock | 77,801 | $10.1M | 3.0% | +42,135+118.1% | Added | History |
| CICigna Group | Stock | 40,268 | $9.55M | 2.8% | +21,092+110.0% | Added | History |
| LENLennar Corp | CL A | 95,026 | $9.44M | 2.8% | +51,304+117.3% | Added | History |
| PHMPultegroup Inc | COM | 171,853 | $9.38M | 2.8% | +96,044+126.7% | Added | History |
| DHIHorton D R Inc | COM | 99,501 | $8.99M | 2.6% | +53,379+115.7% | Added | History |
| WHRWhirlpool Corp | Stock | 38,748 | $8.45M | 2.5% | +21,786+128.4% | Added | History |
| TGTTarget Corp | Stock | 34,657 | $8.38M | 2.5% | +14,266+70.0% | Added | History |
| BBYBest Buy Co Inc | Stock | 71,307 | $8.20M | 2.4% | +43,197+153.7% | Added | History |
| State Street SPDR Bloomberg Convertible Securities ETF78464A359 | ETF | 70,952 | $6.15M | 1.8% | +5,240+8.0% | Added | – |
| iShares Tr46435G342 | MORTGE REL ETF | 163,724 | $6.08M | 1.8% | −7,778−4.5% | Reduced | – |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 268,981 | $5.96M | 1.8% | +11,267+4.4% | Added | – |
| EBAYeBay Inc | COM | 73,969 | $5.19M | 1.5% | +10,254+16.1% | Added | History |
| DVADavita Inc. | COM | 42,122 | $5.07M | 1.5% | +5,730+15.7% | Added | History |
| GSGoldman Sachs Group Inc | Stock | 13,342 | $5.06M | 1.5% | +13,342 | New | History |
| FDXFedEx Corp | Stock | 16,290 | $4.86M | 1.4% | +16,290 | New | History |
| UNHUnitedHealth Group Inc | Stock | 12,017 | $4.81M | 1.4% | +1,669+16.1% | Added | History |
| GMGeneral Motors Co | COM | 78,461 | $4.64M | 1.4% | +78,461 | New | History |
| HCAHCA Healthcare, Inc. | COM | 22,336 | $4.62M | 1.4% | +22,336 | New | History |
| AFLAflac Inc | Stock | 85,050 | $4.56M | 1.3% | +85,050 | New | History |
| CNCCentene Corp | Stock | 61,916 | $4.52M | 1.3% | +8,422+15.7% | Added | History |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 196,201 | $4.44M | 1.3% | −2,928−1.5% | Reduced | – |
| DISHDISH Network CORP | CL A | 106,247 | $4.44M | 1.3% | +106,247 | New | History |
| iShares Tr464288281 | JPMORGAN USD EMG | 38,893 | $4.37M | 1.3% | +4,858+14.3% | Added | – |
| KRKroger Co | Stock | 113,729 | $4.36M | 1.3% | +15,935+16.3% | Added | History |
| CECelanese Corp | Stock | 28,691 | $4.35M | 1.3% | +28,691 | New | History |
| iShares Inc464286285 | JP MRGN EM HI BD | 95,143 | $4.35M | 1.3% | +3,317+3.6% | Added | – |
| BWABorgwarner Inc | COM | 88,838 | $4.31M | 1.3% | +88,838 | New | History |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 40,614 | $4.25M | 1.3% | −3,018−6.9% | Reduced | – |
| MOSMosaic Co | COM | 133,213 | $4.25M | 1.2% | +133,213 | New | History |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 107,323 | $4.23M | 1.2% | −6,383−5.6% | Reduced | – |
| PGRProgressive Corp | Stock | 41,599 | $4.08M | 1.2% | +5,677+15.8% | Added | History |
| HUMHumana Inc | Stock | 9,136 | $4.04M | 1.2% | +1,250+15.9% | Added | History |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 36,552 | $4.02M | 1.2% | +1,262+3.6% | Added | – |
| iShares Tr46434V407 | 0-5YR HI YL CP | 86,805 | $4.00M | 1.2% | +2,790+3.3% | Added | – |
| iShares Inc464286178 | US INTL HGH YLD | 78,417 | $3.99M | 1.2% | +2,617+3.5% | Added | – |
| HPQHP Inc | Stock | 131,896 | $3.98M | 1.2% | +131,896 | New | History |
| MASMasco Corp | COM | 67,339 | $3.97M | 1.2% | +9,379+16.2% | Added | History |
| DGXQuest Diagnostics Inc | COM | 29,638 | $3.91M | 1.1% | +4,140+16.2% | Added | History |
| BBWIBath & Body Works, Inc. | COM | 67,120 | $3.91M | 1.1% | +67,120 | New | History |
| NEMNEWMONT Corp | Stock | 61,256 | $3.88M | 1.1% | +8,698+16.5% | Added | History |
| CAGConagra Brands Inc. | Stock | 103,907 | $3.78M | 1.1% | +14,804+16.6% | Added | History |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 54,876 | $3.47M | 1.0% | +5,053+10.1% | Added | – |
| Vanguard Real Estate ETF922908553 | ETF | 30,087 | $3.06M | 0.9% | −2,561−7.8% | Reduced | – |
| iShares Tr464288687 | PFD AND INCM SEC | 77,137 | $3.03M | 0.9% | +510+0.7% | Added | – |
| Vanguard Intl Equity Index F922042676 | GLB EX US ETF | 50,708 | $2.96M | 0.9% | −1,504−2.9% | Reduced | – |
| iShares Tr46429B135 | INTL PFD STK ETF | 167,529 | $2.88M | 0.8% | −7,954−4.5% | Reduced | – |
| AAgilent Technologies, Inc. | COM | 17,754 | $2.62M | 0.8% | +2,434+15.9% | Added | History |
| IDXXIDEXX Laboratories Inc | COM | 4,090 | $2.58M | 0.8% | +556+15.7% | Added | History |
| JCIJohnson Controls International plc | Stock | 36,020 | $2.47M | 0.7% | +36,020 | New | History |
| PNRPENTAIR plc | SHS | 35,076 | $2.37M | 0.7% | +35,076 | New | History |
| WSTWest Pharmaceutical Services Inc | COM | 6,572 | $2.36M | 0.7% | +898+15.8% | Added | History |
| AJGArthur J. Gallagher & Co. | COM | 16,410 | $2.30M | 0.7% | +16,410 | New | History |
| ELEstee Lauder Companies Inc | CL A | 7,203 | $2.29M | 0.7% | +7,203 | New | History |
| HDHome Depot, Inc. | Stock | 7,001 | $2.23M | 0.7% | +7,001 | New | History |
| ODFLOld Dominion Freight Line, Inc. | COM | 8,762 | $2.22M | 0.7% | +8,762 | New | History |
| LOWLowes Companies Inc | Stock | 11,234 | $2.18M | 0.6% | +11,234 | New | History |
| RVTYRevvity, Inc. | COM | 14,031 | $2.17M | 0.6% | +1,905+15.7% | Added | History |
| MNSTMonster Beverage Corp | COM | 23,276 | $2.13M | 0.6% | +3,160+15.7% | Added | History |
| DEDeere & Co | Stock | 6,011 | $2.12M | 0.6% | +6,011 | New | History |
| DHRDanaher Corp | Stock | 7,859 | $2.11M | 0.6% | +1,067+15.7% | Added | History |
| TYLTyler Technologies Inc | COM | 4,644 | $2.10M | 0.6% | +630+15.7% | Added | History |
| BIOBio-Rad Laboratories, Inc. | CL A | 3,180 | $2.05M | 0.6% | +431+15.7% | Added | History |
| GLWCorning Inc | COM | 49,062 | $2.01M | 0.6% | +49,062 | New | History |
| TMOThermo Fisher Scientific Inc. | Stock | 3,836 | $1.94M | 0.6% | +525+15.9% | Added | History |
| TELLTellurian Inc. | COM | 400,000 | $1.86M | 0.5% | 00.0% | Unchanged | History |
| ROLRollins Inc | COM | 46,177 | $1.58M | 0.5% | +6,426+16.2% | Added | History |
| State Street Technology Select Sector SPDR ETF81369Y803 | ETF | 9,423 | $1.39M | 0.4% | −360−3.7% | Reduced | – |
| State Street Consumer Discretionary Select Sector SPDR ETF81369Y407 | ETF | 7,533 | $1.34M | 0.4% | −396−5.0% | Reduced | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 24,940 | $1.34M | 0.4% | −1,917−7.1% | Reduced | – |
| State Street Communication Services Select Sector SPDR ETF81369Y852 | ETF | 16,551 | $1.34M | 0.4% | −1,307−7.3% | Reduced | – |
| State Street Real Estate Select Sector SPDR ETF81369Y860 | ETF | 30,100 | $1.33M | 0.4% | −4,505−13.0% | Reduced | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 10,569 | $1.33M | 0.4% | −807−7.1% | Reduced | – |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 18,389 | $1.29M | 0.4% | −1,900−9.4% | Reduced | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 12,387 | $1.27M | 0.4% | −1,743−12.3% | Reduced | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 34,276 | $1.26M | 0.4% | −5,423−13.7% | Reduced | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 14,922 | $1.23M | 0.4% | −2,512−14.4% | Reduced | – |
| Schwab US Tips ETF808524870 | ETF | 18,323 | $1.15M | 0.3% | +634+3.6% | Added | – |
| iShares Tr464288414 | NATIONAL MUN ETF | 9,746 | $1.14M | 0.3% | +358+3.8% | Added | – |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 37,147 | $1.14M | 0.3% | +1,780+5.0% | Added | – |
| iShares Tr464288646 | ISHS 1-5YR INVS | 20,763 | $1.14M | 0.3% | +987+5.0% | Added | – |
| SPDR Series Trust78464A490 | ST STR FTSE ETF | 19,855 | $1.12M | 0.3% | +715+3.7% | Added | – |
| Invesco Actvely MNGD Etc FD46090F100 | OPTIMUM YIELD | 46,809 | $940.0K | 0.3% | −16,025−25.5% | Reduced | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 22,981 | $932.0K | 0.3% | −3,134−12.0% | Reduced | – |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 14,151 | $905.0K | 0.3% | −100−0.7% | Reduced | – |
| iShares Inc464286772 | MSCI STH KOR ETF | 9,588 | $893.0K | 0.3% | +118+1.2% | Added | – |
| iShares Tr46429B408 | MSCI PHILIPS ETF | 28,660 | $887.0K | 0.3% | +1,066+3.9% | Added | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 18,466 | $886.0K | 0.3% | −2,022−9.9% | Reduced | – |
| iShares MSCI India ETF46429B598 | ETF | 19,943 | $882.0K | 0.3% | −360−1.8% | Reduced | – |
| Global X FDS37954Y319 | MSCI GREECE ETF | 31,182 | $868.0K | 0.3% | −2,315−6.9% | Reduced | – |
| iShares Inc464286624 | MSCI THAILND ETF | 11,019 | $859.0K | 0.3% | +324+3.0% | Added | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 39,243 | $843.0K | 0.2% | −5,379−12.1% | Reduced | – |
| VanEck Vectors ETF Tr92189F403 | RUSSIA ETF | 28,360 | $822.0K | 0.2% | −1,780−5.9% | Reduced | – |
| iShares Inc464286780 | MSCI STH AFR ETF | 16,622 | $812.0K | 0.2% | −1,391−7.7% | Reduced | – |
| iShares Tr464287184 | CHINA LG-CAP ETF | 15,451 | $716.0K | 0.2% | −1,526−9.0% | Reduced | – |
| iShares Inc464286640 | MSCI CHILE ETF | 21,448 | $622.0K | 0.2% | −5,074−19.1% | Reduced | – |
| iShares Iboxx $ Investment Grade Corporate Bond ETF464287242 | ETF | 3,703 | $498.0K | 0.1% | +3,703 | New | – |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 6,788 | $383.0K | 0.1% | +6,788 | New | – |
| iShares Tr46429B309 | MSCI INDONIA ETF | 13,796 | $280.0K | 0.1% | −22,661−62.2% | Reduced | – |
Sold out since Q1 2021 (23)
Positions held at the end of Q1 2021 that are gone from this filing.
| Security | Class | Shares in Q1 2021 | Value in Q1 2021 | % of portfolio in Q1 2021 | History |
|---|---|---|---|---|---|
| KSSKOHLS Corp | Stock | 334,506 | $19.9M | 5.9% | History |
| IVZInvesco Ltd. | Stock | 587,926 | $14.8M | 4.4% | History |
| MGMMGM Resorts International | Stock | 386,046 | $14.7M | 4.3% | History |
| ALKAlaska Air Group, Inc. | COM | 186,304 | $12.9M | 3.8% | History |
| PFGPrincipal Financial Group Inc | COM | 185,152 | $11.1M | 3.3% | History |
| AIGAmerican International Group, Inc. | Stock | 238,772 | $11.0M | 3.2% | History |
| UNMUnum Group | Stock | 373,413 | $10.4M | 3.1% | History |
| HPEHewlett Packard Enterprise Co | COM | 591,474 | $9.31M | 2.7% | History |
| VLOValero Energy Corp | Stock | 108,341 | $7.76M | 2.3% | History |
| CVSCVS Health Corp | Stock | 86,924 | $6.54M | 1.9% | History |
| AMZNAmazon Com Inc | Stock | 846 | $2.62M | 0.8% | History |
| CHTRCharter Communications, Inc. | CL A | 2,583 | $1.59M | 0.5% | History |
| LLYEli Lilly & Co | Stock | 8,322 | $1.55M | 0.5% | History |
| COSTCostco Wholesale Corp | Stock | 4,281 | $1.51M | 0.4% | History |
| DGDollar General Corp | COM | 7,202 | $1.46M | 0.4% | History |
| WMTWalmart Inc. | Stock | 9,908 | $1.35M | 0.4% | History |
| CLXClorox Co | Stock | 6,778 | $1.31M | 0.4% | History |
| CPBCAMPBELL'S Co | COM | 25,862 | $1.30M | 0.4% | History |
| AKAMAkamai Technologies Inc | COM | 12,287 | $1.25M | 0.4% | History |
| CTXSCitrix Systems Inc | COM | 8,545 | $1.20M | 0.4% | History |
| J P Morgan Exchange-Traded F46641Q712 | BETBULD JAPAN | 15,430 | $879.0K | 0.3% | – |
| iShares Tr464289842 | MSCI PERU GL ETF | 22,472 | $764.0K | 0.2% | – |
| iShares Inc464286715 | MSCI TURKEY ETF | 28,208 | $649.0K | 0.2% | – |