Mount Lucas Management LP
- SEC CIK
- 0001185072
- Latest filing
- Aug 10, 2026
Holdings in Q3 2021
Holdings as of Sep 30, 2021, filed Nov 15, 2021. Long positions only; changes compare share counts with Q2 2021.
- Positions
- 107
- −4 vs. Q2 2021
- Portfolio value
- $316.8M
- −$23.4M (−6.9%) vs. Q2 2021
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| iShares Tr464287457 | 1 3 YR TREAS BD | 225,274 | $19.4M | 6.1% | +50,779+29.1% | Added | – |
| MSMorgan Stanley | Stock | 123,030 | $12.0M | 3.8% | −8,683−6.6% | Reduced | History |
| ALLAllstate Corp | Stock | 72,599 | $9.24M | 2.9% | −5,202−6.7% | Reduced | History |
| LENLennar Corp | CL A | 88,387 | $8.28M | 2.6% | −6,639−7.0% | Reduced | History |
| DHIHorton D R Inc | COM | 92,508 | $7.77M | 2.5% | −6,993−7.0% | Reduced | History |
| CICigna Group | Stock | 37,541 | $7.51M | 2.4% | −2,727−6.8% | Reduced | History |
| TGTTarget Corp | Stock | 32,256 | $7.38M | 2.3% | −2,401−6.9% | Reduced | History |
| WHRWhirlpool Corp | Stock | 36,180 | $7.38M | 2.3% | −2,568−6.6% | Reduced | History |
| PHMPultegroup Inc | COM | 159,559 | $7.33M | 2.3% | −12,294−7.2% | Reduced | History |
| BBYBest Buy Co Inc | Stock | 66,561 | $7.04M | 2.2% | −4,746−6.7% | Reduced | History |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 254,846 | $5.63M | 1.8% | −14,135−5.3% | Reduced | – |
| iShares Tr464288687 | PFD AND INCM SEC | 143,389 | $5.57M | 1.8% | +66,252+85.9% | Added | – |
| iShares Tr46435G342 | MORTGE REL ETF | 152,330 | $5.51M | 1.7% | −11,394−7.0% | Reduced | – |
| State Street SPDR Bloomberg Convertible Securities ETF78464A359 | ETF | 64,518 | $5.51M | 1.7% | −6,434−9.1% | Reduced | – |
| HCAHCA Healthcare, Inc. | COM | 20,755 | $5.04M | 1.6% | −1,581−7.1% | Reduced | History |
| EBAYeBay Inc | COM | 68,781 | $4.79M | 1.5% | −5,188−7.0% | Reduced | History |
| GSGoldman Sachs Group Inc | Stock | 12,439 | $4.70M | 1.5% | −903−6.8% | Reduced | History |
| DVADavita Inc. | COM | 39,080 | $4.54M | 1.4% | −3,042−7.2% | Reduced | History |
| MOSMosaic Co | COM | 123,908 | $4.43M | 1.4% | −9,305−7.0% | Reduced | History |
| UNHUnitedHealth Group Inc | Stock | 11,185 | $4.37M | 1.4% | −832−6.9% | Reduced | History |
| KRKroger Co | Stock | 106,009 | $4.29M | 1.4% | −7,720−6.8% | Reduced | History |
| DISHDISH Network CORP | CL A | 98,600 | $4.29M | 1.4% | −7,647−7.2% | Reduced | History |
| AFLAflac Inc | Stock | 79,371 | $4.14M | 1.3% | −5,679−6.7% | Reduced | History |
| CECelanese Corp | Stock | 26,723 | $4.03M | 1.3% | −1,968−6.9% | Reduced | History |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 175,049 | $4.02M | 1.3% | −21,152−10.8% | Reduced | – |
| DGXQuest Diagnostics Inc | COM | 27,621 | $4.01M | 1.3% | −2,017−6.8% | Reduced | History |
| GEGeneral Electric Co | Stock | 38,692 | $3.99M | 1.3% | −2,979−7.1% | ReducedConverted for a 1-for-8 split | History |
| iShares Inc464286285 | JP MRGN EM HI BD | 89,333 | $3.96M | 1.3% | −5,810−6.1% | Reduced | – |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 38,132 | $3.94M | 1.2% | −2,482−6.1% | Reduced | – |
| BBWIBath & Body Works, Inc. | COM | 62,418 | $3.93M | 1.2% | −4,702−7.0% | Reduced | History |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 102,049 | $3.88M | 1.2% | −5,274−4.9% | Reduced | – |
| GMGeneral Motors Co | COM | 72,785 | $3.84M | 1.2% | −5,676−7.2% | Reduced | History |
| iShares Tr46434V407 | 0-5YR HI YL CP | 82,069 | $3.75M | 1.2% | −4,736−5.5% | Reduced | – |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 34,225 | $3.74M | 1.2% | −2,327−6.4% | Reduced | – |
| iShares Inc464286178 | US INTL HGH YLD | 74,405 | $3.72M | 1.2% | −4,012−5.1% | Reduced | – |
| CNCCentene Corp | Stock | 57,437 | $3.58M | 1.1% | −4,479−7.2% | Reduced | History |
| BWABorgwarner Inc | COM | 82,719 | $3.57M | 1.1% | −6,119−6.9% | Reduced | History |
| PGRProgressive Corp | Stock | 38,636 | $3.49M | 1.1% | −2,963−7.1% | Reduced | History |
| MASMasco Corp | COM | 62,741 | $3.48M | 1.1% | −4,598−6.8% | Reduced | History |
| HPQHP Inc | Stock | 123,220 | $3.37M | 1.1% | −8,676−6.6% | Reduced | History |
| FDXFedEx Corp | Stock | 15,156 | $3.32M | 1.0% | −1,134−7.0% | Reduced | History |
| HUMHumana Inc | Stock | 8,486 | $3.30M | 1.0% | −650−7.1% | Reduced | History |
| CAGConagra Brands Inc. | Stock | 97,282 | $3.29M | 1.0% | −6,625−6.4% | Reduced | History |
| iShares Tr464288281 | JPMORGAN USD EMG | 29,192 | $3.21M | 1.0% | −9,701−24.9% | Reduced | – |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 49,573 | $3.17M | 1.0% | −5,303−9.7% | Reduced | – |
| NEMNEWMONT Corp | Stock | 57,360 | $3.12M | 1.0% | −3,896−6.4% | Reduced | History |
| Vanguard Intl Equity Index F922042676 | GLB EX US ETF | 47,950 | $2.70M | 0.9% | −2,758−5.4% | Reduced | – |
| Vanguard Real Estate ETF922908553 | ETF | 26,069 | $2.65M | 0.8% | −4,018−13.4% | Reduced | – |
| AAgilent Technologies, Inc. | COM | 16,492 | $2.60M | 0.8% | −1,262−7.1% | Reduced | History |
| WSTWest Pharmaceutical Services Inc | COM | 6,096 | $2.59M | 0.8% | −476−7.2% | Reduced | History |
| PNRPENTAIR plc | SHS | 32,650 | $2.37M | 0.7% | −2,426−6.9% | Reduced | History |
| IDXXIDEXX Laboratories Inc | COM | 3,795 | $2.36M | 0.7% | −295−7.2% | Reduced | History |
| ODFLOld Dominion Freight Line, Inc. | COM | 8,132 | $2.33M | 0.7% | −630−7.2% | Reduced | History |
| JCIJohnson Controls International plc | Stock | 33,537 | $2.28M | 0.7% | −2,483−6.9% | Reduced | History |
| AJGArthur J. Gallagher & Co. | COM | 15,272 | $2.27M | 0.7% | −1,138−6.9% | Reduced | History |
| RVTYRevvity, Inc. | COM | 13,016 | $2.26M | 0.7% | −1,015−7.2% | Reduced | History |
| DHRDanaher Corp | Stock | 7,299 | $2.22M | 0.7% | −560−7.1% | Reduced | History |
| BIOBio-Rad Laboratories, Inc. | CL A | 2,950 | $2.20M | 0.7% | −230−7.2% | Reduced | History |
| HDHome Depot, Inc. | Stock | 6,528 | $2.14M | 0.7% | −473−6.8% | Reduced | History |
| LOWLowes Companies Inc | Stock | 10,463 | $2.12M | 0.7% | −771−6.9% | Reduced | History |
| TMOThermo Fisher Scientific Inc. | Stock | 3,555 | $2.03M | 0.6% | −281−7.3% | Reduced | History |
| ELEstee Lauder Companies Inc | CL A | 6,693 | $2.01M | 0.6% | −510−7.1% | Reduced | History |
| TYLTyler Technologies Inc | COM | 4,310 | $1.98M | 0.6% | −334−7.2% | Reduced | History |
| MNSTMonster Beverage Corp | COM | 21,607 | $1.92M | 0.6% | −1,669−7.2% | Reduced | History |
| DEDeere & Co | Stock | 5,598 | $1.88M | 0.6% | −413−6.9% | Reduced | History |
| GLWCorning Inc | COM | 45,826 | $1.67M | 0.5% | −3,236−6.6% | Reduced | History |
| TELLTellurian Inc. | COM | 400,000 | $1.56M | 0.5% | 00.0% | Unchanged | History |
| ROLRollins Inc | COM | 42,903 | $1.52M | 0.5% | −3,274−7.1% | Reduced | History |
| Ping An Ins Group Co China Ltd72341E304 | ADR | 109,400 | $1.50M | 0.5% | +109,400 | New | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 24,924 | $1.30M | 0.4% | −16−0.1% | Reduced | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 31,210 | $1.17M | 0.4% | −3,066−8.9% | Reduced | – |
| State Street Consumer Discretionary Select Sector SPDR ETF81369Y407 | ETF | 6,509 | $1.17M | 0.4% | −1,024−13.6% | Reduced | – |
| VSXYVictoria's Secret & Co. | COMMON STOCK | 20,758 | $1.15M | 0.4% | +20,758 | New | History |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 16,612 | $1.14M | 0.4% | −1,777−9.7% | Reduced | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 8,856 | $1.13M | 0.4% | −1,713−16.2% | Reduced | – |
| State Street Technology Select Sector SPDR ETF81369Y803 | ETF | 7,526 | $1.12M | 0.4% | −1,897−20.1% | Reduced | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 11,456 | $1.12M | 0.4% | −931−7.5% | Reduced | – |
| State Street Communication Services Select Sector SPDR ETF81369Y852 | ETF | 13,965 | $1.12M | 0.4% | −2,586−15.6% | Reduced | – |
| State Street Real Estate Select Sector SPDR ETF81369Y860 | ETF | 25,161 | $1.12M | 0.4% | −4,939−16.4% | Reduced | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 13,998 | $1.11M | 0.3% | −924−6.2% | Reduced | – |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 34,980 | $1.07M | 0.3% | −2,167−5.8% | Reduced | – |
| iShares Tr464288646 | ISHS 1-5YR INVS | 19,563 | $1.07M | 0.3% | −1,200−5.8% | Reduced | – |
| iShares Tr464288414 | NATIONAL MUN ETF | 9,156 | $1.06M | 0.3% | −590−6.1% | Reduced | – |
| Schwab US Tips ETF808524870 | ETF | 16,985 | $1.06M | 0.3% | −1,338−7.3% | Reduced | – |
| iShares Iboxx $ Investment Grade Corporate Bond ETF464287242 | ETF | 7,931 | $1.05M | 0.3% | +4,228+114.2% | Added | – |
| Invesco Actvely MNGD Etc FD46090F100 | OPTIMUM YIELD | 41,943 | $883.0K | 0.3% | −4,866−10.4% | Reduced | – |
| iShares MSCI India ETF46429B598 | ETF | 16,852 | $821.0K | 0.3% | −3,091−15.5% | Reduced | – |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 12,608 | $782.0K | 0.2% | −1,543−10.9% | Reduced | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 35,454 | $777.0K | 0.2% | −3,789−9.7% | Reduced | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 16,024 | $773.0K | 0.2% | −2,442−13.2% | Reduced | – |
| VanEck Vectors ETF Tr92189F403 | RUSSIA ETF | 25,238 | $765.0K | 0.2% | −3,122−11.0% | Reduced | – |
| Global X FDS37954Y319 | MSCI GREECE ETF | 28,164 | $761.0K | 0.2% | −3,018−9.7% | Reduced | – |
| SPDR Series Trust78464A490 | ST STR FTSE ETF | 13,454 | $732.0K | 0.2% | −6,401−32.2% | Reduced | – |
| iShares Inc464286780 | MSCI STH AFR ETF | 14,993 | $705.0K | 0.2% | −1,629−9.8% | Reduced | – |
| iShares Tr46429B408 | MSCI PHILIPS ETF | 19,460 | $579.0K | 0.2% | −9,200−32.1% | Reduced | – |
| iShares Inc464286624 | MSCI THAILND ETF | 7,356 | $549.0K | 0.2% | −3,663−33.2% | Reduced | – |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 6,384 | $375.0K | 0.1% | −404−6.0% | Reduced | – |
| iShares Tr464287440 | 7-10 YR TRSY BD | 2,663 | $307.0K | 0.1% | +2,663 | New | – |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 4,820 | $120.0K | <0.1% | −343−6.6% | Reduced | – |
| iShares Tr46435G334 | MSCI UK ETF NEW | 3,694 | $119.0K | <0.1% | −190−4.9% | Reduced | – |
Options (1)
Puts and calls in the same filing. Amounts are the market value of the underlying shares, which is what 13F reports.
| Security | Class | Puts | Calls |
|---|---|---|---|
| Kraneshares Tr500767906 | CALL | – | $14.2M |
Sold out since Q2 2021 (7)
Positions held at the end of Q2 2021 that are gone from this filing.
| Security | Class | Shares in Q2 2021 | Value in Q2 2021 | % of portfolio in Q2 2021 | History |
|---|---|---|---|---|---|
| iShares Tr46429B135 | INTL PFD STK ETF | 167,529 | $2.88M | 0.8% | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 22,981 | $932.0K | 0.3% | – |
| iShares Inc464286772 | MSCI STH KOR ETF | 9,588 | $893.0K | 0.3% | – |
| iShares Tr464287184 | CHINA LG-CAP ETF | 15,451 | $716.0K | 0.2% | – |
| iShares Inc464286640 | MSCI CHILE ETF | 21,448 | $622.0K | 0.2% | – |
| iShares Tr46429B309 | MSCI INDONIA ETF | 13,796 | $280.0K | 0.1% | – |
| iShares Inc46434G814 | MSCI MLY ETF NEW | 1,585 | $40.0K | <0.1% | – |