Mount Lucas Management LP Diversified Active

CIK: 0001185072 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $330,996 (100.0% shares, 0.0% debt)

Holdings (108)

SHY ISHARES 1-3 YEAR TREASURY BO 5.9%
Value ($000) $19,407 Shares 225,274 Est. Cost $86.34 Unrealized
KRANESHARES CSI CHINA INTERN 4.3%
Value ($000) $14,196 Shares 300,000 Est. Cost Unrealized
MS MORGAN STANLEY 3.6%
Value ($000) $11,972 Shares 123,030 Est. Cost $62.20 Unrealized +37.8%
ALL ALLSTATE CORP 2.8%
Value ($000) $9,243 Shares 72,599 Est. Cost $102.67 Unrealized +15.6%
LEN LENNAR CORP-A 2.5%
Value ($000) $8,280 Shares 88,387 Est. Cost $81.20 Unrealized +14.3%
DHI DR HORTON INC 2.3%
Value ($000) $7,768 Shares 92,508 Est. Cost $80.42 Unrealized +9.6%
CI CIGNA CORP 2.3%
Value ($000) $7,514 Shares 37,541 Est. Cost $206.92 Unrealized -3.0%
TGT TARGET CORP 2.2%
Value ($000) $7,379 Shares 32,256 Est. Cost $165.13 Unrealized +33.2%
WHR WHIRLPOOL CORP 2.2%
Value ($000) $7,376 Shares 36,180 Est. Cost $194.96 Unrealized +12.5%
PHM PULTEGROUP INC 2.2%
Value ($000) $7,327 Shares 159,559 Est. Cost $48.53 Unrealized +2.6%
BBY BEST BUY CO INC 2.1%
Value ($000) $7,036 Shares 66,561 Est. Cost $93.00 Unrealized -1.1%
BKLN INVESCO SENIOR LOAN ETF 1.7%
Value ($000) $5,635 Shares 254,846 Est. Cost $21.76 Unrealized
PFF ISHARES PREFERRED & INCOME S 1.7%
Value ($000) $5,565 Shares 143,389 Est. Cost $37.65 Unrealized
REM ISHARES MORTGAGE REAL ESTATE 1.7%
Value ($000) $5,511 Shares 152,330 Est. Cost $29.62 Unrealized
CWB SPDR BLOOMBERG CONVERTIBLE S 1.7%
Value ($000) $5,507 Shares 64,518 Est. Cost $62.89 Unrealized
HCA HCA HEALTHCARE INC 1.5%
Value ($000) $5,038 Shares 20,755 Est. Cost $195.76 Unrealized +20.2%
EBAY EBAY INC 1.4%
Value ($000) $4,792 Shares 68,781 Est. Cost $48.76 Unrealized +35.6%
GS GOLDMAN SACHS GROUP INC 1.4%
Value ($000) $4,702 Shares 12,439 Est. Cost $319.41 Unrealized +9.6%
DVA DAVITA INC 1.4%
Value ($000) $4,543 Shares 39,080 Est. Cost $104.86 Unrealized +19.4%
MOS MOSAIC CO/THE 1.3%
Value ($000) $4,426 Shares 123,908 Est. Cost $30.61 Unrealized -5.5%
UNH UNITEDHEALTH GROUP INC 1.3%
Value ($000) $4,370 Shares 11,185 Est. Cost $317.60 Unrealized +21.2%
KR KROGER CO 1.3%
Value ($000) $4,286 Shares 106,009 Est. Cost $29.91 Unrealized +27.8%
DISH NETWORK CORP-A 1.3%
Value ($000) $4,285 Shares 98,600 Est. Cost $41.80 Unrealized
AFL AFLAC INC 1.3%
Value ($000) $4,138 Shares 79,371 Est. Cost $49.03 Unrealized +0.8%
CE CELANESE CORP 1.2%
Value ($000) $4,026 Shares 26,723 Est. Cost $146.80 Unrealized -2.6%
PBP INVESCO S&P 500 BUYWRITE ETF 1.2%
Value ($000) $4,024 Shares 175,049 Est. Cost $20.51 Unrealized
DGX QUEST DIAGNOSTICS INC 1.2%
Value ($000) $4,014 Shares 27,621 Est. Cost $111.93 Unrealized +20.1%
GE GENERAL ELECTRIC CO 1.2%
Value ($000) $3,986 Shares 38,692 Est. Cost $65.27 Unrealized -3.6%
EMHY ISHARES J.P. MORGAN EM HIGH 1.2%
Value ($000) $3,962 Shares 89,333 Est. Cost $43.98 Unrealized
VYM VANGUARD HIGH DVD YIELD ETF 1.2%
Value ($000) $3,941 Shares 38,132 Est. Cost $91.52 Unrealized
BBWI BATH & BODY WORKS INC 1.2%
Value ($000) $3,934 Shares 62,418 Est. Cost $57.14 Unrealized 0.0%
DWX SPDR S&P INTER DVD ETF 1.2%
Value ($000) $3,875 Shares 102,049 Est. Cost $36.59 Unrealized
GM GENERAL MOTORS CO 1.2%
Value ($000) $3,836 Shares 72,785 Est. Cost $56.71 Unrealized -9.6%
SHYG ISHARES 0-5 YR HY CORP BOND 1.1%
Value ($000) $3,751 Shares 82,069 Est. Cost $44.15 Unrealized
JNK SPDR BLOOMBERG HIGH YIELD BO 1.1%
Value ($000) $3,743 Shares 34,225 Est. Cost $103.86 Unrealized
GHYG ISHARES US&INTL HIGH YIELD C 1.1%
Value ($000) $3,724 Shares 74,405 Est. Cost $47.26 Unrealized
CNC CENTENE CORP 1.1%
Value ($000) $3,579 Shares 57,437 Est. Cost $64.08 Unrealized +4.3%
BWA BORGWARNER INC 1.1%
Value ($000) $3,574 Shares 82,719 Est. Cost $41.16 Unrealized -9.4%
PGR PROGRESSIVE CORP 1.1%
Value ($000) $3,492 Shares 38,636 Est. Cost $81.72 Unrealized +4.4%
MAS MASCO CORP 1.1%
Value ($000) $3,485 Shares 62,741 Est. Cost $51.25 Unrealized +6.6%
HPQ HP INC 1.0%
Value ($000) $3,371 Shares 123,220 Est. Cost $27.18 Unrealized -9.5%
FDX FEDEX CORP 1.0%
Value ($000) $3,324 Shares 15,156 Est. Cost $270.30 Unrealized -8.3%
HUM HUMANA INC 1.0%
Value ($000) $3,302 Shares 8,486 Est. Cost $398.24 Unrealized +2.1%
CAG CONAGRA BRANDS INC 1.0%
Value ($000) $3,295 Shares 97,282 Est. Cost $29.04 Unrealized -4.9%
EMB ISHARES JP MORGAN USD EMERGI 1.0%
Value ($000) $3,213 Shares 29,192 Est. Cost $110.72 Unrealized
XLU UTILITIES SELECT SECTOR SPDR 1.0%
Value ($000) $3,167 Shares 49,573 Est. Cost $62.75 Unrealized
NEM NEWMONT CORP 0.9%
Value ($000) $3,115 Shares 57,360 Est. Cost $53.05 Unrealized -3.2%
VNQI VANGUARD GLBL EX-US REAL EST 0.8%
Value ($000) $2,700 Shares 47,950 Est. Cost $54.31 Unrealized
VNQ VANGUARD REAL ESTATE ETF 0.8%
Value ($000) $2,653 Shares 26,069 Est. Cost $84.94 Unrealized
A AGILENT TECHNOLOGIES INC 0.8%
Value ($000) $2,598 Shares 16,492 Est. Cost $111.45 Unrealized +40.9%
WST WEST PHARMACEUTICAL SERVICES 0.8%
Value ($000) $2,588 Shares 6,096 Est. Cost $284.34 Unrealized +46.7%
PNR PENTAIR PLC 0.7%
Value ($000) $2,371 Shares 32,650 Est. Cost $62.30 Unrealized +13.1%
IDXX IDEXX LABORATORIES INC 0.7%
Value ($000) $2,360 Shares 3,795 Est. Cost $466.04 Unrealized +44.2%
ODFL OLD DOMINION FREIGHT LINE 0.7%
Value ($000) $2,326 Shares 8,132 Est. Cost $125.25 Unrealized +8.4%
JCI JOHNSON CONTROLS INTERNATION 0.7%
Value ($000) $2,283 Shares 33,537 Est. Cost $58.93 Unrealized +12.4%
AJG ARTHUR J GALLAGHER & CO 0.7%
Value ($000) $2,270 Shares 15,272 Est. Cost $134.67 Unrealized +1.6%
RVTY PERKINELMER INC 0.7%
Value ($000) $2,256 Shares 13,016 Est. Cost $133.03 Unrealized +31.1%
DHR DANAHER CORP 0.7%
Value ($000) $2,222 Shares 7,299 Est. Cost $199.09 Unrealized +34.0%
BIO BIO-RAD LABORATORIES-A 0.7%
Value ($000) $2,201 Shares 2,950 Est. Cost $576.66 Unrealized +29.9%
HD HOME DEPOT INC 0.6%
Value ($000) $2,143 Shares 6,528 Est. Cost $283.84 Unrealized +3.8%
LOW LOWE'S COS INC 0.6%
Value ($000) $2,123 Shares 10,463 Est. Cost $179.51 Unrealized +2.3%
TMO THERMO FISHER SCIENTIFIC INC 0.6%
Value ($000) $2,031 Shares 3,555 Est. Cost $463.75 Unrealized +17.0%
EL ESTEE LAUDER COMPANIES-CL A 0.6%
Value ($000) $2,007 Shares 6,693 Est. Cost $282.88 Unrealized +7.9%
TYL TYLER TECHNOLOGIES INC 0.6%
Value ($000) $1,977 Shares 4,310 Est. Cost $415.83 Unrealized +14.8%
MNST MONSTER BEVERAGE CORP 0.6%
Value ($000) $1,919 Shares 21,607 Est. Cost $42.91 Unrealized +10.2%
DE DEERE & CO 0.6%
Value ($000) $1,876 Shares 5,598 Est. Cost $342.83 Unrealized -1.0%
GLW CORNING INC 0.5%
Value ($000) $1,672 Shares 45,826 Est. Cost $38.31 Unrealized -7.9%
TELLURIAN INC 0.5%
Value ($000) $1,564 Shares 400,000 Est. Cost $2.34 Unrealized
ROL ROLLINS INC 0.5%
Value ($000) $1,516 Shares 42,903 Est. Cost $35.65 Unrealized -0.9%
PNGAY PING AN INSURANCE-ADR 0.5%
Value ($000) $1,502 Shares 109,400 Est. Cost $13.73 Unrealized
XLE ENERGY SELECT SECTOR SPDR 0.4%
Value ($000) $1,298 Shares 24,924 Est. Cost $37.90 Unrealized
XLF FINANCIAL SELECT SECTOR SPDR 0.4%
Value ($000) $1,171 Shares 31,210 Est. Cost $29.48 Unrealized
XLY CONSUMER DISCRETIONARY SELT 0.4%
Value ($000) $1,168 Shares 6,509 Est. Cost $127.71 Unrealized
VSCO VICTORIA'S SECRET & CO 0.3%
Value ($000) $1,147 Shares 20,758 Est. Cost $60.70 Unrealized 0.0%
XLP CONSUMER STAPLES SPDR 0.3%
Value ($000) $1,144 Shares 16,612 Est. Cost $58.64 Unrealized
XLV HEALTH CARE SELECT SECTOR 0.3%
Value ($000) $1,127 Shares 8,856 Est. Cost $100.07 Unrealized
XLK TECHNOLOGY SELECT SECT SPDR 0.3%
Value ($000) $1,124 Shares 7,526 Est. Cost $77.28 Unrealized
XLI INDUSTRIAL SELECT SECT SPDR 0.3%
Value ($000) $1,121 Shares 11,456 Est. Cost $76.98 Unrealized
XLC COMM SERV SELECT SECTOR SPDR 0.3%
Value ($000) $1,119 Shares 13,965 Est. Cost $54.04 Unrealized
XLRE REAL ESTATE SELECT SECT SPDR 0.3%
Value ($000) $1,118 Shares 25,161 Est. Cost $36.56 Unrealized
XLB MATERIALS SELECT SECTOR SPDR 0.3%
Value ($000) $1,107 Shares 13,998 Est. Cost $56.35 Unrealized
FLRN SPDR BLOOMBERG INVESTMENT GR 0.3%
Value ($000) $1,072 Shares 34,980 Est. Cost $30.50 Unrealized
IGSB ISHARES 1-5Y INV GRADE CORP 0.3%
Value ($000) $1,069 Shares 19,563 Est. Cost $54.76 Unrealized
MUB ISHARES NATIONAL MUNI BOND E 0.3%
Value ($000) $1,064 Shares 9,156 Est. Cost $112.25 Unrealized
SCHP SCHWAB U.S. TIPS ETF 0.3%
Value ($000) $1,063 Shares 16,985 Est. Cost $59.62 Unrealized
LQD ISHARES IBOXX INVESTMENT GRA 0.3%
Value ($000) $1,055 Shares 7,931 Est. Cost $133.71 Unrealized
PDBC INVESCO OPTIMUM YIELD DIVERS 0.3%
Value ($000) $883 Shares 41,943 Est. Cost $17.24 Unrealized
INDA ISHARES MSCI INDIA ETF 0.2%
Value ($000) $821 Shares 16,852 Est. Cost $33.86 Unrealized
EWT ISHARES MSCI TAIWAN ETF 0.2%
Value ($000) $782 Shares 12,608 Est. Cost $40.23 Unrealized
EPOL ISHARES MSCI POLAND ETF 0.2%
Value ($000) $777 Shares 35,454 Est. Cost $19.02 Unrealized
EWW ISHARES MSCI MEXICO ETF 0.2%
Value ($000) $773 Shares 16,024 Est. Cost $43.00 Unrealized
VANECK RUSSIA ETF 0.2%
Value ($000) $765 Shares 25,238 Est. Cost $24.36 Unrealized
GREK GLOBAL X MSCI GREECE ETF 0.2%
Value ($000) $761 Shares 28,164 Est. Cost $25.46 Unrealized
WIP SPDR FTSE INTERNATIONAL GOVE 0.2%
Value ($000) $732 Shares 13,454 Est. Cost $54.70 Unrealized
EZA ISHARES MSCI SOUTH AFRICA ET 0.2%
Value ($000) $705 Shares 14,993 Est. Cost $43.83 Unrealized
EPHE ISHARES MSCI PHILIPPINES ETF 0.2%
Value ($000) $579 Shares 19,460 Est. Cost $32.64 Unrealized
THD ISHARES MSCI THAILAND ETF 0.2%
Value ($000) $549 Shares 7,356 Est. Cost $77.09 Unrealized
BBJP JPMORGAN BETABUILDERS JAPAN 0.1%
Value ($000) $375 Shares 6,384 Est. Cost $56.42 Unrealized
IEF ISHARES 7-10 YEAR TREASURY B 0.1%
Value ($000) $307 Shares 2,663 Est. Cost $115.28 Unrealized
EWO ISHARES MSCI AUSTRIA ETF 0.0%
Value ($000) $120 Shares 4,820 Est. Cost $19.83 Unrealized
EWU ISHARES MSCI UNITED KINGDOM 0.0%
Value ($000) $119 Shares 3,694 Est. Cost $29.29 Unrealized
EWQ ISHARES MSCI FRANCE ETF 0.0%
Value ($000) $117 Shares 3,154 Est. Cost $31.12 Unrealized
EWI ISHARES MSCI ITALY ETF 0.0%
Value ($000) $117 Shares 3,701 Est. Cost $29.44 Unrealized
EWG ISHARES MSCI GERMANY ETF 0.0%
Value ($000) $115 Shares 3,489 Est. Cost $27.32 Unrealized
EWD ISHARES MSCI SWEDEN ETF 0.0%
Value ($000) $114 Shares 2,545 Est. Cost $31.07 Unrealized
EWN ISHARES MSCI NETHERLANDS ETF 0.0%
Value ($000) $113 Shares 2,303 Est. Cost $32.71 Unrealized
EWL ISHARES MSCI SWITZERLAND ETF 0.0%
Value ($000) $112 Shares 2,399 Est. Cost $38.96 Unrealized
EWP ISHARES MSCI SPAIN ETF 0.0%
Value ($000) $106 Shares 3,925 Est. Cost $27.04 Unrealized