Mount Lucas Management Corporation

Mount Lucas Management as of Sept. 30, 2021

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 108 positions in its portfolio as reported in the September 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares 1-3 Year Treasury Bo Etp (SHY) 5.9 $19M 225k 86.15
Kraneshares Csi China Intern Etp Call Option 4.3 $14M 300k 47.32
Morgan Stanley Common Stock (MS) 3.6 $12M 123k 97.31
Allstate Corp Common Stock (ALL) 2.8 $9.2M 73k 127.32
Lennar Corp-a Common Stock (LEN) 2.5 $8.3M 88k 93.68
Dr Horton Common Stock (DHI) 2.3 $7.8M 93k 83.97
Cigna Corp Common Stock (CI) 2.3 $7.5M 38k 200.15
Target Corp Common Stock (TGT) 2.2 $7.4M 32k 228.76
Whirlpool Corp Common Stock (WHR) 2.2 $7.4M 36k 203.87
Pultegroup Common Stock (PHM) 2.2 $7.3M 160k 45.92
Best Buy Common Stock (BBY) 2.1 $7.0M 67k 105.71
Invesco Senior Loan Etf Etp (BKLN) 1.7 $5.6M 255k 22.11
Ishares Preferred & Income S Etp (PFF) 1.7 $5.6M 143k 38.81
Ishares Mortgage Real Estate Etp (REM) 1.7 $5.5M 152k 36.18
Spdr Bloomberg Convertible S Etp (CWB) 1.7 $5.5M 65k 85.36
Hca Healthcare Common Stock (HCA) 1.5 $5.0M 21k 242.74
Ebay Common Stock (EBAY) 1.4 $4.8M 69k 69.67
Goldman Sachs Group Common Stock (GS) 1.4 $4.7M 12k 378.00
Davita Common Stock (DVA) 1.4 $4.5M 39k 116.25
Mosaic Co/the Common Stock (MOS) 1.3 $4.4M 124k 35.72
Unitedhealth Group Common Stock (UNH) 1.3 $4.4M 11k 390.70
Kroger Common Stock (KR) 1.3 $4.3M 106k 40.43
Dish Network Corp-a Common Stock 1.3 $4.3M 99k 43.46
Aflac Common Stock (AFL) 1.3 $4.1M 79k 52.13
Celanese Corp Common Stock (CE) 1.2 $4.0M 27k 150.66
Invesco S&p 500 Buywrite Etf Etp (PBP) 1.2 $4.0M 175k 22.99
Quest Diagnostics Common Stock (DGX) 1.2 $4.0M 28k 145.32
General Electric Common Stock (GE) 1.2 $4.0M 39k 103.02
Ishares J.p. Morgan Em High Etp (EMHY) 1.2 $4.0M 89k 44.35
Vanguard High Dvd Yield Etf Etp (VYM) 1.2 $3.9M 38k 103.35
Bath & Body Works Common Stock (BBWI) 1.2 $3.9M 62k 63.03
Spdr S&p Inter Dvd Etf Etp (DWX) 1.2 $3.9M 102k 37.97
General Motors Common Stock (GM) 1.2 $3.8M 73k 52.70
Ishares 0-5 Yr Hy Corp Bond Etp (SHYG) 1.1 $3.8M 82k 45.71
Spdr Bloomberg High Yield Bo Etp (JNK) 1.1 $3.7M 34k 109.36
Ishares Us&intl High Yield C Etp (GHYG) 1.1 $3.7M 74k 50.05
Centene Corp Common Stock (CNC) 1.1 $3.6M 57k 62.31
Borgwarner Common Stock (BWA) 1.1 $3.6M 83k 43.21
Progressive Corp Common Stock (PGR) 1.1 $3.5M 39k 90.38
Masco Corp Common Stock (MAS) 1.1 $3.5M 63k 55.55
HP Common Stock (HPQ) 1.0 $3.4M 123k 27.36
Fedex Corp Common Stock (FDX) 1.0 $3.3M 15k 219.32
Humana Common Stock (HUM) 1.0 $3.3M 8.5k 389.11
Conagra Brands Common Stock (CAG) 1.0 $3.3M 97k 33.87
Ishares Jp Morgan Usd Emergi Etp (EMB) 1.0 $3.2M 29k 110.06
Utilities Select Sector Spdr Etp (XLU) 1.0 $3.2M 50k 63.89
Newmont Corp Common Stock (NEM) 0.9 $3.1M 57k 54.31
Vanguard Glbl Ex-us Real Est Etp (VNQI) 0.8 $2.7M 48k 56.31
Vanguard Real Estate Etf Etp (VNQ) 0.8 $2.7M 26k 101.77
Agilent Technologies Common Stock (A) 0.8 $2.6M 17k 157.53
West Pharmaceutical Services Common Stock (WST) 0.8 $2.6M 6.1k 424.54
Pentair Common Stock (PNR) 0.7 $2.4M 33k 72.62
Idexx Laboratories Common Stock (IDXX) 0.7 $2.4M 3.8k 621.87
Old Dominion Freight Line Common Stock (ODFL) 0.7 $2.3M 8.1k 286.03
Johnson Controls Internation Common Stock (JCI) 0.7 $2.3M 34k 68.07
Arthur J Gallagher & Co Common Stock (AJG) 0.7 $2.3M 15k 148.64
Perkinelmer Common Stock (RVTY) 0.7 $2.3M 13k 173.33
Danaher Corp Common Stock (DHR) 0.7 $2.2M 7.3k 304.43
Bio-rad Laboratories-a Common Stock (BIO) 0.7 $2.2M 3.0k 746.10
Home Depot Common Stock (HD) 0.6 $2.1M 6.5k 328.28
Lowe's Cos Common Stock (LOW) 0.6 $2.1M 11k 202.91
Thermo Fisher Scientific Common Stock (TMO) 0.6 $2.0M 3.6k 571.31
Estee Lauder Companies-cl A Common Stock (EL) 0.6 $2.0M 6.7k 299.87
Tyler Technologies Common Stock (TYL) 0.6 $2.0M 4.3k 458.70
Monster Beverage Corp Common Stock (MNST) 0.6 $1.9M 22k 88.81
Deere & Co Common Stock (DE) 0.6 $1.9M 5.6k 335.12
Corning Common Stock (GLW) 0.5 $1.7M 46k 36.49
Tellurian Common Stock (TELL) 0.5 $1.6M 400k 3.91
Rollins Common Stock (ROL) 0.5 $1.5M 43k 35.34
Ping An Insurance- Adr (PNGAY) 0.5 $1.5M 109k 13.73
Energy Select Sector Spdr Etp (XLE) 0.4 $1.3M 25k 52.08
Financial Select Sector Spdr Etp (XLF) 0.4 $1.2M 31k 37.52
Consumer Discretionary Selt Etp (XLY) 0.4 $1.2M 6.5k 179.44
Victoria's Secret & Co Common Stock (VSCO) 0.3 $1.1M 21k 55.26
Consumer Staples Spdr Etp (XLP) 0.3 $1.1M 17k 68.87
Health Care Select Sector Etp (XLV) 0.3 $1.1M 8.9k 127.26
Technology Select Sect Spdr Etp (XLK) 0.3 $1.1M 7.5k 149.35
Industrial Select Sect Spdr Etp (XLI) 0.3 $1.1M 12k 97.85
Comm Serv Select Sector Spdr Etp (XLC) 0.3 $1.1M 14k 80.13
Real Estate Select Sect Spdr Etp (XLRE) 0.3 $1.1M 25k 44.43
Materials Select Sector Spdr Etp (XLB) 0.3 $1.1M 14k 79.08
Spdr Bloomberg Investment Gr Etp (FLRN) 0.3 $1.1M 35k 30.65
Ishares 1-5y Inv Grade Corp Etp (IGSB) 0.3 $1.1M 20k 54.64
Ishares National Muni Bond E Etp (MUB) 0.3 $1.1M 9.2k 116.21
Schwab U.s. Tips Etf Etp (SCHP) 0.3 $1.1M 17k 62.58
Ishares Iboxx Investment Gra Etp (LQD) 0.3 $1.1M 7.9k 133.02
Invesco Optimum Yield Divers Etp (PDBC) 0.3 $883k 42k 21.05
Ishares Msci India Etf Etp (INDA) 0.2 $821k 17k 48.72
Ishares Msci Taiwan Etf Etp (EWT) 0.2 $782k 13k 62.02
Ishares Msci Poland Etf Etp (EPOL) 0.2 $777k 36k 21.92
Ishares Msci Mexico Etf Etp (EWW) 0.2 $773k 16k 48.24
Vaneck Russia Etf Etp 0.2 $765k 25k 30.31
Global X Msci Greece Etf Etp (GREK) 0.2 $761k 28k 27.02
Spdr Ftse International Gove Etp (WIP) 0.2 $732k 14k 54.41
Ishares Msci South Africa Et Etp (EZA) 0.2 $705k 15k 47.02
Ishares Msci Philippines Etf Etp (EPHE) 0.2 $579k 20k 29.75
Ishares Msci Thailand Etf Etp (THD) 0.2 $549k 7.4k 74.63
Jpmorgan Betabuilders Japan Etp (BBJP) 0.1 $375k 6.4k 58.74
Ishares 7-10 Year Treasury B Etp (IEF) 0.1 $307k 2.7k 115.28
Ishares Msci Austria Etf Etp (EWO) 0.0 $120k 4.8k 24.90
Ishares Msci United Kingdom Etp (EWU) 0.0 $119k 3.7k 32.21
Ishares Msci France Etf Etp (EWQ) 0.0 $117k 3.2k 37.10
Ishares Msci Italy Etf Etp (EWI) 0.0 $117k 3.7k 31.61
Ishares Msci Germany Etf Etp (EWG) 0.0 $115k 3.5k 32.96
Ishares Msci Sweden Etf Etp (EWD) 0.0 $114k 2.5k 44.79
Ishares Msci Netherlands Etf Etp (EWN) 0.0 $113k 2.3k 49.07
Ishares Msci Switzerland Etf Etp (EWL) 0.0 $112k 2.4k 46.69
Ishares Msci Spain Etf Etp (EWP) 0.0 $106k 3.9k 27.01