Mount Lucas Management LP
- SEC CIK
- 0001185072
- 最新申報
- 2026/8/10
2021 年第 3 季持倉
持倉截至 2021/9/30，2021/11/15 申報。只含多頭部位，變化是跟 2021 年第 2 季比股數。
- 持股檔數
- 107
- 較 2021 年第 2 季 −4
- 總值
- $3.17 億
- 較 2021 年第 2 季 −$2,341 萬 (−6.9%)
| 證券 | 類別 | 股數 | 市值 | 佔組合 % | 股數變化 | 動作 | 紀錄 |
|---|---|---|---|---|---|---|---|
| iShares Tr464287457 | 1 3 YR TREAS BD | 225,274 | $1,941 萬 | 6.1% | +50,779+29.1% | 加碼 | – |
| MSMorgan Stanley | Stock | 123,030 | $1,197 萬 | 3.8% | −8,683−6.6% | 減碼 | 歷史 |
| ALLAllstate Corp | Stock | 72,599 | $924.3 萬 | 2.9% | −5,202−6.7% | 減碼 | 歷史 |
| LENLennar Corp | CL A | 88,387 | $828.0 萬 | 2.6% | −6,639−7.0% | 減碼 | 歷史 |
| DHIHorton D R Inc | COM | 92,508 | $776.8 萬 | 2.5% | −6,993−7.0% | 減碼 | 歷史 |
| CICigna Group | Stock | 37,541 | $751.4 萬 | 2.4% | −2,727−6.8% | 減碼 | 歷史 |
| TGTTarget Corp | Stock | 32,256 | $737.9 萬 | 2.3% | −2,401−6.9% | 減碼 | 歷史 |
| WHRWhirlpool Corp | Stock | 36,180 | $737.6 萬 | 2.3% | −2,568−6.6% | 減碼 | 歷史 |
| PHMPultegroup Inc | COM | 159,559 | $732.7 萬 | 2.3% | −12,294−7.2% | 減碼 | 歷史 |
| BBYBest Buy Co Inc | Stock | 66,561 | $703.6 萬 | 2.2% | −4,746−6.7% | 減碼 | 歷史 |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 254,846 | $563.5 萬 | 1.8% | −14,135−5.3% | 減碼 | – |
| iShares Tr464288687 | PFD AND INCM SEC | 143,389 | $556.5 萬 | 1.8% | +66,252+85.9% | 加碼 | – |
| iShares Tr46435G342 | MORTGE REL ETF | 152,330 | $551.1 萬 | 1.7% | −11,394−7.0% | 減碼 | – |
| State Street SPDR Bloomberg Convertible Securities ETF78464A359 | ETF | 64,518 | $550.7 萬 | 1.7% | −6,434−9.1% | 減碼 | – |
| HCAHCA Healthcare, Inc. | COM | 20,755 | $503.8 萬 | 1.6% | −1,581−7.1% | 減碼 | 歷史 |
| EBAYeBay Inc | COM | 68,781 | $479.2 萬 | 1.5% | −5,188−7.0% | 減碼 | 歷史 |
| GSGoldman Sachs Group Inc | Stock | 12,439 | $470.2 萬 | 1.5% | −903−6.8% | 減碼 | 歷史 |
| DVADavita Inc. | COM | 39,080 | $454.3 萬 | 1.4% | −3,042−7.2% | 減碼 | 歷史 |
| MOSMosaic Co | COM | 123,908 | $442.6 萬 | 1.4% | −9,305−7.0% | 減碼 | 歷史 |
| UNHUnitedHealth Group Inc | Stock | 11,185 | $437.0 萬 | 1.4% | −832−6.9% | 減碼 | 歷史 |
| KRKroger Co | Stock | 106,009 | $428.6 萬 | 1.4% | −7,720−6.8% | 減碼 | 歷史 |
| DISHDISH Network CORP | CL A | 98,600 | $428.5 萬 | 1.4% | −7,647−7.2% | 減碼 | 歷史 |
| AFLAflac Inc | Stock | 79,371 | $413.8 萬 | 1.3% | −5,679−6.7% | 減碼 | 歷史 |
| CECelanese Corp | Stock | 26,723 | $402.6 萬 | 1.3% | −1,968−6.9% | 減碼 | 歷史 |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 175,049 | $402.4 萬 | 1.3% | −21,152−10.8% | 減碼 | – |
| DGXQuest Diagnostics Inc | COM | 27,621 | $401.4 萬 | 1.3% | −2,017−6.8% | 減碼 | 歷史 |
| GEGeneral Electric Co | Stock | 38,692 | $398.6 萬 | 1.3% | −2,979−7.1% | 減碼依 1 比 8 拆股換算 | 歷史 |
| iShares Inc464286285 | JP MRGN EM HI BD | 89,333 | $396.2 萬 | 1.3% | −5,810−6.1% | 減碼 | – |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 38,132 | $394.1 萬 | 1.2% | −2,482−6.1% | 減碼 | – |
| BBWIBath & Body Works, Inc. | COM | 62,418 | $393.4 萬 | 1.2% | −4,702−7.0% | 減碼 | 歷史 |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 102,049 | $387.5 萬 | 1.2% | −5,274−4.9% | 減碼 | – |
| GMGeneral Motors Co | COM | 72,785 | $383.6 萬 | 1.2% | −5,676−7.2% | 減碼 | 歷史 |
| iShares Tr46434V407 | 0-5YR HI YL CP | 82,069 | $375.1 萬 | 1.2% | −4,736−5.5% | 減碼 | – |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 34,225 | $374.3 萬 | 1.2% | −2,327−6.4% | 減碼 | – |
| iShares Inc464286178 | US INTL HGH YLD | 74,405 | $372.4 萬 | 1.2% | −4,012−5.1% | 減碼 | – |
| CNCCentene Corp | Stock | 57,437 | $357.9 萬 | 1.1% | −4,479−7.2% | 減碼 | 歷史 |
| BWABorgwarner Inc | COM | 82,719 | $357.4 萬 | 1.1% | −6,119−6.9% | 減碼 | 歷史 |
| PGRProgressive Corp | Stock | 38,636 | $349.2 萬 | 1.1% | −2,963−7.1% | 減碼 | 歷史 |
| MASMasco Corp | COM | 62,741 | $348.5 萬 | 1.1% | −4,598−6.8% | 減碼 | 歷史 |
| HPQHP Inc | Stock | 123,220 | $337.1 萬 | 1.1% | −8,676−6.6% | 減碼 | 歷史 |
| FDXFedEx Corp | Stock | 15,156 | $332.4 萬 | 1.0% | −1,134−7.0% | 減碼 | 歷史 |
| HUMHumana Inc | Stock | 8,486 | $330.2 萬 | 1.0% | −650−7.1% | 減碼 | 歷史 |
| CAGConagra Brands Inc. | Stock | 97,282 | $329.5 萬 | 1.0% | −6,625−6.4% | 減碼 | 歷史 |
| iShares Tr464288281 | JPMORGAN USD EMG | 29,192 | $321.3 萬 | 1.0% | −9,701−24.9% | 減碼 | – |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 49,573 | $316.7 萬 | 1.0% | −5,303−9.7% | 減碼 | – |
| NEMNEWMONT Corp | Stock | 57,360 | $311.5 萬 | 1.0% | −3,896−6.4% | 減碼 | 歷史 |
| Vanguard Intl Equity Index F922042676 | GLB EX US ETF | 47,950 | $270.0 萬 | 0.9% | −2,758−5.4% | 減碼 | – |
| Vanguard Real Estate ETF922908553 | ETF | 26,069 | $265.3 萬 | 0.8% | −4,018−13.4% | 減碼 | – |
| AAgilent Technologies, Inc. | COM | 16,492 | $259.8 萬 | 0.8% | −1,262−7.1% | 減碼 | 歷史 |
| WSTWest Pharmaceutical Services Inc | COM | 6,096 | $258.8 萬 | 0.8% | −476−7.2% | 減碼 | 歷史 |
| PNRPENTAIR plc | SHS | 32,650 | $237.1 萬 | 0.7% | −2,426−6.9% | 減碼 | 歷史 |
| IDXXIDEXX Laboratories Inc | COM | 3,795 | $236.0 萬 | 0.7% | −295−7.2% | 減碼 | 歷史 |
| ODFLOld Dominion Freight Line, Inc. | COM | 8,132 | $232.6 萬 | 0.7% | −630−7.2% | 減碼 | 歷史 |
| JCIJohnson Controls International plc | Stock | 33,537 | $228.3 萬 | 0.7% | −2,483−6.9% | 減碼 | 歷史 |
| AJGArthur J. Gallagher & Co. | COM | 15,272 | $227.0 萬 | 0.7% | −1,138−6.9% | 減碼 | 歷史 |
| RVTYRevvity, Inc. | COM | 13,016 | $225.6 萬 | 0.7% | −1,015−7.2% | 減碼 | 歷史 |
| DHRDanaher Corp | Stock | 7,299 | $222.2 萬 | 0.7% | −560−7.1% | 減碼 | 歷史 |
| BIOBio-Rad Laboratories, Inc. | CL A | 2,950 | $220.1 萬 | 0.7% | −230−7.2% | 減碼 | 歷史 |
| HDHome Depot, Inc. | Stock | 6,528 | $214.3 萬 | 0.7% | −473−6.8% | 減碼 | 歷史 |
| LOWLowes Companies Inc | Stock | 10,463 | $212.3 萬 | 0.7% | −771−6.9% | 減碼 | 歷史 |
| TMOThermo Fisher Scientific Inc. | Stock | 3,555 | $203.1 萬 | 0.6% | −281−7.3% | 減碼 | 歷史 |
| ELEstee Lauder Companies Inc | CL A | 6,693 | $200.7 萬 | 0.6% | −510−7.1% | 減碼 | 歷史 |
| TYLTyler Technologies Inc | COM | 4,310 | $197.7 萬 | 0.6% | −334−7.2% | 減碼 | 歷史 |
| MNSTMonster Beverage Corp | COM | 21,607 | $191.9 萬 | 0.6% | −1,669−7.2% | 減碼 | 歷史 |
| DEDeere & Co | Stock | 5,598 | $187.6 萬 | 0.6% | −413−6.9% | 減碼 | 歷史 |
| GLWCorning Inc | COM | 45,826 | $167.2 萬 | 0.5% | −3,236−6.6% | 減碼 | 歷史 |
| TELLTellurian Inc. | COM | 400,000 | $156.4 萬 | 0.5% | 00.0% | 不變 | 歷史 |
| ROLRollins Inc | COM | 42,903 | $151.6 萬 | 0.5% | −3,274−7.1% | 減碼 | 歷史 |
| Ping An Ins Group Co China Ltd72341E304 | ADR | 109,400 | $150.2 萬 | 0.5% | +109,400 | 新進 | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 24,924 | $129.8 萬 | 0.4% | −16−0.1% | 減碼 | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 31,210 | $117.1 萬 | 0.4% | −3,066−8.9% | 減碼 | – |
| State Street Consumer Discretionary Select Sector SPDR ETF81369Y407 | ETF | 6,509 | $116.8 萬 | 0.4% | −1,024−13.6% | 減碼 | – |
| VSXYVictoria's Secret & Co. | COMMON STOCK | 20,758 | $114.7 萬 | 0.4% | +20,758 | 新進 | 歷史 |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 16,612 | $114.4 萬 | 0.4% | −1,777−9.7% | 減碼 | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 8,856 | $112.7 萬 | 0.4% | −1,713−16.2% | 減碼 | – |
| State Street Technology Select Sector SPDR ETF81369Y803 | ETF | 7,526 | $112.4 萬 | 0.4% | −1,897−20.1% | 減碼 | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 11,456 | $112.1 萬 | 0.4% | −931−7.5% | 減碼 | – |
| State Street Communication Services Select Sector SPDR ETF81369Y852 | ETF | 13,965 | $111.9 萬 | 0.4% | −2,586−15.6% | 減碼 | – |
| State Street Real Estate Select Sector SPDR ETF81369Y860 | ETF | 25,161 | $111.8 萬 | 0.4% | −4,939−16.4% | 減碼 | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 13,998 | $110.7 萬 | 0.3% | −924−6.2% | 減碼 | – |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 34,980 | $107.2 萬 | 0.3% | −2,167−5.8% | 減碼 | – |
| iShares Tr464288646 | ISHS 1-5YR INVS | 19,563 | $106.9 萬 | 0.3% | −1,200−5.8% | 減碼 | – |
| iShares Tr464288414 | NATIONAL MUN ETF | 9,156 | $106.4 萬 | 0.3% | −590−6.1% | 減碼 | – |
| Schwab US Tips ETF808524870 | ETF | 16,985 | $106.3 萬 | 0.3% | −1,338−7.3% | 減碼 | – |
| iShares Iboxx $ Investment Grade Corporate Bond ETF464287242 | ETF | 7,931 | $105.5 萬 | 0.3% | +4,228+114.2% | 加碼 | – |
| Invesco Actvely MNGD Etc FD46090F100 | OPTIMUM YIELD | 41,943 | $88.3 萬 | 0.3% | −4,866−10.4% | 減碼 | – |
| iShares MSCI India ETF46429B598 | ETF | 16,852 | $82.1 萬 | 0.3% | −3,091−15.5% | 減碼 | – |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 12,608 | $78.2 萬 | 0.2% | −1,543−10.9% | 減碼 | – |
| iShares Tr46429B606 | MSCI POLAND ETF | 35,454 | $77.7 萬 | 0.2% | −3,789−9.7% | 減碼 | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 16,024 | $77.3 萬 | 0.2% | −2,442−13.2% | 減碼 | – |
| VanEck Vectors ETF Tr92189F403 | RUSSIA ETF | 25,238 | $76.5 萬 | 0.2% | −3,122−11.0% | 減碼 | – |
| Global X FDS37954Y319 | MSCI GREECE ETF | 28,164 | $76.1 萬 | 0.2% | −3,018−9.7% | 減碼 | – |
| SPDR Series Trust78464A490 | ST STR FTSE ETF | 13,454 | $73.2 萬 | 0.2% | −6,401−32.2% | 減碼 | – |
| iShares Inc464286780 | MSCI STH AFR ETF | 14,993 | $70.5 萬 | 0.2% | −1,629−9.8% | 減碼 | – |
| iShares Tr46429B408 | MSCI PHILIPS ETF | 19,460 | $57.9 萬 | 0.2% | −9,200−32.1% | 減碼 | – |
| iShares Inc464286624 | MSCI THAILND ETF | 7,356 | $54.9 萬 | 0.2% | −3,663−33.2% | 減碼 | – |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 6,384 | $37.5 萬 | 0.1% | −404−6.0% | 減碼 | – |
| iShares Tr464287440 | 7-10 YR TRSY BD | 2,663 | $30.7 萬 | 0.1% | +2,663 | 新進 | – |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 4,820 | $12.0 萬 | <0.1% | −343−6.6% | 減碼 | – |
| iShares Tr46435G334 | MSCI UK ETF NEW | 3,694 | $11.9 萬 | <0.1% | −190−4.9% | 減碼 | – |
選擇權（1 檔）
同一份申報裡的賣權（put）與買權（call）。金額是標的股票的市值，也就是 13F 申報的數字。
| 證券 | 類別 | 賣權 | 買權 |
|---|---|---|---|
| Kraneshares Tr500767906 | CALL | – | $1,420 萬 |
2021 年第 2 季之後清倉（7 檔）
2021 年第 2 季季末還持有、這份申報已經沒有的部位。
| 證券 | 類別 | 2021 年第 2 季股數 | 2021 年第 2 季市值 | 2021 年第 2 季佔組合 % | 紀錄 |
|---|---|---|---|---|---|
| iShares Tr46429B135 | INTL PFD STK ETF | 167,529 | $288.1 萬 | 0.8% | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 22,981 | $93.2 萬 | 0.3% | – |
| iShares Inc464286772 | MSCI STH KOR ETF | 9,588 | $89.3 萬 | 0.3% | – |
| iShares Tr464287184 | CHINA LG-CAP ETF | 15,451 | $71.6 萬 | 0.2% | – |
| iShares Inc464286640 | MSCI CHILE ETF | 21,448 | $62.2 萬 | 0.2% | – |
| iShares Tr46429B309 | MSCI INDONIA ETF | 13,796 | $28.0 萬 | 0.1% | – |
| iShares Inc46434G814 | MSCI MLY ETF NEW | 1,585 | $4.00 萬 | <0.1% | – |