Mount Lucas Management Corporation

Mount Lucas Management as of March 31, 2014

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 86 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Select Sector Spdr Tr option 27.3 $200M 8.9M 22.34
Ishares Tr Index option 7.3 $54M 1.3M 41.01
Ford Motor Company (F) 3.9 $28M 1.8M 15.60
Tyson Foods (TSN) 2.8 $21M 465k 44.01
Safeway 2.7 $20M 530k 36.94
Assurant (AIZ) 2.6 $19M 294k 64.95
Ryder System (R) 2.6 $19M 237k 79.94
Cliffs Natural Resources 2.4 $18M 856k 20.46
GameStop (GME) 2.3 $17M 417k 41.11
Hewlett-Packard Company 2.3 $17M 525k 32.36
Best Buy (BBY) 2.2 $16M 622k 26.41
Valero Energy Corporation (VLO) 2.2 $16M 301k 53.09
JPMorgan Chase & Co. (JPM) 2.2 $16M 261k 60.70
Unum (UNM) 2.2 $16M 450k 35.31
Staples 2.2 $16M 1.4M 11.34
WellPoint 2.2 $16M 159k 99.57
Dow Chemical Company 2.1 $16M 324k 48.60
Delta Air Lines (DAL) 2.1 $16M 451k 34.66
Xerox Corporation 2.1 $16M 1.4M 11.30
Murphy Oil Corporation (MUR) 1.9 $14M 224k 62.88
SLM Corporation (SLM) 1.9 $14M 565k 24.48
iShares FTSE/Xinhua China 25 Index (FXI) 1.2 $8.9M 250k 35.78
Ecolab (ECL) 1.1 $7.9M 73k 107.98
Northrop Grumman Corporation (NOC) 0.6 $4.6M 37k 123.30
Graham Hldgs (GHC) 0.6 $4.2M 6.0k 703.10
C.R. Bard 0.6 $4.1M 28k 147.96
CVS Caremark Corporation (CVS) 0.6 $4.1M 54k 74.82
Kroger (KR) 0.6 $4.1M 93k 43.66
Becton, Dickinson and (BDX) 0.6 $4.0M 35k 117.05
Hormel Foods Corporation (HRL) 0.6 $4.0M 82k 49.30
Marsh & McLennan Companies (MMC) 0.5 $4.0M 80k 49.34
Johnson & Johnson (JNJ) 0.5 $3.9M 40k 98.16
Raytheon Company 0.5 $3.9M 39k 98.72
Rockwell Collins 0.5 $3.9M 48k 79.62
General Dynamics Corporation (GD) 0.5 $3.9M 36k 108.89
Cintas Corporation (CTAS) 0.5 $3.9M 65k 59.59
Fiserv (FI) 0.5 $3.8M 68k 56.74
Honeywell International (HON) 0.5 $3.8M 42k 92.67
Torchmark Corporation 0.5 $3.8M 48k 78.64
CIGNA Corporation 0.5 $3.5M 42k 83.65
Consumer Staples Select Sect. SPDR (XLP) 0.5 $3.3M 76k 43.06
Financial Select Sector SPDR (XLF) 0.5 $3.3M 148k 22.34
Utilities SPDR (XLU) 0.5 $3.3M 80k 41.46
Energy Select Sector SPDR (XLE) 0.4 $3.3M 37k 89.06
Industrial SPDR (XLI) 0.4 $3.2M 62k 52.32
Technology SPDR (XLK) 0.4 $3.2M 88k 36.35
Materials SPDR (XLB) 0.4 $3.2M 68k 47.28
Health Care SPDR (XLV) 0.4 $3.2M 54k 58.49
Morgan Stanley Emerging Markets Domestic (EDD) 0.4 $3.1M 238k 13.12
Consumer Discretionary SPDR (XLY) 0.4 $3.1M 48k 64.71
American Equity Investment Life Holding (AEL) 0.3 $2.5M 105k 23.62
Andersons (ANDE) 0.3 $2.4M 41k 59.24
CNO Financial (CNO) 0.3 $2.3M 130k 18.10
Universal Corporation (UVV) 0.3 $2.0M 36k 55.89
Amtrust Financial Services 0.3 $1.9M 50k 37.61
M.D.C. Holdings (MDC) 0.3 $1.9M 67k 28.28
iShares MSCI South Africa Index (EZA) 0.2 $1.8M 27k 66.22
iShares MSCI Taiwan Index 0.2 $1.7M 120k 14.39
WisdomTree India Earnings Fund (EPI) 0.2 $1.7M 91k 18.96
Global X Fds ftse greec 0.2 $1.7M 69k 24.56
iShares MSCI Poland Investable ETF (EPOL) 0.2 $1.6M 55k 30.06
iShares MSCI South Korea Index Fund (EWY) 0.2 $1.5M 25k 61.50
Kaiser Aluminum (KALU) 0.1 $956k 13k 71.41
Sanderson Farms 0.1 $963k 12k 78.53
Group 1 Automotive (GPI) 0.1 $929k 14k 65.69
Apollo Investment 0.1 $949k 114k 8.31
Dana Holding Corporation (DAN) 0.1 $979k 42k 23.28
TAL International 0.1 $887k 21k 42.85
Rent-A-Center (UPBD) 0.1 $696k 26k 26.61
iShares MSCI Malaysia Index Fund 0.1 $575k 37k 15.65
Iconix Brand 0.1 $481k 12k 39.25
BofI Holding 0.0 $276k 3.2k 85.85
Curtiss-Wright (CW) 0.0 $246k 3.9k 63.42
Jack in the Box (JACK) 0.0 $227k 3.9k 58.90
BancorpSouth 0.0 $237k 9.5k 25.01
PAREXEL International Corporation 0.0 $221k 4.1k 54.15
Papa John's Int'l (PZZA) 0.0 $230k 4.4k 52.11
CoStar (CSGP) 0.0 $226k 1.2k 187.09
Bank of the Ozarks 0.0 $235k 3.5k 67.94
HEICO Corporation (HEI) 0.0 $242k 4.0k 60.12
Manhattan Associates (MANH) 0.0 $208k 5.9k 35.06
Tyler Technologies (TYL) 0.0 $199k 2.4k 83.58
Anixter International 0.0 $254k 2.5k 101.40
Financial Engines 0.0 $184k 3.6k 50.67
Targa Res Corp (TRGP) 0.0 $240k 2.4k 99.38
Travelers Companies (TRV) 0.0 $76k 894.00 85.01