Mount Lucas Management Corporation

Mount Lucas Management as of Dec. 31, 2019

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 90 positions in its portfolio as reported in the December 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman 1-3 Year Treas.Bond (SHY) 4.2 $21M 248k 84.63
iShares Lehman 3-7 Yr Treasury Bond (IEI) 4.2 $21M 166k 125.75
iShares Lehman 7-10 Yr Treas. Bond (IEF) 4.1 $21M 188k 110.22
Utilities SPDR (XLU) 3.2 $16M 249k 64.62
Xerox Corp (XRX) 2.8 $14M 384k 36.87
Technology SPDR (XLK) 2.6 $13M 144k 91.67
Health Care SPDR (XLV) 2.6 $13M 129k 101.86
Synchrony Financial (SYF) 2.6 $13M 363k 36.01
Financial Select Sector SPDR (XLF) 2.6 $13M 424k 30.78
Consumer Discretionary SPDR (XLY) 2.6 $13M 104k 125.42
Materials SPDR (XLB) 2.6 $13M 212k 61.42
Select Sector Spdr Tr Communic etfeqty (XLC) 2.6 $13M 243k 53.63
Consumer Staples Select Sect. SPDR (XLP) 2.6 $13M 205k 62.98
Delta Air Lines (DAL) 2.6 $13M 219k 58.48
Real Estate Select Sect Spdr (XLRE) 2.6 $13M 333k 38.67
Industrial SPDR (XLI) 2.5 $13M 155k 81.47
Ishares Msci Japan (EWJ) 2.4 $12M 201k 59.24
Western Digital (WDC) 1.6 $8.1M 128k 63.47
Citigroup (C) 1.5 $7.5M 94k 79.89
Mortgage Reit Index real (REM) 1.4 $7.1M 160k 44.53
SPDR Barclays Capital Convertible SecETF (CWB) 1.4 $7.0M 126k 55.50
Invesco Senior Loan Etf otr (BKLN) 1.4 $7.0M 307k 22.82
Seagate Technology Com Stk 1.4 $6.8M 114k 59.50
Cardinal Health (CAH) 1.3 $6.6M 130k 50.58
MetLife (MET) 1.3 $6.6M 129k 50.97
Phillips 66 (PSX) 1.3 $6.5M 58k 111.40
Prudential Financial (PRU) 1.3 $6.4M 68k 93.75
Lincoln National Corporation (LNC) 1.2 $6.0M 101k 59.01
General Motors Company (GM) 1.2 $5.8M 159k 36.60
Chevron Corporation (CVX) 1.1 $5.8M 48k 120.52
Whirlpool Corporation (WHR) 1.1 $5.8M 39k 147.54
Nucor Corporation (NUE) 1.1 $5.7M 102k 56.28
Walgreen Boots Alliance (WBA) 1.1 $5.5M 94k 58.96
Vanguard High Dividend Yield ETF (VYM) 1.0 $5.0M 54k 93.71
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 1.0 $5.0M 44k 114.55
SPDR S&P International Dividend (DWX) 1.0 $5.0M 124k 40.20
Ishares Inc Em Hgh Yld Bd other (EMHY) 1.0 $5.0M 107k 47.31
Invesco S&p 500 Buywrite Etf (PBP) 1.0 $4.9M 228k 21.54
iShares iBoxx $ High Yid Corp Bond (HYG) 0.9 $4.7M 53k 87.95
Ishares Incglobal High Yi equity (GHYG) 0.9 $4.7M 93k 49.83
Ishares Tr 0-5yr hi yl cp (SHYG) 0.9 $4.6M 100k 46.43
Ishares Msci United Kingdom Index etf (EWU) 0.8 $4.1M 122k 34.10
iShares MSCI Sweden Index (EWD) 0.8 $4.1M 126k 32.90
iShares MSCI Switzerland Index Fund (EWL) 0.8 $4.1M 101k 40.64
iShares MSCI Netherlands Investable (EWN) 0.8 $4.1M 121k 33.86
iShares MSCI France Index (EWQ) 0.8 $4.1M 124k 32.71
Gap (GPS) 0.8 $4.0M 228k 17.68
iShares MSCI Germany Index Fund (EWG) 0.8 $4.0M 136k 29.40
Ishares Msci Italy Capped Et etp (EWI) 0.8 $4.0M 136k 29.50
iShares MSCI Brazil Index (EWZ) 0.8 $3.8M 80k 47.45
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.7 $3.6M 60k 59.10
iShares S&P US Pref Stock Idx Fnd (PFF) 0.7 $3.5M 93k 37.59
Global X Fds ftse greec 0.7 $3.5M 346k 10.13
Ishares Inc etp (EWT) 0.7 $3.5M 85k 41.13
iShares MSCI Turkey Index Fund (TUR) 0.7 $3.5M 128k 27.09
Vanguard REIT ETF (VNQ) 0.7 $3.4M 37k 92.79
American Tower Reit (AMT) 0.7 $3.3M 14k 229.83
iShares MSCI Spain Index (EWP) 0.7 $3.2M 112k 28.92
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.6 $3.2M 71k 45.03
iShares MSCI Austria Investable Mkt (EWO) 0.4 $2.2M 107k 20.80
Vanguard European ETF (VGK) 0.4 $1.8M 31k 58.61
Procter & Gamble Company (PG) 0.3 $1.8M 14k 124.89
Merck & Co (MRK) 0.3 $1.6M 18k 90.93
Peak (DOC) 0.3 $1.6M 47k 34.47
Paychex (PAYX) 0.3 $1.6M 19k 85.05
Mid-America Apartment (MAA) 0.3 $1.5M 12k 131.87
Eli Lilly & Co. (LLY) 0.3 $1.5M 11k 131.45
AvalonBay Communities (AVB) 0.3 $1.5M 7.3k 209.65
Udr (UDR) 0.3 $1.5M 32k 46.70
Mondelez Int (MDLZ) 0.3 $1.5M 27k 55.07
Crown Castle Intl (CCI) 0.3 $1.5M 11k 142.15
Sba Communications Corp (SBAC) 0.3 $1.5M 6.2k 241.03
Hershey Company (HSY) 0.3 $1.5M 9.9k 147.03
Realty Income (O) 0.3 $1.5M 20k 73.62
WisdomTree India Earnings Fund (EPI) 0.3 $1.5M 59k 24.88
McDonald's Corporation (MCD) 0.3 $1.4M 7.2k 197.60
Genuine Parts Company (GPC) 0.3 $1.4M 13k 106.22
Equity Residential (EQR) 0.3 $1.4M 18k 80.92
Cincinnati Financial Corporation (CINF) 0.3 $1.4M 13k 105.12
Extra Space Storage (EXR) 0.3 $1.4M 13k 105.60
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.3 $1.3M 10k 127.95
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.3 $1.3M 11k 113.94
iShares Barclays TIPS Bond Fund (TIP) 0.3 $1.3M 11k 116.58
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.3 $1.3M 24k 53.65
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.3 $1.3M 24k 55.11
Ishares Tr fltg rate nt (FLOT) 0.3 $1.3M 25k 50.90
Ishares Tr int pfd stk 0.2 $1.2M 78k 15.45
iShares FTSE/Xinhua China 25 Index (FXI) 0.2 $855k 20k 43.62
iShares MSCI South Korea Index Fund (EWY) 0.2 $854k 14k 62.22
Vaneck Vectors Russia Index Et 0.2 $815k 33k 24.98