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 | 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 | 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 |
