Mount Lucas Management Corporation

Mount Lucas Management as of June 30, 2014

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 111 positions in its portfolio as reported in the June 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Financial Select Sector Spdr Etp Call Option 21.0 $160M 7.0M 22.74
Ishares Msci Emerging Market Etp Call Option 8.8 $67M 1.6M 43.23
Ford Motor Common Stock (F) 3.6 $27M 1.6M 17.24
Technology Select Sect Spdr Etp (XLK) 3.3 $25M 661k 38.35
Ryder System Common Stock (R) 2.4 $18M 208k 88.09
Best Buy Common Stock (BBY) 2.2 $17M 546k 31.02
Assurant Common Stock (AIZ) 2.2 $17M 257k 65.56
Safeway Common Stock 2.1 $16M 465k 34.34
Hewlett-packard Common Stock 2.0 $16M 459k 33.69
Tyson Foods Inc-cl A Common Stock (TSN) 2.0 $15M 408k 37.53
Delta Air Lines Common Stock (DAL) 2.0 $15M 393k 38.73
Xerox Corp Common Stock 2.0 $15M 1.2M 12.44
Wellpoint Common Stock 2.0 $15M 139k 107.60
Gamestop Corp-class A Common Stock (GME) 2.0 $15M 368k 40.47
Dow Chemical Co/the Common Stock 1.9 $15M 284k 51.45
Unum Group Common Stock (UNM) 1.8 $14M 393k 34.75
Staples Common Stock 1.8 $13M 1.2M 10.84
Valero Energy Corp Common Stock (VLO) 1.7 $13M 265k 50.10
Jpmorgan Chase & Co Common Stock (JPM) 1.7 $13M 229k 57.62
Murphy Oil Corp Common Stock (MUR) 1.7 $13M 197k 66.48
Cliffs Natural Resources Common Stock 1.5 $11M 755k 15.05
Navient Corp Common Stock (NAVI) 1.2 $8.8M 496k 17.71
Ecolab Common Stock (ECL) 0.9 $7.1M 64k 111.31
Utilities Select Sector Spdr Etp (XLU) 0.9 $7.0M 158k 44.26
Ishares 1-3 Year Treasury Bo Etp (SHY) 0.9 $6.9M 82k 84.56
Consumer Discretionary Selt Etp (XLY) 0.9 $6.8M 102k 66.74
Health Care Select Sector Etp (XLV) 0.9 $6.8M 112k 60.83
Materials Select Sector Spdr Etp (XLB) 0.9 $6.8M 137k 49.64
Industrial Select Sect Spdr Etp (XLI) 0.9 $6.7M 124k 54.06
Ishares Msci Japan Etf Etp 0.9 $6.7M 554k 12.04
Consumer Staples Spdr Etp (XLP) 0.9 $6.7M 149k 44.62
Slm Corp Common Stock (SLM) 0.5 $4.1M 492k 8.31
Kroger Common Stock (KR) 0.5 $4.0M 81k 49.40
Northrop Grumman Corp Common Stock (NOC) 0.5 $3.9M 33k 119.70
Graham Holdings Co-class B Common Stock (GHC) 0.5 $3.8M 5.2k 718.55
General Dynamics Corp Common Stock (GD) 0.5 $3.7M 31k 116.49
Marsh & Mclennan Cos Common Stock (MMC) 0.5 $3.7M 71k 51.85
Johnson & Johnson Common Stock (JNJ) 0.5 $3.6M 35k 104.66
Cintas Corp Common Stock (CTAS) 0.5 $3.6M 57k 63.59
Cvs Caremark Corp Common Stock (CVS) 0.5 $3.6M 48k 75.43
Fiserv Common Stock (FI) 0.5 $3.6M 59k 60.35
Becton Dickinson And Common Stock (BDX) 0.5 $3.6M 30k 118.33
Hormel Foods Corp Common Stock (HRL) 0.5 $3.5M 72k 49.33
Cr Bard Common Stock 0.5 $3.5M 24k 142.90
Torchmark Corp Common Stock 0.5 $3.4M 42k 81.97
Cigna Corp Common Stock 0.4 $3.4M 37k 91.97
Honeywell International Common Stock (HON) 0.4 $3.4M 36k 92.94
Rockwell Collins Common Stock 0.4 $3.3M 42k 78.07
Raytheon Company Common Stock 0.4 $3.2M 35k 92.22
Wisdomtree India Earnings Etp (EPI) 0.4 $3.0M 134k 22.47
Ishares Msci Brazil Capped E Etp (EWZ) 0.4 $3.0M 63k 47.78
Ishares Msci Taiwan Etf Etp 0.4 $3.0M 190k 15.80
Ishares Msci Mexico Capped Etp (EWW) 0.4 $3.0M 44k 67.81
Ishares Msci South Africa Et Etp (EZA) 0.4 $2.9M 43k 68.71
Ishares Msci Philippines Etf Etp (EPHE) 0.4 $2.9M 80k 36.83
Ishares Msci All Peru Capped Etp (EPU) 0.4 $2.9M 83k 35.57
Ishares China Large-cap Etf Etp (FXI) 0.4 $2.9M 79k 37.04
Ishares Msci Malaysia Etf Etp 0.4 $2.9M 183k 15.88
Ishares Msci South Korea Cap Etp (EWY) 0.4 $2.9M 45k 65.02
Global X Ftse Greece 20 Etf Etp 0.4 $2.8M 127k 22.50
Ishares Msci Poland Capped E Etp (EPOL) 0.4 $2.8M 97k 29.35
Ishares Msci Turkey Etf Etp (TUR) 0.4 $2.8M 51k 55.57
Ishares Msci Indonesia Etf Etp (EIDO) 0.4 $2.8M 106k 26.38
Ishares Msci Thailand Capped Etp (THD) 0.4 $2.7M 35k 77.20
Energy Select Sector Spdr Etp (XLE) 0.3 $2.6M 26k 100.11
Financial Select Sector Spdr Etp (XLF) 0.3 $2.5M 109k 22.74
Ishares Msci Spain Capped Et Etp (EWP) 0.3 $2.2M 50k 42.82
Ishares Msci United Kingdom Etp 0.3 $2.1M 103k 20.88
Ishares Msci Netherlands Etf Etp (EWN) 0.3 $2.1M 84k 25.59
Ishares Msci Austria Capped Etp (EWO) 0.3 $2.1M 109k 19.58
Ishares Msci Italy Capped Et Etp 0.3 $2.1M 122k 17.38
Ishares Msci Switzerland Cap Etp (EWL) 0.3 $2.1M 62k 34.32
Ishares Msci Germany Etf Etp (EWG) 0.3 $2.1M 68k 31.28
Ishares Msci France Etf Etp (EWQ) 0.3 $2.1M 72k 29.15
Ishares Msci Sweden Etf Etp (EWD) 0.3 $2.1M 59k 35.27
Blackhawk Network Hd-b Common Stock 0.3 $2.0M 76k 26.84
American Equity Invt Life Hl Common Stock 0.3 $2.0M 80k 24.60
Cno Financial Group Common Stock (CNO) 0.2 $1.8M 99k 17.80
Andersons Inc/the Common Stock (ANDE) 0.2 $1.6M 32k 51.57
Amtrust Financial Services Common Stock 0.2 $1.6M 38k 41.82
Mdc Holdings Common Stock 0.2 $1.6M 52k 30.28
Universal Corp Common Stock (UVV) 0.2 $1.5M 28k 55.34
United States Gas Fund Etp (UGA) 0.2 $1.3M 21k 63.02
United States Oil Fund Etp 0.2 $1.3M 34k 38.87
Us Natural Gas Fund Etp 0.2 $1.2M 51k 24.59
Teucrium Soybean Fund Etp (SOYB) 0.2 $1.2M 50k 23.91
United States Diesel-heating Etp 0.2 $1.2M 35k 33.64
Sanderson Farms Common Stock 0.1 $912k 9.4k 97.25
Group 1 Automotive Common Stock (GPI) 0.1 $912k 11k 84.35
Market Vectors Russia Etf Etp 0.1 $832k 32k 26.32
Dana Holding Corp Common Stock (DAN) 0.1 $785k 32k 24.41
Apollo Investment Corp Common Stock 0.1 $768k 89k 8.61
Kaiser Aluminum Corp Common Stock (KALU) 0.1 $748k 10k 72.88
Tal International Group Common Stock 0.1 $712k 16k 44.35
Rent-a-center Common Stock (UPBD) 0.1 $582k 20k 28.68
Iconix Brand Group Common Stock 0.1 $401k 9.4k 42.89
Targa Resources Corp Common Stock (TRGP) 0.0 $258k 1.9k 139.31
Curtiss-wright Corp Common Stock (CW) 0.0 $194k 3.0k 65.47
Anixter International Common Stock 0.0 $191k 1.9k 100.00
Bofi Holding Common Stock 0.0 $180k 2.5k 73.35
Bancorpsouth Common Stock 0.0 $178k 7.2k 24.57
Jack In The Box Common Stock (JACK) 0.0 $177k 3.0k 60.00
Bank Of The Ozarks Common Stock 0.0 $177k 5.3k 33.41
Tyler Technologies Common Stock (TYL) 0.0 $166k 1.8k 91.31
Parexel International Corp Common Stock 0.0 $164k 3.1k 52.68
Heico Corp Common Stock (HEI) 0.0 $160k 3.1k 52.08
Manhattan Associates Common Stock (MANH) 0.0 $156k 4.5k 34.47
Costar Group Common Stock (CSGP) 0.0 $146k 923.00 158.18
Papa John's Intl Common Stock (PZZA) 0.0 $143k 3.4k 42.37
Financial Engines Common Stock 0.0 $126k 2.8k 45.41
Travelers Cos Inc/the Common Stock (TRV) 0.0 $84k 894.00 93.96