Mount Lucas Management as of Sept. 30, 2014
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 91 positions in its portfolio as reported in the September 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Ishares Tr Index option | 9.3 | $54M | 1.4M | 38.28 | |
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 8.4 | $48M | 572k | 84.51 | |
| Assurant (AIZ) | 5.3 | $31M | 477k | 64.30 | |
| Delta Air Lines (DAL) | 4.8 | $28M | 762k | 36.15 | |
| Valero Energy Corporation (VLO) | 4.5 | $26M | 568k | 46.27 | |
| Best Buy (BBY) | 3.2 | $18M | 545k | 33.59 | |
| Hewlett-Packard Company | 2.8 | $16M | 459k | 35.48 | |
| GameStop (GME) | 2.6 | $15M | 368k | 41.21 | |
| Kohl's Corporation (KSS) | 2.6 | $15M | 246k | 61.04 | |
| Staples | 2.6 | $15M | 1.2M | 12.10 | |
| Dow Chemical Company | 2.6 | $15M | 285k | 52.45 | |
| Allstate Corporation (ALL) | 2.6 | $15M | 243k | 61.37 | |
| Graham Hldgs (GHC) | 2.5 | $15M | 21k | 699.45 | |
| Marathon Petroleum Corp (MPC) | 2.5 | $15M | 171k | 84.69 | |
| Unum (UNM) | 2.5 | $14M | 413k | 34.37 | |
| Ford Motor Company (F) | 2.3 | $13M | 897k | 14.79 | |
| Transocean (RIG) | 2.3 | $13M | 414k | 31.97 | |
| Noble Corp Plc equity | 2.2 | $13M | 572k | 22.23 | |
| Cintas Corporation (CTAS) | 1.4 | $7.9M | 112k | 70.61 | |
| Cliffs Natural Resources | 1.4 | $7.8M | 753k | 10.38 | |
| General Dynamics Corporation (GD) | 1.3 | $7.7M | 61k | 127.05 | |
| Health Care SPDR (XLV) | 1.3 | $7.6M | 118k | 63.91 | |
| Technology SPDR (XLK) | 1.3 | $7.5M | 188k | 39.90 | |
| Fiserv (FI) | 1.3 | $7.5M | 116k | 64.62 | |
| Industrial SPDR (XLI) | 1.3 | $7.5M | 140k | 53.15 | |
| Materials SPDR (XLB) | 1.3 | $7.4M | 150k | 49.59 | |
| CVS Caremark Corporation (CVS) | 1.3 | $7.4M | 93k | 79.62 | |
| Utilities SPDR (XLU) | 1.3 | $7.4M | 176k | 42.09 | |
| Consumer Discretionary SPDR (XLY) | 1.3 | $7.3M | 110k | 66.69 | |
| iShares MSCI Japan Index | 1.2 | $7.0M | 598k | 11.77 | |
| Consumer Staples Select Sect. SPDR (XLP) | 1.2 | $7.1M | 168k | 42.09 | |
| Dr Pepper Snapple | 0.7 | $3.8M | 60k | 64.26 | |
| Union Pacific Corporation (UNP) | 0.7 | $3.8M | 35k | 108.47 | |
| Marsh & McLennan Companies (MMC) | 0.6 | $3.7M | 70k | 52.37 | |
| Marriott International (MAR) | 0.6 | $3.7M | 53k | 69.91 | |
| Ecolab (ECL) | 0.6 | $3.6M | 32k | 114.79 | |
| Ball Corporation (BALL) | 0.6 | $3.6M | 56k | 63.24 | |
| Industries N shs - a - (LYB) | 0.6 | $3.6M | 33k | 108.58 | |
| Raytheon Company | 0.6 | $3.5M | 35k | 101.54 | |
| Amphenol Corporation (APH) | 0.6 | $3.5M | 36k | 99.81 | |
| C.R. Bard | 0.6 | $3.4M | 24k | 142.57 | |
| Becton, Dickinson and (BDX) | 0.6 | $3.4M | 30k | 113.80 | |
| iShares MSCI Thailand Index Fund (THD) | 0.6 | $3.3M | 39k | 83.82 | |
| Ishares Tr Phill Invstmrk (EPHE) | 0.6 | $3.3M | 86k | 38.06 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.5 | $3.1M | 46k | 68.72 | |
| WisdomTree India Earnings Fund (EPI) | 0.5 | $3.2M | 144k | 21.91 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.5 | $3.1M | 81k | 38.28 | |
| iShares MSCI All Peru Capped Index Fund (EPU) | 0.5 | $3.1M | 90k | 34.24 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.5 | $3.1M | 114k | 27.22 | |
| iShares MSCI Taiwan Index | 0.5 | $3.0M | 198k | 15.27 | |
| Financial Select Sector SPDR (XLF) | 0.5 | $2.8M | 122k | 23.17 | |
| Energy Select Sector SPDR (XLE) | 0.5 | $2.6M | 29k | 90.61 | |
| Andersons (ANDE) | 0.4 | $2.2M | 35k | 62.88 | |
| iShares MSCI Brazil Index (EWZ) | 0.4 | $2.1M | 49k | 43.45 | |
| iShares MSCI South Africa Index (EZA) | 0.4 | $2.1M | 33k | 64.13 | |
| American Equity Investment Life Holding | 0.3 | $2.0M | 87k | 22.88 | |
| CNO Financial (CNO) | 0.3 | $1.8M | 109k | 16.96 | |
| iShares MSCI Spain Index (EWP) | 0.3 | $1.8M | 47k | 38.89 | |
| Amtrust Financial Services | 0.3 | $1.7M | 42k | 39.83 | |
| iShares MSCI Malaysia Index Fund | 0.3 | $1.6M | 107k | 15.40 | |
| iShares MSCI Switzerland Index Fund (EWL) | 0.3 | $1.6M | 50k | 32.52 | |
| M.D.C. Holdings | 0.2 | $1.4M | 57k | 25.32 | |
| Ishares msci uk | 0.2 | $1.4M | 71k | 19.38 | |
| Universal Corporation (UVV) | 0.2 | $1.3M | 30k | 44.39 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.2 | $1.3M | 21k | 60.52 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.2 | $963k | 20k | 49.10 | |
| Sanderson Farms | 0.2 | $909k | 10k | 87.92 | |
| Kaiser Aluminum (KALU) | 0.1 | $858k | 11k | 76.23 | |
| Group 1 Automotive (GPI) | 0.1 | $860k | 12k | 72.74 | |
| Apollo Investment | 0.1 | $814k | 100k | 8.17 | |
| TAL International | 0.1 | $734k | 18k | 41.23 | |
| Rent-A-Center (UPBD) | 0.1 | $677k | 22k | 30.35 | |
| Dana Holding Corporation (DAN) | 0.1 | $674k | 35k | 19.16 | |
| Iconix Brand | 0.1 | $377k | 10k | 36.94 | |
| iShares MSCI Italy Index | 0.1 | $330k | 21k | 15.68 | |
| Targa Res Corp (TRGP) | 0.1 | $277k | 2.0k | 136.39 | |
| Curtiss-Wright (CW) | 0.0 | $213k | 3.2k | 65.88 | |
| Jack in the Box (JACK) | 0.0 | $220k | 3.2k | 68.13 | |
| PAREXEL International Corporation | 0.0 | $214k | 3.4k | 62.96 | |
| BancorpSouth | 0.0 | $160k | 7.9k | 20.17 | |
| Papa John's Int'l (PZZA) | 0.0 | $148k | 3.7k | 40.04 | |
| CoStar (CSGP) | 0.0 | $157k | 1.0k | 155.60 | |
| Bank of the Ozarks | 0.0 | $183k | 5.8k | 31.54 | |
| HEICO Corporation (HEI) | 0.0 | $157k | 3.4k | 46.75 | |
| Manhattan Associates (MANH) | 0.0 | $165k | 4.9k | 33.41 | |
| Tyler Technologies (TYL) | 0.0 | $175k | 2.0k | 88.25 | |
| Anixter International | 0.0 | $177k | 2.1k | 84.89 | |
| BofI Holding | 0.0 | $195k | 2.7k | 72.82 | |
| Us Natural Gas Fd Etf | 0.0 | $200k | 9.1k | 22.08 | |
| Financial Engines | 0.0 | $104k | 3.0k | 34.27 | |
| Travelers Companies (TRV) | 0.0 | $73k | 775.00 | 94.19 |
