Mount Lucas Management as of Dec. 31, 2014
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 87 positions in its portfolio as reported in the December 2014 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Select Sector Spdr Tr option | 31.5 | $284M | 3.6M | 79.16 | |
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 8.0 | $72M | 850k | 84.45 | |
| Ishares Tr Index option | 6.4 | $58M | 1.4M | 41.62 | |
| Delta Air Lines (DAL) | 4.2 | $38M | 769k | 49.19 | |
| Assurant (AIZ) | 3.7 | $34M | 490k | 68.42 | |
| Valero Energy Corporation (VLO) | 3.2 | $29M | 577k | 49.50 | |
| Staples | 2.5 | $23M | 1.3M | 18.12 | |
| Best Buy (BBY) | 2.4 | $22M | 556k | 38.98 | |
| Hewlett-Packard Company | 2.1 | $19M | 468k | 40.13 | |
| Graham Hldgs (GHC) | 2.0 | $18M | 21k | 863.84 | |
| Allstate Corporation (ALL) | 1.9 | $17M | 248k | 70.25 | |
| Marathon Petroleum Corp (MPC) | 1.7 | $16M | 174k | 90.28 | |
| Unum (UNM) | 1.6 | $15M | 421k | 34.89 | |
| Ford Motor Company (F) | 1.6 | $14M | 915k | 15.50 | |
| Materials SPDR (XLB) | 1.5 | $14M | 282k | 48.71 | |
| SPDR S&P Retail (XRT) | 1.2 | $11M | 116k | 96.01 | |
| Kohl's Corporation (KSS) | 1.0 | $9.1M | 150k | 61.05 | |
| CVS Caremark Corporation (CVS) | 1.0 | $9.1M | 95k | 96.29 | |
| Cintas Corporation (CTAS) | 1.0 | $9.1M | 116k | 78.43 | |
| Utilities SPDR (XLU) | 1.0 | $8.7M | 185k | 47.22 | |
| Consumer Discretionary SPDR (XLY) | 1.0 | $8.7M | 121k | 72.00 | |
| General Dynamics Corporation (GD) | 0.9 | $8.5M | 62k | 137.64 | |
| Industrial SPDR (XLI) | 0.9 | $8.4M | 148k | 56.58 | |
| Health Care SPDR (XLV) | 0.9 | $8.3M | 122k | 68.38 | |
| Fiserv (FI) | 0.9 | $8.3M | 118k | 70.94 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.9 | $8.3M | 172k | 48.49 | |
| Technology SPDR (XLK) | 0.9 | $8.2M | 198k | 41.35 | |
| Dow Chemical Company | 0.9 | $7.9M | 173k | 45.61 | |
| GameStop (GME) | 0.8 | $7.5M | 223k | 33.79 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.8 | $7.1M | 149k | 47.86 | |
| Noble Corp Plc equity | 0.6 | $5.8M | 348k | 16.57 | |
| Transocean (RIG) | 0.5 | $4.7M | 254k | 18.34 | |
| Dr Pepper Snapple | 0.5 | $4.4M | 61k | 71.70 | |
| Union Pacific Corporation (UNP) | 0.5 | $4.2M | 35k | 119.21 | |
| Becton, Dickinson and (BDX) | 0.5 | $4.3M | 31k | 139.16 | |
| Marriott International (MAR) | 0.5 | $4.2M | 53k | 78.09 | |
| C.R. Bard | 0.5 | $4.1M | 25k | 166.48 | |
| Marsh & McLennan Companies (MMC) | 0.5 | $4.1M | 72k | 57.23 | |
| Amphenol Corporation (APH) | 0.4 | $3.9M | 72k | 53.81 | |
| Ball Corporation (BALL) | 0.4 | $3.9M | 57k | 68.21 | |
| Raytheon Company | 0.4 | $3.8M | 35k | 108.08 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.4 | $3.5M | 85k | 41.62 | |
| Ishares Tr Phill Invstmrk (EPHE) | 0.4 | $3.4M | 89k | 38.20 | |
| Ecolab (ECL) | 0.4 | $3.4M | 32k | 104.54 | |
| Cliffs Natural Resources | 0.4 | $3.3M | 459k | 7.14 | |
| Financial Select Sector SPDR (XLF) | 0.4 | $3.3M | 132k | 24.78 | |
| WisdomTree India Earnings Fund (EPI) | 0.4 | $3.3M | 148k | 22.05 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.3 | $2.6M | 48k | 54.31 | |
| iShares MSCI Thailand Index Fund (THD) | 0.3 | $2.6M | 33k | 77.47 | |
| Amtrust Financial Services | 0.3 | $2.4M | 43k | 56.25 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.2 | $2.1M | 77k | 27.44 | |
| SPDR S&P Metals and Mining (XME) | 0.2 | $2.0M | 63k | 30.87 | |
| CNO Financial (CNO) | 0.2 | $1.9M | 108k | 17.22 | |
| iShares MSCI Taiwan Index | 0.2 | $1.7M | 116k | 15.11 | |
| Industries N shs - a - (LYB) | 0.2 | $1.6M | 20k | 79.33 | |
| American Equity Investment Life Holding (AEL) | 0.2 | $1.4M | 48k | 29.18 | |
| Group 1 Automotive (GPI) | 0.1 | $1.2M | 13k | 89.62 | |
| Dean Foods Company | 0.1 | $1.2M | 61k | 19.38 | |
| Sanderson Farms | 0.1 | $986k | 12k | 84.02 | |
| Cooper Tire & Rubber Company | 0.1 | $967k | 28k | 34.65 | |
| First American Financial (FAF) | 0.1 | $1.0M | 30k | 33.90 | |
| Kaiser Aluminum (KALU) | 0.1 | $917k | 13k | 71.44 | |
| Apollo Investment | 0.1 | $863k | 116k | 7.42 | |
| M.D.C. Holdings (MDC) | 0.1 | $860k | 33k | 26.46 | |
| Andersons (ANDE) | 0.1 | $831k | 16k | 53.15 | |
| Arlington Asset Investment | 0.1 | $849k | 32k | 26.62 | |
| Universal Corporation (UVV) | 0.1 | $729k | 17k | 43.96 | |
| Western Refining | 0.1 | $755k | 20k | 37.79 | |
| Delek US Holdings | 0.1 | $690k | 25k | 27.26 | |
| Green Plains Renewable Energy (GPRE) | 0.1 | $608k | 25k | 24.76 | |
| GulfMark Offshore | 0.1 | $599k | 25k | 24.42 | |
| Jack in the Box (JACK) | 0.1 | $528k | 6.6k | 79.92 | |
| Curtiss-Wright (CW) | 0.1 | $471k | 6.7k | 70.63 | |
| Bank of the Ozarks | 0.1 | $492k | 13k | 37.89 | |
| Iconix Brand | 0.0 | $370k | 11k | 33.81 | |
| Knight Transportation | 0.0 | $245k | 7.3k | 33.73 | |
| Papa John's Int'l (PZZA) | 0.0 | $235k | 4.2k | 55.90 | |
| Energy Select Sector SPDR (XLE) | 0.0 | $255k | 3.2k | 79.09 | |
| Manhattan Associates (MANH) | 0.0 | $228k | 5.6k | 40.69 | |
| Targa Res Corp (TRGP) | 0.0 | $246k | 2.3k | 106.08 | |
| Marriott Vacations Wrldwde Cp (VAC) | 0.0 | $240k | 3.2k | 74.65 | |
| BancorpSouth | 0.0 | $203k | 9.0k | 22.47 | |
| Chemed Corp Com Stk (CHE) | 0.0 | $206k | 2.0k | 105.64 | |
| Cal-Maine Foods (CALM) | 0.0 | $162k | 4.2k | 39.01 | |
| TreeHouse Foods (THS) | 0.0 | $200k | 2.3k | 85.43 | |
| Team Health Holdings | 0.0 | $194k | 3.4k | 57.48 | |
| Travelers Companies (TRV) | 0.0 | $83k | 780.00 | 106.41 |
