Mount Lucas Management as of March 31, 2015
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 105 positions in its portfolio as reported in the March 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 11.0 | $62M | 734k | 84.88 | |
| Allstate Corporation (ALL) | 6.4 | $36M | 511k | 71.17 | |
| Graham Hldgs (GHC) | 3.9 | $22M | 21k | 1049.74 | |
| Valero Energy Corporation (VLO) | 3.5 | $20M | 306k | 63.63 | |
| Travelers Companies (TRV) | 3.4 | $19M | 178k | 108.12 | |
| Kohl's Corporation (KSS) | 3.4 | $19M | 246k | 78.26 | |
| Marathon Petroleum Corp (MPC) | 3.1 | $17M | 170k | 102.39 | |
| Delta Air Lines (DAL) | 3.0 | $17M | 371k | 44.97 | |
| Gannett | 2.9 | $16M | 437k | 37.08 | |
| Tesoro Corporation | 2.8 | $16M | 175k | 91.30 | |
| Chesapeake Energy Corporation | 2.7 | $15M | 1.1M | 14.16 | |
| Xerox Corporation | 2.7 | $15M | 1.2M | 12.85 | |
| MetLife (MET) | 2.6 | $15M | 295k | 50.56 | |
| Diamond Offshore Drilling | 2.6 | $15M | 556k | 26.79 | |
| Best Buy (BBY) | 2.5 | $14M | 381k | 37.80 | |
| Denbury Resources | 2.5 | $14M | 2.0M | 7.29 | |
| Assurant (AIZ) | 2.5 | $14M | 228k | 61.42 | |
| Unum (UNM) | 2.5 | $14M | 412k | 33.73 | |
| Health Care SPDR (XLV) | 1.6 | $8.8M | 122k | 72.50 | |
| Consumer Discretionary SPDR (XLY) | 1.5 | $8.7M | 116k | 75.35 | |
| Consumer Staples Select Sect. SPDR (XLP) | 1.5 | $8.6M | 177k | 48.74 | |
| CVS Caremark Corporation (CVS) | 1.5 | $8.5M | 83k | 103.18 | |
| Industrial SPDR (XLI) | 1.5 | $8.5M | 153k | 55.77 | |
| Technology SPDR (XLK) | 1.5 | $8.5M | 204k | 41.44 | |
| Materials SPDR (XLB) | 1.5 | $8.3M | 171k | 48.78 | |
| Utilities SPDR (XLU) | 1.5 | $8.4M | 188k | 44.43 | |
| Noble Corp Plc equity | 1.5 | $8.4M | 587k | 14.28 | |
| iShares MSCI Japan Index | 1.3 | $7.3M | 583k | 12.53 | |
| Dr Pepper Snapple | 0.8 | $4.7M | 60k | 78.46 | |
| Cintas Corporation (CTAS) | 0.8 | $4.6M | 56k | 81.64 | |
| Fiserv (FI) | 0.8 | $4.5M | 56k | 79.39 | |
| Marriott International (MAR) | 0.7 | $4.2M | 52k | 80.30 | |
| Amphenol Corporation (APH) | 0.7 | $4.2M | 71k | 58.92 | |
| General Dynamics Corporation (GD) | 0.7 | $4.0M | 29k | 135.72 | |
| Ball Corporation (BALL) | 0.7 | $4.0M | 56k | 70.63 | |
| Transocean (RIG) | 0.7 | $3.9M | 266k | 14.67 | |
| AvalonBay Communities (AVB) | 0.7 | $3.9M | 22k | 174.22 | |
| Kroger (KR) | 0.7 | $3.8M | 50k | 76.72 | |
| Essex Property Trust (ESS) | 0.7 | $3.8M | 17k | 229.81 | |
| Costco Wholesale Corporation (COST) | 0.7 | $3.8M | 25k | 151.52 | |
| Waste Management (WM) | 0.7 | $3.8M | 70k | 54.25 | |
| General Growth Properties | 0.7 | $3.8M | 129k | 29.56 | |
| Union Pacific Corporation (UNP) | 0.7 | $3.7M | 35k | 108.34 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.6 | $3.6M | 82k | 44.40 | |
| Ishares Tr Phill Invstmrk (EPHE) | 0.6 | $3.6M | 86k | 41.60 | |
| iShares MSCI Taiwan Index | 0.6 | $3.5M | 224k | 15.74 | |
| Altria (MO) | 0.6 | $3.4M | 69k | 50.04 | |
| WisdomTree India Earnings Fund (EPI) | 0.6 | $3.4M | 148k | 22.80 | |
| Financial Select Sector SPDR (XLF) | 0.6 | $3.3M | 139k | 24.11 | |
| Industries N shs - a - (LYB) | 0.5 | $2.9M | 33k | 87.88 | |
| Amtrust Financial Services | 0.5 | $2.6M | 46k | 56.99 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.5 | $2.6M | 50k | 51.67 | |
| iShares MSCI Netherlands Investable (EWN) | 0.4 | $2.4M | 94k | 25.28 | |
| CNO Financial (CNO) | 0.3 | $2.0M | 116k | 17.22 | |
| iShares MSCI Germany Index Fund (EWG) | 0.3 | $1.7M | 58k | 29.84 | |
| American Equity Investment Life Holding (AEL) | 0.3 | $1.5M | 51k | 29.13 | |
| Cooper Tire & Rubber Company | 0.2 | $1.3M | 30k | 42.84 | |
| Group 1 Automotive (GPI) | 0.2 | $1.2M | 14k | 86.31 | |
| iShares MSCI Thailand Index Fund (THD) | 0.2 | $1.2M | 15k | 79.36 | |
| First American Financial (FAF) | 0.2 | $1.1M | 32k | 35.67 | |
| Kaiser Aluminum (KALU) | 0.2 | $1.1M | 14k | 76.87 | |
| Western Refining | 0.2 | $1.1M | 21k | 49.40 | |
| Delek US Holdings | 0.2 | $1.1M | 27k | 39.75 | |
| Dean Foods Company | 0.2 | $1.1M | 65k | 16.53 | |
| Sanderson Farms | 0.2 | $997k | 13k | 79.61 | |
| M.D.C. Holdings (MDC) | 0.2 | $995k | 35k | 28.50 | |
| Apollo Investment | 0.2 | $975k | 127k | 7.68 | |
| Universal Corporation (UVV) | 0.1 | $843k | 18k | 47.15 | |
| Arlington Asset Investment | 0.1 | $846k | 35k | 24.05 | |
| Green Plains Renewable Energy (GPRE) | 0.1 | $749k | 26k | 28.57 | |
| Jack in the Box (JACK) | 0.1 | $676k | 7.0k | 95.98 | |
| Andersons (ANDE) | 0.1 | $691k | 17k | 41.39 | |
| Curtiss-Wright (CW) | 0.1 | $525k | 7.1k | 73.88 | |
| Bank of the Ozarks | 0.1 | $512k | 14k | 36.91 | |
| Iconix Brand | 0.1 | $392k | 12k | 33.65 | |
| GulfMark Offshore | 0.1 | $340k | 26k | 13.02 | |
| iShares MSCI Sweden Index (EWD) | 0.1 | $331k | 9.9k | 33.50 | |
| Cosiinccomnewadded | 0.1 | $338k | 127k | 2.66 | |
| Papa John's Int'l (PZZA) | 0.1 | $277k | 4.5k | 61.79 | |
| Manhattan Associates (MANH) | 0.1 | $302k | 6.0k | 50.64 | |
| Marriott Vacations Wrldwde Cp (VAC) | 0.1 | $278k | 3.4k | 80.96 | |
| Digital Turbine (APPS) | 0.1 | $308k | 95k | 3.26 | |
| BancorpSouth | 0.0 | $224k | 9.6k | 23.22 | |
| Knight Transportation | 0.0 | $250k | 7.7k | 32.28 | |
| Chemed Corp Com Stk (CHE) | 0.0 | $248k | 2.1k | 119.23 | |
| TreeHouse Foods (THS) | 0.0 | $212k | 2.5k | 85.04 | |
| Team Health Holdings | 0.0 | $210k | 3.6k | 58.45 | |
| Targa Res Corp (TRGP) | 0.0 | $238k | 2.5k | 95.62 | |
| Neonode | 0.0 | $206k | 65k | 3.17 | |
| Cal-Maine Foods (CALM) | 0.0 | $174k | 4.5k | 39.10 | |
| Tristate Capital Hldgs | 0.0 | $168k | 16k | 10.50 | |
| 1347 Property Insurance Holdings | 0.0 | $152k | 20k | 7.60 | |
| Ceragon Networks (CRNT) | 0.0 | $103k | 90k | 1.14 | |
| Plug Power (PLUG) | 0.0 | $89k | 35k | 2.58 | |
| Intercloud Sys | 0.0 | $92k | 42k | 2.19 | |
| OMNOVA Solutions | 0.0 | $81k | 9.5k | 8.53 | |
| Pixelworks (PXLW) | 0.0 | $65k | 13k | 5.00 | |
| Clearsign Combustion (CLIR) | 0.0 | $76k | 14k | 5.28 | |
| Northwest Biotherapeutics In (NWBO) | 0.0 | $59k | 8.0k | 7.38 | |
| Energous | 0.0 | $59k | 6.3k | 9.37 | |
| Turtle Beach | 0.0 | $33k | 18k | 1.89 | |
| Glori Energy (GLRI) | 0.0 | $64k | 30k | 2.13 | |
| Top Ships | 0.0 | $71k | 65k | 1.09 | |
| Nxt Id | 0.0 | $30k | 10k | 3.00 | |
| Rmg Networks Hldgs | 0.0 | $25k | 20k | 1.25 |
