Mount Lucas Management Corporation

Mount Lucas Management as of Sept. 30, 2017

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 101 positions in its portfolio as reported in the September 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Best Buy (BBY) 4.1 $23M 397k 56.98
Unum (UNM) 3.6 $20M 393k 51.15
iShares Lehman 1-3 Year Treas.Bond (SHY) 3.4 $19M 223k 84.45
Ishares Msci Japan (EWJ) 2.5 $14M 244k 55.71
Andeavor 2.1 $11M 111k 103.11
Utilities SPDR (XLU) 2.0 $11M 207k 53.05
Industrial SPDR (XLI) 1.9 $11M 152k 71.00
Materials SPDR (XLB) 1.9 $11M 189k 56.80
Valero Energy Corporation (VLO) 1.9 $11M 139k 76.90
Carnival Corporation (CCL) 1.9 $11M 165k 64.69
AFLAC Incorporated (AFL) 1.9 $11M 131k 81.41
Health Care SPDR (XLV) 1.9 $11M 128k 81.73
Corning Incorporated (GLW) 1.9 $10M 347k 29.97
Technology SPDR (XLK) 1.9 $10M 177k 59.10
Consumer Discretionary SPDR (XLY) 1.9 $10M 116k 90.08
Navient Corporation equity (NAVI) 1.9 $10M 695k 15.01
Gap (GPS) 1.9 $10M 350k 29.52
Marathon Petroleum Corp (MPC) 1.9 $10M 184k 56.19
Consumer Staples Select Sect. SPDR (XLP) 1.9 $10M 191k 53.98
Real Estate Select Sect Spdr (XLRE) 1.8 $10M 317k 32.24
Macy's (M) 1.8 $10M 461k 21.78
Kohl's Corporation (KSS) 1.8 $10M 219k 45.65
Lincoln National Corporation (LNC) 1.8 $9.9M 135k 73.54
Ford Motor Company (F) 1.8 $9.9M 832k 11.96
Everest Re Group (EG) 1.8 $9.8M 43k 228.24
Xl 1.8 $9.7M 246k 39.47
Principal Financial (PFG) 1.7 $9.6M 149k 64.46
Hewlett Packard Enterprise (HPE) 1.1 $6.1M 416k 14.74
Boeing Company (BA) 1.1 $5.8M 23k 254.61
Amphenol Corporation (APH) 0.9 $5.2M 62k 84.35
UnitedHealth (UNH) 0.9 $5.1M 26k 196.20
Republic Services (RSG) 0.9 $4.9M 74k 66.06
iShares MSCI Germany Index Fund (EWG) 0.8 $4.7M 144k 32.43
iShares MSCI Sweden Index (EWD) 0.8 $4.6M 128k 35.88
iShares MSCI France Index (EWQ) 0.8 $4.6M 150k 30.90
Ishares Msci Italy Capped Et etp (EWI) 0.8 $4.6M 147k 31.36
iShares MSCI Brazil Index (EWZ) 0.8 $4.5M 109k 41.69
iShares MSCI Thailand Index Fund (THD) 0.8 $4.5M 53k 86.45
iShares MSCI Switzerland Index Fund (EWL) 0.8 $4.5M 129k 35.03
iShares MSCI Austria Investable Mkt (EWO) 0.8 $4.5M 194k 23.42
iShares MSCI Netherlands Investable (EWN) 0.8 $4.5M 145k 31.39
Ishares Msci United Kingdom Index etf (EWU) 0.8 $4.6M 131k 34.85
Ishares Tr Phill Invstmrk (EPHE) 0.8 $4.5M 122k 36.97
iShares MSCI All Peru Capped Index Fund (EPU) 0.8 $4.5M 116k 38.79
iShares MSCI Spain Index (EWP) 0.8 $4.4M 132k 33.74
Ishares Inc etp (EWM) 0.8 $4.4M 136k 32.39
iShares MSCI South Korea Index Fund (EWY) 0.8 $4.4M 64k 69.06
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.8 $4.4M 90k 48.62
iShares FTSE/Xinhua China 25 Index (FXI) 0.8 $4.3M 98k 44.04
MSCI Indonesia Investable Market Ind (EIDO) 0.8 $4.3M 162k 26.69
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.8 $4.2M 77k 54.61
iShares MSCI Poland Investable ETF (EPOL) 0.8 $4.2M 159k 26.52
Ishares Inc etp (EWT) 0.8 $4.2M 116k 36.10
WisdomTree India Earnings Fund (EPI) 0.8 $4.2M 166k 25.17
Mortgage Reit Index real (REM) 0.8 $4.2M 89k 46.84
iShares MSCI South Africa Index (EZA) 0.7 $4.1M 70k 58.75
SPDR Barclays Capital Convertible SecETF (CWB) 0.7 $4.1M 80k 51.07
Powershares Senior Loan Portfo mf 0.7 $4.1M 177k 23.16
Global X Fds ftse greec 0.7 $4.0M 424k 9.46
iShares MSCI Turkey Index Fund (TUR) 0.7 $3.9M 94k 41.81
Vanguard High Dividend Yield ETF (VYM) 0.6 $3.3M 40k 81.08
PowerShares S&P 500 BuyWrite Portfol ETF 0.6 $3.2M 144k 22.24
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.6 $3.1M 27k 116.41
SPDR S&P International Dividend (DWX) 0.6 $3.2M 78k 40.39
Ishares Inc Em Hgh Yld Bd other (EMHY) 0.6 $3.2M 62k 50.78
Dxc Technology (DXC) 0.6 $3.0M 36k 85.41
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.5 $2.8M 26k 106.54
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.5 $2.8M 23k 123.49
United Sts Diesel Heating Oi unit 0.5 $2.8M 164k 16.97
iShares iBoxx $ High Yid Corp Bond (HYG) 0.5 $2.7M 31k 88.75
Ishares Incglobal High Yi equity (GHYG) 0.5 $2.7M 53k 51.42
Ishares Tr 0-5yr hi yl cp (SHYG) 0.5 $2.7M 57k 47.83
Illinois Tool Works (ITW) 0.5 $2.6M 18k 148.06
Arthur J. Gallagher & Co. (AJG) 0.5 $2.6M 42k 61.62
Texas Instruments Incorporated (TXN) 0.5 $2.6M 29k 89.05
General Dynamics Corporation (GD) 0.5 $2.5M 12k 206.08
SPDR Gold Trust (GLD) 0.5 $2.6M 21k 121.56
United Sts Commodity Idx Fdt cm rep copp (CPER) 0.5 $2.5M 135k 18.95
Progressive Corporation (PGR) 0.5 $2.5M 51k 48.58
Allstate Corporation (ALL) 0.5 $2.5M 27k 92.45
MasterCard Incorporated (MA) 0.4 $2.4M 17k 141.12
Harris Corporation 0.4 $2.5M 19k 131.70
United States Gasoline Fund (UGA) 0.4 $2.4M 87k 28.15
McDonald's Corporation (MCD) 0.4 $2.4M 15k 156.76
Torchmark Corporation 0.4 $2.4M 30k 79.72
Roper Industries (ROP) 0.4 $2.4M 9.9k 242.68
U.S. Bancorp (USB) 0.4 $2.3M 43k 53.29
Vanguard REIT ETF (VNQ) 0.4 $2.0M 25k 83.09
iShares S&P US Pref Stock Idx Fnd (PFF) 0.4 $2.0M 52k 38.81
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.4 $2.1M 35k 59.42
Ishares Tr int pfd stk 0.4 $2.1M 111k 18.55
Micro Focus Intl 0.3 $1.8M 57k 32.09
Financial Select Sector SPDR (XLF) 0.3 $1.6M 60k 25.87
AutoZone (AZO) 0.2 $1.3M 2.2k 594.97
Vaneck Vectors Russia Index Et 0.2 $1.1M 48k 22.30
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $816k 6.7k 121.21
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.1 $814k 7.3k 110.91
iShares Barclays TIPS Bond Fund (TIP) 0.1 $811k 7.1k 113.54
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.1 $817k 7.8k 105.38
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.1 $812k 14k 57.30
Ishares Tr fltg rate nt (FLOT) 0.1 $819k 16k 50.91