Mount Lucas Management Corporation

Mount Lucas Management as of Dec. 31, 2017

Portfolio Holdings for Mount Lucas Management

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman 1-3 Year Treas.Bond (SHY) 4.9 $29M 340k 83.85
Best Buy (BBY) 4.5 $26M 379k 68.50
Unum (UNM) 3.5 $21M 375k 54.89
Ishares Msci Japan (EWJ) 2.5 $14M 237k 59.93
Valero Energy Corporation (VLO) 2.1 $12M 133k 91.84
Andeavor 2.1 $12M 106k 114.40
Marathon Petroleum Corp (MPC) 2.0 $12M 176k 65.87
Gap (GAP) 2.0 $12M 337k 34.10
Kohl's Corporation (KSS) 2.0 $11M 210k 54.27
Macy's (M) 1.9 $11M 447k 25.18
Utilities SPDR (XLU) 1.9 $11M 211k 52.68
Consumer Discretionary SPDR (XLY) 1.9 $11M 113k 98.69
Industrial SPDR (XLI) 1.9 $11M 146k 75.67
Materials SPDR (XLB) 1.9 $11M 183k 60.53
Consumer Staples Select Sect. SPDR (XLP) 1.9 $11M 195k 56.89
AFLAC Incorporated (AFL) 1.9 $11M 125k 87.78
Technology SPDR (XLK) 1.9 $11M 170k 63.95
Health Care SPDR (XLV) 1.9 $11M 130k 82.68
Real Estate Select Sect Spdr (XLRE) 1.9 $11M 328k 32.94
Corning Incorporated (GLW) 1.8 $11M 331k 31.98
Carnival Corporation (CCL) 1.8 $10M 157k 66.25
Ford Motor Company (F) 1.7 $10M 804k 12.52
Principal Financial (PFG) 1.7 $10M 142k 70.67
Lincoln National Corporation (LNC) 1.7 $9.9M 129k 76.82
Everest Re Group (EG) 1.6 $9.1M 41k 220.71
Navient Corporation equity (NAVI) 1.5 $8.9M 668k 13.35
Xl 1.4 $8.3M 235k 35.22
Boeing Company (BA) 1.1 $6.4M 22k 294.98
Hewlett Packard Enterprise (HPE) 1.0 $5.7M 396k 14.36
UnitedHealth (UNH) 0.9 $5.5M 25k 220.83
Amphenol Corporation (APH) 0.9 $5.2M 59k 87.85
Global X Fds ftse greec 0.9 $5.2M 508k 10.28
iShares MSCI South Africa Index (EZA) 0.9 $5.0M 72k 69.98
Ishares Msci United Kingdom Index etf (EWU) 0.8 $4.9M 137k 35.82
iShares MSCI Switzerland Index Fund (EWL) 0.8 $4.9M 137k 35.58
MSCI Indonesia Investable Market Ind (EIDO) 0.8 $4.8M 170k 28.43
Republic Services (RSG) 0.8 $4.8M 71k 67.77
iShares MSCI Brazil Index (EWZ) 0.8 $4.8M 118k 40.45
Ishares Tr Phill Invstmrk (EPHE) 0.8 $4.8M 124k 38.82
iShares MSCI Austria Investable Mkt (EWO) 0.8 $4.8M 196k 24.64
Ishares Inc etp (EWM) 0.8 $4.8M 145k 32.97
WisdomTree India Earnings Fund (EPI) 0.8 $4.7M 170k 27.84
iShares MSCI Netherlands Investable (EWN) 0.8 $4.8M 150k 31.73
iShares MSCI Thailand Index Fund (THD) 0.8 $4.7M 51k 92.50
iShares MSCI Germany Index Fund (EWG) 0.8 $4.7M 142k 33.02
iShares MSCI Sweden Index (EWD) 0.8 $4.7M 139k 33.90
iShares MSCI Spain Index (EWP) 0.8 $4.7M 142k 32.77
iShares MSCI France Index (EWQ) 0.8 $4.7M 151k 31.22
iShares MSCI Poland Investable ETF (EPOL) 0.8 $4.7M 172k 27.09
iShares FTSE/Xinhua China 25 Index (FXI) 0.8 $4.6M 100k 46.17
iShares MSCI South Korea Index Fund (EWY) 0.8 $4.7M 62k 74.94
Ishares Msci Italy Capped Et etp (EWI) 0.8 $4.6M 153k 30.44
Ishares Inc etp (EWT) 0.8 $4.6M 126k 36.21
iShares MSCI All Peru Capped Index Fund (EPU) 0.8 $4.5M 111k 40.98
Mortgage Reit Index real (REM) 0.7 $4.2M 92k 45.20
SPDR Barclays Capital Convertible SecETF (CWB) 0.7 $4.1M 80k 50.60
Powershares Senior Loan Portfo mf 0.7 $4.1M 177k 23.04
iShares MSCI Turkey Index Fund (TUR) 0.6 $3.7M 86k 43.45
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.6 $3.3M 63k 52.16
Dxc Technology (DXC) 0.6 $3.2M 34k 95.43
Vanguard High Dividend Yield ETF (VYM) 0.6 $3.2M 37k 85.63
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.6 $3.2M 27k 116.10
SPDR S&P International Dividend (DWX) 0.6 $3.2M 77k 41.22
Ishares Inc Em Hgh Yld Bd other (EMHY) 0.6 $3.2M 63k 49.98
PowerShares S&P 500 BuyWrite Portfol ETF 0.5 $3.1M 147k 21.45
United Sts Diesel Heating Oi unit 0.5 $3.1M 158k 19.34
United Sts Commodity Idx Fdt cm rep copp (CPER) 0.5 $3.0M 144k 21.06
United States Oil Fund 0.5 $3.0M 246k 12.01
Texas Instruments Incorporated (TXN) 0.5 $2.9M 28k 104.13
United States Gasoline Fund (UGA) 0.5 $2.9M 90k 31.85
Illinois Tool Works (ITW) 0.5 $2.8M 17k 168.04
Progressive Corporation (PGR) 0.5 $2.7M 49k 56.07
Allstate Corporation (ALL) 0.5 $2.7M 26k 104.71
iShares iBoxx $ High Yid Corp Bond (HYG) 0.5 $2.7M 31k 87.27
Ishares Incglobal High Yi equity (GHYG) 0.5 $2.7M 54k 50.45
Ishares Tr 0-5yr hi yl cp (SHYG) 0.5 $2.7M 58k 47.13
McDonald's Corporation (MCD) 0.4 $2.5M 15k 171.78
Harris Corporation 0.4 $2.5M 18k 141.41
Torchmark Corporation 0.4 $2.6M 28k 90.33
MasterCard Incorporated (MA) 0.4 $2.5M 17k 151.10
Arthur J. Gallagher & Co. (AJG) 0.4 $2.5M 40k 62.79
Roper Industries (ROP) 0.4 $2.5M 9.5k 260.66
General Dynamics Corporation (GD) 0.4 $2.4M 12k 203.07
U.S. Bancorp (USB) 0.4 $2.2M 41k 53.73
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.4 $2.1M 35k 60.51
Vanguard REIT ETF (VNQ) 0.3 $2.0M 25k 82.98
iShares S&P US Pref Stock Idx Fnd (PFF) 0.3 $2.0M 53k 38.07
Ishares Tr int pfd stk 0.3 $2.0M 110k 18.65
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.3 $1.8M 17k 105.57
Micro Focus Intl 0.3 $1.8M 54k 33.84
Financial Select Sector SPDR (XLF) 0.3 $1.6M 57k 27.88
Energy Select Sector SPDR (XLE) 0.3 $1.5M 21k 72.26
Vaneck Vectors Russia Index Et 0.2 $1.0M 48k 21.21
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.1 $822k 6.8k 121.53
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.1 $820k 7.4k 110.68
iShares Barclays TIPS Bond Fund (TIP) 0.1 $820k 7.2k 114.11
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.1 $812k 7.8k 104.52
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.1 $831k 15k 57.50
Ishares Tr fltg rate nt (FLOT) 0.1 $812k 16k 50.79
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.1 $686k 5.6k 122.11
SPDR Gold Trust (GLD) 0.1 $412k 3.3k 123.72