Mount Lucas Management Corporation

Mount Lucas Management as of March 31, 2018

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 87 positions in its portfolio as reported in the March 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman 1-3 Year Treas.Bond (SHY) 17.1 $106M 1.3M 83.56
Kohl's Corporation (KSS) 3.7 $23M 351k 65.46
Macy's (M) 3.7 $23M 768k 29.76
Ford Motor Company (F) 3.0 $19M 1.7M 11.08
Industrial SPDR (XLI) 2.6 $16M 221k 74.29
Consumer Discretionary SPDR (XLY) 2.6 $17M 163k 101.29
Health Care SPDR (XLV) 2.6 $16M 200k 81.40
Technology SPDR (XLK) 2.6 $16M 249k 65.42
Materials SPDR (XLB) 2.6 $16M 280k 56.94
Ishares Msci Japan (EWJ) 2.5 $15M 252k 60.68
Xl 1.9 $12M 217k 55.25
Best Buy (BBY) 1.8 $11M 160k 69.98
Valero Energy Corporation (VLO) 1.6 $10M 108k 92.76
CenturyLink 1.6 $10M 611k 16.42
Marathon Petroleum Corp (MPC) 1.6 $10M 137k 73.09
Prudential Financial (PRU) 1.6 $10M 96k 103.73
Westrock (WRK) 1.6 $10M 155k 64.10
Phillips 66 (PSX) 1.6 $9.9M 103k 95.77
Andeavor 1.6 $9.9M 98k 100.71
Everest Re Group (EG) 1.6 $9.7M 38k 256.89
Gap (GAP) 1.6 $9.7M 310k 31.16
Lincoln National Corporation (LNC) 1.4 $8.7M 119k 72.92
Unum (UNM) 1.3 $8.2M 172k 47.55
Navient Corporation equity (NAVI) 1.3 $8.2M 623k 13.11
SPDR Barclays Capital Convertible SecETF (CWB) 1.2 $7.7M 150k 51.66
Powershares Senior Loan Portfo mf 1.2 $7.8M 337k 23.13
Progressive Corporation (PGR) 0.8 $5.3M 87k 60.79
Vanguard High Dividend Yield ETF (VYM) 0.8 $5.3M 64k 82.48
Ishares Msci Italy Capped Et etp (EWI) 0.8 $5.2M 162k 32.15
iShares MSCI South Korea Index Fund (EWY) 0.8 $5.1M 68k 75.45
iShares MSCI Austria Investable Mkt (EWO) 0.8 $5.2M 204k 25.36
iShares MSCI Netherlands Investable (EWN) 0.8 $5.2M 162k 31.97
Ishares Incglobal High Yi equity (GHYG) 0.8 $5.2M 103k 50.14
Ishares Tr 0-5yr hi yl cp (SHYG) 0.8 $5.2M 111k 46.79
Ishares Inc etp (EWT) 0.8 $5.1M 134k 38.34
Ishares Msci United Kingdom Index etf (EWU) 0.8 $5.1M 148k 34.75
iShares MSCI France Index (EWQ) 0.8 $5.1M 162k 31.40
Ishares Inc etp (EWM) 0.8 $5.1M 140k 36.14
Roper Industries (ROP) 0.8 $4.9M 18k 281.69
iShares MSCI All Peru Capped Index Fund (EPU) 0.8 $5.0M 117k 42.57
iShares FTSE/Xinhua China 25 Index (FXI) 0.8 $4.9M 104k 47.24
PowerShares S&P 500 BuyWrite Portfol ETF 0.8 $4.9M 233k 21.08
iShares MSCI Brazil Index (EWZ) 0.8 $4.8M 108k 44.88
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.8 $4.8M 91k 53.02
iShares MSCI Thailand Index Fund (THD) 0.8 $4.9M 49k 99.69
iShares MSCI South Africa Index (EZA) 0.8 $4.7M 69k 68.70
SPDR S&P International Dividend (DWX) 0.7 $4.4M 111k 40.07
Global X Fds ftse greec 0.7 $4.2M 433k 9.70
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.6 $4.0M 65k 60.92
iShares MSCI Germany Index Fund (EWG) 0.6 $3.6M 113k 32.04
iShares MSCI Turkey Index Fund (TUR) 0.5 $3.3M 79k 42.42
United Sts Diesel Heating Oi unit 0.5 $3.3M 172k 19.14
United States Oil Fund 0.5 $3.3M 249k 13.09
United States Gasoline Fund (UGA) 0.5 $3.2M 100k 32.30
SPDR Gold Trust (GLD) 0.5 $3.1M 25k 125.77
Teucrium Soybean Fund mutual fund (SOYB) 0.5 $3.1M 161k 19.05
Boeing Company (BA) 0.4 $2.8M 8.4k 328.43
MasterCard Incorporated (MA) 0.4 $2.7M 15k 175.82
Harris Corporation 0.4 $2.7M 16k 161.62
iShares MSCI Switzerland Index Fund (EWL) 0.4 $2.6M 77k 34.37
United Sts Commodity Idx Fdt cm rep copp (CPER) 0.4 $2.7M 140k 19.20
Verisk Analytics (VRSK) 0.4 $2.5M 24k 103.92
Constellation Brands (STZ) 0.4 $2.6M 11k 226.28
Moody's Corporation (MCO) 0.4 $2.5M 16k 161.80
Verisign (VRSN) 0.4 $2.5M 21k 119.14
Yum! Brands (YUM) 0.4 $2.5M 29k 84.99
Visa (V) 0.4 $2.5M 21k 119.84
Ametek (AME) 0.4 $2.5M 33k 75.47
WisdomTree India Earnings Fund (EPI) 0.4 $2.5M 96k 26.22
Xylem (XYL) 0.4 $2.5M 32k 76.34
UnitedHealth (UNH) 0.4 $2.4M 11k 215.09
Ishares Tr int pfd stk 0.4 $2.4M 131k 18.08
Allstate Corporation (ALL) 0.4 $2.2M 24k 94.90
Amphenol Corporation (APH) 0.4 $2.2M 26k 86.54
Republic Services (RSG) 0.3 $2.2M 33k 66.07
McDonald's Corporation (MCD) 0.3 $2.1M 14k 156.44
MSCI Indonesia Investable Market Ind (EIDO) 0.3 $2.0M 74k 26.96
iShares MSCI Poland Investable ETF (EPOL) 0.3 $2.0M 80k 25.10
iShares iBoxx $ High Yid Corp Bond (HYG) 0.3 $1.7M 20k 85.66
iShares MSCI Spain Index (EWP) 0.3 $1.7M 52k 32.50
Financial Select Sector SPDR (XLF) 0.2 $1.4M 52k 27.57
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.2 $1.5M 25k 59.53
Ishares Tr fltg rate nt (FLOT) 0.2 $1.4M 28k 50.95
iShares MSCI Sweden Index (EWD) 0.2 $1.2M 36k 33.47
Vaneck Vectors Russia Index Et 0.2 $1.0M 45k 22.75
iShares S&P US Pref Stock Idx Fnd (PFF) 0.1 $923k 25k 37.55
Energy Select Sector SPDR (XLE) 0.1 $787k 12k 67.39