Mount Lucas Management Corporation

Mount Lucas Management as of June 30, 2018

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 74 positions in its portfolio as reported in the June 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) 34.1 $225M 2.7M 83.37
Macy's (M) 4.3 $28M 750k 37.45
Kohl's Corporation (KSS) 3.8 $25M 345k 72.91
Ford Motor Company (F) 2.8 $18M 1.7M 11.08
Ishares Msci Japan (EWJ) 2.2 $15M 253k 57.91
Consumer Discretionary SPDR (XLY) 2.0 $13M 120k 109.30
Real Estate Select Sect Spdr (XLRE) 2.0 $13M 397k 32.71
Health Care SPDR (XLV) 1.9 $13M 155k 83.46
Materials SPDR (XLB) 1.9 $13M 219k 58.07
Technology SPDR (XLK) 1.9 $13M 182k 69.47
Andeavor 1.9 $13M 96k 131.19
Xl 1.8 $12M 213k 55.90
Best Buy (BBY) 1.8 $12M 157k 74.54
Valero Energy Corporation (VLO) 1.8 $12M 106k 110.90
Industrial SPDR (XLI) 1.8 $12M 164k 71.63
CenturyLink 1.8 $12M 618k 18.67
Phillips 66 (PSX) 1.7 $11M 102k 112.27
Gap (GAP) 1.5 $9.9M 305k 32.37
Marathon Petroleum Corp (MPC) 1.4 $9.4M 134k 70.04
Prudential Financial (PRU) 1.4 $8.9M 95k 93.34
Westrock (WRK) 1.3 $8.8M 154k 57.12
Everest Re Group (EG) 1.3 $8.6M 37k 230.00
Navient Corporation equity (NAVI) 1.2 $8.0M 614k 13.01
Mortgage Reit Index real (REM) 1.1 $7.6M 174k 43.45
Invesco Senior Loan Etf otr (BKLN) 1.1 $7.4M 325k 22.90
SPDR Barclays Capital Convertible SecETF (CWB) 1.1 $7.4M 140k 53.02
Lincoln National Corporation (LNC) 1.1 $7.3M 116k 62.28
Unum (UNM) 0.9 $6.3M 169k 37.05
Vanguard High Dividend Yield ETF (VYM) 0.8 $5.2M 63k 83.04
Invesco S&p 500 Buywrite Etf (PBP) 0.8 $5.2M 242k 21.63
Progressive Corporation (PGR) 0.8 $5.0M 85k 59.36
iShares iBoxx $ High Yid Corp Bond (HYG) 0.8 $4.9M 58k 85.08
Ishares Tr 0-5yr hi yl cp (SHYG) 0.8 $5.0M 106k 46.62
Ishares Msci United Kingdom Index etf (EWU) 0.8 $4.9M 142k 34.78
Roper Industries (ROP) 0.7 $4.7M 17k 274.88
iShares S&P US Pref Stock Idx Fnd (PFF) 0.6 $3.8M 100k 37.71
United States Oil Fund 0.5 $3.3M 222k 15.06
Vanguard REIT ETF (VNQ) 0.5 $3.1M 38k 81.45
United States Gasoline Fund (UGA) 0.5 $3.0M 87k 34.51
United Sts Diesel Heating Oi unit 0.5 $3.0M 143k 20.96
MasterCard Incorporated (MA) 0.4 $2.9M 15k 196.68
Verisign (VRSN) 0.4 $2.8M 21k 137.80
iShares MSCI All Peru Capped Index Fund (EPU) 0.4 $2.8M 72k 39.25
Boeing Company (BA) 0.4 $2.8M 8.2k 336.63
Visa (V) 0.4 $2.7M 21k 132.67
UnitedHealth (UNH) 0.4 $2.7M 11k 247.15
iShares MSCI France Index (EWQ) 0.4 $2.6M 86k 30.52
Moody's Corporation (MCO) 0.4 $2.6M 15k 171.12
Verisk Analytics (VRSK) 0.4 $2.6M 24k 108.25
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.4 $2.6M 45k 58.08
Constellation Brands (STZ) 0.4 $2.4M 11k 220.59
Harris Corporation 0.3 $2.3M 16k 145.04
Ametek (AME) 0.3 $2.3M 32k 72.34
Yum! Brands (YUM) 0.3 $2.3M 29k 78.57
Republic Services (RSG) 0.3 $2.2M 32k 67.95
Amphenol Corporation (APH) 0.3 $2.2M 25k 87.24
Xylem (XYL) 0.3 $2.2M 32k 67.95
McDonald's Corporation (MCD) 0.3 $2.1M 13k 157.89
Allstate Corporation (ALL) 0.3 $2.1M 23k 90.43
iShares MSCI Netherlands Investable (EWN) 0.3 $1.7M 56k 30.51
Energy Select Sector SPDR (XLE) 0.2 $1.4M 19k 75.91
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.2 $1.4M 13k 109.01
Ishares Tr fltg rate nt (FLOT) 0.2 $1.4M 27k 51.00
AutoZone (AZO) 0.2 $1.3M 2.0k 671.00
iShares FTSE/Xinhua China 25 Index (FXI) 0.2 $1.1M 26k 42.96
Financial Select Sector SPDR (XLF) 0.1 $1.0M 38k 26.59
Teucrium Wheat Fund mutual fund (WEAT) 0.1 $931k 146k 6.38
iShares Barclays TIPS Bond Fund (TIP) 0.1 $859k 7.6k 112.91
Ishares Inc etp (EWM) 0.1 $737k 24k 31.20
iShares MSCI Thailand Index Fund (THD) 0.1 $673k 8.2k 82.29
Ishares Inc etp (EWT) 0.1 $674k 19k 36.02
United Sts Commodity Idx Fdt cm rep copp (CPER) 0.1 $411k 22k 18.73
iShares MSCI South Korea Index Fund (EWY) 0.0 $214k 3.2k 67.57
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.0 $197k 1.9k 103.68