Mount Lucas Management Corporation

Mount Lucas Management as of Sept. 30, 2018

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 74 positions in its portfolio as reported in the September 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) 35.5 $242M 2.9M 83.09
CenturyLink 3.5 $24M 1.1M 21.19
Macy's (M) 3.4 $23M 663k 34.70
Valero Energy Corporation (VLO) 3.4 $23M 201k 113.77
Kohl's Corporation (KSS) 3.3 $22M 301k 74.52
Phillips 66 (PSX) 3.3 $22M 197k 112.64
Marathon Petroleum Corp (MPC) 3.1 $21M 261k 79.98
Utilities SPDR (XLU) 2.0 $14M 262k 52.65
Health Care SPDR (XLV) 1.6 $11M 117k 95.15
Industrial SPDR (XLI) 1.6 $11M 141k 78.40
Consumer Staples Select Sect. SPDR (XLP) 1.6 $11M 203k 53.93
Technology SPDR (XLK) 1.6 $11M 144k 75.33
Consumer Discretionary SPDR (XLY) 1.6 $11M 93k 117.22
Select Sector Spdr Tr Communic etfeqty (XLC) 1.6 $11M 220k 49.00
Hollyfrontier Corp 1.6 $11M 153k 69.91
Real Estate Select Sect Spdr (XLRE) 1.6 $11M 323k 32.61
Materials SPDR (XLB) 1.5 $11M 181k 57.93
At&t (T) 1.5 $10M 309k 33.53
Prudential Financial (PRU) 1.5 $10M 101k 101.47
Kroger (KR) 1.5 $10M 348k 29.06
Hewlett Packard Enterprise (HPE) 1.5 $10M 613k 16.31
Ford Motor Company (F) 1.3 $8.9M 960k 9.26
Westrock (WRK) 1.3 $8.7M 162k 53.55
Invesco Senior Loan Etf otr (BKLN) 1.1 $7.4M 320k 23.17
SPDR Barclays Capital Convertible SecETF (CWB) 1.1 $7.3M 135k 53.94
Mortgage Reit Index real (REM) 1.1 $7.3M 167k 43.56
iShares MSCI Switzerland Index Fund (EWL) 0.8 $5.8M 167k 34.69
Vanguard High Dividend Yield ETF (VYM) 0.8 $5.2M 60k 87.09
Invesco S&p 500 Buywrite Etf (PBP) 0.8 $5.2M 231k 22.68
Progressive Corporation (PGR) 0.8 $5.2M 73k 71.07
Verisk Analytics (VRSK) 0.8 $5.2M 43k 120.27
iShares iBoxx $ High Yid Corp Bond (HYG) 0.7 $4.9M 57k 86.43
Ishares Incglobal High Yi equity (GHYG) 0.7 $4.9M 100k 49.53
Ishares Tr 0-5yr hi yl cp (SHYG) 0.7 $4.9M 105k 47.08
United States Oil Fund 0.6 $4.1M 263k 15.52
United States Gasoline Fund (UGA) 0.6 $4.1M 113k 36.14
iShares S&P US Pref Stock Idx Fnd (PFF) 0.5 $3.6M 97k 37.13
Vanguard REIT ETF (VNQ) 0.5 $3.6M 44k 80.68
Verisign (VRSN) 0.4 $3.0M 19k 161.03
Visa (V) 0.4 $2.8M 19k 149.40
TJX Companies (TJX) 0.4 $2.7M 24k 112.34
Fiserv (FI) 0.4 $2.6M 32k 82.75
Broadridge Financial Solutions (BR) 0.4 $2.6M 20k 132.71
MasterCard Incorporated (MA) 0.4 $2.6M 12k 222.93
Costco Wholesale Corporation (COST) 0.4 $2.6M 11k 235.69
Citrix Systems 0.4 $2.6M 24k 111.46
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.4 $2.6M 51k 51.22
Motorola Solutions (MSI) 0.4 $2.6M 20k 129.56
Ishares Inc etp (EWT) 0.4 $2.6M 68k 37.70
Yum! Brands (YUM) 0.3 $2.4M 26k 90.52
Cintas Corporation (CTAS) 0.3 $2.4M 12k 196.48
Moody's Corporation (MCO) 0.3 $2.3M 14k 168.45
Roper Industries (ROP) 0.3 $2.3M 7.9k 296.30
Ametek (AME) 0.3 $2.3M 29k 79.35
Xylem (XYL) 0.3 $2.3M 29k 79.49
Constellation Brands (STZ) 0.3 $2.2M 10k 216.12
Energy Select Sector SPDR (XLE) 0.2 $1.3M 18k 75.74
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.2 $1.4M 26k 51.84
Ishares Tr fltg rate nt (FLOT) 0.2 $1.4M 27k 51.02
Financial Select Sector SPDR (XLF) 0.2 $1.3M 46k 27.59
McKesson Corporation (MCK) 0.2 $1.1M 8.0k 132.62
iShares MSCI Thailand Index Fund (THD) 0.2 $1.1M 11k 94.28
Teucrium Wheat Fund mutual fund (WEAT) 0.1 $864k 138k 6.25
iShares Barclays TIPS Bond Fund (TIP) 0.1 $326k 2.9k 110.62
iShares FTSE/Xinhua China 25 Index (FXI) 0.0 $249k 5.8k 42.78
MSCI Indonesia Investable Market Ind (EIDO) 0.0 $245k 11k 23.02
iShares MSCI Poland Investable ETF (EPOL) 0.0 $250k 11k 23.83
Ishares Inc etp (EWM) 0.0 $253k 7.8k 32.36
iShares MSCI Brazil Index (EWZ) 0.0 $232k 6.9k 33.66
Ishares Tr Phill Invstmrk (EPHE) 0.0 $236k 7.9k 30.06
WisdomTree India Earnings Fund (EPI) 0.0 $234k 9.7k 24.08
iShares MSCI All Peru Capped Index Fund (EPU) 0.0 $232k 6.3k 36.89
Global X Fds ftse greec 0.0 $231k 28k 8.30
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.0 $67k 623.00 107.54