Mount Lucas Management as of Dec. 31, 2018
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 55 positions in its portfolio as reported in the December 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) | 20.0 | $158M | 1.9M | 83.62 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 12.8 | $101M | 966k | 104.20 | |
| iShares Lehman 3-7 Yr Treasury Bond (IEI) | 12.7 | $100M | 821k | 121.40 | |
| Ishares Tr Index option | 12.4 | $98M | 2.5M | 39.06 | |
| Energy Select Sector SPDR (XLE) | 4.2 | $33M | 583k | 57.32 | |
| Utilities SPDR (XLU) | 3.6 | $28M | 530k | 52.92 | |
| Real Estate Select Sect Spdr (XLRE) | 3.0 | $24M | 769k | 31.00 | |
| Consumer Staples Select Sect. SPDR (XLP) | 3.0 | $23M | 456k | 50.97 | |
| Health Care SPDR (XLV) | 2.9 | $23M | 266k | 86.51 | |
| Kohl's Corporation (KSS) | 2.6 | $21M | 309k | 66.38 | |
| Macy's (M) | 2.6 | $20M | 683k | 29.77 | |
| CenturyLink | 2.2 | $18M | 1.2M | 15.16 | |
| Kroger (KR) | 1.2 | $9.8M | 356k | 27.46 | |
| Spdr Short-term High Yield mf (SJNK) | 1.2 | $9.4M | 360k | 26.03 | |
| At&t (T) | 1.1 | $9.1M | 318k | 28.50 | |
| Prudential Financial (PRU) | 1.1 | $8.4M | 103k | 81.40 | |
| Hewlett Packard Enterprise (HPE) | 1.1 | $8.3M | 625k | 13.23 | |
| Ford Motor Company (F) | 1.0 | $7.6M | 996k | 7.64 | |
| Phillips 66 (PSX) | 0.9 | $7.0M | 81k | 86.19 | |
| iShares Dow Jones US Home Const. (ITB) | 0.8 | $6.5M | 217k | 30.04 | |
| Marathon Petroleum Corp (MPC) | 0.8 | $6.4M | 108k | 58.96 | |
| Valero Energy Corporation (VLO) | 0.8 | $6.2M | 83k | 74.94 | |
| Verisk Analytics (VRSK) | 0.6 | $4.8M | 44k | 108.75 | |
| Progressive Corporation (PGR) | 0.6 | $4.5M | 75k | 60.38 | |
| Materials SPDR (XLB) | 0.5 | $3.8M | 76k | 50.23 | |
| Hollyfrontier Corp | 0.4 | $3.1M | 62k | 51.01 | |
| Verisign (VRSN) | 0.4 | $2.8M | 19k | 148.15 | |
| Visa (V) | 0.3 | $2.5M | 19k | 132.28 | |
| Westrock (WRK) | 0.3 | $2.6M | 68k | 37.67 | |
| Citrix Systems | 0.3 | $2.5M | 24k | 102.78 | |
| Yum! Brands (YUM) | 0.3 | $2.5M | 27k | 91.48 | |
| United States Natural Gas Fund, Lp etf | 0.3 | $2.5M | 100k | 24.71 | |
| Fiserv (FI) | 0.3 | $2.4M | 33k | 73.83 | |
| Motorola Solutions (MSI) | 0.3 | $2.4M | 21k | 114.52 | |
| MasterCard Incorporated (MA) | 0.3 | $2.3M | 12k | 189.80 | |
| Costco Wholesale Corporation (COST) | 0.3 | $2.3M | 11k | 204.08 | |
| TJX Companies (TJX) | 0.3 | $2.2M | 48k | 44.81 | |
| Cintas Corporation (CTAS) | 0.3 | $2.1M | 13k | 166.67 | |
| Roper Industries (ROP) | 0.3 | $2.2M | 8.1k | 266.39 | |
| Ametek (AME) | 0.3 | $2.0M | 30k | 67.80 | |
| Moody's Corporation (MCO) | 0.2 | $2.0M | 14k | 139.18 | |
| Xylem (XYL) | 0.2 | $2.0M | 30k | 66.58 | |
| Broadridge Financial Solutions (BR) | 0.2 | $1.9M | 20k | 96.27 | |
| Constellation Brands (STZ) | 0.2 | $1.6M | 10k | 159.26 | |
| iShares S&P Natl AMTFr Mncpl Bd (MUB) | 0.2 | $1.3M | 12k | 109.03 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 0.2 | $1.3M | 25k | 51.64 | |
| Ishares Tr fltg rate nt (FLOT) | 0.1 | $1.2M | 23k | 50.35 | |
| Mortgage Reit Index real (REM) | 0.1 | $1.1M | 27k | 39.94 | |
| Vanguard REIT ETF (VNQ) | 0.1 | $796k | 11k | 74.53 | |
| Ishares Tr 0-5yr hi yl cp (SHYG) | 0.1 | $699k | 16k | 44.53 | |
| Select Sector Spdr Tr Communic etfeqty (XLC) | 0.0 | $223k | 5.4k | 41.17 | |
| Consumer Discretionary SPDR (XLY) | 0.0 | $177k | 1.8k | 98.94 | |
| Technology SPDR (XLK) | 0.0 | $115k | 1.9k | 62.17 | |
| Financial Select Sector SPDR (XLF) | 0.0 | $71k | 3.0k | 23.62 | |
| Industrial SPDR (XLI) | 0.0 | $19k | 291.00 | 65.29 |
