Mount Lucas Management Corporation

Mount Lucas Management as of March 31, 2019

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 84 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman 7-10 Yr Treas. Bond (IEF) 9.0 $54M 509k 106.67
iShares Lehman 3-7 Yr Treasury Bond (IEI) 8.9 $54M 436k 123.20
iShares Lehman 1-3 Year Treas.Bond (SHY) 8.8 $53M 633k 84.12
Utilities SPDR (XLU) 2.5 $15M 255k 58.17
Real Estate Select Sect Spdr (XLRE) 2.0 $12M 339k 36.22
Technology SPDR (XLK) 2.0 $12M 165k 74.00
Consumer Staples Select Sect. SPDR (XLP) 2.0 $12M 217k 56.11
Consumer Discretionary SPDR (XLY) 2.0 $12M 107k 113.85
Health Care SPDR (XLV) 1.9 $12M 128k 91.75
Industrial SPDR (XLI) 1.9 $12M 154k 75.03
Select Sector Spdr Tr Communic etfeqty (XLC) 1.9 $11M 243k 46.77
At&t (T) 1.7 $10M 323k 31.38
Kohl's Corporation (KSS) 1.6 $9.8M 142k 68.65
Hewlett Packard Enterprise (HPE) 1.6 $9.7M 630k 15.43
Phillips 66 (PSX) 1.5 $9.2M 96k 95.21
Western Digital (WDC) 1.5 $9.1M 190k 47.98
Delta Air Lines (DAL) 1.5 $8.9M 173k 51.74
Nucor Corporation (NUE) 1.5 $8.8M 151k 58.22
Walgreen Boots Alliance (WBA) 1.5 $8.8M 139k 63.36
Kroger (KR) 1.4 $8.8M 356k 24.62
Chevron Corporation (CVX) 1.4 $8.7M 71k 123.07
Gap (GAP) 1.4 $8.7M 333k 26.11
General Motors Company (GM) 1.4 $8.7M 235k 37.10
Citigroup (C) 1.4 $8.7M 140k 62.05
Synchrony Financial (SYF) 1.4 $8.7M 274k 31.86
Xerox 1.4 $8.7M 272k 31.95
Valero Energy Corporation (VLO) 1.4 $8.1M 96k 84.60
Hollyfrontier Corp 1.3 $7.9M 160k 49.28
Marathon Petroleum Corp (MPC) 1.3 $7.7M 129k 59.89
iShares Dow Jones US Home Const. (ITB) 1.2 $7.3M 208k 35.24
Macy's (M) 1.2 $7.3M 305k 23.99
Mortgage Reit Index real (REM) 1.1 $6.6M 153k 43.34
SPDR Barclays Capital Convertible SecETF (CWB) 1.1 $6.5M 125k 52.25
Invesco Senior Loan Etf otr (BKLN) 1.1 $6.5M 287k 22.64
Ishares Tr Phill Invstmrk (EPHE) 1.0 $6.2M 181k 34.30
MSCI Indonesia Investable Market Ind (EIDO) 1.0 $6.1M 236k 25.68
CenturyLink 1.0 $5.8M 484k 12.03
iShares MSCI Brazil Index (EWZ) 1.0 $5.8M 141k 40.99
iShares FTSE/Xinhua China 25 Index (FXI) 0.9 $5.6M 126k 44.27
iShares MSCI Switzerland Index Fund (EWL) 0.9 $5.4M 153k 35.37
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.8 $4.7M 43k 110.06
Vanguard High Dividend Yield ETF (VYM) 0.8 $4.6M 54k 85.65
SPDR S&P International Dividend (DWX) 0.8 $4.7M 123k 38.03
Ishares Inc Em Hgh Yld Bd other (EMHY) 0.8 $4.6M 99k 46.79
iShares iBoxx $ High Yid Corp Bond (HYG) 0.7 $4.4M 51k 86.46
iShares MSCI All Peru Capped Index Fund (EPU) 0.7 $4.4M 112k 39.29
Ishares Incglobal High Yi equity (GHYG) 0.7 $4.4M 90k 48.86
Ishares Tr 0-5yr hi yl cp (SHYG) 0.7 $4.4M 94k 46.71
SPDR Gold Trust (GLD) 0.6 $3.5M 28k 122.02
Vanguard REIT ETF (VNQ) 0.6 $3.4M 39k 86.91
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.6 $3.4M 57k 59.56
iShares S&P US Pref Stock Idx Fnd (PFF) 0.5 $3.3M 90k 36.54
Fiserv (FI) 0.5 $2.9M 32k 88.75
Verisk Analytics (VRSK) 0.5 $2.9M 22k 132.25
Motorola Solutions (MSI) 0.5 $2.9M 21k 141.09
Progressive Corporation (PGR) 0.5 $2.8M 39k 72.37
WisdomTree India Earnings Fund (EPI) 0.5 $2.9M 109k 26.33
MasterCard Incorporated (MA) 0.5 $2.8M 12k 234.04
Costco Wholesale Corporation (COST) 0.5 $2.8M 11k 244.34
TJX Companies (TJX) 0.4 $2.6M 49k 52.74
Cintas Corporation (CTAS) 0.4 $2.5M 13k 201.61
Citrix Systems 0.4 $2.4M 24k 99.58
American Tower Reit (AMT) 0.4 $2.2M 11k 199.10
Eli Lilly & Co. (LLY) 0.4 $2.2M 17k 128.74
Genuine Parts Company (GPC) 0.4 $2.2M 20k 110.82
Paychex (PAYX) 0.4 $2.2M 28k 79.48
Merck & Co (MRK) 0.4 $2.2M 26k 82.85
Procter & Gamble Company (PG) 0.4 $2.2M 21k 103.12
AvalonBay Communities (AVB) 0.4 $2.2M 11k 201.88
Realty Income (O) 0.4 $2.2M 30k 73.01
HCP 0.4 $2.2M 69k 31.52
Udr (UDR) 0.4 $2.2M 48k 45.31
Vaneck Vectors Russia Index Et 0.3 $2.1M 104k 20.60
Broadridge Financial Solutions (BR) 0.3 $2.1M 20k 103.27
United Sts Commodity Idx Fdt cm rep copp (CPER) 0.3 $1.8M 100k 18.32
Ishares Msci United Kingdom Index etf (EWU) 0.3 $1.8M 54k 33.00
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.2 $1.2M 11k 119.03
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.2 $1.2M 11k 111.22
iShares Barclays TIPS Bond Fund (TIP) 0.2 $1.2M 11k 113.07
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.2 $1.2M 23k 52.80
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.2 $1.2M 23k 54.06
Ishares Tr fltg rate nt (FLOT) 0.2 $1.2M 24k 50.91
United States Steel Corporation (X) 0.2 $1.2M 60k 19.48
Steel Dynamics (STLD) 0.1 $882k 25k 35.28