Mount Lucas Management as of Sept. 30, 2019
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 104 positions in its portfolio as reported in the September 2019 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 5.8 | $32M | 381k | 84.82 | |
| iShares Lehman 3-7 Yr Treasury Bond (IEI) | 5.8 | $32M | 254k | 126.80 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 5.7 | $32M | 285k | 112.47 | |
| Delta Air Lines (DAL) | 3.0 | $17M | 295k | 57.52 | |
| Synchrony Financial (SYF) | 3.0 | $17M | 489k | 34.09 | |
| Utilities SPDR (XLU) | 2.9 | $16M | 249k | 64.74 | |
| Xerox Corp (XRX) | 2.7 | $15M | 511k | 29.92 | |
| Financial Select Sector SPDR (XLF) | 2.4 | $13M | 470k | 28.00 | |
| Materials SPDR (XLB) | 2.3 | $13M | 223k | 58.20 | |
| Industrial SPDR (XLI) | 2.3 | $13M | 167k | 77.63 | |
| Consumer Staples Select Sect. SPDR (XLP) | 2.3 | $13M | 209k | 61.42 | |
| Technology SPDR (XLK) | 2.3 | $13M | 159k | 80.53 | |
| Consumer Discretionary SPDR (XLY) | 2.3 | $13M | 106k | 120.70 | |
| Real Estate Select Sect Spdr (XLRE) | 2.3 | $13M | 323k | 39.34 | |
| Select Sector Spdr Tr Communic etfeqty (XLC) | 2.3 | $13M | 255k | 49.52 | |
| Health Care SPDR (XLV) | 2.2 | $13M | 139k | 90.13 | |
| Western Digital (WDC) | 1.9 | $10M | 174k | 59.77 | |
| Citigroup (C) | 1.6 | $8.9M | 129k | 69.04 | |
| Ishares Msci Japan (EWJ) | 1.6 | $8.8M | 154k | 56.74 | |
| Whirlpool Corporation (WHR) | 1.5 | $8.2M | 52k | 158.87 | |
| Phillips 66 (PSX) | 1.5 | $8.2M | 80k | 102.71 | |
| General Motors Company (GM) | 1.5 | $8.2M | 217k | 37.57 | |
| Cardinal Health (CAH) | 1.4 | $8.1M | 171k | 47.16 | |
| Prudential Financial (PRU) | 1.4 | $8.1M | 89k | 90.22 | |
| Seagate Technology Com Stk | 1.4 | $8.0M | 149k | 53.79 | |
| MetLife (MET) | 1.4 | $8.1M | 170k | 47.32 | |
| Lincoln National Corporation (LNC) | 1.4 | $8.0M | 133k | 60.14 | |
| Chevron Corporation (CVX) | 1.4 | $7.8M | 65k | 118.96 | |
| Nucor Corporation (NUE) | 1.3 | $7.1M | 139k | 51.00 | |
| Walgreen Boots Alliance (WBA) | 1.3 | $7.1M | 128k | 55.17 | |
| SPDR Barclays Capital Convertible SecETF (CWB) | 1.2 | $6.9M | 132k | 52.45 | |
| Invesco Senior Loan Etf otr (BKLN) | 1.2 | $6.9M | 307k | 22.59 | |
| Gap (GAP) | 0.9 | $5.3M | 309k | 17.26 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.9 | $5.1M | 58k | 88.73 | |
| SPDR S&P International Dividend (DWX) | 0.9 | $5.1M | 130k | 38.95 | |
| Ishares Inc Em Hgh Yld Bd other (EMHY) | 0.9 | $4.9M | 106k | 46.49 | |
| Invesco S&p 500 Buywrite Etf (PBP) | 0.9 | $4.9M | 228k | 21.65 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.9 | $4.9M | 43k | 113.34 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 0.8 | $4.6M | 53k | 87.17 | |
| Ishares Incglobal High Yi equity (GHYG) | 0.8 | $4.6M | 95k | 48.79 | |
| Ishares Tr 0-5yr hi yl cp (SHYG) | 0.8 | $4.6M | 100k | 46.49 | |
| American Tower Reit (AMT) | 0.8 | $4.2M | 19k | 220.24 | |
| iShares MSCI France Index (EWQ) | 0.7 | $4.0M | 132k | 30.14 | |
| iShares MSCI Netherlands Investable (EWN) | 0.7 | $4.0M | 127k | 31.36 | |
| Ishares Msci Italy Capped Et etp (EWI) | 0.7 | $4.0M | 144k | 27.57 | |
| iShares MSCI Switzerland Index Fund (EWL) | 0.7 | $3.9M | 104k | 37.70 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.7 | $3.7M | 139k | 26.72 | |
| Vanguard REIT ETF (VNQ) | 0.6 | $3.5M | 38k | 93.25 | |
| Vanguard Intl Equity Index F glb ex us etf (VNQI) | 0.6 | $3.5M | 60k | 58.59 | |
| Ishares Inc etp (EWT) | 0.6 | $3.5M | 96k | 36.36 | |
| iShares S&P US Pref Stock Idx Fnd (PFF) | 0.6 | $3.5M | 93k | 37.53 | |
| Global X Fds ftse greec | 0.6 | $3.4M | 365k | 9.33 | |
| iShares MSCI Thailand Index Fund (THD) | 0.6 | $3.3M | 37k | 88.71 | |
| Ishares Tr Phill Invstmrk (EPHE) | 0.6 | $3.3M | 97k | 33.45 | |
| iShares MSCI Brazil Index (EWZ) | 0.6 | $3.1M | 74k | 42.13 | |
| Mortgage Reit Index real (REM) | 0.6 | $3.1M | 74k | 42.13 | |
| Procter & Gamble Company (PG) | 0.4 | $2.4M | 19k | 124.62 | |
| HCP | 0.4 | $2.2M | 64k | 35.19 | |
| AvalonBay Communities (AVB) | 0.4 | $2.2M | 10k | 217.65 | |
| Paychex (PAYX) | 0.4 | $2.1M | 25k | 83.33 | |
| Realty Income (O) | 0.4 | $2.1M | 27k | 77.59 | |
| Udr (UDR) | 0.4 | $2.1M | 44k | 48.19 | |
| McDonald's Corporation (MCD) | 0.4 | $2.0M | 9.4k | 213.41 | |
| Mid-America Apartment (MAA) | 0.4 | $2.0M | 15k | 129.63 | |
| Cincinnati Financial Corporation (CINF) | 0.4 | $2.0M | 17k | 115.51 | |
| Equity Residential (EQR) | 0.4 | $2.0M | 23k | 85.78 | |
| Merck & Co (MRK) | 0.4 | $2.0M | 24k | 83.93 | |
| Hershey Company (HSY) | 0.4 | $2.0M | 13k | 156.52 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.4 | $2.0M | 82k | 24.47 | |
| Mondelez Int (MDLZ) | 0.4 | $2.0M | 36k | 55.12 | |
| Crown Castle Intl (CCI) | 0.4 | $2.0M | 14k | 140.56 | |
| Extra Space Storage (EXR) | 0.3 | $2.0M | 17k | 115.89 | |
| Sba Communications Corp (SBAC) | 0.3 | $2.0M | 8.2k | 241.38 | |
| Genuine Parts Company (GPC) | 0.3 | $1.8M | 18k | 98.04 | |
| Eli Lilly & Co. (LLY) | 0.3 | $1.7M | 16k | 110.27 | |
| iShares MSCI Germany Index Fund (EWG) | 0.3 | $1.7M | 63k | 26.91 | |
| iShares MSCI Sweden Index (EWD) | 0.3 | $1.7M | 59k | 29.44 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.2 | $1.3M | 10k | 127.49 | |
| iShares S&P Natl AMTFr Mncpl Bd (MUB) | 0.2 | $1.3M | 11k | 114.13 | |
| iShares Barclays TIPS Bond Fund (TIP) | 0.2 | $1.3M | 11k | 116.32 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 0.2 | $1.3M | 24k | 53.66 | |
| SPDR DB Int'l Govt Infl Pro Bond (WIP) | 0.2 | $1.3M | 24k | 54.69 | |
| Ishares Tr fltg rate nt (FLOT) | 0.2 | $1.3M | 26k | 50.97 | |
| Vaneck Vectors Russia Index Et | 0.1 | $823k | 36k | 22.82 | |
| Ishares Msci United Kingdom Index etf (EWU) | 0.1 | $575k | 18k | 31.43 | |
| At&t (T) | 0.1 | $399k | 11k | 37.85 | |
| Valero Energy Corporation (VLO) | 0.1 | $265k | 3.1k | 85.21 | |
| Kroger (KR) | 0.1 | $294k | 11k | 25.75 | |
| Hollyfrontier Corp | 0.1 | $275k | 5.1k | 53.56 | |
| Marathon Petroleum Corp (MPC) | 0.1 | $253k | 4.2k | 60.77 | |
| Hewlett Packard Enterprise (HPE) | 0.1 | $307k | 20k | 15.15 | |
| Kohl's Corporation (KSS) | 0.0 | $229k | 4.6k | 49.60 | |
| CenturyLink | 0.0 | $200k | 16k | 12.46 | |
| Macy's (M) | 0.0 | $156k | 10k | 15.56 | |
| MasterCard Incorporated (MA) | 0.0 | $103k | 379.00 | 271.77 | |
| Progressive Corporation (PGR) | 0.0 | $95k | 1.2k | 77.11 | |
| Costco Wholesale Corporation (COST) | 0.0 | $104k | 360.00 | 288.89 | |
| TJX Companies (TJX) | 0.0 | $86k | 1.5k | 55.52 | |
| Cintas Corporation (CTAS) | 0.0 | $107k | 400.00 | 267.50 | |
| Fiserv (FI) | 0.0 | $106k | 1.0k | 103.31 | |
| Verisk Analytics (VRSK) | 0.0 | $111k | 700.00 | 158.57 | |
| Motorola Solutions (MSI) | 0.0 | $113k | 661.00 | 170.95 | |
| Broadridge Financial Solutions (BR) | 0.0 | $80k | 641.00 | 124.80 | |
| Citrix Systems | 0.0 | $74k | 769.00 | 96.23 |
