Mount Lucas Management Corporation

Mount Lucas Management as of Dec. 31, 2020

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 114 positions in its portfolio as reported in the December 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares 1-3 Year Treasury Bo Etp (SHY) 3.7 $18M 202k 86.38
Energy Select Sector Spdr Etp Call Option 3.6 $17M 450k 37.90
Kohls Corp Common Stock (KSS) 2.6 $12M 302k 40.69
Utilities Select Sector Spdr Etp (XLU) 2.5 $12M 191k 62.70
Mgm Resorts International Common Stock (MGM) 2.3 $11M 350k 31.51
Jpmorgan Betabuilders Japan Etp 2.1 $10M 359k 28.00
Financial Select Sector Spdr Etp (XLF) 2.1 $9.9M 335k 29.48
Technology Select Sect Spdr Etp (XLK) 2.1 $9.8M 75k 130.02
Health Care Select Sector Etp (XLV) 2.0 $9.6M 85k 113.44
Comm Serv Select Sector Spdr Etp (XLC) 2.0 $9.6M 142k 67.48
Ishares Mortgage Real Estate Etp (REM) 2.0 $9.6M 301k 31.86
Materials Select Sector Spdr Etp (XLB) 2.0 $9.5M 132k 72.39
Consumer Discretionary Selt Etp (XLY) 2.0 $9.5M 59k 160.78
Consumer Staples Spdr Etp (XLP) 2.0 $9.5M 140k 67.45
Real Estate Select Sect Spdr Etp (XLRE) 2.0 $9.4M 258k 36.56
Industrial Select Sect Spdr Etp (XLI) 2.0 $9.4M 106k 88.55
Energy Select Sector Spdr Etp (XLE) 2.0 $9.3M 246k 37.90
Invesco Common Stock (IVZ) 1.9 $9.2M 529k 17.43
Alaska Air Group Common Stock (ALK) 1.8 $8.8M 169k 52.00
Principal Financial Group Common Stock (PFG) 1.7 $8.2M 166k 49.61
American International Group Common Stock (AIG) 1.7 $8.1M 215k 37.86
Unum Group Common Stock (UNM) 1.6 $7.7M 334k 22.94
Hewlett Packard Enterprise Common Stock (HPE) 1.3 $6.3M 531k 11.85
Spdr Bbg Barc Convertible Etp (CWB) 1.3 $6.1M 73k 82.78
Invesco Senior Loan Etf Etp (BKLN) 1.2 $5.7M 258k 22.28
Valero Energy Corp Common Stock (VLO) 1.2 $5.5M 97k 56.57
Cvs Health Corp Common Stock (CVS) 1.1 $5.3M 78k 68.30
Vanguard High Dvd Yield Etf Etp (VYM) 0.9 $4.1M 45k 91.52
Spdr S&p Inter Dvd Etf Etp (DWX) 0.9 $4.1M 111k 36.56
Ishares J.p. Morgan Em High Etp (EMHY) 0.9 $4.1M 88k 46.35
Ishares Jp Morgan Usd Emergi Etp (EMB) 0.8 $4.0M 35k 115.90
Morgan Stanley Common Stock (MS) 0.8 $4.0M 59k 68.53
Invesco S&p 500 Buywrite Etf Etp (PBP) 0.8 $4.0M 196k 20.49
Davita Common Stock (DVA) 0.8 $3.9M 33k 117.40
Ishares Us&intl High Yield C Etp (GHYG) 0.8 $3.9M 76k 50.74
Spdr Bbg Barc High Yield Bnd Etp (JNK) 0.8 $3.8M 35k 108.93
Ishares 0-5 Yr Hy Corp Bond Etp (SHYG) 0.8 $3.8M 84k 45.44
Cigna Corp Common Stock (CI) 0.8 $3.6M 17k 208.21
Allstate Corp Common Stock (ALL) 0.7 $3.5M 32k 109.94
Ishares Msci Netherlands Etf Etp (EWN) 0.7 $3.4M 82k 41.34
Ishares Msci Switzerland Etf Etp (EWL) 0.7 $3.3M 75k 44.68
Ishares Msci United Kingdom Etp (EWU) 0.7 $3.3M 114k 29.29
Ishares Msci Germany Etf Etp (EWG) 0.7 $3.3M 104k 31.77
Ishares Msci Italy Etf Etp (EWI) 0.7 $3.3M 112k 29.44
Ishares Msci Sweden Etf Etp (EWD) 0.7 $3.3M 82k 39.80
Unitedhealth Group Common Stock (UNH) 0.7 $3.3M 9.3k 350.71
Ishares Msci France Etf Etp (EWQ) 0.7 $3.3M 98k 33.26
Ishares Msci Spain Etf Etp (EWP) 0.7 $3.3M 121k 27.04
Target Corp Common Stock (TGT) 0.7 $3.2M 18k 176.52
Ishares Msci Turkey Etf Etp (TUR) 0.7 $3.2M 120k 26.50
Progressive Corp Common Stock (PGR) 0.6 $3.1M 31k 98.88
Ishares Msci South Korea Etf Etp (EWY) 0.6 $3.0M 35k 86.04
Lennar Corp-a Common Stock (LEN) 0.6 $3.0M 40k 76.24
Ishares Msci Chile Etf Etp (ECH) 0.6 $3.0M 100k 30.21
Ishares Msci Brazil Etf Etp (EWZ) 0.6 $3.0M 80k 37.06
Pultegroup Common Stock (PHM) 0.6 $3.0M 69k 43.12
Global X Msci Greece Etf Etp (GREK) 0.6 $2.9M 116k 25.46
Ishares Msci India Etf Etp (INDA) 0.6 $2.9M 73k 40.22
Vanguard Glbl Ex-us Real Est Etp (VNQI) 0.6 $2.9M 54k 54.31
Humana Common Stock (HUM) 0.6 $2.9M 7.1k 410.29
Ishares Msci Taiwan Etf Etp (EWT) 0.6 $2.9M 55k 53.08
Centene Corp Common Stock (CNC) 0.6 $2.9M 49k 60.04
Ishares Msci Poland Etf Etp (EPOL) 0.6 $2.9M 153k 19.02
Conagra Brands Common Stock (CAG) 0.6 $2.9M 80k 36.25
Ishares Preferred & Income S Etp (PFF) 0.6 $2.9M 75k 38.52
Ishares Msci Indonesia Etf Etp (EIDO) 0.6 $2.9M 124k 23.42
Ebay Common Stock (EBAY) 0.6 $2.9M 58k 50.24
Masco Corp Common Stock (MAS) 0.6 $2.9M 52k 54.93
Dr Horton Common Stock (DHI) 0.6 $2.9M 42k 68.93
Ishares Msci Mexico Etf Etp (EWW) 0.6 $2.9M 67k 43.00
Vanguard Real Estate Etf Etp (VNQ) 0.6 $2.9M 34k 84.94
Ishares Msci South Africa Et Etp (EZA) 0.6 $2.8M 65k 43.83
Ishares Msci Philippines Etf Etp (EPHE) 0.6 $2.8M 87k 32.70
Newmont Corp Common Stock (NEM) 0.6 $2.8M 47k 59.89
Kroger Common Stock (KR) 0.6 $2.8M 88k 31.76
Ishares Msci Peru Etf Etp (EPU) 0.6 $2.8M 80k 34.68
Ishares Msci Malaysia Etf Etp (EWM) 0.6 $2.8M 96k 28.80
Whirlpool Corp Common Stock (WHR) 0.6 $2.8M 15k 180.48
Ishares Msci Thailand Etf Etp (THD) 0.6 $2.7M 36k 77.07
Quest Diagnostics Common Stock (DGX) 0.6 $2.7M 23k 119.17
Ishares China Large-cap Etf Etp (FXI) 0.6 $2.7M 58k 46.44
Ishares International Prefer Etp 0.5 $2.6M 167k 15.58
Best Buy Common Stock (BBY) 0.5 $2.5M 25k 99.78
Vanguard Ftse Europe Etf Etp (VGK) 0.4 $1.9M 31k 60.23
Monster Beverage Corp Common Stock (MNST) 0.4 $1.7M 18k 92.48
Agilent Technologies Common Stock (A) 0.3 $1.6M 14k 118.47
Spdr S&p Regional Banking Etp (KRE) 0.3 $1.6M 32k 51.94
Spdr S&p Regional Banking Etp Call Option 0.3 $1.6M 31k 51.96
Idexx Laboratories Common Stock (IDXX) 0.3 $1.6M 3.2k 499.84
Amazon.com Common Stock (AMZN) 0.3 $1.6M 491.00 3256.62
Tyler Technologies Common Stock (TYL) 0.3 $1.6M 3.6k 436.47
Perkinelmer Common Stock (RVTY) 0.3 $1.6M 11k 143.52
Ishares Msci Austria Etf Etp (EWO) 0.3 $1.6M 78k 19.83
Charter Communications Inc-a Common Stock (CHTR) 0.3 $1.5M 2.3k 661.68
Costco Wholesale Corp Common Stock (COST) 0.3 $1.5M 3.9k 376.84
West Pharmaceutical Services Common Stock (WST) 0.3 $1.5M 5.1k 283.24
Bio-rad Laboratories-a Common Stock (BIO) 0.3 $1.5M 2.5k 582.97
Rollins Common Stock (ROL) 0.3 $1.4M 36k 39.07
Thermo Fisher Scientific Common Stock (TMO) 0.3 $1.4M 3.0k 465.82
Dollar General Corp Common Stock (DG) 0.3 $1.4M 6.5k 210.28
Danaher Corp Common Stock (DHR) 0.3 $1.4M 6.1k 222.10
Walmart Common Stock (WMT) 0.3 $1.3M 8.9k 144.20
Eli Lilly & Co Common Stock (LLY) 0.3 $1.3M 7.5k 168.82
Clorox Company Common Stock (CLX) 0.3 $1.2M 6.1k 201.86
Akamai Technologies Common Stock (AKAM) 0.2 $1.2M 11k 104.95
Campbell Soup Common Stock (CPB) 0.2 $1.1M 23k 48.36
Spdr Ftse International Gove Etp (WIP) 0.2 $1.1M 19k 58.73
Schwab U.s. Tips Etf Etp (SCHP) 0.2 $1.1M 17k 62.06
Ishares National Muni Bond E Etp (MUB) 0.2 $1.1M 9.0k 117.23
Ishares 1-5y Inv Grade Corp Etp (IGSB) 0.2 $1.1M 19k 55.19
Spdr Bbg Barc Ig Floating Rt Etp (FLRN) 0.2 $1.0M 34k 30.59
Ishares Iboxx Investment Gra Etp (LQD) 0.2 $1.0M 7.6k 138.08
Citrix Systems Common Stock 0.2 $1.0M 7.7k 130.16
Vaneck Russia Etf Etp 0.1 $632k 26k 24.14