Mount Lucas Management Corporation

Mount Lucas Management as of Dec. 31, 2021

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 129 positions in its portfolio as reported in the December 2021 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares 1-3 Year Treasury Bo Etp (SHY) 12.5 $44M 512k 85.54
HP Common Stock (HPQ) 2.7 $9.3M 248k 37.67
Mosaic Co/the Common Stock (MOS) 2.6 $9.0M 230k 39.29
Whirlpool Corp Common Stock (WHR) 2.3 $8.1M 35k 234.65
Bath & Body Works Common Stock (BBWI) 2.2 $7.9M 113k 69.79
Ishares 7-10 Year Treasury B Etp (IEF) 1.6 $5.5M 48k 115.00
Hca Healthcare Common Stock (HCA) 1.5 $5.2M 20k 256.94
Invesco Senior Loan Etf Etp (BKLN) 1.4 $5.0M 228k 22.10
Ishares Preferred & Income S Etp (PFF) 1.4 $5.0M 128k 39.43
Morgan Stanley Common Stock (MS) 1.4 $5.0M 51k 98.16
Lennar Corp-a Common Stock (LEN) 1.3 $4.7M 40k 116.16
Goldman Sachs Group Common Stock (GS) 1.3 $4.6M 12k 382.56
Raymond James Financial Common Stock (RJF) 1.3 $4.6M 45k 100.39
Aflac Common Stock (AFL) 1.3 $4.5M 78k 58.38
Dr Horton Common Stock (DHI) 1.3 $4.5M 42k 108.46
Nucor Corp Common Stock (NUE) 1.3 $4.5M 40k 114.15
Cvs Health Corp Common Stock (CVS) 1.3 $4.4M 43k 103.16
Celanese Corp Common Stock (CE) 1.3 $4.4M 26k 168.07
Hewlett Packard Enterprise Common Stock (HPE) 1.3 $4.4M 278k 15.77
Pultegroup Common Stock (PHM) 1.2 $4.3M 76k 57.16
Freeport-mcmoran Common Stock (FCX) 1.2 $4.3M 104k 41.73
Tyson Foods Inc-cl A Common Stock (TSN) 1.2 $4.3M 49k 87.16
General Motors Common Stock (GM) 1.2 $4.1M 71k 58.62
American International Group Common Stock (AIG) 1.2 $4.1M 73k 56.86
Lkq Corp Common Stock (LKQ) 1.2 $4.1M 68k 60.04
Archer-daniels-midland Common Stock (ADM) 1.2 $4.1M 61k 67.59
Principal Financial Group Common Stock (PFG) 1.2 $4.1M 57k 72.33
Metlife Common Stock (MET) 1.2 $4.1M 65k 62.49
Discover Financial Services Common Stock 1.1 $4.0M 35k 115.57
Hartford Financial Svcs Grp Common Stock (HIG) 1.1 $4.0M 57k 69.04
Allstate Corp Common Stock (ALL) 1.1 $3.9M 33k 117.65
Synchrony Financial Common Stock (SYF) 1.1 $3.8M 83k 46.39
Invesco S&p 500 Buywrite Etf Etp (PBP) 1.1 $3.8M 165k 23.11
Vanguard High Dvd Yield Etf Etp (VYM) 1.1 $3.8M 34k 112.10
Fedex Corp Common Stock (FDX) 1.1 $3.8M 15k 258.66
Capital One Financial Corp Common Stock (COF) 1.1 $3.8M 26k 145.09
Invesco Common Stock (IVZ) 1.1 $3.8M 164k 23.02
Cigna Corp Common Stock (CI) 1.1 $3.7M 16k 229.63
Borgwarner Common Stock (BWA) 1.0 $3.6M 80k 45.07
Best Buy Common Stock (BBY) 1.0 $3.6M 35k 101.59
General Electric Common Stock (GE) 1.0 $3.5M 38k 94.46
Utilities Select Sector Spdr Etp (XLU) 1.0 $3.4M 48k 71.58
Ishares 0-5 Yr Hy Corp Bond Etp (SHYG) 1.0 $3.4M 75k 45.30
Spdr Bloomberg High Yield Bo Etp (JNK) 1.0 $3.4M 31k 108.57
Mid-america Apartment Comm Common Stock (MAA) 0.9 $3.2M 14k 229.42
Public Storage Common Stock (PSA) 0.9 $3.2M 8.5k 374.60
Extra Space Storage Common Stock (EXR) 0.9 $3.2M 14k 226.75
Prologis Common Stock (PLD) 0.9 $3.2M 19k 168.36
Accenture Plc-cl A Common Stock (ACN) 0.9 $3.2M 7.6k 414.50
Duke Realty Corp Common Stock 0.9 $3.1M 48k 65.64
Dish Network Corp-a Common Stock 0.9 $3.1M 95k 32.44
Motorola Solutions Common Stock (MSI) 0.9 $3.0M 11k 271.74
Marsh & Mclennan Cos Common Stock (MMC) 0.8 $2.9M 17k 173.80
Nasdaq Common Stock (NDAQ) 0.8 $2.8M 14k 210.01
Old Dominion Freight Line Common Stock (ODFL) 0.8 $2.8M 7.8k 358.37
Microsoft Corp Common Stock (MSFT) 0.8 $2.8M 8.2k 336.26
Ishares Mortgage Real Estate Etp (REM) 0.8 $2.6M 76k 34.51
Johnson Controls Internation Common Stock (JCI) 0.8 $2.6M 32k 81.31
Home Depot Common Stock (HD) 0.7 $2.6M 6.3k 415.00
Lowe's Cos Common Stock (LOW) 0.7 $2.6M 10k 258.47
Vanguard Real Estate Etf Etp (VNQ) 0.7 $2.5M 22k 116.02
Arthur J Gallagher & Co Common Stock (AJG) 0.7 $2.5M 15k 169.70
Estee Lauder Companies-cl A Common Stock (EL) 0.7 $2.4M 6.4k 370.15
Spdr S&p Inter Dvd Etf Etp (DWX) 0.7 $2.4M 61k 38.88
Pentair Common Stock (PNR) 0.7 $2.3M 32k 73.03
Target Corp Common Stock (TGT) 0.7 $2.3M 9.9k 231.42
Invesco S&p 500 Pure Value E Etp (RPV) 0.6 $2.1M 26k 80.84
Invesco S&p 500 Pure Growth Etp (RPG) 0.6 $2.0M 9.3k 210.80
Deere & Co Common Stock (DE) 0.5 $1.9M 5.4k 342.97
Corning Common Stock (GLW) 0.5 $1.6M 44k 37.23
Spdr Bloomberg Short Term Hi Etp (SJNK) 0.5 $1.6M 58k 27.15
Flexshares High Yield Value Etp (HYGV) 0.5 $1.6M 32k 48.99
Ishares Fallen Angels Etf Etp (FALN) 0.5 $1.6M 53k 29.97
Tellurian Common Stock (TELL) 0.4 $1.2M 400k 3.08
Real Estate Select Sect Spdr Etp (XLRE) 0.3 $1.2M 23k 51.79
Materials Select Sector Spdr Etp (XLB) 0.3 $1.2M 13k 90.59
Energy Select Sector Spdr Etp (XLE) 0.3 $1.2M 21k 55.48
Consumer Discretionary Selt Etp (XLY) 0.3 $1.2M 5.8k 204.38
Health Care Select Sector Etp (XLV) 0.3 $1.2M 8.3k 140.86
Technology Select Sect Spdr Etp (XLK) 0.3 $1.2M 6.8k 173.81
Industrial Select Sect Spdr Etp (XLI) 0.3 $1.2M 11k 105.78
Consumer Staples Spdr Etp (XLP) 0.3 $1.2M 15k 77.08
Financial Select Sector Spdr Etp (XLF) 0.3 $1.2M 30k 39.04
Victoria's Secret & Co Common Stock (VSCO) 0.3 $1.1M 20k 55.56
Schwab U.s. Tips Etf Etp (SCHP) 0.3 $1.0M 17k 62.89
Ishares Iboxx Investment Gra Etp (LQD) 0.3 $1.0M 7.9k 132.52
Ishares National Muni Bond E Etp (MUB) 0.3 $1.0M 9.0k 116.28
Invesco Optimum Yield Divers Etp (PDBC) 0.2 $858k 61k 14.07
Ishares Msci India Etf Etp (INDA) 0.2 $790k 17k 45.86
Ishares Msci Philippines Etf Etp (EPHE) 0.2 $790k 25k 31.66
Ishares Msci Taiwan Etf Etp (EWT) 0.2 $790k 12k 66.64
Ishares Msci Indonesia Etf Etp (EIDO) 0.2 $790k 34k 22.98
Ishares Msci Mexico Etf Etp (EWW) 0.2 $790k 16k 50.63
Cenovus Energy Common Stock (CVE) 0.2 $742k 60k 12.28
Moderna Common Stock (MRNA) 0.2 $592k 2.3k 254.19
Builders Firstsource Common Stock (BLDR) 0.2 $574k 6.7k 85.72
Turquoise Hill Resources Common Stock 0.2 $566k 34k 16.45
Spdr Bloomberg Investment Gr Etp (FLRN) 0.2 $549k 18k 30.56
Cleveland-cliffs Common Stock (CLF) 0.1 $515k 24k 21.76
Imperial Oil Common Stock (IMO) 0.1 $512k 14k 36.12
Fidelity National Financial Common Stock (FNF) 0.1 $506k 9.7k 52.18
Canadian Natural Resources Common Stock (CNQ) 0.1 $504k 12k 42.21
United States Steel Corp Common Stock 0.1 $502k 21k 23.80
Steel Dynamics Common Stock (STLD) 0.1 $500k 8.1k 62.09
Pioneer Natural Resources Common Stock 0.1 $491k 2.7k 181.72
Southwestern Energy Common Stock 0.1 $486k 104k 4.66
Diamondback Energy Common Stock (FANG) 0.1 $484k 4.5k 107.75
Occidental Petroleum Corp Common Stock (OXY) 0.1 $474k 16k 29.02
Macy's Common Stock (M) 0.1 $468k 18k 26.18
Autonation Common Stock (AN) 0.1 $449k 3.8k 116.96
Ishares Russell 1000 Growth Etp (IWF) 0.1 $412k 1.3k 305.86
Ishares Russell 1000 Value E Etp (IWD) 0.1 $411k 2.5k 167.76
Albertsons Cos Inc - Class A Common Stock (ACI) 0.1 $403k 13k 30.21
Avis Budget Group Common Stock (CAR) 0.1 $378k 1.8k 207.35
Datadog Inc - Class A Common Stock (DDOG) 0.1 $258k 1.4k 178.05
Horizon Therapeutics Common Stock 0.1 $257k 2.4k 107.80
Devon Energy Corp Common Stock (DVN) 0.1 $256k 5.8k 44.08
Ishares Msci Austria Etf Etp (EWO) 0.1 $251k 9.9k 25.42
Ishares Msci France Etf Etp (EWQ) 0.1 $251k 6.5k 38.84
Ishares Msci Switzerland Etf Etp (EWL) 0.1 $251k 4.8k 52.69
Ishares Msci United Kingdom Etp (EWU) 0.1 $251k 7.6k 33.10
Bill.com Holdings Common Stock (BILL) 0.1 $250k 1.0k 248.76
Tesla Common Stock (TSLA) 0.1 $247k 234.00 1055.56
Zscaler Common Stock (ZS) 0.1 $244k 758.00 321.90
Advanced Micro Devices Common Stock (AMD) 0.1 $238k 1.7k 143.98
Ishares Msci Italy Etf Etp (EWI) 0.1 $227k 6.9k 32.76
Ishares Msci Netherlands Etf Etp (EWN) 0.1 $203k 4.1k 50.12
Enphase Energy Common Stock (ENPH) 0.1 $201k 1.1k 183.23
Ishares Msci Sweden Etf Etp (EWD) 0.0 $156k 3.4k 46.47