Mount Lucas Management Corporation

Mount Lucas Management as of Sept. 30, 2015

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 93 positions in its portfolio as reported in the September 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ishares Msci Emerging Market Etp Call Option 24.7 $196M 6.0M 32.78
Ishares 1-3 Year Treasury Bo Etp (SHY) 17.8 $141M 1.7M 84.99
Ipath S&p 500 Vix S/t Fu Etn Etp Put Option 4.9 $38M 1.5M 25.63
Travelers Cos Inc/the Common Stock (TRV) 4.5 $36M 358k 99.53
Tesoro Corp Common Stock 4.5 $36M 366k 97.23
Best Buy Common Stock (BBY) 4.0 $31M 846k 37.12
Allstate Corp Common Stock (ALL) 2.2 $18M 304k 58.24
Hartford Financial Svcs Grp Common Stock (HIG) 2.1 $16M 356k 45.78
Marathon Petroleum Corp Common Stock (MPC) 2.1 $16M 351k 46.33
Valero Energy Corp Common Stock (VLO) 2.0 $16M 270k 60.10
Phillips 66 Common Stock (PSX) 2.0 $16M 208k 76.84
General Motors Common Stock (GM) 2.0 $16M 530k 30.01
Gamestop Corp-class A Common Stock (GME) 2.0 $16M 382k 41.20
Ford Motor Common Stock (F) 2.0 $16M 1.1M 13.57
Metlife Common Stock (MET) 2.0 $16M 330k 47.15
Consumer Discretionary Selt Etp (XLY) 1.8 $14M 191k 74.26
Xerox Corp Common Stock 1.6 $13M 1.3M 9.73
Tegna Common Stock (TGNA) 1.4 $11M 487k 22.38
Diamond Offshore Drilling Common Stock 1.4 $11M 619k 17.30
Chesapeake Energy Corp Common Stock 1.1 $8.8M 1.2M 7.33
Cvs Health Corp Common Stock (CVS) 1.0 $7.9M 82k 96.44
Denbury Resources Common Stock 0.7 $5.5M 2.2M 2.44
Avalonbay Communities Common Stock (AVB) 0.6 $4.4M 25k 174.89
Public Storage Common Stock (PSA) 0.5 $4.3M 20k 211.65
Clorox Company Common Stock (CLX) 0.5 $4.2M 37k 115.55
Altria Group Common Stock (MO) 0.5 $4.2M 78k 54.35
Denbury Resources Common Stock Call Option 0.5 $4.2M 1.7M 2.44
Reynolds American Common Stock 0.5 $4.2M 95k 44.28
Essex Property Trust Common Stock (ESS) 0.5 $4.2M 19k 223.56
Mccormick & Co-non Vtg Shrs Common Stock (MKC) 0.5 $4.1M 50k 82.11
Progressive Corp Common Stock (PGR) 0.5 $4.1M 134k 30.63
Autozone Common Stock (AZO) 0.5 $4.1M 5.6k 723.58
Kroger Common Stock (KR) 0.5 $4.0M 112k 36.08
Costco Wholesale Corp Common Stock (COST) 0.5 $4.0M 28k 144.63
Constellation Brands Inc-a Common Stock (STZ) 0.5 $4.0M 32k 125.18
Cr Bard Common Stock 0.5 $3.9M 21k 186.28
Waste Management Common Stock (WM) 0.5 $3.9M 79k 49.81
General Growth Properties Common Stock 0.5 $3.7M 144k 25.96
Amerisourcebergen Corp Common Stock (COR) 0.5 $3.7M 39k 94.92
Gannett Common Stock 0.5 $3.6M 245k 14.72
First American Financial Common Stock (FAF) 0.3 $2.7M 68k 39.06
Amtrust Financial Services Common Stock 0.3 $2.4M 39k 62.99
Cooper Tire & Rubber Common Stock 0.3 $2.4M 60k 39.51
Western Refining Common Stock 0.3 $2.0M 45k 44.12
Cal-maine Foods Common Stock (CALM) 0.2 $1.7M 31k 54.61
Delek Us Holdings Common Stock 0.2 $1.5M 54k 27.70
Green Plains Common Stock (GPRE) 0.2 $1.2M 62k 19.46
Dean Foods Common Stock 0.1 $1.1M 68k 16.51
Cno Financial Group Common Stock (CNO) 0.1 $982k 52k 18.81
Rent-a-center Common Stock (UPBD) 0.1 $914k 38k 24.24
Commercial Metals Common Stock (CMC) 0.1 $852k 63k 13.55
Arlington Asset Investment-a Common Stock 0.1 $557k 40k 14.05
Jack In The Box Common Stock (JACK) 0.1 $451k 5.8k 77.11
Ishares Msci Italy Capped Et Etp 0.0 $361k 25k 14.33
Bank Of The Ozarks Common Stock 0.0 $311k 7.1k 43.79
Plug Power Common Stock (PLUG) 0.0 $293k 160k 1.83
Chemed Corp Common Stock (CHE) 0.0 $288k 2.2k 133.33
Ss&c Technologies Holdings Common Stock (SSNC) 0.0 $276k 3.9k 70.07
Molina Healthcare Common Stock (MOH) 0.0 $254k 3.7k 68.76
Cracker Barrel Old Country Common Stock (CBRL) 0.0 $254k 1.7k 147.16
Marriott Vacations World Common Stock (VAC) 0.0 $244k 3.6k 68.18
Vail Resorts Common Stock (MTN) 0.0 $244k 2.3k 104.68
Steris Common Stock 0.0 $231k 3.6k 64.98
Cosi Common Stock 0.0 $224k 220k 1.02
1347 Property Insurance Hold Common Stock 0.0 $223k 31k 7.31
Maximus Common Stock (MMS) 0.0 $219k 3.7k 59.51
Curtiss-wright Corp Common Stock (CW) 0.0 $207k 3.3k 62.48
Berry Plastics Group Common Stock (BERY) 0.0 $206k 6.9k 30.00
Treehouse Foods Common Stock (THS) 0.0 $201k 2.6k 77.76
Team Health Holdings Common Stock 0.0 $201k 3.7k 53.96
Neonode Common Stock 0.0 $195k 80k 2.44
Knight Transportation Common Stock 0.0 $193k 8.1k 23.95
Gulfmark Offshore Inc-cl A Common Stock 0.0 $165k 27k 6.10
Atlas Financial Holdings Common Stock (AFHIF) 0.0 $139k 7.5k 18.53
Powersecure International In Common Stock 0.0 $138k 12k 11.50
Ceragon Networks Common Stock (CRNT) 0.0 $133k 85k 1.56
Agenus Common Stock (AGEN) 0.0 $120k 26k 4.62
Clearsign Combustion Corp Common Stock (CLIR) 0.0 $111k 18k 6.17
Resonant Common Stock 0.0 $84k 18k 4.67
Iconix Brand Group Common Stock 0.0 $80k 5.9k 13.56
Top Ships Common Stock 0.0 $80k 86k 0.93
Energous Corp Common Stock 0.0 $79k 12k 6.87
Bovie Medical Corp Common Stock 0.0 $78k 40k 1.95
Rmg Networks Holding Corp Common Stock 0.0 $65k 78k 0.84
Alliqua Biomedical Common Stock 0.0 $54k 17k 3.18
Tel-instrument Electronics Common Stock (TIKK) 0.0 $53k 12k 4.61
Pixelworks Common Stock (PXLW) 0.0 $51k 14k 3.64
Oncosec Medical Common Stock 0.0 $46k 9.0k 5.11
Erickson Common Stock 0.0 $44k 14k 3.14
Omnova Solutions Common Stock 0.0 $42k 7.5k 5.60
Glori Energy Common Stock (GLRI) 0.0 $36k 48k 0.75
Firsthand Technology Value Common Stock (SVVC) 0.0 $21k 2.5k 8.40
Adma Biologics Common Stock (ADMA) 0.0 $21k 2.5k 8.40