Mount Lucas Management Corporation

Latest statistics and disclosures from Mount Lucas Management's latest quarterly 13F-HR filing:

Mount Lucas Management portfolio companies for September 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
iShares Lehman 1-3 Year Treas.Bond (SHY) 6.67 440465 -63.00% 85.04 84.58
Unum (UNM) 4.32 687748 +84.00% 35.32 33.01
General Motors Company (GM) 4.20 741676 -9.00% 31.78 37.89
AT&T; (T) 2.74 378741 -2.00% 40.64 32.70
Navient Corporation equity 2.50 971911 -2.00% 14.45 0.00
Archer Daniels Midland Company (ADM) 2.37 315409 -2.00% 42.19 45.32
Prudential Financial (PRU) 2.29 157537 -2.00% 81.69 80.31
Principal Financial (PFG) 2.19 238814 NEW 51.45 49.56
iShares MSCI Japan Index (EWJ) 2.19 979803 NEW 12.54 12.17
Assurant (AIZ) 2.16 131471 NEW 92.27 61.02
Corning Incorporated (GLW) 2.15 510665 NEW 23.68 22.80
CenturyLink (CTL) 2.10 429621 NEW 27.43 35.12
Kohl's Corporation (KSS) 2.09 268822 NEW 43.76 73.72
Best Buy (BBY) 2.07 304850 -16.00% 38.14 40.39
Fifth Third Ban (FITB) 2.07 568017 NEW 20.46 19.04
Wal-Mart Stores (WMT) 2.03 158550 NEW 72.02 81.06
Utilities SPDR (XLU) 2.00 229665 48.99 43.18
Hartford Financial Services (HIG) 1.96 256965 -53.00% 42.79 41.14
Technology SPDR (XLK) 1.96 230440 -4.00% 47.78 41.70
Transocean 1.92 1.01M -3.00% 10.67 0.00
Industrial SPDR (XLI) 1.92 185062 -5.00% 58.38 56.03
Health Care SPDR (XLV) 1.91 148783 +2.00% 72.11 71.27
Consumer Discretionary SPDR (XLY) 1.91 134370 +5.00% 80.04 74.69
Materials SPDR (XLB) 1.90 223218 -4.00% 47.75 49.68
Consumer Staples Select Sect. SPDR (XLP) 1.89 199534 -4.00% 53.21 48.00
Ford Motor Company (F) 1.88 874715 -53.00% 12.06 15.85
GameStop (GME) 1.87 379618 -46.00% 27.62 40.53
Spdr S&p Oil & Gas Exp & Pr call 1.84 268900 -2.00% 38.46 0.00
iShares MSCI South Africa Index (EZA) 0.85 85106 NEW 56.07 63.68
iShares MSCI Taiwan Index (EWT) 0.83 297447 -12.00% 15.70 15.54
iShares MSCI All Peru Capped Index Fund (EPU) 0.83 139795 -10.00% 33.20 28.01
iShares FTSE/Xinhua China 25 Index (FXI) 0.82 120665 NEW 38.01 40.81
iShares MSCI South Korea Index Fund (EWY) 0.82 79337 +21.00% 58.13 55.24
MSCI Indonesia Investable Market Ind Fd (EIDO) 0.82 175182 -14.00% 26.44 26.57
iShares MSCI Brazil Index (EWZ) 0.80 133372 -25.00% 33.73 30.55
iShares MSCI Chile Inv. Mt. Idx. Fd (ECH) 0.80 122416 -6.00% 36.89 38.74
WisdomTree India Earnings Fund (EPI) 0.80 206868 +10.00% 21.62 23.12
iShares MSCI Malaysia Index Fund (EWM) 0.79 546532 +1899.00% 8.11 12.86
Ishares Tr Phill Invstmrk 0.77 116331 -4.00% 37.26 0.00
iShares MSCI Thailand Index Fund (THD) 0.77 59166 -13.00% 73.51 78.75
iShares MSCI Austria Investable Mkt (EWO) 0.75 256928 NEW 16.32 15.42
iShares MSCI Sweden Index (EWD) 0.73 140429 NEW 29.07 32.80
iShares MSCI Germany Index Fund (EWG) 0.72 153020 NEW 26.27 28.87
iShares MSCI Switzerland Index Fund (EWL) 0.72 132891 NEW 30.55 32.09
iShares MSCI Netherlands Investable (EWN) 0.72 161459 NEW 25.06 24.93
iShares MSCI France Index (EWQ) 0.65 152025 NEW 24.16 25.32
Denbury Res Inc option 0.57 989400 -2.00% 3.23 0.00
Republic Services (RSG) 0.55 61413 50.51 40.26
General Mills (GIS) 0.54 47341 -2.00% 63.60 51.55
McCormick & Company, Incorporated (MKC) 0.54 30533 -58.00% 99.77 72.00
Becton, Dickinson and (BDX) 0.53 16503 NEW 180.29 142.79
Illinois Tool Works (ITW) 0.53 24899 NEW 119.44 96.27
Kellogg Company (K) 0.53 38276 -2.00% 77.13 62.16
Waste Management (WM) 0.52 46034 NEW 63.58 53.00
3M Company (MMM) 0.52 16516 NEW 176.10 162.72
Northrop Grumman Corporation (NOC) 0.52 13704 NEW 213.57 158.85
Marsh & McLennan Companies (MMC) 0.52 43861 NEW 67.09 55.76
Procter & Gamble Company (PG) 0.52 32837 NEW 89.29 81.31
Paychex (PAYX) 0.51 49651 NEW 57.84 48.92
SYSCO Corporation (SYY) 0.51 58559 NEW 48.82 38.41
Raytheon Company (RTN) 0.51 21134 NEW 135.84 106.21
Clorox Company (CLX) 0.51 22810 -57.00% 125.00 107.06
Energy Select Sector SPDR (XLE) 0.51 40568 -7.00% 70.62 75.34
Ishares msci ukamp; 0.51 181662 NEW 15.84 0.00
McDonald's Corporation (MCD) 0.49 23810 -2.00% 115.94 96.21
Kimberly-Clark Corporation (KMB) 0.49 21714 -2.00% 126.81 103.80
Teucrium Sugar Fund mutual fund 0.47 180932 -13.00% 14.48 0.00
Public Storage (PSA) 0.45 11345 -60.00% 224.62 186.59
Campbell Soup Company (CPB) 0.44 45045 -2.00% 54.53 45.09
Teucrium Soybean Fund mutual fund 0.44 132510 +10.00% 18.48 0.00
SPDR Gold Trust (GLD) 0.43 19285 -7.00% 125.64 110.56
Financial Select Sector SPDR (XLF) 0.39 113029 NEW 19.30 23.97
Vaneck Vectors Russia Index Et 0.27 80719 -11.00% 18.76 0.00
First American Financial (FAF) 0.22 31555 39.26 33.39
Vanguard Intl Equity Index F glb ex us etf 0.21 20503 +24.00% 56.19 0.00
iShares S&P; US Pref Stock Idx Fnd (PFF) 0.20 28530 +16.00% 39.50 39.78
iShares FTSE NAREIT Mort. Plus Capp (REM) 0.20 108869 +12.00% 10.51 11.59
Commercial Metals Company (CMC) 0.19 64516 -2.00% 16.20 14.51
Banc Of California 0.19 60152 -2.00% 17.46 0.00
Old National Ban (ONB) 0.18 71037 14.06 13.83
American Eagle Outfitters (AEO) 0.17 55051 17.86 16.91
Greenbrier Companies (GBX) 0.17 26920 -2.00% 35.29 50.34
Ship Finance Intl 0.16 62045 14.73 0.00
Cooper Tire & Rubber Company (CTB) 0.16 23845 -2.00% 38.04 38.00
Steelcase (SCS) 0.14 57614 13.89 17.89
Us Natural Gas Fd Etf 0.14 94917 NEW 8.37 0.00
Time 0.14 53339 14.47 0.00
CNO Financial (CNO) 0.13 48135 -2.00% 15.27 16.13
Scorpio Tankers Inc shs 0.12 148524 4.63 0.00
Cal-Maine Foods (CALM) 0.11 16140 -2.00% 38.54 36.72
Nordic American Tanker Shippin 0.11 60736 10.11 0.00
United Sts Diesel Heating Oi unit 0.11 39441 NEW 15.44 0.00
Pool Corporation (POOL) 0.10 5698 -2.00% 94.59 67.65
Dht Holdings 0.10 138266 -6.00% 4.19 0.00
Rent-A-Center (RCII) 0.09 40446 -2.00% 12.63 26.85
Atwood Oceanics (ATW) 0.09 60415 -2.00% 8.69 28.96
Alon USA Energy (ALJ) 0.09 62150 8.06 14.28
Real Estate Select Sect Spdr 0.09 15725 NEW 32.75 0.00
Abercrombie & Fitch (ANF) 0.08 29857 15.88 21.19
iShares iBoxx $ High Yid Corp Bond (HYG) 0.08 5278 +13.00% 87.34 90.34
Vanguard High Dividend Yield ETF (VYM) 0.08 5896 +13.00% 72.08 67.70
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.08 3659 +11.00% 117.25 110.08
PowerShares S&P; 500 BuyWrite Portfol ETF (PBP) 0.08 20333 +26.00% 21.05 20.56
SPDR S&P; International Dividend (DWX) 0.08 11889 +245.00% 36.76 40.92
Ishares Inc Em Hgh Yld Bd other 0.08 8500 +11.00% 50.59 0.00
Ishares Incglobal High Yi equity 0.08 9295 +13.00% 49.49 0.00
Ishares Tr 0-5yr hi yl cp 0.08 9718 +14.00% 47.23 0.00
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.07 3402 -38.00% 111.99 106.48
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.07 3012 -37.00% 126.49 122.65
Teekay Tankers Ltd cl a 0.06 137077 2.53 0.00
Convergys Corporation (CVG) 0.05 10014 -2.00% 30.46 21.27
Chemed Corp Com Stk 0.05 1869 -2.00% 141.25 0.00
Vail Resorts (MTN) 0.05 1613 -2.00% 156.85 86.10
Plug Power 0.05 175000 1.71 0.00
Helen Of Troy 0.04 2439 -2.00% 86.10 0.00
Lancaster Colony (LANC) 0.04 1910 -2.00% 131.94 87.41
MAXIMUS (MMS) 0.04 3902 -2.00% 56.64 61.29
AmSurg (AMSG) 0.04 3000 -2.00% 67.00 60.82
West Pharmaceutical Services (WST) 0.04 3000 -2.00% 74.67 53.95
Monro Muffler Brake (MNRO) 0.04 3563 -2.00% 61.18 62.59
J Global 0.04 3259 -2.00% 66.58 0.00
Bright Horizons Fam Sol In D 0.04 3217 -2.00% 66.83 0.00
Sterling Bancorp/de 0.04 13234 -2.00% 17.53 0.00
1347 Property Insurance Holdings 0.04 35750 +5.00% 6.24 0.00
CSG Systems International (CSGS) 0.03 4609 -2.00% 41.22 29.36
Texas Roadhouse (TXRH) 0.03 4705 -2.00% 39.11 36.16
Owens & Minor (OMI) 0.03 5234 -2.00% 34.77 33.27
BofI Holding (BOFI) 0.03 7026 -2.00% 22.35 87.64
Agenus 0.03 24000 -11.00% 7.17 0.00
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) 0.02 921 +13.00% 122.69 120.16
iShares S&P; Natl AMTFr Mncpl Bd Fd (MUB) 0.02 1005 +16.00% 112.44 109.49
iShares Barclays TIPS Bond Fund (TIP) 0.02 985 +16.00% 116.75 111.97
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 0.02 1077 +17.00% 105.85 105.16
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.02 2016 NEW 57.04 53.47
Global Ship Lease inc usd0.01 class a 0.02 62000 +24.00% 1.66 0.00
Ishares Tr fltg rate nt 0.02 2248 +17.00% 50.71 0.00
Av Homes 0.02 6500 -7.00% 16.62 0.00
Intrexon 0.02 4200 +7.00% 28.10 0.00
Resonant 0.02 20000 -13.00% 5.45 0.00
Vuzix Corp Com Stk 0.02 10500 +31.00% 8.86 0.00
Jernigan Cap 0.02 4500 -4.00% 19.11 0.00
Huttig Building Products (HBPI) 0.01 6200 NEW 5.81 0.00
BioTime (BTIM) 0.01 11000 NEW 3.91 0.00
ZIOPHARM Oncology (ZIOP) 0.01 6500 +8.00% 5.69 13.14
Medley Capital Corporation 0.01 5000 NEW 7.60 0.00
Synthetic Biologics 0.01 17500 +75.00% 1.71 0.00
Silver Spring Networks 0.01 4500 +18.00% 14.22 0.00
Ovascience 0.01 4800 +45.00% 7.08 0.00
Rmg Networks Hldgs 0.01 95000 +18.00% 0.88 0.00
Cemtrex 0.01 9500 NEW 4.00 0.00
Aqua Metals 0.01 4500 NEW 8.89 0.00
Silver Run Acquisition Corp cl a 0.01 2600 NEW 15.77 0.00
Oragenics Inc New C ommon stock 0.00 35000 -12.00% 0.46 0.00
Fibrocell Science 0.00 25000 +21.00% 0.72 0.00
Jones Energy Inc A 0.00 7500 NEW 3.60 0.00
Finjan Holdings 0.00 14164 NEW 1.69 0.00
Histogenics Corp Cmn 0.00 8000 -15.00% 3.25 0.00