Mount Lucas Management Corporation

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

Companies in the Mount Lucas Management portfolio as of September 2017 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Best Buy (BBY) 4.08 396950 -12% 56.98
Unum (UNM) 3.62 392818 -14% 51.15
iShares Lehman 1-3 Year Treas.Bond (SHY) 3.39 222466 -29% 84.45
Ishares Msci Japan 2.45 243483 55.71
Andeavor 2.06 110728 NEW 103.11
Utilities SPDR (XLU) 1.98 207214 -2% 53.05
Industrial SPDR (XLI) 1.95 151981 -6% 71.00
Materials SPDR (XLB) 1.94 189086 -8% 56.80
Valero Energy Corporation (VLO) 1.93 138839 -5% 76.90
Carnival Corporation (CCL) 1.92 164903 -6% 64.69
AFLAC Incorporated (AFL) 1.92 130630 -6% 81.41
Health Care SPDR (XLV) 1.89 127879 -11% 81.73
Corning Incorporated (GLW) 1.88 346858 -54% 29.97
Technology SPDR (XLK) 1.88 176683 -8% 59.10
Consumer Discretionary SPDR (XLY) 1.88 115923 -3% 90.08
Navient Corporation equity 1.88 694897 NEW 15.01
Gap (GPS) 1.86 349955 NEW 29.52
Marathon Petroleum Corp 1.86 183925 -5% 56.19
Consumer Staples Select Sect. SPDR (XLP) 1.85 190498 -2% 53.98
Real Estate Select Sect Spdr 1.84 316867 -8% 32.24
Macy's (M) 1.81 460720 NEW 21.78
Kohl's Corporation (KSS) 1.80 218760 +5% 45.65
Lincoln National Corporation (LNC) 1.79 134809 NEW 73.54
Ford Motor Company (F) 1.79 831905 NEW 11.96
Everest Re Group Ltd. 1.77 42894 NEW 228.24
Xl 1.75 246007 NEW 39.47
Principal Financial (PFG) 1.73 148560 -56% 64.46
Hewlett Packard Enterprise 1.10 415586 -6% 14.74
Boeing Company (BA) 1.05 22773 +61% 254.61
Amphenol Corporation (APH) 0.94 62044 +77% 84.35
UnitedHealth (UNH) 0.93 26200 +78% 196.20
Republic Services (RSG) 0.89 74380 +86% 66.06
iShares MSCI Germany Index Fund (EWG) 0.84 144354 +4% 32.43
iShares MSCI Sweden Index (EWD) 0.83 127889 35.88
iShares MSCI France Index (EWQ) 0.83 149506 +2% 30.90
Ishares Msci Italy Capped Et etp 0.83 146593 -4% 31.36
iShares MSCI Brazil Index (EWZ) 0.82 108831 NEW 41.69
iShares MSCI Thailand Index Fund (THD) 0.82 52631 -12% 86.45
iShares MSCI Switzerland Index Fund (EWL) 0.82 129418 +4% 35.03
iShares MSCI Austria Investable Mkt (EWO) 0.82 193647 -4% 23.42
iShares MSCI Netherlands Investable (EWN) 0.82 144919 31.39
Ishares Msci United Kingdom Index etf 0.82 131215 +5% 34.85
Ishares Tr Phill Invstmrk 0.81 121699 +5% 36.97
iShares MSCI All Peru Capped Index Fund (EPU) 0.81 116270 -15% 38.79
iShares MSCI Spain Index (EWP) 0.80 131721 +3% 33.74
Ishares Inc etp 0.80 136293 -7% 32.39
iShares MSCI South Korea Index Fund (EWY) 0.79 63578 -6% 69.06
iShares MSCI Chile Inv. Mt. Idx. Fd (ECH) 0.79 90409 -17% 48.62
iShares FTSE/Xinhua China 25 Index (FXI) 0.78 98399 -15% 44.04
MSCI Indonesia Investable Market Ind Fd (EIDO) 0.78 161950 -7% 26.69
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.76 77088 -14% 54.61
iShares MSCI Poland Investable ETF (EPOL) 0.76 159051 -18% 26.52
Ishares Inc etp 0.76 116147 -13% 36.10
WisdomTree India Earnings Fund (EPI) 0.75 166174 -10% 25.17
Mortgage Reit Index real 0.75 88819 +437% 46.84
iShares MSCI South Africa Index (EZA) 0.74 69629 -11% 58.75
SPDR Barclays Capital Convertible SecETF (CWB) 0.74 80211 +426% 51.07
Powershares Senior Loan Portfo mf 0.74 177229 +450% 23.16
Global X Fds ftse greec 0.72 423876 -15% 9.46
iShares MSCI Turkey Index Fund (TUR) 0.71 94144 -18% 41.81
Vanguard High Dividend Yield ETF (VYM) 0.59 40219 +564% 81.08
PowerShares S&P; 500 BuyWrite Portfol ETF (PBP) 0.58 143949 +580% 22.24
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.57 27052 +565% 116.41
SPDR S&P; International Dividend (DWX) 0.57 78393 +554% 40.39
Ishares Inc Em Hgh Yld Bd other 0.57 62046 +569% 50.78
Dxc Technology 0.55 35600 -6% 85.41
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.51 26366 +654% 106.54
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.51 22892 +513% 123.49
United Sts Diesel Heating Oi unit 0.50 164253 NEW 16.97
iShares iBoxx $ High Yid Corp Bond (HYG) 0.49 30794 +444% 88.75
Ishares Incglobal High Yi equity 0.49 53092 +434% 51.42
Ishares Tr 0-5yr hi yl cp 0.49 57093 +446% 47.83
Illinois Tool Works (ITW) 0.47 17517 -53% 148.06
Arthur J. Gallagher & Co. (AJG) 0.46 41553 -6% 61.62
Texas Instruments Incorporated (TXN) 0.46 28935 -6% 89.05
General Dynamics Corporation (GD) 0.46 12316 -6% 206.08
SPDR Gold Trust (GLD) 0.46 21174 NEW 121.56
United Sts Commodity Idx Fdt cm rep copp fd 0.46 134548 -10% 18.95
Progressive Corporation (PGR) 0.45 51173 NEW 48.58
Allstate Corporation (ALL) 0.45 26888 NEW 92.45
MasterCard Incorporated (MA) 0.44 17211 NEW 141.12
Harris Corporation (HRS) 0.44 18619 NEW 131.70
United States Gasoline Fund (UGA) 0.44 86894 NEW 28.15
McDonald's Corporation (MCD) 0.43 15342 NEW 156.76
Torchmark Corporation (TMK) 0.43 29866 -6% 79.72
Roper Industries (ROP) 0.43 9895 NEW 242.68
U.S. Ban (USB) 0.42 43228 -5% 53.29
Vanguard REIT ETF (VNQ) 0.37 24576 +563% 83.09
iShares S&P; US Pref Stock Idx Fnd (PFF) 0.37 52405 +443% 38.81
Vanguard Intl Equity Index F glb ex us etf 0.37 34585 +418% 59.42
Ishares Tr int pfd stk fd 0.37 111359 +401% 18.55
Micro Focus Intl Plc sponsored adr 0.33 56747 NEW 32.09
Financial Select Sector SPDR (XLF) 0.28 60037 -44% 25.87
AutoZone (AZO) 0.24 2227 NEW 594.97
Vaneck Vectors Russia Index Et 0.19 47982 NEW 22.30
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) 0.15 6732 +547% 121.21
iShares S&P; Natl AMTFr Mncpl Bd Fd (MUB) 0.15 7339 +551% 110.91
iShares Barclays TIPS Bond Fund (TIP) 0.15 7143 +1153% 113.54
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 0.15 7753 +554% 105.38
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.15 14170 +532% 57.30
Ishares Tr fltg rate nt 0.15 16087 +556% 50.91

Past 13F-HR SEC Filings by Mount Lucas Management

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