Mount Lucas Management Corporation

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

Mount Lucas Management portfolio companies for June 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
iShares Lehman 1-3 Year Treas.Bond (SHY) 17.53 1.21M -9.00% 85.32 84.58
Hartford Financial Services (HIG) 4.19 555484 44.37 41.14
Ford Motor Company (F) 3.99 1.87M 12.57 15.85
General Motors Company (GM) 3.96 823759 28.29 37.89
GameStop (GME) 3.20 707817 26.58 40.53
AT&T; (T) 2.84 386907 43.23 32.70
Travelers Companies (TRV) 2.74 135669 119.11 105.54
Archer Daniels Midland Company (ADM) 2.36 323773 42.92 45.32
Phillips 66 2.34 173440 79.41 0.00
Transocean 2.11 1.05M 11.90 0.00
Utilities SPDR (XLU) 2.06 231650 -23.00% 52.47 43.18
Navient Corporation equity 2.02 993407 11.96 0.00
Unum (UNM) 2.01 373197 31.77 33.01
Consumer Staples Select Sect. SPDR (XLP) 1.96 208811 -22.00% 55.15 48.00
Valero Energy Corporation (VLO) 1.95 225206 51.06 56.99
Prudential Financial (PRU) 1.95 161327 71.30 80.31
Best Buy (BBY) 1.89 363151 30.62 40.39
Marathon Petroleum 1.88 291857 37.99 0.00
Industrial SPDR (XLI) 1.87 196539 -23.00% 56.01 56.03
Tesoro Corporation (TSO) 1.85 145373 74.85 86.12
Materials SPDR (XLB) 1.84 234019 NEW 46.34 49.68
Health Care SPDR (XLV) 1.78 145819 NEW 71.71 71.27
Technology SPDR (XLK) 1.78 241662 -27.00% 43.37 41.70
Consumer Discretionary SPDR (XLY) 1.69 127711 -25.00% 78.06 74.69
Spdr S&p Oil & Gas Exp & Pr call 1.63 276200 -6.00% 34.81 0.00
McCormick & Company, Incorporated (MKC) 1.32 72997 106.70 72.00
Clorox Company (CLX) 1.27 54053 138.29 107.06
Public Storage (PSA) 1.23 28394 255.44 186.59
iShares MSCI Brazil Index (EWZ) 0.92 180046 NEW 30.18 30.55
MSCI Indonesia Investable Market Ind Fd (EIDO) 0.85 205453 +8.00% 24.46 26.57
iShares MSCI Chile Inv. Mt. Idx. Fd (ECH) 0.82 131575 NEW 36.80 38.74
iShares MSCI All Peru Capped Index Fund (EPU) 0.82 156844 +237.00% 30.89 28.01
iShares MSCI Taiwan Index (EWT) 0.81 340839 NEW 14.05 15.54
Ishares Tr Phill Invstmrk 0.81 122166 NEW 39.17 0.00
iShares MSCI Thailand Index Fund (THD) 0.80 68281 NEW 68.91 78.75
Constellation Brands (STZ) 0.74 26327 165.49 115.30
Reynolds American (RAI) 0.73 79208 54.09 70.03
C.R. Bard (BCR) 0.70 17398 235.47 166.60
Progressive Corporation (PGR) 0.65 113110 -2.00% 33.60 26.15
WisdomTree India Earnings Fund (EPI) 0.64 186653 NEW 20.19 23.12
AutoZone (AZO) 0.62 4607 793.10 644.63
Denbury Res Inc option 0.62 1.02M -41.00% 3.59 0.00
General Mills (GIS) 0.59 48482 71.51 51.55
iShares MSCI South Korea Index Fund (EWY) 0.58 65268 NEW 52.08 55.24
CVS Caremark Corporation (CVS) 0.55 33491 95.92 101.90
Republic Services (RSG) 0.54 62525 51.23 40.26
Kellogg Company (K) 0.54 39203 81.65 62.16
Kimberly-Clark Corporation (KMB) 0.52 22219 137.40 103.80
Campbell Soup Company (CPB) 0.52 46190 66.44 45.09
Energy Select Sector SPDR (XLE) 0.51 43662 NEW 68.23 75.34
McDonald's Corporation (MCD) 0.50 24347 120.22 96.21
Teucrium Sugar Fund mutual fund 0.46 209470 +4.00% 12.96 0.00
SPDR Gold Trust (GLD) 0.45 20755 +16.00% 126.48 110.56
Teucrium Soybean Fund mutual fund 0.44 120049 NEW 21.34 0.00
AmerisourceBergen (ABC) 0.43 32225 79.01 103.61
Vaneck Vectors Russia Index Et 0.27 91300 NEW 17.42 0.00
First American Financial (FAF) 0.22 32188 -59.00% 40.23 33.39
Teucrium Commodity Tr corn fd shs 0.20 56991 NEW 20.49 0.00
Commercial Metals Company (CMC) 0.19 65857 -56.00% 16.90 14.51
Banc Of California 0.19 61499 NEW 18.10 0.00
iShares S&P; US Pref Stock Idx Fnd (PFF) 0.17 24572 +20.00% 39.88 39.78
iShares FTSE NAREIT Mort. Plus Capp (REM) 0.17 97084 NEW 10.26 11.59
Ship Finance Intl 0.16 61932 NEW 14.74 0.00
American Eagle Outfitters (AEO) 0.15 56156 NEW 15.94 16.91
Old National Ban (ONB) 0.15 72354 NEW 12.54 13.83
CNO Financial (CNO) 0.15 49244 NEW 17.46 16.13
Vanguard Intl Equity Index F glb ex us etf 0.15 16484 NEW 54.05 0.00
Time 0.15 54111 -10.00% 16.47 0.00
Steelcase (SCS) 0.14 58719 NEW 13.57 17.89
Greenbrier Companies (GBX) 0.14 27494 -10.00% 29.13 50.34
Nordic American Tanker Shippin 0.14 61163 NEW 13.90 0.00
Atwood Oceanics (ATW) 0.13 62112 -11.00% 12.53 28.96
Dht Holdings 0.13 147619 -2.00% 5.03 0.00
Cooper Tire & Rubber Company (CTB) 0.12 24441 -61.00% 29.83 38.00
Cal-Maine Foods (CALM) 0.12 16594 -49.00% 44.29 36.72
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.11 5529 -61.00% 113.04 106.48
Scorpio Tankers Inc shs 0.11 148839 NEW 4.20 0.00
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.10 4844 -61.00% 127.37 122.65
Rent-A-Center (RCII) 0.09 41317 -55.00% 12.27 26.85
Pool Corporation (POOL) 0.09 5845 +50.00% 94.10 67.65
Abercrombie & Fitch (ANF) 0.09 30360 NEW 17.82 21.19
Alon USA Energy (ALJ) 0.07 62617 -9.00% 6.48 14.28
iShares iBoxx $ High Yid Corp Bond (HYG) 0.07 4655 NEW 84.64 90.34
Teekay Tankers Ltd cl a 0.07 137976 -8.00% 2.98 0.00
Ishares Incglobal High Yi equity 0.07 8212 NEW 47.61 0.00
Ishares Tr 0-5yr hi yl cp 0.07 8471 NEW 46.39 0.00
Vanguard High Dividend Yield ETF (VYM) 0.06 5194 +15.00% 71.43 67.70
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.06 3284 +20.00% 115.10 110.08
PowerShares S&P; 500 BuyWrite Portfol ETF (PBP) 0.06 16068 NEW 20.72 20.56
Plug Power 0.06 175000 +5.00% 1.86 0.00
Ishares Inc Em Hgh Yld Bd other 0.06 7652 +18.00% 49.40 0.00
Helen Of Troy 0.04 2506 -11.00% 102.95 0.00
Convergys Corporation (CVG) 0.04 10296 -11.00% 24.96 21.27
Lancaster Colony (LANC) 0.04 1954 NEW 127.43 87.41
MAXIMUS (MMS) 0.04 4013 -55.00% 55.32 61.29
AmSurg (AMSG) 0.04 3083 -11.00% 77.52 60.82
Chemed Corp Com Stk 0.04 1921 -11.00% 136.39 0.00
Vail Resorts (MTN) 0.04 1657 -43.00% 138.20 86.10
West Pharmaceutical Services (WST) 0.04 3079 NEW 76.00 53.95
Monro Muffler Brake (MNRO) 0.04 3652 -11.00% 63.53 62.59
Texas Roadhouse (TXRH) 0.04 4817 NEW 45.67 36.16
iShares MSCI Malaysia Index Fund (EWM) 0.04 27331 NEW 8.31 12.86
iShares MSCI Turkey Index Fund (TUR) 0.04 5457 -66.00% 39.58 44.37
J Global 0.04 3332 -11.00% 63.03 0.00
Bright Horizons Fam Sol In D 0.04 3309 NEW 66.18 0.00
Sterling Bancorp/de 0.04 13552 NEW 15.72 0.00
1347 Property Insurance Holdings 0.04 34000 +3.00% 6.38 0.00
CSG Systems International (CSGS) 0.03 4718 NEW 40.27 29.36
Owens & Minor (OMI) 0.03 5341 NEW 37.45 33.27
Axcelis Technologies 0.03 17000 NEW 10.76 0.00
BofI Holding (BOFI) 0.02 7224 -11.00% 17.72 87.64
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) 0.02 813 +47.00% 123.00 120.16
iShares S&P; Natl AMTFr Mncpl Bd Fd (MUB) 0.02 862 +22.00% 113.69 109.49
iShares Barclays TIPS Bond Fund (TIP) 0.02 849 +22.00% 116.61 111.97
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 0.02 918 +23.00% 105.66 105.16
SPDR S&P; International Dividend (DWX) 0.02 3441 NEW 35.16 40.92
Ishares Intl Etf equity 0.02 2330 +2352.00% 43.35 0.00
Ishares Tr fltg rate nt 0.02 1917 NEW 50.60 0.00
Agenus 0.02 27000 4.04 0.00
Neonode 0.02 76864 1.46 0.00
Atlas Financial Holdings Inc shs 0.02 5500 17.27 0.00
Cosiinccomnewadded 0.02 240000 -2.00% 0.50 0.00
Intrexon 0.02 3900 +56.00% 24.62 0.00
Resonant 0.02 23000 +9.00% 4.39 0.00
Comstock Resources (CRK) 0.01 14500 NEW 4.21 4.68
ZIOPHARM Oncology (ZIOP) 0.01 6000 5.50 13.14
Global Ship Lease inc usd0.01 class a 0.01 50000 +25.00% 1.28 0.00
Tel Instr Electrs 0.01 12000 4.33 0.00
Av Homes 0.01 7000 12.29 0.00
Silver Spring Networks 0.01 3800 +26.00% 12.11 0.00
Rmg Networks Hldgs 0.01 79955 +14.00% 0.98 0.00
Direxion Shs Etf Tr dly s&p 500 bear 0.01 3000 -40.00% 14.00 0.00
Vuzix Corp Com Stk 0.01 8000 +86.00% 7.50 0.00
Jernigan Cap 0.01 4700 +46.00% 14.04 0.00
Direxion Shs Etf Tr 0.01 1000 NEW 38.00 0.00
Revolution Lighting Technolo 0.01 8000 +60.00% 6.12 0.00
Synthetic Biologics 0.00 10000 +11.00% 1.80 0.00
Oragenics Inc New C ommon stock 0.00 40000 +70.00% 0.50 0.00
Fibrocell Science 0.00 20500 +32.00% 1.17 0.00
Ovascience 0.00 3300 +120.00% 5.15 0.00
Histogenics Corp Cmn 0.00 9500 +26.00% 1.68 0.00
Ampliphi Biosciences 0.00 7300 +170.00% 1.51 0.00
Top Ships Inc shs new 2016 0.00 13500 +68.00% 1.70 0.00