Mount Lucas Management Corporation

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

Mount Lucas Management portfolio companies for December 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
iShares Lehman 1-3 Year Treas.Bond (SHY) 8.50 530437 +20.00% 84.45 84.53
Unum (UNM) 4.82 577563 -16.00% 43.95 48.56
General Motors Company (GM) 4.14 626529 -15.00% 34.83 37.81
Prudential Financial (PRU) 2.62 132921 -15.00% 104.03 111.22
AT&T; (T) 2.60 322055 -14.00% 42.50 41.73
Navient Corporation equity 2.57 822717 -15.00% 16.44 0.00
Fifth Third Ban (FITB) 2.45 478959 -15.00% 26.96 27.57
Transocean Ltd. 2.37 847432 -16.00% 14.75 0.00
Archer Daniels Midland Company (ADM) 2.31 266052 -15.00% 45.70 44.81
Ishares Msci Japan 2.23 240458 NEW 48.86 0.00
Principal Financial (PFG) 2.22 201827 -15.00% 57.90 62.42
Technology SPDR (XLK) 2.21 241237 +4.00% 48.36 52.46
Consumer Discretionary SPDR (XLY) 2.18 140838 +4.00% 81.46 87.11
Industrial SPDR (XLI) 2.17 183999 62.22 66.22
Materials SPDR (XLB) 2.17 230083 +3.00% 49.70 52.47
Kohl's Corporation (KSS) 2.13 227560 -15.00% 49.33 41.78
Best Buy (BBY) 2.09 257243 -15.00% 42.72 45.98
Spdr S&p Oil & Gas Exp & Pr call 2.09 266100 41.42 0.00
Corning Incorporated (GLW) 1.99 431228 -15.00% 24.28 27.73
Hartford Financial Services (HIG) 1.96 216360 -15.00% 47.62 48.93
Assurant (AIZ) 1.96 110975 -15.00% 92.88 98.04
Utilities SPDR (XLU) 1.95 211225 -8.00% 48.57 50.09
Wal-Mart Stores (WMT) 1.76 133962 -15.00% 69.14 71.45
Consumer Staples Select Sect. SPDR (XLP) 1.74 182968 -8.00% 50.00 54.95
Ford Motor Company (F) 1.70 740353 -15.00% 12.13 12.69
CenturyLink (CTL) 1.66 366676 -14.00% 23.82 24.67
GameStop (GME) 1.54 321575 -15.00% 25.21 26.22
iShares MSCI All Peru Capped Index Fund (EPU) 0.86 138327 32.80 35.79
iShares MSCI Brazil Index (EWZ) 0.85 134147 33.34 40.05
iShares MSCI South Korea Index Fund (EWY) 0.85 83836 +5.00% 53.22 59.07
iShares MSCI Thailand Index Fund (THD) 0.85 62407 +5.00% 72.09 75.30
iShares MSCI Chile Inv. Mt. Idx. Fd (ECH) 0.84 118435 -3.00% 37.42 41.13
Global X Fds ftse greec 0.84 570405 NEW 7.79 0.00
Ishares Inc etp 0.82 147725 NEW 29.37 0.00
iShares FTSE/Xinhua China 25 Index (FXI) 0.79 120383 34.71 38.82
iShares MSCI Austria Investable Mkt (EWO) 0.77 245716 -4.00% 16.53 17.86
iShares MSCI France Index (EWQ) 0.72 152763 24.67 24.98
Denbury Res Inc option 0.68 979900 3.68 0.00
iShares MSCI Germany Index Fund (EWG) 0.57 113709 -25.00% 26.48 27.78
Republic Services (RSG) 0.56 51787 -15.00% 57.23 61.22
iShares MSCI Sweden Index (EWD) 0.56 102700 -26.00% 28.73 30.99
Waste Management (WM) 0.52 38872 -15.00% 70.94 72.82
SYSCO Corporation (SYY) 0.52 49480 -15.00% 55.22 52.81
WisdomTree India Earnings Fund (EPI) 0.52 136043 -34.00% 20.20 22.57
Ishares Msci Italy Capped Et etp 0.52 112485 NEW 24.21 0.00
Northrop Grumman Corporation (NOC) 0.51 11543 -15.00% 233.33 244.12
United States Gasoline Fund (UGA) 0.50 84484 NEW 31.32 27.88
Us Natural Gas Fd Etf 0.50 281312 +196.00% 9.34 0.00
Paychex (PAYX) 0.49 42021 -15.00% 61.04 59.10
Illinois Tool Works (ITW) 0.49 21106 -15.00% 123.06 130.41
Financial Select Sector SPDR (XLF) 0.49 111654 23.25 24.59
iShares MSCI Spain Index (EWP) 0.49 97201 NEW 26.51 27.32
United Sts Diesel Heating Oi unit 0.49 153691 +289.00% 16.77 0.00
3M Company (MMM) 0.48 13952 -15.00% 179.49 183.37
Raytheon Company (RTN) 0.48 17920 -15.00% 141.67 154.02
United States Oil Fund (USO) 0.48 216968 NEW 11.72 11.54
Energy Select Sector SPDR (XLE) 0.48 33792 -16.00% 75.31 72.46
iShares MSCI Netherlands Investable (EWN) 0.48 103976 -35.00% 24.15 25.45
General Mills (GIS) 0.47 40012 -15.00% 61.80 61.02
Marsh & McLennan Companies (MMC) 0.47 37024 -15.00% 67.52 72.93
iShares MSCI Poland Investable ETF (EPOL) 0.47 135569 NEW 18.12 21.54
Ishares Msci United Kingdom Index etf 0.47 81389 NEW 30.69 0.00
McDonald's Corporation (MCD) 0.46 20121 -15.00% 121.48 128.04
McCormick & Company, Incorporated (MKC) 0.46 25866 -15.00% 93.75 98.52
Kellogg Company (K) 0.45 32345 -15.00% 74.01 74.74
Campbell Soup Company (CPB) 0.44 38027 -15.00% 60.30 58.95
Becton, Dickinson and (BDX) 0.44 13927 -15.00% 166.31 182.02
Procter & Gamble Company (PG) 0.44 27790 -15.00% 83.69 91.67
Clorox Company (CLX) 0.44 19268 -15.00% 119.63 135.44
Teucrium Soybean Fund mutual fund 0.44 120135 -9.00% 19.10 0.00
United Sts Commodity Idx Fdt cm rep copp fd 0.44 140406 NEW 16.35 0.00
Kimberly-Clark Corporation (KMB) 0.40 18325 -15.00% 114.98 134.64
Public Storage (PSA) 0.40 9584 -15.00% 222.59 227.73
Steelcase (SCS) 0.38 112218 +94.00% 17.90 16.50
iShares MSCI South Africa Index (EZA) 0.38 37887 -55.00% 52.37 56.57
CNO Financial (CNO) 0.34 94447 +96.00% 19.15 21.15
Banc Of California 0.34 104393 +73.00% 17.35 0.00
Vaneck Vectors Russia Index Et 0.31 76277 -5.00% 21.23 0.00
American Eagle Outfitters (AEO) 0.28 97851 +77.00% 15.17 15.57
Old National Ban (ONB) 0.24 70204 18.15 18.80
Mortgage Reit Index real 0.23 28300 NEW 42.05 0.00
GATX Corporation (GMT) 0.20 16919 NEW 61.59 43.97
Office Depot (ODP) 0.19 219593 NEW 4.52 4.68
Dean Foods Company 0.19 44893 NEW 21.79 0.00
Ship Finance Intl Ltd 0.18 63082 14.85 0.00
Trinseo S A shs 0.15 13383 NEW 59.33 0.00
Sanderson Farms (SAFM) 0.14 7840 NEW 94.26 95.13
Cal-Maine Foods (CALM) 0.13 15918 44.16 38.45
Scorpio Tankers Inc shs 0.13 150753 4.53 0.00
Cys Investments 0.13 90115 NEW 7.73 0.00
MSCI Indonesia Investable Market Ind Fd (EIDO) 0.12 27213 -84.00% 24.14 24.63
Teucrium Sugar Fund mutual fund 0.11 43703 -75.00% 13.00 0.00
Nordic American Tanker Shippin 0.10 61573 8.40 0.00
iShares iBoxx $ High Yid Corp Bond (HYG) 0.09 5564 +5.00% 86.63 88.06
Vanguard High Dividend Yield ETF (VYM) 0.09 6025 +2.00% 75.85 78.24
SPDR S&P; International Dividend (DWX) 0.09 12684 +6.00% 36.03 37.51
Ishares Inc Em Hgh Yld Bd other 0.09 9254 +8.00% 48.63 0.00
Ishares Incglobal High Yi equity 0.09 9974 +7.00% 48.53 0.00
Ishares Tr 0-5yr hi yl cp 0.09 10159 +4.00% 47.35 0.00
PowerShares S&P; 500 BuyWrite Portfol ETF (PBP) 0.08 20703 21.25 22.00
Abercrombie & Fitch (ANF) 0.07 29841 12.00 12.40
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.06 2915 -20.00% 110.12 113.12
Sterling Bancorp/de 0.06 13090 23.38 0.00
Lancaster Colony (LANC) 0.05 1890 141.27 135.06
Pool Corporation (POOL) 0.05 2301 -59.00% 104.30 116.76
Vail Resorts (MTN) 0.05 1604 161.47 182.69
West Pharmaceutical Services (WST) 0.05 2957 84.88 83.47
Plug Power Inc 0.05 200000 +14.00% 1.20 0.00
1347 Property Insurance Holdings 0.05 34968 -2.00% 7.81 0.00
Curtiss-Wright (CW) 0.04 2119 NEW 98.16 98.31
CSG Systems International (CSGS) 0.04 4558 48.49 39.99
Drew Industries (DW) 0.04 1965 NEW 107.89 107.75
Advanced Energy Industries (AEIS) 0.04 3954 NEW 54.63 62.79
Cantel Medical (CMN) 0.04 2416 NEW 78.64 81.14
InterDigital (IDCC) 0.04 2374 NEW 91.41 101.75
Texas Roadhouse (TXRH) 0.04 4657 48.31 47.79
Chemical Financial Corporation (CHFC) 0.04 4200 NEW 54.29 53.72
Masimo Corporation (MASI) 0.04 3122 NEW 67.26 85.32
Cooper Standard Holdings Inc 0.04 1864 NEW 103.54 0.00
Bright Horizons Fam Sol In D 0.04 3173 69.97 0.00
Science App Int'l 0.04 2697 NEW 84.91 0.00
Fresh Del Monte Produce Inc 0.03 2997 NEW 60.73 0.00
Owens & Minor (OMI) 0.03 5201 35.38 35.96
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 0.02 1021 -5.00% 104.80 105.15
Ishares Tr fltg rate nt 0.02 2332 +3.00% 50.60 0.00
Agenus 0.02 25000 +4.00% 4.12 0.00
Av Homes 0.02 7243 +11.00% 15.74 0.00
Rmg Networks Hldgs 0.02 135509 +42.00% 0.72 0.00
Resonant 0.02 26000 +30.00% 5.04 0.00
Vuzix Corp Com Stk 0.02 14000 +33.00% 6.79 0.00
Jernigan Cap 0.02 4500 21.11 0.00
iShares Dow Jones US Tele (IYZ) 0.01 1027 NEW 34.08 34.47
BioTime (BTIM) 0.01 11500 +4.00% 3.65 0.00
Hydrogenics Corporation New 0.01 7500 NEW 4.40 0.00
Global Ship Lease inc usd0.01 class a 0.01 30000 -51.00% 1.50 0.00
Silver Spring Networks 0.01 5500 +22.00% 13.27 0.00
Jones Energy Inc A 0.01 9000 +20.00% 5.00 0.00
Bellicum Pharma 0.01 2000 NEW 13.50 0.00
Aqua Metals 0.01 6000 +33.00% 13.17 0.00
Resolute Energy 0.01 1500 NEW 41.33 0.00
Centennial Resource Developmen cs 0.01 2500 NEW 19.60 0.00
Clearsign Combustion 0.00 7500 NEW 3.47 0.00
Real Estate Select Sect Spdr 0.00 134 -99.00% 29.85 0.00

Past 13F-HR SEC Filings for Mount Lucas Management