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 June 2017 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
iShares Lehman 1-3 Year Treas.Bond (SHY) 5.04 -24% 316828 84.49
Best Buy (BBY) 4.91 454673 57.31
Corning Incorporated (GLW) 4.27 754424 30.03
Principal Financial (PFG) 4.09 338866 64.08
Unum (UNM) 4.02 457553 46.66
Ishares Msci Japan 2.42 239119 53.65
Carnival Corporation (CCL) 2.16 175631 65.46
Health Care SPDR (XLV) 2.15 +11% 144202 79.24
Materials SPDR (XLB) 2.10 +11% 206835 53.81
Real Estate Select Sect Spdr 2.10 +44% 345852 32.20
Fifth Third Ban (FITB) 2.09 427062 26.01
Utilities SPDR (XLU) 2.09 +8% 213367 51.96
Tesoro Corporation (TSO) 2.08 117919 93.67
Industrial SPDR (XLI) 2.08 +9% 162606 68.11
AFLAC Incorporated (AFL) 2.04 139177 77.79
Consumer Discretionary SPDR (XLY) 2.03 +6% 120382 89.63
Consumer Staples Select Sect. SPDR (XLP) 2.01 +9% 194413 54.94
Technology SPDR (XLK) 2.00 +4% 194085 54.72
Assurant (AIZ) 1.94 99117 103.74
Marathon Petroleum Corp 1.93 195511 52.44
General Motors Company (GM) 1.88 286106 34.92
Valero Energy Corporation (VLO) 1.87 147216 67.40
Wal-Mart Stores (WMT) 1.71 119963 75.86
CenturyLink (CTL) 1.53 339704 23.94
Kohl's Corporation (KSS) 1.50 206663 38.59
Hewlett Packard Enterprise 1.38 443046 16.55
Illinois Tool Works (ITW) 1.01 37510 142.69
Global X Fds ftse greec 0.95 -13% 501454 10.11
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.92 +555% 90627 53.94
Ishares Inc etp 0.91 -2% 134625 35.76
iShares MSCI Turkey Index Fund (TUR) 0.90 NEW 115121 41.51
MSCI Indonesia Investable Market Ind Fd (EIDO) 0.89 -4% 174262 27.21
iShares MSCI Poland Investable ETF (EPOL) 0.89 -8% 194698 24.28
iShares MSCI Thailand Index Fund (THD) 0.88 60222 77.96
Ishares Inc etp 0.88 NEW 146645 31.71
iShares FTSE/Xinhua China 25 Index (FXI) 0.87 115808 39.71
iShares MSCI South Korea Index Fund (EWY) 0.87 -10% 68346 67.82
iShares MSCI All Peru Capped Index Fund (EPU) 0.87 +5% 137049 33.87
iShares MSCI Chile Inv. Mt. Idx. Fd (ECH) 0.86 109596 41.67
WisdomTree India Earnings Fund (EPI) 0.86 -5% 186135 24.51
iShares MSCI South Africa Index (EZA) 0.84 -3% 78452 56.72
iShares MSCI Sweden Index (EWD) 0.81 -4% 126728 33.92
iShares MSCI Austria Investable Mkt (EWO) 0.81 -12% 202413 21.24
Ishares Msci Italy Capped Et etp 0.81 -9% 154147 27.80
iShares MSCI Switzerland Index Fund (EWL) 0.80 -5% 123388 34.31
iShares MSCI Germany Index Fund (EWG) 0.79 -5% 138673 30.27
iShares MSCI Spain Index (EWP) 0.79 -13% 127658 32.84
iShares MSCI France Index (EWQ) 0.79 -9% 146055 28.76
iShares MSCI Netherlands Investable (EWN) 0.79 -8% 145037 28.93
Ishares Tr Phill Invstmrk 0.78 NEW 115262 35.83
Ishares Msci United Kingdom Index etf 0.78 124627 33.33
Dxc Technology 0.55 NEW 38053 77.01
Boeing Company (BA) 0.52 14114 197.41
UnitedHealth (UNH) 0.51 14647 184.05
Northrop Grumman Corporation (NOC) 0.50 10270 258.77
Financial Select Sector SPDR (XLF) 0.50 +7% 107378 24.67
United Sts Commodity Idx Fdt cm rep copp fd 0.50 +9% 151059 17.46
3M Company (MMM) 0.49 12484 206.52
Marsh & McLennan Companies (MMC) 0.49 32997 78.62
General Dynamics Corporation (GD) 0.49 13137 199.31
Arthur J. Gallagher & Co. (AJG) 0.48 44222 57.26
Republic Services (RSG) 0.48 39830 63.64
Waste Management (WM) 0.48 34711 72.82
Raytheon Company (RTN) 0.48 15928 161.38
Amphenol Corporation (APH) 0.48 34980 73.64
Torchmark Corporation (TMK) 0.46 31960 76.38
U.S. Ban (USB) 0.45 45970 51.59
Becton, Dickinson and (BDX) 0.45 12386 194.95
Texas Instruments Incorporated (TXN) 0.44 30815 76.25
SYSCO Corporation (SYY) 0.42 44238 50.26
Procter & Gamble Company (PG) 0.41 24897 86.72
Paychex (PAYX) 0.40 37694 57.04
Office Depot (ODP) 0.34 +63% 318229 5.64
CNO Financial (CNO) 0.28 -14% 71205 20.88
Trinseo S A shs 0.27 +75% 20808 68.72
Ilg Inc Com stock 0.21 NEW 39776 27.48
GATX Corporation (GMT) 0.16 -10% 13533 64.29
Dana Holding Corporation (DAN) 0.16 NEW 38329 22.33
New Residential Investment 0.15 NEW 50535 15.55
Sanderson Farms (SAFM) 0.14 -10% 6210 115.62
Invesco Mortgage Capital (IVR) 0.14 NEW 44006 16.70
SPDR Barclays Capital Convertible SecETF (CWB) 0.14 +2% 15240 49.61
Powershares Senior Loan Portfo mf 0.14 +5% 32210 23.13
Banc Of California 0.14 -61% 35605 21.51
Mortgage Reit Index real 0.14 +2% 16522 46.36
Steelcase (SCS) 0.12 -55% 44133 14.00
Universal Corporation (UVV) 0.12 NEW 9485 64.73
DSW (DSW) 0.12 NEW 34576 17.70
Group 1 Automotive (GPI) 0.12 NEW 9979 63.33
Cys Investments 0.12 -8% 75503 8.41
Dean Foods Company 0.11 -10% 35764 17.00
iShares iBoxx $ High Yid Corp Bond (HYG) 0.09 +4% 5654 88.43
Vanguard High Dividend Yield ETF (VYM) 0.09 +5% 6054 78.13
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.09 +3% 4062 114.48
PowerShares S&P; 500 BuyWrite Portfol ETF (PBP) 0.09 +4% 21146 22.23
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.09 NEW 3734 123.46
SPDR S&P; International Dividend (DWX) 0.09 11971 39.09
Ishares Inc Em Hgh Yld Bd other 0.09 +3% 9265 50.19
Ishares Incglobal High Yi equity 0.09 +3% 9928 50.46
Ishares Tr 0-5yr hi yl cp 0.09 +5% 10441 47.89
American Eagle Outfitters (AEO) 0.08 -60% 34058 12.04
Advanced Energy Industries (AEIS) 0.07 +63% 5706 64.67
Masimo Corporation (MASI) 0.07 +54% 4264 91.23
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.07 NEW 3496 106.69
iShares S&P; US Pref Stock Idx Fnd (PFF) 0.07 +4% 9634 39.13
Vanguard Intl Equity Index F glb ex us etf 0.07 6666 56.26
Ishares Tr int pfd stk fd 0.07 +5% 22190 17.89
Vanguard REIT ETF (VNQ) 0.06 NEW 3705 83.13
Plug Power Inc 0.06 -14% 150000 2.04
1347 Property Insurance Holdings 0.05 -10% 31500 7.97
Grand Canyon Education (LOPE) 0.04 NEW 2430 78.60
Curtiss-Wright (CW) 0.03 -10% 1673 92.05
Cantel Medical (CMN) 0.03 -10% 1904 77.73
MKS Instruments (MKSI) 0.03 NEW 2571 67.29
Cabot Microelectronics Corporation (CCMP) 0.03 NEW 2354 73.92
InterDigital (IDCC) 0.03 -10% 1882 77.05
Chemical Financial Corporation (CHFC) 0.03 -10% 3345 48.43
Aspen Technology (AZPN) 0.03 NEW 2881 55.19
RealPage (RP) 0.03 NEW 4682 35.88
Cooper Standard Holdings Inc 0.03 -10% 1469 100.75
Science App Int'l 0.03 -10% 2140 69.63
Essent 0.03 NEW 4477 37.08
Lci Industries 0.03 NEW 1562 102.43
Fresh Del Monte Produce Inc 0.02 -10% 2374 50.97
iShares IBoxx $ Invest Grade Corp Bd Fd (LQD) 0.02 NEW 1039 120.31
iShares S&P; Natl AMTFr Mncpl Bd Fd (MUB) 0.02 NEW 1126 110.12
iShares Barclays 1-3 Year Cred Bd Fd ETF (CSJ) 0.02 +4% 1184 105.57
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.02 +331% 2242 55.75
Ishares Tr fltg rate nt 0.02 +5% 2452 50.98
Rmg Networks Hldgs 0.02 -3% 130000 0.66
Intrexon 0.02 +150% 5000 24.00
Resonant 0.02 -16% 20000 4.45
BioTime (BTIM) 0.01 17000 3.18
ZIOPHARM Oncology (ZIOP) 0.01 NEW 6500 6.15
iShares Barclays TIPS Bond Fund (TIP) 0.01 NEW 570 114.04
Pluristem Therapeutics (PSTI) 0.01 +22% 55000 1.27
Global Ship Lease inc usd0.01 class a 0.01 +31% 46000 1.22
Agenus 0.01 -38% 13000 3.92
AVINO SILVER & GOLD Mines Lt 0.01 +64% 43500 1.61
Resolute Energy 0.01 +150% 2500 29.60
New Age Beverages 0.01 NEW 10000 5.10

Past 13F-HR SEC Filings by Mount Lucas Management

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