Mount Lucas Management as of Dec. 31, 2015
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 114 positions in its portfolio as reported in the December 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 23.2 | $152M | 1.8M | 84.36 | |
| Travelers Companies (TRV) | 6.1 | $40M | 354k | 112.85 | |
| Tesoro Corporation | 5.8 | $38M | 363k | 105.36 | |
| Best Buy (BBY) | 4.0 | $26M | 866k | 30.45 | |
| Valero Energy Corporation (VLO) | 3.0 | $20M | 275k | 70.73 | |
| Allstate Corporation (ALL) | 2.9 | $19M | 308k | 62.07 | |
| General Motors Company (GM) | 2.8 | $19M | 547k | 34.01 | |
| Marathon Petroleum Corp (MPC) | 2.8 | $19M | 358k | 51.82 | |
| Consumer Discretionary SPDR (XLY) | 2.8 | $18M | 235k | 78.11 | |
| Technology SPDR (XLK) | 2.8 | $18M | 423k | 42.74 | |
| Phillips 66 (PSX) | 2.6 | $17M | 212k | 81.77 | |
| Ford Motor Company (F) | 2.5 | $17M | 1.2M | 14.09 | |
| MetLife (MET) | 2.5 | $16M | 336k | 48.22 | |
| Hartford Financial Services (HIG) | 2.4 | $16M | 362k | 43.48 | |
| Spdr Short-term High Yield mf (SJNK) | 2.3 | $15M | 598k | 25.69 | |
| Xerox Corporation | 2.2 | $14M | 1.3M | 10.63 | |
| Diamond Offshore Drilling | 2.0 | $13M | 629k | 21.09 | |
| Tegna (TGNA) | 1.9 | $13M | 495k | 25.52 | |
| GameStop (GME) | 1.7 | $11M | 390k | 28.05 | |
| Spdr S&p Oil & Gas Exp & Pr call | 1.4 | $9.0M | 299k | 30.22 | |
| CVS Caremark Corporation (CVS) | 1.2 | $8.2M | 83k | 97.75 | |
| Public Storage (PSA) | 0.8 | $5.1M | 21k | 247.72 | |
| Kroger (KR) | 0.7 | $4.8M | 114k | 41.78 | |
| Clorox Company (CLX) | 0.7 | $4.8M | 38k | 126.68 | |
| AvalonBay Communities (AVB) | 0.7 | $4.7M | 26k | 184.24 | |
| Altria (MO) | 0.7 | $4.6M | 80k | 58.16 | |
| Constellation Brands (STZ) | 0.7 | $4.6M | 33k | 142.35 | |
| Costco Wholesale Corporation (COST) | 0.7 | $4.6M | 29k | 161.41 | |
| Essex Property Trust (ESS) | 0.7 | $4.6M | 19k | 239.11 | |
| Reynolds American | 0.7 | $4.5M | 98k | 46.15 | |
| McCormick & Company, Incorporated (MKC) | 0.7 | $4.4M | 52k | 85.44 | |
| Progressive Corporation (PGR) | 0.7 | $4.3M | 137k | 31.77 | |
| Waste Management (WM) | 0.7 | $4.3M | 81k | 53.34 | |
| AutoZone (AZO) | 0.7 | $4.3M | 5.7k | 742.50 | |
| SPDR S&P Oil & Gas Explore & Prod. | 0.7 | $4.2M | 140k | 30.22 | |
| C.R. Bard | 0.6 | $4.1M | 22k | 189.77 | |
| AmerisourceBergen (COR) | 0.6 | $4.1M | 40k | 103.70 | |
| Gannett | 0.6 | $4.1M | 251k | 16.29 | |
| General Growth Properties | 0.6 | $4.0M | 148k | 27.22 | |
| Oaktree Cap | 0.6 | $4.0M | 84k | 47.72 | |
| KKR & Co | 0.6 | $4.0M | 254k | 15.59 | |
| Apollo Global Management 'a' | 0.6 | $4.0M | 260k | 15.18 | |
| Carlyle Group | 0.6 | $3.9M | 253k | 15.62 | |
| Blackstone | 0.6 | $3.8M | 130k | 29.24 | |
| Denbury Res Inc option | 0.6 | $3.6M | 1.8M | 2.02 | |
| Chesapeake Energy Corporation | 0.5 | $3.5M | 781k | 4.51 | |
| Denbury Resources | 0.5 | $3.0M | 1.5M | 2.02 | |
| First American Financial (FAF) | 0.4 | $2.6M | 72k | 35.89 | |
| Cooper Tire & Rubber Company | 0.3 | $2.2M | 57k | 37.86 | |
| Teucrium Sugar Fund mutual fund (CANE) | 0.3 | $2.1M | 205k | 10.06 | |
| Commercial Metals Company (CMC) | 0.3 | $1.9M | 137k | 13.69 | |
| Cal-Maine Foods (CALM) | 0.2 | $1.4M | 30k | 46.34 | |
| Rent-A-Center (UPBD) | 0.2 | $1.3M | 85k | 14.97 | |
| Financial Select Sector SPDR (XLF) | 0.2 | $1.1M | 48k | 23.84 | |
| Dht Holdings (DHT) | 0.2 | $1.0M | 128k | 8.09 | |
| Western Refining | 0.1 | $907k | 26k | 35.62 | |
| Alon USA Energy | 0.1 | $921k | 62k | 14.85 | |
| Greenbrier Companies (GBX) | 0.1 | $904k | 28k | 32.60 | |
| Green Plains Renewable Energy (GPRE) | 0.1 | $891k | 39k | 22.90 | |
| Teekay Tankers Ltd cl a | 0.1 | $921k | 134k | 6.88 | |
| Time | 0.1 | $846k | 54k | 15.68 | |
| Delek US Holdings | 0.1 | $706k | 29k | 24.59 | |
| Atwood Oceanics | 0.1 | $646k | 63k | 10.23 | |
| Amtrust Financial Services | 0.1 | $597k | 19k | 30.80 | |
| Maximus (MMS) | 0.1 | $462k | 8.2k | 56.20 | |
| Vail Resorts (MTN) | 0.1 | $336k | 2.6k | 127.95 | |
| Ss&c Technologies Holding (SSNC) | 0.1 | $301k | 4.4k | 68.32 | |
| Plug Power (PLUG) | 0.1 | $338k | 160k | 2.11 | |
| Cracker Barrel Old Country Store (CBRL) | 0.0 | $246k | 1.9k | 126.61 | |
| Helen Of Troy (HELE) | 0.0 | $242k | 2.6k | 94.24 | |
| Convergys Corporation | 0.0 | $261k | 11k | 24.91 | |
| Pool Corporation (POOL) | 0.0 | $284k | 3.5k | 80.73 | |
| AmSurg | 0.0 | $240k | 3.2k | 76.02 | |
| Chemed Corp Com Stk (CHE) | 0.0 | $294k | 2.0k | 149.85 | |
| Monro Muffler Brake (MNRO) | 0.0 | $246k | 3.7k | 66.09 | |
| Molina Healthcare (MOH) | 0.0 | $248k | 4.1k | 60.08 | |
| J Global (ZD) | 0.0 | $279k | 3.4k | 82.45 | |
| Berry Plastics (BERY) | 0.0 | $278k | 7.7k | 36.23 | |
| 1347 Property Insurance Holdings | 0.0 | $233k | 31k | 7.64 | |
| Jack in the Box (JACK) | 0.0 | $222k | 2.9k | 76.66 | |
| Energy Select Sector SPDR (XLE) | 0.0 | $167k | 2.8k | 60.27 | |
| PowerSecure International | 0.0 | $181k | 12k | 15.08 | |
| Neonode | 0.0 | $201k | 79k | 2.53 | |
| BofI Holding | 0.0 | $156k | 7.4k | 21.09 | |
| American Midstream Partners Lp us equity | 0.0 | $101k | 13k | 8.08 | |
| Agenus (AGEN) | 0.0 | $123k | 27k | 4.56 | |
| Atlas Financial Holdings (AFHIF) | 0.0 | $119k | 6.0k | 19.83 | |
| Cosiinccomnewadded | 0.0 | $110k | 250k | 0.44 | |
| Bovie Medical Corporation | 0.0 | $84k | 40k | 2.10 | |
| Mercer International (MERC) | 0.0 | $38k | 4.2k | 9.05 | |
| Global Ship Lease inc usd0.01 class a | 0.0 | $62k | 24k | 2.58 | |
| Tel Instr Electrs Corp (TIKK) | 0.0 | $58k | 12k | 4.83 | |
| Av Homes | 0.0 | $60k | 4.7k | 12.77 | |
| Clearsign Combustion (CLIR) | 0.0 | $87k | 18k | 4.83 | |
| Magnegas | 0.0 | $40k | 25k | 1.60 | |
| HEALTH INSURANCE Common equity Innovations shares | 0.0 | $42k | 6.2k | 6.77 | |
| Pacific Ethanol | 0.0 | $48k | 10k | 4.80 | |
| Rmg Networks Hldgs | 0.0 | $64k | 85k | 0.75 | |
| Energous | 0.0 | $83k | 11k | 7.90 | |
| Resonant | 0.0 | $50k | 19k | 2.63 | |
| Health Care SPDR (XLV) | 0.0 | $6.0k | 84.00 | 71.43 | |
| Novatel Wireless | 0.0 | $18k | 11k | 1.71 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.0 | $0 | 375k | 0.00 | |
| Ocean Rig Udw | 0.0 | $8.0k | 5.0k | 1.60 | |
| Trovagene | 0.0 | $32k | 6.0k | 5.33 | |
| Revolution Lighting Tech | 0.0 | $16k | 20k | 0.80 | |
| Lyon William Homes cl a | 0.0 | $17k | 1.0k | 17.00 | |
| Foundation Medicine | 0.0 | $8.0k | 400.00 | 20.00 | |
| Glori Energy (GLRI) | 0.0 | $11k | 32k | 0.34 | |
| Top Ships | 0.0 | $29k | 90k | 0.32 | |
| Adma Biologics (ADMA) | 0.0 | $28k | 3.5k | 8.00 | |
| Auris Med Hldg | 0.0 | $15k | 3.0k | 5.00 | |
| Caladrius Biosciences | 0.0 | $16k | 15k | 1.10 | |
| Oncosec Med | 0.0 | $24k | 10k | 2.40 |
