Mount Lucas Management as of March 31, 2016
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 123 positions in its portfolio as reported in the March 2016 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares Lehman 1-3 Year Treas.Bond (SHY) | 19.7 | $113M | 1.3M | 85.03 | |
| General Motors Company (GM) | 4.5 | $26M | 829k | 31.42 | |
| Hartford Financial Services (HIG) | 4.5 | $26M | 562k | 46.08 | |
| Ford Motor Company (F) | 4.4 | $26M | 1.9M | 13.50 | |
| GameStop (GME) | 3.9 | $23M | 711k | 31.74 | |
| Travelers Companies (TRV) | 2.8 | $16M | 138k | 116.68 | |
| Spdr Short-term High Yield mf (SJNK) | 2.7 | $15M | 592k | 25.82 | |
| Phillips 66 (PSX) | 2.6 | $15M | 176k | 86.56 | |
| At&t (T) | 2.6 | $15M | 388k | 39.16 | |
| Utilities SPDR (XLU) | 2.6 | $15M | 304k | 49.62 | |
| Technology SPDR (XLK) | 2.6 | $15M | 335k | 44.36 | |
| Valero Energy Corporation (VLO) | 2.5 | $15M | 229k | 64.15 | |
| Consumer Staples Select Sect. SPDR (XLP) | 2.5 | $14M | 270k | 53.06 | |
| Industrial SPDR (XLI) | 2.5 | $14M | 256k | 55.47 | |
| Consumer Discretionary SPDR (XLY) | 2.4 | $14M | 171k | 79.10 | |
| Tesoro Corporation | 2.2 | $13M | 148k | 86.01 | |
| Best Buy (BBY) | 2.1 | $12M | 368k | 32.44 | |
| Navient Corporation equity (NAVI) | 2.1 | $12M | 997k | 11.97 | |
| Archer Daniels Midland Company (ADM) | 2.1 | $12M | 326k | 36.32 | |
| Prudential Financial (PRU) | 2.0 | $12M | 162k | 72.25 | |
| Unum (UNM) | 2.0 | $12M | 377k | 30.90 | |
| Marathon Petroleum Corp (MPC) | 1.9 | $11M | 297k | 37.16 | |
| Transocean (RIG) | 1.7 | $9.7M | 1.1M | 9.13 | |
| Spdr S&p Oil & Gas Exp & Pr call | 1.6 | $8.9M | 295k | 30.35 | |
| Public Storage (PSA) | 1.4 | $7.9M | 29k | 275.73 | |
| McCormick & Company, Incorporated (MKC) | 1.3 | $7.4M | 74k | 99.50 | |
| Clorox Company (CLX) | 1.2 | $6.9M | 55k | 126.05 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.8 | $4.4M | 189k | 23.56 | |
| Progressive Corporation (PGR) | 0.7 | $4.1M | 116k | 35.20 | |
| Reynolds American | 0.7 | $4.0M | 80k | 50.23 | |
| Constellation Brands (STZ) | 0.7 | $4.0M | 27k | 150.76 | |
| Denbury Res Inc option | 0.7 | $3.9M | 1.7M | 2.22 | |
| AutoZone (AZO) | 0.7 | $3.8M | 4.7k | 798.42 | |
| C.R. Bard | 0.6 | $3.6M | 18k | 202.93 | |
| CVS Caremark Corporation (CVS) | 0.6 | $3.5M | 34k | 103.94 | |
| McDonald's Corporation (MCD) | 0.5 | $3.1M | 25k | 125.75 | |
| General Mills (GIS) | 0.5 | $3.1M | 49k | 63.30 | |
| Republic Services (RSG) | 0.5 | $3.0M | 63k | 47.63 | |
| First American Financial (FAF) | 0.5 | $3.0M | 80k | 38.11 | |
| Kimberly-Clark Corporation (KMB) | 0.5 | $3.0M | 22k | 134.32 | |
| Campbell Soup Company (CPB) | 0.5 | $3.0M | 47k | 63.60 | |
| Kellogg Company (K) | 0.5 | $3.0M | 40k | 76.39 | |
| AmerisourceBergen (COR) | 0.5 | $2.8M | 33k | 86.48 | |
| Commercial Metals Company (CMC) | 0.5 | $2.6M | 153k | 16.97 | |
| Cooper Tire & Rubber Company | 0.4 | $2.3M | 63k | 37.01 | |
| Teucrium Sugar Fund mutual fund (CANE) | 0.4 | $2.1M | 201k | 10.55 | |
| SPDR Gold Trust (GLD) | 0.4 | $2.1M | 18k | 117.65 | |
| Cal-Maine Foods (CALM) | 0.3 | $1.7M | 33k | 51.92 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 0.3 | $1.6M | 15k | 110.34 | |
| iShares Lehman 3-7 Yr Treasury Bond (IEI) | 0.3 | $1.6M | 13k | 125.96 | |
| Rent-A-Center (UPBD) | 0.3 | $1.5M | 93k | 15.85 | |
| iShares MSCI All Peru Capped Index Fund (EPU) | 0.2 | $1.2M | 47k | 26.36 | |
| Amtrust Financial Services | 0.2 | $1.1M | 43k | 25.88 | |
| Time | 0.2 | $932k | 60k | 15.44 | |
| Greenbrier Companies (GBX) | 0.1 | $853k | 31k | 27.64 | |
| Dht Holdings (DHT) | 0.1 | $874k | 152k | 5.76 | |
| Western Refining | 0.1 | $826k | 28k | 29.10 | |
| iShares S&P US Pref Stock Idx Fnd (PFF) | 0.1 | $797k | 20k | 39.04 | |
| Alon USA Energy | 0.1 | $717k | 69k | 10.32 | |
| Green Plains Renewable Energy (GPRE) | 0.1 | $691k | 43k | 15.96 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.1 | $715k | 16k | 43.83 | |
| Atwood Oceanics | 0.1 | $643k | 70k | 9.16 | |
| Teekay Tankers Ltd cl a | 0.1 | $556k | 152k | 3.67 | |
| Maximus (MMS) | 0.1 | $478k | 9.1k | 52.68 | |
| Delek US Holdings | 0.1 | $487k | 32k | 15.22 | |
| Vail Resorts (MTN) | 0.1 | $390k | 2.9k | 133.79 | |
| Cracker Barrel Old Country Store (CBRL) | 0.1 | $330k | 2.2k | 152.64 | |
| Convergys Corporation | 0.1 | $322k | 12k | 27.79 | |
| Pool Corporation (POOL) | 0.1 | $342k | 3.9k | 87.85 | |
| Plug Power (PLUG) | 0.1 | $339k | 165k | 2.05 | |
| Helen Of Troy (HELE) | 0.1 | $294k | 2.8k | 103.85 | |
| AmSurg | 0.1 | $260k | 3.5k | 74.65 | |
| Chemed Corp Com Stk (CHE) | 0.1 | $294k | 2.2k | 135.55 | |
| Monro Muffler Brake (MNRO) | 0.1 | $294k | 4.1k | 71.45 | |
| Molina Healthcare (MOH) | 0.1 | $294k | 4.6k | 64.54 | |
| Ss&c Technologies Holding (SSNC) | 0.1 | $309k | 4.9k | 63.50 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $311k | 4.5k | 69.13 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.1 | $302k | 2.7k | 110.42 | |
| Berry Plastics (BERY) | 0.1 | $306k | 8.5k | 36.15 | |
| Ishares Inc Em Hgh Yld Bd other (EMHY) | 0.1 | $305k | 6.5k | 47.10 | |
| Steris | 0.1 | $313k | 4.4k | 70.94 | |
| Jack in the Box (JACK) | 0.0 | $205k | 3.2k | 63.90 | |
| J Global (ZD) | 0.0 | $231k | 3.7k | 61.65 | |
| Cosiinccomnewadded | 0.0 | $208k | 245k | 0.85 | |
| BofI Holding | 0.0 | $174k | 8.2k | 21.32 | |
| Neonode | 0.0 | $158k | 78k | 2.04 | |
| 1347 Property Insurance Holdings | 0.0 | $196k | 33k | 5.94 | |
| American Midstream Partners Lp us equity | 0.0 | $100k | 15k | 6.90 | |
| Agenus (AGEN) | 0.0 | $112k | 27k | 4.15 | |
| Atlas Financial Holdings (AFHIF) | 0.0 | $100k | 5.5k | 18.18 | |
| Bovie Medical Corporation | 0.0 | $58k | 35k | 1.66 | |
| Mercer International (MERC) | 0.0 | $33k | 3.5k | 9.43 | |
| Axcelis Technologies | 0.0 | $29k | 11k | 2.76 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.0 | $65k | 550.00 | 118.18 | |
| iShares S&P Natl AMTFr Mncpl Bd (MUB) | 0.0 | $78k | 702.00 | 111.11 | |
| ZIOPHARM Oncology | 0.0 | $45k | 6.0k | 7.50 | |
| iShares Barclays TIPS Bond Fund (TIP) | 0.0 | $79k | 693.00 | 114.00 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 0.0 | $79k | 745.00 | 106.04 | |
| Global Ship Lease inc usd0.01 class a | 0.0 | $46k | 40k | 1.15 | |
| Tel Instr Electrs Corp (TIKK) | 0.0 | $52k | 12k | 4.33 | |
| Av Homes | 0.0 | $80k | 7.0k | 11.43 | |
| Silver Spring Networks | 0.0 | $44k | 3.0k | 14.67 | |
| Fibrocell Science | 0.0 | $39k | 16k | 2.52 | |
| Lyon William Homes cl a | 0.0 | $35k | 2.4k | 14.58 | |
| Rmg Networks Hldgs | 0.0 | $82k | 70k | 1.17 | |
| Direxion Shs Etf Tr dly s&p 500 bear | 0.0 | $77k | 5.0k | 15.40 | |
| Intrexon | 0.0 | $85k | 2.5k | 34.00 | |
| Energous | 0.0 | $51k | 5.0k | 10.20 | |
| Resonant | 0.0 | $61k | 21k | 2.90 | |
| Jernigan Cap | 0.0 | $50k | 3.2k | 15.62 | |
| Avexis | 0.0 | $41k | 1.5k | 27.33 | |
| Novatel Wireless | 0.0 | $18k | 10k | 1.80 | |
| Ishares Intl Etf equity | 0.0 | $4.0k | 95.00 | 42.11 | |
| Synthetic Biologics | 0.0 | $21k | 9.0k | 2.33 | |
| Clearsign Combustion (CLIR) | 0.0 | $24k | 6.0k | 4.00 | |
| Magnegas | 0.0 | $26k | 25k | 1.04 | |
| Oragenics Inc New C ommon | 0.0 | $21k | 24k | 0.89 | |
| Ovascience | 0.0 | $14k | 1.5k | 9.33 | |
| Vuzix Corp Com Stk (VUZI) | 0.0 | $23k | 4.3k | 5.35 | |
| Histogenics Corp Cmn | 0.0 | $17k | 7.5k | 2.27 | |
| Ampliphi Biosciences | 0.0 | $11k | 2.7k | 4.07 | |
| Top Ships Inc shs new 2016 | 0.0 | $16k | 8.0k | 2.00 | |
| Revolution Lighting Technolo | 0.0 | $26k | 5.0k | 5.20 |
