Mount Lucas Management as of June 30, 2016
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 143 positions in its portfolio as reported in the June 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) | 17.5 | $103M | 1.2M | 85.32 | |
| Hartford Financial Services (HIG) | 4.2 | $25M | 556k | 44.37 | |
| Ford Motor Company (F) | 4.0 | $24M | 1.9M | 12.57 | |
| General Motors Company (GM) | 4.0 | $23M | 824k | 28.29 | |
| GameStop (GME) | 3.2 | $19M | 708k | 26.58 | |
| At&t (T) | 2.8 | $17M | 387k | 43.23 | |
| Travelers Companies (TRV) | 2.7 | $16M | 136k | 119.11 | |
| Archer Daniels Midland Company (ADM) | 2.4 | $14M | 324k | 42.92 | |
| Phillips 66 (PSX) | 2.3 | $14M | 173k | 79.41 | |
| Transocean (RIG) | 2.1 | $12M | 1.0M | 11.90 | |
| Utilities SPDR (XLU) | 2.1 | $12M | 232k | 52.47 | |
| Navient Corporation equity (NAVI) | 2.0 | $12M | 993k | 11.96 | |
| Unum (UNM) | 2.0 | $12M | 373k | 31.77 | |
| Consumer Staples Select Sect. SPDR (XLP) | 2.0 | $12M | 209k | 55.15 | |
| Valero Energy Corporation (VLO) | 1.9 | $12M | 225k | 51.06 | |
| Prudential Financial (PRU) | 1.9 | $12M | 161k | 71.30 | |
| Best Buy (BBY) | 1.9 | $11M | 363k | 30.62 | |
| Marathon Petroleum Corp (MPC) | 1.9 | $11M | 292k | 37.99 | |
| Industrial SPDR (XLI) | 1.9 | $11M | 197k | 56.01 | |
| Tesoro Corporation | 1.9 | $11M | 145k | 74.85 | |
| Materials SPDR (XLB) | 1.8 | $11M | 234k | 46.34 | |
| Health Care SPDR (XLV) | 1.8 | $11M | 146k | 71.71 | |
| Technology SPDR (XLK) | 1.8 | $11M | 242k | 43.37 | |
| Consumer Discretionary SPDR (XLY) | 1.7 | $10M | 128k | 78.06 | |
| Spdr S&p Oil & Gas Exp & Pr call | 1.6 | $9.6M | 276k | 34.81 | |
| McCormick & Company, Incorporated (MKC) | 1.3 | $7.8M | 73k | 106.70 | |
| Clorox Company (CLX) | 1.3 | $7.5M | 54k | 138.29 | |
| Public Storage (PSA) | 1.2 | $7.3M | 28k | 255.44 | |
| iShares MSCI Brazil Index (EWZ) | 0.9 | $5.4M | 180k | 30.18 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.8 | $5.0M | 206k | 24.46 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.8 | $4.8M | 132k | 36.80 | |
| iShares MSCI All Peru Capped Index Fund (EPU) | 0.8 | $4.8M | 157k | 30.89 | |
| iShares MSCI Taiwan Index | 0.8 | $4.8M | 341k | 14.05 | |
| Ishares Tr Phill Invstmrk (EPHE) | 0.8 | $4.8M | 122k | 39.17 | |
| iShares MSCI Thailand Index Fund (THD) | 0.8 | $4.7M | 68k | 68.91 | |
| Constellation Brands (STZ) | 0.7 | $4.4M | 26k | 165.49 | |
| Reynolds American | 0.7 | $4.3M | 79k | 54.09 | |
| C.R. Bard | 0.7 | $4.1M | 17k | 235.47 | |
| Progressive Corporation (PGR) | 0.7 | $3.8M | 113k | 33.60 | |
| WisdomTree India Earnings Fund (EPI) | 0.6 | $3.8M | 187k | 20.19 | |
| AutoZone (AZO) | 0.6 | $3.7M | 4.6k | 793.10 | |
| Denbury Res Inc option | 0.6 | $3.6M | 1.0M | 3.59 | |
| General Mills (GIS) | 0.6 | $3.5M | 49k | 71.51 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.6 | $3.4M | 65k | 52.08 | |
| CVS Caremark Corporation (CVS) | 0.6 | $3.2M | 34k | 95.92 | |
| Republic Services (RSG) | 0.5 | $3.2M | 63k | 51.23 | |
| Kellogg Company (K) | 0.5 | $3.2M | 39k | 81.65 | |
| Kimberly-Clark Corporation (KMB) | 0.5 | $3.1M | 22k | 137.40 | |
| Campbell Soup Company (CPB) | 0.5 | $3.1M | 46k | 66.44 | |
| Energy Select Sector SPDR (XLE) | 0.5 | $3.0M | 44k | 68.23 | |
| McDonald's Corporation (MCD) | 0.5 | $2.9M | 24k | 120.22 | |
| Teucrium Sugar Fund mutual fund (CANE) | 0.5 | $2.7M | 210k | 12.96 | |
| SPDR Gold Trust (GLD) | 0.5 | $2.6M | 21k | 126.48 | |
| Teucrium Soybean Fund mutual fund (SOYB) | 0.4 | $2.6M | 120k | 21.34 | |
| AmerisourceBergen (COR) | 0.4 | $2.5M | 32k | 79.01 | |
| Vaneck Vectors Russia Index Et | 0.3 | $1.6M | 91k | 17.42 | |
| First American Financial (FAF) | 0.2 | $1.3M | 32k | 40.23 | |
| Teucrium Commodity Tr corn (CORN) | 0.2 | $1.2M | 57k | 20.49 | |
| Commercial Metals Company (CMC) | 0.2 | $1.1M | 66k | 16.90 | |
| Banc Of California (BANC) | 0.2 | $1.1M | 62k | 18.10 | |
| iShares S&P US Pref Stock Idx Fnd (PFF) | 0.2 | $980k | 25k | 39.88 | |
| iShares FTSE NAREIT Mort. Plus Capp | 0.2 | $996k | 97k | 10.26 | |
| Ship Finance Intl | 0.2 | $913k | 62k | 14.74 | |
| American Eagle Outfitters (AEO) | 0.1 | $895k | 56k | 15.94 | |
| Old National Ban (ONB) | 0.1 | $907k | 72k | 12.54 | |
| CNO Financial (CNO) | 0.1 | $860k | 49k | 17.46 | |
| Vanguard Intl Equity Index F glb ex us etf (VNQI) | 0.1 | $891k | 17k | 54.05 | |
| Time | 0.1 | $891k | 54k | 16.47 | |
| Steelcase (SCS) | 0.1 | $797k | 59k | 13.57 | |
| Greenbrier Companies (GBX) | 0.1 | $801k | 28k | 29.13 | |
| Nordic American Tanker Shippin (NAT) | 0.1 | $850k | 61k | 13.90 | |
| Atwood Oceanics | 0.1 | $778k | 62k | 12.53 | |
| Dht Holdings (DHT) | 0.1 | $743k | 148k | 5.03 | |
| Cooper Tire & Rubber Company | 0.1 | $729k | 24k | 29.83 | |
| Cal-Maine Foods (CALM) | 0.1 | $735k | 17k | 44.29 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 0.1 | $625k | 5.5k | 113.04 | |
| Scorpio Tankers | 0.1 | $625k | 149k | 4.20 | |
| iShares Lehman 3-7 Yr Treasury Bond (IEI) | 0.1 | $617k | 4.8k | 127.37 | |
| Rent-A-Center (UPBD) | 0.1 | $507k | 41k | 12.27 | |
| Pool Corporation (POOL) | 0.1 | $550k | 5.8k | 94.10 | |
| Abercrombie & Fitch (ANF) | 0.1 | $541k | 30k | 17.82 | |
| Alon USA Energy | 0.1 | $406k | 63k | 6.48 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 0.1 | $394k | 4.7k | 84.64 | |
| Teekay Tankers Ltd cl a | 0.1 | $411k | 138k | 2.98 | |
| Ishares Incglobal High Yi equity (GHYG) | 0.1 | $391k | 8.2k | 47.61 | |
| Ishares Tr 0-5yr hi yl cp (SHYG) | 0.1 | $393k | 8.5k | 46.39 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $371k | 5.2k | 71.43 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.1 | $378k | 3.3k | 115.10 | |
| PowerShares S&P 500 BuyWrite Portfol ETF | 0.1 | $333k | 16k | 20.72 | |
| Plug Power (PLUG) | 0.1 | $326k | 175k | 1.86 | |
| Ishares Inc Em Hgh Yld Bd other (EMHY) | 0.1 | $378k | 7.7k | 49.40 | |
| Helen Of Troy (HELE) | 0.0 | $258k | 2.5k | 102.95 | |
| Convergys Corporation | 0.0 | $257k | 10k | 24.96 | |
| Lancaster Colony (LANC) | 0.0 | $249k | 2.0k | 127.43 | |
| Maximus (MMS) | 0.0 | $222k | 4.0k | 55.32 | |
| AmSurg | 0.0 | $239k | 3.1k | 77.52 | |
| Chemed Corp Com Stk (CHE) | 0.0 | $262k | 1.9k | 136.39 | |
| Vail Resorts (MTN) | 0.0 | $229k | 1.7k | 138.20 | |
| West Pharmaceutical Services (WST) | 0.0 | $234k | 3.1k | 76.00 | |
| Monro Muffler Brake (MNRO) | 0.0 | $232k | 3.7k | 63.53 | |
| Texas Roadhouse (TXRH) | 0.0 | $220k | 4.8k | 45.67 | |
| iShares MSCI Malaysia Index Fund | 0.0 | $227k | 27k | 8.31 | |
| iShares MSCI Turkey Index Fund (TUR) | 0.0 | $216k | 5.5k | 39.58 | |
| J Global (ZD) | 0.0 | $210k | 3.3k | 63.03 | |
| Bright Horizons Fam Sol In D (BFAM) | 0.0 | $219k | 3.3k | 66.18 | |
| Sterling Bancorp | 0.0 | $213k | 14k | 15.72 | |
| 1347 Property Insurance Holdings | 0.0 | $217k | 34k | 6.38 | |
| CSG Systems International (CSGS) | 0.0 | $190k | 4.7k | 40.27 | |
| Owens & Minor (OMI) | 0.0 | $200k | 5.3k | 37.45 | |
| Axcelis Technologies (ACLS) | 0.0 | $183k | 17k | 10.76 | |
| BofI Holding | 0.0 | $128k | 7.2k | 17.72 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.0 | $100k | 813.00 | 123.00 | |
| iShares S&P Natl AMTFr Mncpl Bd (MUB) | 0.0 | $98k | 862.00 | 113.69 | |
| iShares Barclays TIPS Bond Fund (TIP) | 0.0 | $99k | 849.00 | 116.61 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 0.0 | $97k | 918.00 | 105.66 | |
| SPDR S&P International Dividend (DWX) | 0.0 | $121k | 3.4k | 35.16 | |
| Ishares Intl Etf equity | 0.0 | $101k | 2.3k | 43.35 | |
| Ishares Tr fltg rate nt (FLOT) | 0.0 | $97k | 1.9k | 50.60 | |
| Agenus | 0.0 | $109k | 27k | 4.04 | |
| Neonode | 0.0 | $112k | 77k | 1.46 | |
| Atlas Financial Holdings | 0.0 | $95k | 5.5k | 17.27 | |
| Cosiinccomnewadded | 0.0 | $120k | 240k | 0.50 | |
| Intrexon | 0.0 | $96k | 3.9k | 24.62 | |
| Resonant | 0.0 | $101k | 23k | 4.39 | |
| Comstock Resources | 0.0 | $61k | 15k | 4.21 | |
| ZIOPHARM Oncology | 0.0 | $33k | 6.0k | 5.50 | |
| Global Ship Lease inc usd0.01 class a | 0.0 | $64k | 50k | 1.28 | |
| Tel Instr Electrs Corp (TIKK) | 0.0 | $52k | 12k | 4.33 | |
| Av Homes | 0.0 | $86k | 7.0k | 12.29 | |
| Silver Spring Networks | 0.0 | $46k | 3.8k | 12.11 | |
| Rmg Networks Hldgs | 0.0 | $78k | 80k | 0.98 | |
| Direxion Shs Etf Tr dly s&p 500 bear | 0.0 | $42k | 3.0k | 14.00 | |
| Vuzix Corp Com Stk (VUZI) | 0.0 | $60k | 8.0k | 7.50 | |
| Jernigan Cap | 0.0 | $66k | 4.7k | 14.04 | |
| Direxion Shs Etf Tr | 0.0 | $38k | 1.0k | 38.00 | |
| Revolution Lighting Technolo | 0.0 | $49k | 8.0k | 6.12 | |
| Synthetic Biologics | 0.0 | $18k | 10k | 1.80 | |
| Oragenics Inc New C ommon | 0.0 | $20k | 40k | 0.50 | |
| Fibrocell Science | 0.0 | $24k | 21k | 1.17 | |
| Ovascience | 0.0 | $17k | 3.3k | 5.15 | |
| Histogenics Corp Cmn | 0.0 | $16k | 9.5k | 1.68 | |
| Ampliphi Biosciences | 0.0 | $11k | 7.3k | 1.51 | |
| Top Ships Inc shs new 2016 | 0.0 | $23k | 14k | 1.70 |
