Mount Lucas Management as of Sept. 30, 2016
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 157 positions in its portfolio as reported in the September 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) | 6.7 | $38M | 441k | 85.04 | |
| Unum (UNM) | 4.3 | $24M | 688k | 35.32 | |
| General Motors Company (GM) | 4.2 | $24M | 742k | 31.78 | |
| At&t (T) | 2.7 | $15M | 379k | 40.64 | |
| Navient Corporation equity (NAVI) | 2.5 | $14M | 972k | 14.45 | |
| Archer Daniels Midland Company (ADM) | 2.4 | $13M | 315k | 42.19 | |
| Prudential Financial (PRU) | 2.3 | $13M | 158k | 81.69 | |
| Principal Financial (PFG) | 2.2 | $12M | 239k | 51.45 | |
| iShares MSCI Japan Index | 2.2 | $12M | 980k | 12.54 | |
| Assurant (AIZ) | 2.2 | $12M | 132k | 92.27 | |
| Corning Incorporated (GLW) | 2.1 | $12M | 511k | 23.68 | |
| CenturyLink | 2.1 | $12M | 430k | 27.43 | |
| Kohl's Corporation (KSS) | 2.1 | $12M | 269k | 43.76 | |
| Best Buy (BBY) | 2.1 | $12M | 305k | 38.14 | |
| Fifth Third Ban (FITB) | 2.1 | $12M | 568k | 20.46 | |
| Wal-Mart Stores (WMT) | 2.0 | $11M | 159k | 72.02 | |
| Utilities SPDR (XLU) | 2.0 | $11M | 230k | 48.99 | |
| Hartford Financial Services (HIG) | 2.0 | $11M | 257k | 42.79 | |
| Technology SPDR (XLK) | 2.0 | $11M | 230k | 47.78 | |
| Transocean (RIG) | 1.9 | $11M | 1.0M | 10.67 | |
| Industrial SPDR (XLI) | 1.9 | $11M | 185k | 58.38 | |
| Health Care SPDR (XLV) | 1.9 | $11M | 149k | 72.11 | |
| Consumer Discretionary SPDR (XLY) | 1.9 | $11M | 134k | 80.04 | |
| Materials SPDR (XLB) | 1.9 | $11M | 223k | 47.75 | |
| Consumer Staples Select Sect. SPDR (XLP) | 1.9 | $11M | 200k | 53.21 | |
| Ford Motor Company (F) | 1.9 | $11M | 875k | 12.06 | |
| GameStop (GME) | 1.9 | $11M | 380k | 27.62 | |
| Spdr S&p Oil & Gas Exp & Pr call | 1.8 | $10M | 269k | 38.46 | |
| iShares MSCI South Africa Index (EZA) | 0.8 | $4.8M | 85k | 56.07 | |
| iShares MSCI Taiwan Index | 0.8 | $4.7M | 297k | 15.70 | |
| iShares MSCI All Peru Capped Index Fund (EPU) | 0.8 | $4.6M | 140k | 33.20 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.8 | $4.6M | 121k | 38.01 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.8 | $4.6M | 79k | 58.13 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.8 | $4.6M | 175k | 26.44 | |
| iShares MSCI Brazil Index (EWZ) | 0.8 | $4.5M | 133k | 33.73 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.8 | $4.5M | 122k | 36.89 | |
| WisdomTree India Earnings Fund (EPI) | 0.8 | $4.5M | 207k | 21.62 | |
| iShares MSCI Malaysia Index Fund | 0.8 | $4.4M | 547k | 8.11 | |
| Ishares Tr Phill Invstmrk (EPHE) | 0.8 | $4.3M | 116k | 37.26 | |
| iShares MSCI Thailand Index Fund (THD) | 0.8 | $4.3M | 59k | 73.51 | |
| iShares MSCI Austria Investable Mkt (EWO) | 0.8 | $4.2M | 257k | 16.32 | |
| iShares MSCI Sweden Index (EWD) | 0.7 | $4.1M | 140k | 29.07 | |
| iShares MSCI Germany Index Fund (EWG) | 0.7 | $4.0M | 153k | 26.27 | |
| iShares MSCI Switzerland Index Fund (EWL) | 0.7 | $4.1M | 133k | 30.55 | |
| iShares MSCI Netherlands Investable (EWN) | 0.7 | $4.0M | 162k | 25.06 | |
| iShares MSCI France Index (EWQ) | 0.7 | $3.7M | 152k | 24.16 | |
| Denbury Res Inc option | 0.6 | $3.2M | 989k | 3.23 | |
| Republic Services (RSG) | 0.6 | $3.1M | 61k | 50.51 | |
| General Mills (GIS) | 0.5 | $3.0M | 47k | 63.60 | |
| McCormick & Company, Incorporated (MKC) | 0.5 | $3.0M | 31k | 99.77 | |
| Becton, Dickinson and (BDX) | 0.5 | $3.0M | 17k | 180.29 | |
| Illinois Tool Works (ITW) | 0.5 | $3.0M | 25k | 119.44 | |
| Kellogg Company (K) | 0.5 | $3.0M | 38k | 77.13 | |
| Waste Management (WM) | 0.5 | $2.9M | 46k | 63.58 | |
| 3M Company (MMM) | 0.5 | $2.9M | 17k | 176.10 | |
| Northrop Grumman Corporation (NOC) | 0.5 | $2.9M | 14k | 213.57 | |
| Marsh & McLennan Companies (MMC) | 0.5 | $2.9M | 44k | 67.09 | |
| Procter & Gamble Company (PG) | 0.5 | $2.9M | 33k | 89.29 | |
| Paychex (PAYX) | 0.5 | $2.9M | 50k | 57.84 | |
| SYSCO Corporation (SYY) | 0.5 | $2.9M | 59k | 48.82 | |
| Raytheon Company | 0.5 | $2.9M | 21k | 135.84 | |
| Clorox Company (CLX) | 0.5 | $2.9M | 23k | 125.00 | |
| Energy Select Sector SPDR (XLE) | 0.5 | $2.9M | 41k | 70.62 | |
| Ishares msci uk | 0.5 | $2.9M | 182k | 15.84 | |
| McDonald's Corporation (MCD) | 0.5 | $2.8M | 24k | 115.94 | |
| Kimberly-Clark Corporation (KMB) | 0.5 | $2.8M | 22k | 126.81 | |
| Teucrium Sugar Fund mutual fund (CANE) | 0.5 | $2.6M | 181k | 14.48 | |
| Public Storage (PSA) | 0.5 | $2.5M | 11k | 224.62 | |
| Campbell Soup Company (CPB) | 0.4 | $2.5M | 45k | 54.53 | |
| Teucrium Soybean Fund mutual fund (SOYB) | 0.4 | $2.4M | 133k | 18.48 | |
| SPDR Gold Trust (GLD) | 0.4 | $2.4M | 19k | 125.64 | |
| Financial Select Sector SPDR (XLF) | 0.4 | $2.2M | 113k | 19.30 | |
| Vaneck Vectors Russia Index Et | 0.3 | $1.5M | 81k | 18.76 | |
| First American Financial (FAF) | 0.2 | $1.2M | 32k | 39.26 | |
| Vanguard Intl Equity Index F glb ex us etf (VNQI) | 0.2 | $1.2M | 21k | 56.19 | |
| iShares S&P US Pref Stock Idx Fnd (PFF) | 0.2 | $1.1M | 29k | 39.50 | |
| iShares FTSE NAREIT Mort. Plus Capp | 0.2 | $1.1M | 109k | 10.51 | |
| Commercial Metals Company (CMC) | 0.2 | $1.0M | 65k | 16.20 | |
| Banc Of California (BANC) | 0.2 | $1.1M | 60k | 17.46 | |
| Old National Ban (ONB) | 0.2 | $999k | 71k | 14.06 | |
| American Eagle Outfitters (AEO) | 0.2 | $983k | 55k | 17.86 | |
| Greenbrier Companies (GBX) | 0.2 | $950k | 27k | 35.29 | |
| Ship Finance Intl | 0.2 | $914k | 62k | 14.73 | |
| Cooper Tire & Rubber Company | 0.2 | $907k | 24k | 38.04 | |
| Steelcase (SCS) | 0.1 | $800k | 58k | 13.89 | |
| Us Natural Gas Fd Etf | 0.1 | $795k | 95k | 8.37 | |
| Time | 0.1 | $772k | 53k | 14.47 | |
| CNO Financial (CNO) | 0.1 | $735k | 48k | 15.27 | |
| Scorpio Tankers | 0.1 | $688k | 149k | 4.63 | |
| Cal-Maine Foods (CALM) | 0.1 | $622k | 16k | 38.54 | |
| Nordic American Tanker Shippin (NAT) | 0.1 | $614k | 61k | 10.11 | |
| United Sts Diesel Heating Oi unit | 0.1 | $609k | 39k | 15.44 | |
| Pool Corporation (POOL) | 0.1 | $539k | 5.7k | 94.59 | |
| Dht Holdings (DHT) | 0.1 | $579k | 138k | 4.19 | |
| Rent-A-Center (UPBD) | 0.1 | $511k | 40k | 12.63 | |
| Atwood Oceanics | 0.1 | $525k | 60k | 8.69 | |
| Alon USA Energy | 0.1 | $501k | 62k | 8.06 | |
| Real Estate Select Sect Spdr (XLRE) | 0.1 | $515k | 16k | 32.75 | |
| Abercrombie & Fitch (ANF) | 0.1 | $474k | 30k | 15.88 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 0.1 | $461k | 5.3k | 87.34 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $425k | 5.9k | 72.08 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.1 | $429k | 3.7k | 117.25 | |
| PowerShares S&P 500 BuyWrite Portfol ETF | 0.1 | $428k | 20k | 21.05 | |
| SPDR S&P International Dividend (DWX) | 0.1 | $437k | 12k | 36.76 | |
| Ishares Inc Em Hgh Yld Bd other (EMHY) | 0.1 | $430k | 8.5k | 50.59 | |
| Ishares Incglobal High Yi equity (GHYG) | 0.1 | $460k | 9.3k | 49.49 | |
| Ishares Tr 0-5yr hi yl cp (SHYG) | 0.1 | $459k | 9.7k | 47.23 | |
| iShares Lehman 7-10 Yr Treas. Bond (IEF) | 0.1 | $381k | 3.4k | 111.99 | |
| iShares Lehman 3-7 Yr Treasury Bond (IEI) | 0.1 | $381k | 3.0k | 126.49 | |
| Teekay Tankers Ltd cl a | 0.1 | $347k | 137k | 2.53 | |
| Convergys Corporation | 0.1 | $305k | 10k | 30.46 | |
| Chemed Corp Com Stk (CHE) | 0.1 | $264k | 1.9k | 141.25 | |
| Vail Resorts (MTN) | 0.1 | $253k | 1.6k | 156.85 | |
| Plug Power (PLUG) | 0.1 | $299k | 175k | 1.71 | |
| Helen Of Troy (HELE) | 0.0 | $210k | 2.4k | 86.10 | |
| Lancaster Colony (LANC) | 0.0 | $252k | 1.9k | 131.94 | |
| Maximus (MMS) | 0.0 | $221k | 3.9k | 56.64 | |
| AmSurg | 0.0 | $201k | 3.0k | 67.00 | |
| West Pharmaceutical Services (WST) | 0.0 | $224k | 3.0k | 74.67 | |
| Monro Muffler Brake (MNRO) | 0.0 | $218k | 3.6k | 61.18 | |
| J Global (ZD) | 0.0 | $217k | 3.3k | 66.58 | |
| Bright Horizons Fam Sol In D (BFAM) | 0.0 | $215k | 3.2k | 66.83 | |
| Sterling Bancorp | 0.0 | $232k | 13k | 17.53 | |
| 1347 Property Insurance Holdings | 0.0 | $223k | 36k | 6.24 | |
| CSG Systems International (CSGS) | 0.0 | $190k | 4.6k | 41.22 | |
| Texas Roadhouse (TXRH) | 0.0 | $184k | 4.7k | 39.11 | |
| Owens & Minor (OMI) | 0.0 | $182k | 5.2k | 34.77 | |
| BofI Holding | 0.0 | $157k | 7.0k | 22.35 | |
| Agenus (AGEN) | 0.0 | $172k | 24k | 7.17 | |
| iShares IBoxx $ Invest Grade Corp Bd (LQD) | 0.0 | $113k | 921.00 | 122.69 | |
| iShares S&P Natl AMTFr Mncpl Bd (MUB) | 0.0 | $113k | 1.0k | 112.44 | |
| iShares Barclays TIPS Bond Fund (TIP) | 0.0 | $115k | 985.00 | 116.75 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 0.0 | $114k | 1.1k | 105.85 | |
| SPDR DB Int'l Govt Infl Pro Bond (WIP) | 0.0 | $115k | 2.0k | 57.04 | |
| Global Ship Lease inc usd0.01 class a | 0.0 | $103k | 62k | 1.66 | |
| Ishares Tr fltg rate nt (FLOT) | 0.0 | $114k | 2.2k | 50.71 | |
| Av Homes | 0.0 | $108k | 6.5k | 16.62 | |
| Intrexon | 0.0 | $118k | 4.2k | 28.10 | |
| Resonant | 0.0 | $109k | 20k | 5.45 | |
| Vuzix Corp Com Stk (VUZI) | 0.0 | $93k | 11k | 8.86 | |
| Jernigan Cap | 0.0 | $86k | 4.5k | 19.11 | |
| Huttig Building Products | 0.0 | $36k | 6.2k | 5.81 | |
| BioTime | 0.0 | $43k | 11k | 3.91 | |
| ZIOPHARM Oncology | 0.0 | $37k | 6.5k | 5.69 | |
| Medley Capital Corporation | 0.0 | $38k | 5.0k | 7.60 | |
| Synthetic Biologics | 0.0 | $30k | 18k | 1.71 | |
| Silver Spring Networks | 0.0 | $64k | 4.5k | 14.22 | |
| Ovascience | 0.0 | $34k | 4.8k | 7.08 | |
| Rmg Networks Hldgs | 0.0 | $84k | 95k | 0.88 | |
| Cemtrex | 0.0 | $38k | 9.5k | 4.00 | |
| Aqua Metals (AQMS) | 0.0 | $40k | 4.5k | 8.89 | |
| Silver Run Acquisition Corp cl a | 0.0 | $41k | 2.6k | 15.77 | |
| Oragenics Inc New C ommon | 0.0 | $16k | 35k | 0.46 | |
| Fibrocell Science | 0.0 | $18k | 25k | 0.72 | |
| Jones Energy Inc A | 0.0 | $27k | 7.5k | 3.60 | |
| Finjan Holdings | 0.0 | $24k | 14k | 1.69 | |
| Histogenics Corp Cmn | 0.0 | $26k | 8.0k | 3.25 |
