Mount Lucas Management Corporation

Mount Lucas Management as of June 30, 2017

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 141 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman 1-3 Year Treas.Bond (SHY) 5.0 $27M 317k 84.49
Best Buy (BBY) 4.9 $26M 455k 57.31
Corning Incorporated (GLW) 4.3 $23M 754k 30.03
Principal Financial (PFG) 4.1 $22M 339k 64.08
Unum (UNM) 4.0 $21M 458k 46.66
Ishares Msci Japan (EWJ) 2.4 $13M 239k 53.65
Carnival Corporation (CCL) 2.2 $12M 176k 65.46
Health Care SPDR (XLV) 2.1 $11M 144k 79.24
Materials SPDR (XLB) 2.1 $11M 207k 53.81
Real Estate Select Sect Spdr (XLRE) 2.1 $11M 346k 32.20
Fifth Third Ban (FITB) 2.1 $11M 427k 26.01
Utilities SPDR (XLU) 2.1 $11M 213k 51.96
Tesoro Corporation 2.1 $11M 118k 93.67
Industrial SPDR (XLI) 2.1 $11M 163k 68.11
AFLAC Incorporated (AFL) 2.0 $11M 139k 77.79
Consumer Discretionary SPDR (XLY) 2.0 $11M 120k 89.63
Consumer Staples Select Sect. SPDR (XLP) 2.0 $11M 194k 54.94
Technology SPDR (XLK) 2.0 $11M 194k 54.72
Assurant (AIZ) 1.9 $10M 99k 103.74
Marathon Petroleum Corp (MPC) 1.9 $10M 196k 52.44
General Motors Company (GM) 1.9 $10M 286k 34.92
Valero Energy Corporation (VLO) 1.9 $9.9M 147k 67.40
Wal-Mart Stores (WMT) 1.7 $9.1M 120k 75.86
CenturyLink 1.5 $8.1M 340k 23.94
Kohl's Corporation (KSS) 1.5 $8.0M 207k 38.59
Hewlett Packard Enterprise (HPE) 1.4 $7.3M 443k 16.55
Illinois Tool Works (ITW) 1.0 $5.4M 38k 142.69
Global X Fds ftse greec 0.9 $5.1M 502k 10.11
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.9 $4.9M 91k 53.94
Ishares Inc etp (EWT) 0.9 $4.8M 135k 35.76
iShares MSCI Turkey Index Fund (TUR) 0.9 $4.8M 115k 41.51
MSCI Indonesia Investable Market Ind (EIDO) 0.9 $4.7M 174k 27.21
iShares MSCI Poland Investable ETF (EPOL) 0.9 $4.7M 195k 24.28
iShares MSCI Thailand Index Fund (THD) 0.9 $4.7M 60k 77.96
Ishares Inc etp (EWM) 0.9 $4.7M 147k 31.71
iShares FTSE/Xinhua China 25 Index (FXI) 0.9 $4.6M 116k 39.71
iShares MSCI South Korea Index Fund (EWY) 0.9 $4.6M 68k 67.82
iShares MSCI All Peru Capped Index Fund (EPU) 0.9 $4.6M 137k 33.87
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.9 $4.6M 110k 41.67
WisdomTree India Earnings Fund (EPI) 0.9 $4.6M 186k 24.51
iShares MSCI South Africa Index (EZA) 0.8 $4.4M 79k 56.72
iShares MSCI Sweden Index (EWD) 0.8 $4.3M 127k 33.92
iShares MSCI Austria Investable Mkt (EWO) 0.8 $4.3M 202k 21.24
Ishares Msci Italy Capped Et etp (EWI) 0.8 $4.3M 154k 27.80
iShares MSCI Switzerland Index Fund (EWL) 0.8 $4.2M 123k 34.31
iShares MSCI Germany Index Fund (EWG) 0.8 $4.2M 139k 30.27
iShares MSCI Spain Index (EWP) 0.8 $4.2M 128k 32.84
iShares MSCI France Index (EWQ) 0.8 $4.2M 146k 28.76
iShares MSCI Netherlands Investable (EWN) 0.8 $4.2M 145k 28.93
Ishares Tr Phill Invstmrk (EPHE) 0.8 $4.1M 115k 35.83
Ishares Msci United Kingdom Index etf (EWU) 0.8 $4.2M 125k 33.33
Dxc Technology (DXC) 0.6 $2.9M 38k 77.01
Boeing Company (BA) 0.5 $2.8M 14k 197.41
UnitedHealth (UNH) 0.5 $2.7M 15k 184.05
Northrop Grumman Corporation (NOC) 0.5 $2.7M 10k 258.77
Financial Select Sector SPDR (XLF) 0.5 $2.6M 107k 24.67
United Sts Commodity Idx Fdt cm rep copp (CPER) 0.5 $2.6M 151k 17.46
3M Company (MMM) 0.5 $2.6M 13k 206.52
Marsh & McLennan Companies (MMC) 0.5 $2.6M 33k 78.62
General Dynamics Corporation (GD) 0.5 $2.6M 13k 199.31
Arthur J. Gallagher & Co. (AJG) 0.5 $2.5M 44k 57.26
Republic Services (RSG) 0.5 $2.5M 40k 63.64
Waste Management (WM) 0.5 $2.5M 35k 72.82
Raytheon Company 0.5 $2.6M 16k 161.38
Amphenol Corporation (APH) 0.5 $2.6M 35k 73.64
Torchmark Corporation 0.5 $2.4M 32k 76.38
U.S. Bancorp (USB) 0.5 $2.4M 46k 51.59
Becton, Dickinson and (BDX) 0.5 $2.4M 12k 194.95
Texas Instruments Incorporated (TXN) 0.4 $2.3M 31k 76.25
SYSCO Corporation (SYY) 0.4 $2.2M 44k 50.26
Procter & Gamble Company (PG) 0.4 $2.2M 25k 86.72
Paychex (PAYX) 0.4 $2.2M 38k 57.04
Office Depot 0.3 $1.8M 318k 5.64
CNO Financial (CNO) 0.3 $1.5M 71k 20.88
Trinseo S A 0.3 $1.4M 21k 68.72
Ilg 0.2 $1.1M 40k 27.48
GATX Corporation (GATX) 0.2 $870k 14k 64.29
Dana Holding Corporation (DAN) 0.2 $856k 38k 22.33
New Residential Investment (RITM) 0.1 $786k 51k 15.55
Sanderson Farms 0.1 $718k 6.2k 115.62
Invesco Mortgage Capital 0.1 $735k 44k 16.70
SPDR Barclays Capital Convertible SecETF (CWB) 0.1 $756k 15k 49.61
Powershares Senior Loan Portfo mf 0.1 $745k 32k 23.13
Banc Of California (BANC) 0.1 $766k 36k 21.51
Mortgage Reit Index real (REM) 0.1 $766k 17k 46.36
Steelcase (SCS) 0.1 $618k 44k 14.00
Universal Corporation (UVV) 0.1 $614k 9.5k 64.73
DSW 0.1 $612k 35k 17.70
Group 1 Automotive (GPI) 0.1 $632k 10k 63.33
Cys Investments 0.1 $635k 76k 8.41
Dean Foods Company 0.1 $608k 36k 17.00
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $500k 5.7k 88.43
Vanguard High Dividend Yield ETF (VYM) 0.1 $473k 6.1k 78.13
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.1 $465k 4.1k 114.48
PowerShares S&P 500 BuyWrite Portfol ETF 0.1 $470k 21k 22.23
iShares Lehman 3-7 Yr Treasury Bond (IEI) 0.1 $461k 3.7k 123.46
SPDR S&P International Dividend (DWX) 0.1 $468k 12k 39.09
Ishares Inc Em Hgh Yld Bd other (EMHY) 0.1 $465k 9.3k 50.19
Ishares Incglobal High Yi equity (GHYG) 0.1 $501k 9.9k 50.46
Ishares Tr 0-5yr hi yl cp (SHYG) 0.1 $500k 10k 47.89
American Eagle Outfitters (AEO) 0.1 $410k 34k 12.04
Advanced Energy Industries (AEIS) 0.1 $369k 5.7k 64.67
Masimo Corporation (MASI) 0.1 $389k 4.3k 91.23
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.1 $373k 3.5k 106.69
iShares S&P US Pref Stock Idx Fnd (PFF) 0.1 $377k 9.6k 39.13
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.1 $375k 6.7k 56.26
Ishares Tr int pfd stk 0.1 $397k 22k 17.89
Vanguard REIT ETF (VNQ) 0.1 $308k 3.7k 83.13
Plug Power (PLUG) 0.1 $306k 150k 2.04
1347 Property Insurance Holdings 0.1 $251k 32k 7.97
Grand Canyon Education (LOPE) 0.0 $191k 2.4k 78.60
Curtiss-Wright (CW) 0.0 $154k 1.7k 92.05
Cantel Medical 0.0 $148k 1.9k 77.73
MKS Instruments (MKSI) 0.0 $173k 2.6k 67.29
Cabot Microelectronics Corporation 0.0 $174k 2.4k 73.92
InterDigital (IDCC) 0.0 $145k 1.9k 77.05
Chemical Financial Corporation 0.0 $162k 3.3k 48.43
Aspen Technology 0.0 $159k 2.9k 55.19
RealPage 0.0 $168k 4.7k 35.88
Cooper Standard Holdings (CPS) 0.0 $148k 1.5k 100.75
Science App Int'l (SAIC) 0.0 $149k 2.1k 69.63
Essent (ESNT) 0.0 $166k 4.5k 37.08
Lci Industries (LCII) 0.0 $160k 1.6k 102.43
Fresh Del Monte Produce (FDP) 0.0 $121k 2.4k 50.97
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.0 $125k 1.0k 120.31
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.0 $124k 1.1k 110.12
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.0 $125k 1.2k 105.57
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.0 $125k 2.2k 55.75
Ishares Tr fltg rate nt (FLOT) 0.0 $125k 2.5k 50.98
Rmg Networks Hldgs 0.0 $86k 130k 0.66
Intrexon 0.0 $120k 5.0k 24.00
Resonant 0.0 $89k 20k 4.45
BioTime 0.0 $54k 17k 3.18
ZIOPHARM Oncology (TCRT) 0.0 $40k 6.5k 6.15
iShares Barclays TIPS Bond Fund (TIP) 0.0 $65k 570.00 114.04
Pluristem Therapeutics 0.0 $70k 55k 1.27
Global Ship Lease inc usd0.01 class a 0.0 $56k 46k 1.22
Agenus (AGEN) 0.0 $51k 13k 3.92
AVINO SILVER & GOLD Mines Lt (ASM) 0.0 $70k 44k 1.61
Resolute Energy 0.0 $74k 2.5k 29.60
New Age Beverages 0.0 $51k 10k 5.10