Mount Lucas Management as of Dec. 31, 2016
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 143 positions in its portfolio as reported in the December 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) | 8.5 | $45M | 530k | 84.45 | |
| Unum (UNM) | 4.8 | $25M | 578k | 43.95 | |
| General Motors Company (GM) | 4.1 | $22M | 627k | 34.83 | |
| Prudential Financial (PRU) | 2.6 | $14M | 133k | 104.03 | |
| At&t (T) | 2.6 | $14M | 322k | 42.50 | |
| Navient Corporation equity (NAVI) | 2.6 | $14M | 823k | 16.44 | |
| Fifth Third Ban (FITB) | 2.5 | $13M | 479k | 26.96 | |
| Transocean (RIG) | 2.4 | $13M | 847k | 14.75 | |
| Archer Daniels Midland Company (ADM) | 2.3 | $12M | 266k | 45.70 | |
| Ishares Msci Japan (EWJ) | 2.2 | $12M | 241k | 48.86 | |
| Principal Financial (PFG) | 2.2 | $12M | 202k | 57.90 | |
| Technology SPDR (XLK) | 2.2 | $12M | 241k | 48.36 | |
| Consumer Discretionary SPDR (XLY) | 2.2 | $12M | 141k | 81.46 | |
| Industrial SPDR (XLI) | 2.2 | $11M | 184k | 62.22 | |
| Materials SPDR (XLB) | 2.2 | $11M | 230k | 49.70 | |
| Kohl's Corporation (KSS) | 2.1 | $11M | 228k | 49.33 | |
| Best Buy (BBY) | 2.1 | $11M | 257k | 42.72 | |
| Spdr S&p Oil & Gas Exp & Pr call | 2.1 | $11M | 266k | 41.42 | |
| Corning Incorporated (GLW) | 2.0 | $11M | 431k | 24.28 | |
| Hartford Financial Services (HIG) | 2.0 | $10M | 216k | 47.62 | |
| Assurant (AIZ) | 2.0 | $10M | 111k | 92.88 | |
| Utilities SPDR (XLU) | 1.9 | $10M | 211k | 48.57 | |
| Wal-Mart Stores (WMT) | 1.8 | $9.3M | 134k | 69.14 | |
| Consumer Staples Select Sect. SPDR (XLP) | 1.7 | $9.1M | 183k | 50.00 | |
| Ford Motor Company (F) | 1.7 | $9.0M | 740k | 12.13 | |
| CenturyLink | 1.7 | $8.7M | 367k | 23.82 | |
| GameStop (GME) | 1.5 | $8.1M | 322k | 25.21 | |
| iShares MSCI All Peru Capped Index Fund (EPU) | 0.9 | $4.5M | 138k | 32.80 | |
| iShares MSCI Brazil Index (EWZ) | 0.8 | $4.5M | 134k | 33.34 | |
| iShares MSCI South Korea Index Fund (EWY) | 0.8 | $4.5M | 84k | 53.22 | |
| iShares MSCI Thailand Index Fund (THD) | 0.8 | $4.5M | 62k | 72.09 | |
| iShares MSCI Chile Inv. Mt. Idx (ECH) | 0.8 | $4.4M | 118k | 37.42 | |
| Global X Fds ftse greec | 0.8 | $4.4M | 570k | 7.79 | |
| Ishares Inc etp (EWT) | 0.8 | $4.3M | 148k | 29.37 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.8 | $4.2M | 120k | 34.71 | |
| iShares MSCI Austria Investable Mkt (EWO) | 0.8 | $4.1M | 246k | 16.53 | |
| iShares MSCI France Index (EWQ) | 0.7 | $3.8M | 153k | 24.67 | |
| Denbury Res Inc option | 0.7 | $3.6M | 980k | 3.68 | |
| iShares MSCI Germany Index Fund (EWG) | 0.6 | $3.0M | 114k | 26.48 | |
| Republic Services (RSG) | 0.6 | $3.0M | 52k | 57.23 | |
| iShares MSCI Sweden Index (EWD) | 0.6 | $3.0M | 103k | 28.73 | |
| Waste Management (WM) | 0.5 | $2.8M | 39k | 70.94 | |
| SYSCO Corporation (SYY) | 0.5 | $2.7M | 50k | 55.22 | |
| WisdomTree India Earnings Fund (EPI) | 0.5 | $2.7M | 136k | 20.20 | |
| Ishares Msci Italy Capped Et etp (EWI) | 0.5 | $2.7M | 113k | 24.21 | |
| Northrop Grumman Corporation (NOC) | 0.5 | $2.7M | 12k | 233.33 | |
| United States Gasoline Fund (UGA) | 0.5 | $2.6M | 85k | 31.32 | |
| Us Natural Gas Fd Etf | 0.5 | $2.6M | 281k | 9.34 | |
| Paychex (PAYX) | 0.5 | $2.6M | 42k | 61.04 | |
| Illinois Tool Works (ITW) | 0.5 | $2.6M | 21k | 123.06 | |
| Financial Select Sector SPDR (XLF) | 0.5 | $2.6M | 112k | 23.25 | |
| iShares MSCI Spain Index (EWP) | 0.5 | $2.6M | 97k | 26.51 | |
| United Sts Diesel Heating Oi unit | 0.5 | $2.6M | 154k | 16.77 | |
| 3M Company (MMM) | 0.5 | $2.5M | 14k | 179.49 | |
| Raytheon Company | 0.5 | $2.5M | 18k | 141.67 | |
| United States Oil Fund | 0.5 | $2.5M | 217k | 11.72 | |
| Energy Select Sector SPDR (XLE) | 0.5 | $2.5M | 34k | 75.31 | |
| iShares MSCI Netherlands Investable (EWN) | 0.5 | $2.5M | 104k | 24.15 | |
| General Mills (GIS) | 0.5 | $2.5M | 40k | 61.80 | |
| Marsh & McLennan Companies (MMC) | 0.5 | $2.5M | 37k | 67.52 | |
| iShares MSCI Poland Investable ETF (EPOL) | 0.5 | $2.5M | 136k | 18.12 | |
| Ishares Msci United Kingdom Index etf (EWU) | 0.5 | $2.5M | 81k | 30.69 | |
| McDonald's Corporation (MCD) | 0.5 | $2.4M | 20k | 121.48 | |
| McCormick & Company, Incorporated (MKC) | 0.5 | $2.4M | 26k | 93.75 | |
| Kellogg Company (K) | 0.5 | $2.4M | 32k | 74.01 | |
| Campbell Soup Company (CPB) | 0.4 | $2.3M | 38k | 60.30 | |
| Becton, Dickinson and (BDX) | 0.4 | $2.3M | 14k | 166.31 | |
| Procter & Gamble Company (PG) | 0.4 | $2.3M | 28k | 83.69 | |
| Clorox Company (CLX) | 0.4 | $2.3M | 19k | 119.63 | |
| Teucrium Soybean Fund mutual fund (SOYB) | 0.4 | $2.3M | 120k | 19.10 | |
| United Sts Commodity Idx Fdt cm rep copp (CPER) | 0.4 | $2.3M | 140k | 16.35 | |
| Kimberly-Clark Corporation (KMB) | 0.4 | $2.1M | 18k | 114.98 | |
| Public Storage (PSA) | 0.4 | $2.1M | 9.6k | 222.59 | |
| Steelcase (SCS) | 0.4 | $2.0M | 112k | 17.90 | |
| iShares MSCI South Africa Index (EZA) | 0.4 | $2.0M | 38k | 52.37 | |
| CNO Financial (CNO) | 0.3 | $1.8M | 94k | 19.15 | |
| Banc Of California (BANC) | 0.3 | $1.8M | 104k | 17.35 | |
| Vaneck Vectors Russia Index Et | 0.3 | $1.6M | 76k | 21.23 | |
| American Eagle Outfitters (AEO) | 0.3 | $1.5M | 98k | 15.17 | |
| Old National Ban (ONB) | 0.2 | $1.3M | 70k | 18.15 | |
| Mortgage Reit Index real (REM) | 0.2 | $1.2M | 28k | 42.05 | |
| GATX Corporation (GATX) | 0.2 | $1.0M | 17k | 61.59 | |
| Office Depot | 0.2 | $993k | 220k | 4.52 | |
| Dean Foods Company | 0.2 | $978k | 45k | 21.79 | |
| Ship Finance Intl | 0.2 | $937k | 63k | 14.85 | |
| Trinseo S A | 0.1 | $794k | 13k | 59.33 | |
| Sanderson Farms | 0.1 | $739k | 7.8k | 94.26 | |
| Cal-Maine Foods (CALM) | 0.1 | $703k | 16k | 44.16 | |
| Scorpio Tankers | 0.1 | $683k | 151k | 4.53 | |
| Cys Investments | 0.1 | $697k | 90k | 7.73 | |
| MSCI Indonesia Investable Market Ind (EIDO) | 0.1 | $657k | 27k | 24.14 | |
| Teucrium Sugar Fund mutual fund (CANE) | 0.1 | $568k | 44k | 13.00 | |
| Nordic American Tanker Shippin (NAT) | 0.1 | $517k | 62k | 8.40 | |
| iShares iBoxx $ High Yid Corp Bond (HYG) | 0.1 | $482k | 5.6k | 86.63 | |
| Vanguard High Dividend Yield ETF (VYM) | 0.1 | $457k | 6.0k | 75.85 | |
| SPDR S&P International Dividend (DWX) | 0.1 | $457k | 13k | 36.03 | |
| Ishares Inc Em Hgh Yld Bd other (EMHY) | 0.1 | $450k | 9.3k | 48.63 | |
| Ishares Incglobal High Yi equity (GHYG) | 0.1 | $484k | 10k | 48.53 | |
| Ishares Tr 0-5yr hi yl cp (SHYG) | 0.1 | $481k | 10k | 47.35 | |
| PowerShares S&P 500 BuyWrite Portfol ETF | 0.1 | $440k | 21k | 21.25 | |
| Abercrombie & Fitch (ANF) | 0.1 | $358k | 30k | 12.00 | |
| iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) | 0.1 | $321k | 2.9k | 110.12 | |
| Sterling Bancorp | 0.1 | $306k | 13k | 23.38 | |
| Lancaster Colony (LANC) | 0.1 | $267k | 1.9k | 141.27 | |
| Pool Corporation (POOL) | 0.1 | $240k | 2.3k | 104.30 | |
| Vail Resorts (MTN) | 0.1 | $259k | 1.6k | 161.47 | |
| West Pharmaceutical Services (WST) | 0.1 | $251k | 3.0k | 84.88 | |
| Plug Power (PLUG) | 0.1 | $240k | 200k | 1.20 | |
| 1347 Property Insurance Holdings | 0.1 | $273k | 35k | 7.81 | |
| Curtiss-Wright (CW) | 0.0 | $208k | 2.1k | 98.16 | |
| CSG Systems International (CSGS) | 0.0 | $221k | 4.6k | 48.49 | |
| Drew Industries | 0.0 | $212k | 2.0k | 107.89 | |
| Advanced Energy Industries (AEIS) | 0.0 | $216k | 4.0k | 54.63 | |
| Cantel Medical | 0.0 | $190k | 2.4k | 78.64 | |
| InterDigital (IDCC) | 0.0 | $217k | 2.4k | 91.41 | |
| Texas Roadhouse (TXRH) | 0.0 | $225k | 4.7k | 48.31 | |
| Chemical Financial Corporation | 0.0 | $228k | 4.2k | 54.29 | |
| Masimo Corporation (MASI) | 0.0 | $210k | 3.1k | 67.26 | |
| Cooper Standard Holdings (CPS) | 0.0 | $193k | 1.9k | 103.54 | |
| Bright Horizons Fam Sol In D (BFAM) | 0.0 | $222k | 3.2k | 69.97 | |
| Science App Int'l (SAIC) | 0.0 | $229k | 2.7k | 84.91 | |
| Fresh Del Monte Produce (FDP) | 0.0 | $182k | 3.0k | 60.73 | |
| Owens & Minor (OMI) | 0.0 | $184k | 5.2k | 35.38 | |
| iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) | 0.0 | $107k | 1.0k | 104.80 | |
| Ishares Tr fltg rate nt (FLOT) | 0.0 | $118k | 2.3k | 50.60 | |
| Agenus (AGEN) | 0.0 | $103k | 25k | 4.12 | |
| Av Homes | 0.0 | $114k | 7.2k | 15.74 | |
| Rmg Networks Hldgs | 0.0 | $98k | 136k | 0.72 | |
| Resonant | 0.0 | $131k | 26k | 5.04 | |
| Vuzix Corp Com Stk (VUZI) | 0.0 | $95k | 14k | 6.79 | |
| Jernigan Cap | 0.0 | $95k | 4.5k | 21.11 | |
| iShares Dow Jones US Tele (IYZ) | 0.0 | $35k | 1.0k | 34.08 | |
| BioTime | 0.0 | $42k | 12k | 3.65 | |
| Hydrogenics Corporation | 0.0 | $33k | 7.5k | 4.40 | |
| Global Ship Lease inc usd0.01 class a | 0.0 | $45k | 30k | 1.50 | |
| Silver Spring Networks | 0.0 | $73k | 5.5k | 13.27 | |
| Jones Energy Inc A | 0.0 | $45k | 9.0k | 5.00 | |
| Bellicum Pharma | 0.0 | $27k | 2.0k | 13.50 | |
| Aqua Metals (AQMS) | 0.0 | $79k | 6.0k | 13.17 | |
| Resolute Energy | 0.0 | $62k | 1.5k | 41.33 | |
| Centennial Resource Developmen cs | 0.0 | $49k | 2.5k | 19.60 | |
| Clearsign Combustion (CLIR) | 0.0 | $26k | 7.5k | 3.47 | |
| Real Estate Select Sect Spdr (XLRE) | 0.0 | $4.0k | 134.00 | 29.85 |
