Mount Lucas Management Corporation

Mount Lucas Management as of March 31, 2017

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 142 positions in its portfolio as reported in the March 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) 7.1 $36M 420k 84.52
Best Buy (BBY) 4.5 $22M 457k 49.11
Unum (UNM) 4.2 $21M 455k 46.85
Principal Financial (PFG) 4.2 $21M 335k 63.15
Corning Incorporated (GLW) 4.0 $20M 752k 26.99
Ishares Msci Japan (EWJ) 2.4 $12M 236k 51.50
Fifth Third Ban (FITB) 2.2 $11M 427k 25.38
Hewlett Packard Enterprise (HPE) 2.1 $11M 441k 23.71
Carnival Corporation (CCL) 2.0 $10M 175k 58.84
Utilities SPDR (XLU) 2.0 $10M 198k 51.31
General Motors Company (GM) 2.0 $10M 284k 35.39
AFLAC Incorporated (AFL) 2.0 $10M 138k 72.32
Technology SPDR (XLK) 2.0 $9.9M 186k 53.31
Consumer Discretionary SPDR (XLY) 2.0 $9.9M 113k 87.95
Marathon Petroleum Corp (MPC) 2.0 $9.8M 194k 50.60
Materials SPDR (XLB) 1.9 $9.8M 186k 52.41
Health Care SPDR (XLV) 1.9 $9.7M 130k 74.36
Valero Energy Corporation (VLO) 1.9 $9.6M 146k 66.18
Industrial SPDR (XLI) 1.9 $9.6M 148k 65.06
Consumer Staples Select Sect. SPDR (XLP) 1.9 $9.7M 177k 54.58
Tesoro Corporation 1.9 $9.5M 117k 81.15
Assurant (AIZ) 1.9 $9.4M 98k 95.62
Wal-Mart Stores (WMT) 1.7 $8.6M 120k 72.12
Kohl's Corporation (KSS) 1.6 $8.2M 205k 39.92
CenturyLink 1.6 $7.9M 334k 23.54
Real Estate Select Sect Spdr (XLRE) 1.5 $7.5M 239k 31.60
Illinois Tool Works (ITW) 1.0 $4.9M 37k 131.89
iShares MSCI Chile Inv. Mt. Idx (ECH) 1.0 $4.8M 111k 43.56
WisdomTree India Earnings Fund (EPI) 0.9 $4.8M 198k 24.13
iShares MSCI South Korea Index Fund (EWY) 0.9 $4.7M 76k 61.87
MSCI Indonesia Investable Market Ind (EIDO) 0.9 $4.7M 182k 25.79
iShares MSCI Thailand Index Fund (THD) 0.9 $4.6M 60k 77.99
Global X Fds ftse greec 0.9 $4.6M 579k 7.96
iShares MSCI Poland Investable ETF (EPOL) 0.9 $4.6M 212k 21.58
Ishares Inc etp (EWT) 0.9 $4.6M 138k 33.23
iShares FTSE/Xinhua China 25 Index (FXI) 0.9 $4.5M 117k 38.49
iShares MSCI Spain Index (EWP) 0.9 $4.5M 148k 30.41
iShares MSCI South Africa Index (EZA) 0.9 $4.5M 81k 55.19
iShares MSCI Brazil Index (EWZ) 0.9 $4.4M 118k 37.46
iShares MSCI All Peru Capped Index Fund (EPU) 0.9 $4.4M 130k 34.08
Ishares Msci Italy Capped Et etp (EWI) 0.9 $4.4M 171k 25.74
iShares MSCI France Index (EWQ) 0.9 $4.3M 162k 26.51
iShares MSCI Netherlands Investable (EWN) 0.8 $4.3M 159k 26.81
iShares MSCI Germany Index Fund (EWG) 0.8 $4.2M 147k 28.75
iShares MSCI Sweden Index (EWD) 0.8 $4.2M 133k 31.57
iShares MSCI Austria Investable Mkt (EWO) 0.8 $4.2M 232k 18.17
iShares MSCI Switzerland Index Fund (EWL) 0.8 $4.2M 130k 31.98
Ishares Msci United Kingdom Index etf (EWU) 0.8 $4.1M 127k 32.55
Waste Management (WM) 0.5 $2.5M 35k 72.82
Boeing Company (BA) 0.5 $2.5M 14k 177.99
Arthur J. Gallagher & Co. (AJG) 0.5 $2.5M 44k 56.24
Republic Services (RSG) 0.5 $2.5M 40k 62.50
Marsh & McLennan Companies (MMC) 0.5 $2.5M 33k 74.48
Texas Instruments Incorporated (TXN) 0.5 $2.5M 31k 80.65
Amphenol Corporation (APH) 0.5 $2.5M 35k 71.06
3M Company (MMM) 0.5 $2.4M 12k 192.03
Northrop Grumman Corporation (NOC) 0.5 $2.4M 10k 236.84
Raytheon Company 0.5 $2.4M 16k 152.74
Torchmark Corporation 0.5 $2.4M 32k 76.38
General Dynamics Corporation (GD) 0.5 $2.4M 13k 185.57
U.S. Bancorp (USB) 0.5 $2.4M 46k 51.59
UnitedHealth (UNH) 0.5 $2.4M 15k 162.58
Financial Select Sector SPDR (XLF) 0.5 $2.4M 100k 23.73
United Sts Commodity Idx Fdt cm rep copp (CPER) 0.5 $2.4M 138k 17.31
SYSCO Corporation (SYY) 0.5 $2.3M 44k 52.31
Becton, Dickinson and (BDX) 0.5 $2.3M 12k 184.12
Procter & Gamble Company (PG) 0.5 $2.2M 25k 90.41
Paychex (PAYX) 0.4 $2.2M 38k 59.47
Energy Select Sector SPDR (XLE) 0.4 $1.9M 28k 69.89
Banc Of California (BANC) 0.4 $1.9M 93k 20.70
CNO Financial (CNO) 0.3 $1.7M 84k 20.50
Steelcase (SCS) 0.3 $1.7M 100k 16.75
Vaneck Vectors Russia Index Et 0.3 $1.5M 71k 20.67
American Eagle Outfitters (AEO) 0.2 $1.2M 86k 14.03
Old National Ban (ONB) 0.2 $1.1M 62k 17.35
Office Depot 0.2 $908k 195k 4.66
GATX Corporation (GATX) 0.2 $917k 15k 60.98
Ship Finance Intl 0.2 $844k 57k 14.70
Dean Foods Company 0.2 $783k 40k 19.67
Trinseo S A 0.2 $796k 12k 67.08
Mortgage Reit Index real (REM) 0.1 $733k 16k 45.30
Sanderson Farms 0.1 $720k 6.9k 103.84
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.1 $708k 14k 51.17
SPDR Barclays Capital Convertible SecETF (CWB) 0.1 $718k 15k 48.08
Powershares Senior Loan Portfo mf 0.1 $711k 31k 23.26
Cys Investments 0.1 $653k 82k 7.96
Scorpio Tankers 0.1 $592k 133k 4.44
Cal-Maine Foods (CALM) 0.1 $517k 14k 36.81
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $474k 5.4k 87.76
Nordic American Tanker Shippin (NAT) 0.1 $455k 56k 8.18
Vanguard High Dividend Yield ETF (VYM) 0.1 $444k 5.7k 77.69
iShares JPMorgan USD Emer Mkt Bnd Fd ETF (EMB) 0.1 $447k 3.9k 113.60
PowerShares S&P 500 BuyWrite Portfol ETF 0.1 $447k 20k 22.05
SPDR S&P International Dividend (DWX) 0.1 $456k 12k 38.05
Ishares Inc Em Hgh Yld Bd other (EMHY) 0.1 $446k 8.9k 49.95
Ishares Incglobal High Yi equity (GHYG) 0.1 $476k 9.6k 49.39
Ishares Tr 0-5yr hi yl cp (SHYG) 0.1 $475k 9.9k 47.79
iShares S&P US Pref Stock Idx Fnd (PFF) 0.1 $358k 9.2k 38.71
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.1 $361k 6.8k 53.32
Ishares Tr int pfd stk 0.1 $365k 21k 17.31
Abercrombie & Fitch (ANF) 0.1 $319k 27k 11.91
1347 Property Insurance Holdings 0.1 $284k 35k 8.11
Pool Corporation (POOL) 0.1 $243k 2.0k 119.47
Advanced Energy Industries (AEIS) 0.1 $239k 3.5k 68.50
Vail Resorts (MTN) 0.1 $273k 1.4k 192.12
Masimo Corporation (MASI) 0.1 $257k 2.8k 93.25
Plug Power (PLUG) 0.1 $242k 175k 1.38
Sterling Bancorp 0.1 $275k 12k 23.74
Lancaster Colony (LANC) 0.0 $216k 1.7k 129.11
InterDigital (IDCC) 0.0 $181k 2.1k 86.07
West Pharmaceutical Services (WST) 0.0 $213k 2.6k 81.48
Texas Roadhouse (TXRH) 0.0 $184k 4.1k 44.56
Chemical Financial Corporation 0.0 $190k 3.7k 51.02
Cooper Standard Holdings (CPS) 0.0 $182k 1.6k 110.64
Bright Horizons Fam Sol In D (BFAM) 0.0 $203k 2.8k 72.50
Science App Int'l (SAIC) 0.0 $178k 2.4k 74.54
Curtiss-Wright (CW) 0.0 $171k 1.9k 91.35
CSG Systems International (CSGS) 0.0 $153k 4.0k 37.84
Fresh Del Monte Produce (FDP) 0.0 $157k 2.7k 59.22
Drew Industries 0.0 $174k 1.7k 100.00
Cantel Medical 0.0 $171k 2.1k 80.17
Owens & Minor (OMI) 0.0 $160k 4.6k 34.62
Resonant 0.0 $129k 24k 5.38
iShares Barclays 1-3 Year Cred Bd Fd ETF (IGSB) 0.0 $119k 1.1k 105.50
Ishares Tr fltg rate nt (FLOT) 0.0 $119k 2.3k 50.96
Agenus (AGEN) 0.0 $79k 21k 3.76
Rmg Networks Hldgs 0.0 $106k 135k 0.78
Vuzix Corp Com Stk (VUZI) 0.0 $93k 15k 6.20
Jernigan Cap 0.0 $92k 4.0k 23.00
Aqua Metals (AQMS) 0.0 $98k 5.0k 19.60
BioTime 0.0 $59k 17k 3.47
SPDR DB Int'l Govt Infl Pro Bond (WIP) 0.0 $28k 519.00 53.95
Pluristem Therapeutics 0.0 $55k 45k 1.22
Global Ship Lease inc usd0.01 class a 0.0 $52k 35k 1.49
AVINO SILVER & GOLD Mines Lt (ASM) 0.0 $46k 27k 1.74
Neonode 0.0 $46k 29k 1.61
Synthetic Biologics 0.0 $28k 45k 0.62
Intrexon 0.0 $40k 2.0k 20.00
Bellicum Pharma 0.0 $43k 3.5k 12.29
Resolute Energy 0.0 $40k 1.0k 40.00
Biocept 0.0 $31k 15k 2.14
Histogenics Corp Cmn 0.0 $24k 14k 1.71