Mount Lucas Management Corporation

Mount Lucas Management as of March 31, 2012

Portfolio Holdings for Mount Lucas Management

Mount Lucas Management holds 94 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Vanguard Emerging Markets ETF (VWO) 8.5 $37M 861k 43.47
Financial Select Sector SPDR (XLF) 7.2 $32M 2.0M 15.80
Industrial SPDR (XLI) 6.2 $27M 732k 37.41
Chesapeake Energy Corporation 5.1 $23M 970k 23.17
Lennar Corporation (LEN) 4.0 $18M 655k 27.18
SPDR S&P Homebuilders (XHB) 3.7 $16M 764k 21.35
Aetna 3.0 $13M 261k 50.16
Raytheon Company 2.9 $13M 240k 52.78
L-3 Communications Holdings 2.7 $12M 167k 70.77
Citigroup (C) 2.6 $12M 316k 36.55
Pulte (PHM) 2.3 $10M 1.1M 8.85
Jabil Circuit (JBL) 1.9 $8.1M 324k 25.12
Energy Select Sector SPDR (XLE) 1.8 $7.8M 109k 71.75
Molex Incorporated 1.6 $7.2M 256k 28.12
International Paper Company (IP) 1.6 $7.1M 202k 35.10
J.C. Penney Company 1.6 $6.9M 196k 35.43
Valero Energy Corporation (VLO) 1.4 $6.4M 248k 25.77
iShares S&P 100 Index (OEF) 1.4 $6.4M 100k 64.04
Prudential Financial (PRU) 1.4 $6.1M 97k 63.39
Northrop Grumman Corporation (NOC) 1.4 $6.1M 100k 61.08
Chevron Corporation (CVX) 1.3 $5.9M 55k 107.20
ConocoPhillips (COP) 1.3 $5.9M 77k 76.01
MetLife (MET) 1.3 $5.8M 155k 37.35
KB Home (KBH) 1.3 $5.7M 639k 8.90
Assurant (AIZ) 1.3 $5.6M 139k 40.50
Safeway 1.3 $5.6M 276k 20.21
GameStop (GME) 1.2 $5.4M 249k 21.84
Computer Sciences Corporation 1.2 $5.3M 178k 29.94
JPMorgan Chase & Co. (JPM) 1.2 $5.1M 111k 45.98
Goldman Sachs (GS) 1.1 $5.0M 40k 124.38
Bank of America Corporation (BAC) 1.1 $4.9M 516k 9.57
Health Care SPDR (XLV) 1.0 $4.5M 119k 37.61
Technology SPDR (XLK) 1.0 $4.5M 149k 30.16
Consumer Discretionary SPDR (XLY) 1.0 $4.5M 100k 45.09
Consumer Staples Select Sect. SPDR (XLP) 1.0 $4.4M 129k 34.08
Utilities SPDR (XLU) 1.0 $4.3M 123k 35.05
Aetna 0.9 $4.1M 82k 50.16
Raytheon Company 0.9 $4.0M 76k 52.77
Wells Fargo & Company (WFC) 0.9 $4.0M 116k 34.14
L-3 Communications Holdings 0.8 $3.7M 52k 70.77
Materials SPDR (XLB) 0.8 $3.6M 96k 36.97
Chipotle Mexican Grill (CMG) 0.8 $3.3M 8.0k 418.05
Jabil Circuit (JBL) 0.6 $2.5M 101k 25.12
Molex Incorporated 0.5 $2.2M 79k 28.11
International Paper Company (IP) 0.5 $2.2M 63k 35.11
J.C. Penney Company 0.5 $2.2M 61k 35.42
Valero Energy Corporation (VLO) 0.5 $2.0M 77k 25.77
Prudential Financial (PRU) 0.4 $1.9M 30k 63.41
Northrop Grumman Corporation (NOC) 0.4 $1.9M 31k 61.08
Chevron Corporation (CVX) 0.4 $1.8M 17k 107.23
ConocoPhillips (COP) 0.4 $1.8M 24k 76.01
MetLife (MET) 0.4 $1.8M 48k 37.36
Assurant (AIZ) 0.4 $1.8M 43k 40.50
Safeway 0.4 $1.7M 86k 20.21
Whole Foods Market 0.4 $1.7M 21k 83.21
GameStop (GME) 0.4 $1.7M 78k 21.83
Computer Sciences Corporation 0.4 $1.6M 55k 29.94
Cerner Corporation 0.3 $1.5M 20k 76.17
Intuitive Surgical (ISRG) 0.3 $1.5M 2.8k 541.67
Macy's (M) 0.3 $1.5M 39k 39.74
Biogen Idec (BIIB) 0.3 $1.6M 12k 125.99
Dollar Tree (DLTR) 0.3 $1.5M 16k 94.51
Tesoro Corporation 0.3 $1.5M 57k 26.83
O'reilly Automotive (ORLY) 0.3 $1.5M 17k 91.35
Visa (V) 0.3 $1.5M 13k 118.03
Fastenal Company (FAST) 0.3 $1.5M 28k 54.11
V.F. Corporation (VFC) 0.3 $1.5M 10k 146.00
Lorillard 0.3 $1.4M 11k 129.44
CF Industries Holdings (CF) 0.3 $1.3M 7.0k 182.71
Range Resources (RRC) 0.3 $1.2M 21k 58.13
AutoNation (AN) 0.3 $1.1M 33k 34.32
Cabot Oil & Gas Corporation (CTRA) 0.2 $1.1M 36k 31.16
Abercrombie & Fitch (ANF) 0.2 $1.0M 21k 49.63
Chipotle Mexican Grill (CMG) 0.2 $1.1M 2.5k 417.89
Netflix (NFLX) 0.1 $679k 5.9k 115.08
Whole Foods Market 0.1 $534k 6.4k 83.14
Cerner Corporation 0.1 $472k 6.2k 76.12
Intuitive Surgical (ISRG) 0.1 $486k 897.00 541.81
Macy's (M) 0.1 $481k 12k 39.77
Biogen Idec (BIIB) 0.1 $492k 3.9k 126.12
Dollar Tree (DLTR) 0.1 $483k 5.1k 94.43
Visa (V) 0.1 $470k 4.0k 117.91
Fastenal Company (FAST) 0.1 $472k 8.7k 54.09
Tesoro Corporation 0.1 $476k 18k 26.85
Lorillard 0.1 $465k 3.6k 129.49
V.F. Corporation (VFC) 0.1 $459k 3.1k 145.85
O'reilly Automotive (ORLY) 0.1 $421k 4.6k 91.30
Range Resources (RRC) 0.1 $382k 6.6k 58.18
CF Industries Holdings (CF) 0.1 $400k 2.2k 182.48
AutoNation (AN) 0.1 $345k 10k 34.33
Cabot Oil & Gas Corporation (CTRA) 0.1 $347k 11k 31.16
Abercrombie & Fitch (ANF) 0.1 $324k 6.5k 49.59
Netflix (NFLX) 0.1 $211k 1.8k 115.05
Apple (AAPL) 0.0 $80k 134.00 597.01