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 |
