Mount Lucas Management as of Sept. 30, 2012
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 90 positions in its portfolio as reported in the September 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Goldman Sachs Group | 8.4 | $58M | 513k | 113.68 | |
| Goldman Sachs Group Inc option | 8.4 | $58M | 513k | 113.68 | |
| Raytheon Company | 5.0 | $35M | 603k | 57.16 | |
| Northrop Grumman Corporation (NOC) | 5.0 | $34M | 516k | 66.43 | |
| Prudential Financial (PRU) | 4.4 | $30M | 555k | 54.51 | |
| Safeway | 4.2 | $29M | 1.8M | 16.09 | |
| Pulte (PHM) | 2.7 | $19M | 1.2M | 15.50 | |
| Seagate Technology Com Stk | 2.7 | $19M | 610k | 30.96 | |
| Vanguard Emerging Markets ETF (VWO) | 2.7 | $19M | 445k | 41.72 | |
| L-3 Communications Holdings | 2.5 | $18M | 244k | 71.71 | |
| Whirlpool Corporation (WHR) | 2.5 | $17M | 208k | 82.91 | |
| Marathon Petroleum Corp (MPC) | 2.4 | $17M | 306k | 54.59 | |
| Travelers Companies (TRV) | 2.4 | $17M | 243k | 68.26 | |
| Allstate Corporation (ALL) | 2.4 | $17M | 419k | 39.61 | |
| Valero Energy Corporation (VLO) | 2.3 | $16M | 504k | 31.68 | |
| Lennar Corporation (LEN) | 2.2 | $15M | 435k | 34.77 | |
| D.R. Horton (DHI) | 2.1 | $15M | 722k | 20.62 | |
| GameStop (GME) | 2.1 | $15M | 709k | 21.00 | |
| MetLife (MET) | 2.1 | $15M | 431k | 34.46 | |
| Assurant (AIZ) | 2.1 | $15M | 392k | 37.30 | |
| KB Home (KBH) | 2.1 | $15M | 1.0M | 14.35 | |
| Aetna | 2.0 | $14M | 359k | 39.60 | |
| ConocoPhillips (COP) | 1.8 | $13M | 220k | 57.18 | |
| Focus Media Hldg | 1.6 | $11M | 462k | 23.40 | |
| Toll Brothers (TOL) | 1.5 | $10M | 309k | 33.23 | |
| Spdr S&p 500 Etf (SPY) | 1.2 | $8.0M | 56k | 143.97 | |
| Biogen Idec (BIIB) | 0.8 | $5.2M | 35k | 149.22 | |
| Phillips 66 (PSX) | 0.7 | $5.0M | 108k | 46.37 | |
| Visa (V) | 0.7 | $4.8M | 36k | 134.29 | |
| V.F. Corporation (VFC) | 0.7 | $4.5M | 28k | 159.35 | |
| Dollar Tree (DLTR) | 0.6 | $4.4M | 91k | 48.29 | |
| Home Depot (HD) | 0.6 | $4.2M | 69k | 60.37 | |
| Sherwin-Williams Company (SHW) | 0.6 | $4.1M | 27k | 148.92 | |
| Macy's (M) | 0.6 | $4.1M | 109k | 37.62 | |
| Apple (AAPL) | 0.6 | $4.0M | 6.0k | 667.05 | |
| Intuitive Surgical (ISRG) | 0.6 | $3.9M | 7.9k | 495.65 | |
| Gap (GAP) | 0.6 | $3.9M | 109k | 35.78 | |
| Health Care SPDR (XLV) | 0.6 | $3.9M | 96k | 40.12 | |
| Dean Foods Company | 0.6 | $3.9M | 239k | 16.35 | |
| Energy Select Sector SPDR (XLE) | 0.6 | $3.8M | 52k | 73.43 | |
| Materials SPDR (XLB) | 0.6 | $3.9M | 105k | 36.80 | |
| Financial Select Sector SPDR (XLF) | 0.6 | $3.8M | 247k | 15.59 | |
| Consumer Discretionary SPDR (XLY) | 0.6 | $3.8M | 82k | 46.79 | |
| O'reilly Automotive (ORLY) | 0.6 | $3.9M | 47k | 83.61 | |
| Technology SPDR (XLK) | 0.6 | $3.8M | 123k | 30.83 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.6 | $3.8M | 106k | 35.82 | |
| Industrial SPDR (XLI) | 0.5 | $3.8M | 103k | 36.53 | |
| Lorillard | 0.5 | $3.7M | 32k | 116.44 | |
| Utilities SPDR (XLU) | 0.5 | $3.7M | 103k | 36.39 | |
| Ross Stores (ROST) | 0.5 | $3.7M | 57k | 64.59 | |
| Northrop Grumman Corporation (NOC) | 0.5 | $3.4M | 52k | 66.43 | |
| Raytheon Company | 0.5 | $3.5M | 61k | 57.16 | |
| Fastenal Company (FAST) | 0.5 | $3.4M | 78k | 42.99 | |
| Chipotle Mexican Grill (CMG) | 0.5 | $3.3M | 10k | 317.54 | |
| Prudential Financial (PRU) | 0.4 | $3.0M | 56k | 54.52 | |
| Safeway | 0.4 | $2.9M | 178k | 16.09 | |
| Seagate Technology Com Stk | 0.3 | $1.9M | 61k | 30.96 | |
| Whirlpool Corporation (WHR) | 0.2 | $1.7M | 21k | 82.92 | |
| L-3 Communications Holdings | 0.2 | $1.7M | 24k | 71.73 | |
| Travelers Companies (TRV) | 0.2 | $1.6M | 24k | 68.26 | |
| Allstate Corporation (ALL) | 0.2 | $1.7M | 42k | 39.62 | |
| Marathon Petroleum Corp (MPC) | 0.2 | $1.6M | 30k | 54.58 | |
| Valero Energy Corporation (VLO) | 0.2 | $1.6M | 50k | 31.69 | |
| Assurant (AIZ) | 0.2 | $1.5M | 39k | 37.29 | |
| GameStop (GME) | 0.2 | $1.5M | 71k | 21.00 | |
| MetLife (MET) | 0.2 | $1.5M | 43k | 34.46 | |
| Aetna | 0.2 | $1.4M | 35k | 39.60 | |
| ConocoPhillips (COP) | 0.2 | $1.2M | 22k | 57.17 | |
| Engility Hldgs | 0.1 | $743k | 40k | 18.46 | |
| Biogen Idec (BIIB) | 0.1 | $519k | 3.5k | 149.14 | |
| V.F. Corporation (VFC) | 0.1 | $453k | 2.8k | 159.23 | |
| Visa (V) | 0.1 | $480k | 3.6k | 134.27 | |
| Phillips 66 (PSX) | 0.1 | $497k | 11k | 46.40 | |
| Home Depot (HD) | 0.1 | $416k | 6.9k | 60.38 | |
| Lennar Corporation (LEN) | 0.1 | $420k | 12k | 34.77 | |
| Pulte (PHM) | 0.1 | $444k | 29k | 15.50 | |
| Sherwin-Williams Company (SHW) | 0.1 | $407k | 2.7k | 148.76 | |
| Apple (AAPL) | 0.1 | $395k | 592.00 | 667.23 | |
| Intuitive Surgical (ISRG) | 0.1 | $397k | 801.00 | 495.63 | |
| Macy's (M) | 0.1 | $410k | 11k | 37.63 | |
| Gap (GAP) | 0.1 | $391k | 11k | 35.82 | |
| Dollar Tree (DLTR) | 0.1 | $441k | 9.1k | 48.32 | |
| D.R. Horton (DHI) | 0.1 | $426k | 21k | 20.64 | |
| Dean Foods Company | 0.1 | $390k | 24k | 16.36 | |
| Lorillard | 0.1 | $383k | 3.3k | 116.48 | |
| Ross Stores (ROST) | 0.1 | $365k | 5.7k | 64.51 | |
| Fastenal Company (FAST) | 0.1 | $336k | 7.8k | 42.93 | |
| Chipotle Mexican Grill (CMG) | 0.1 | $327k | 1.0k | 317.78 | |
| O'reilly Automotive (ORLY) | 0.1 | $334k | 4.0k | 83.52 | |
| Engility Hldgs | 0.0 | $74k | 4.0k | 18.44 |
