Mount Lucas Management as of Dec. 31, 2012
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 100 positions in its portfolio as reported in the December 2012 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Goldman Sachs Group | 9.6 | $62M | 486k | 127.56 | |
| Goldman Sachs Group Inc option | 9.6 | $62M | 486k | 127.56 | |
| Raytheon Company | 5.0 | $32M | 555k | 57.56 | |
| Northrop Grumman Corporation (NOC) | 4.9 | $32M | 470k | 67.58 | |
| Safeway | 4.6 | $30M | 1.6M | 18.09 | |
| Vanguard Emerging Markets ETF (VWO) | 4.5 | $29M | 653k | 44.53 | |
| Prudential Financial (PRU) | 4.3 | $28M | 518k | 53.33 | |
| Whirlpool Corporation (WHR) | 3.0 | $19M | 189k | 101.75 | |
| Marathon Petroleum Corp (MPC) | 2.7 | $18M | 278k | 63.00 | |
| L-3 Communications Holdings | 2.6 | $17M | 222k | 76.62 | |
| GameStop (GME) | 2.5 | $16M | 647k | 25.09 | |
| Travelers Companies (TRV) | 2.5 | $16M | 221k | 71.82 | |
| Valero Energy Corporation (VLO) | 2.4 | $16M | 458k | 34.12 | |
| Allstate Corporation (ALL) | 2.4 | $15M | 381k | 40.17 | |
| Aetna | 2.3 | $15M | 325k | 46.31 | |
| MetLife (MET) | 2.0 | $13M | 398k | 32.94 | |
| Assurant (AIZ) | 1.9 | $12M | 356k | 34.70 | |
| Seagate Technology Com Stk | 1.8 | $12M | 387k | 30.42 | |
| ConocoPhillips (COP) | 1.8 | $12M | 201k | 57.99 | |
| Focus Media Hldg | 1.8 | $11M | 443k | 25.67 | |
| Toll Brothers Inc option | 1.7 | $11M | 334k | 32.33 | |
| Consumer Discretionary SPDR (XLY) | 1.6 | $10M | 215k | 47.44 | |
| Pulte (PHM) | 1.5 | $9.6M | 528k | 18.16 | |
| Lennar Corporation (LEN) | 1.2 | $7.7M | 200k | 38.67 | |
| Technology SPDR (XLK) | 1.1 | $6.8M | 237k | 28.85 | |
| D.R. Horton (DHI) | 0.8 | $5.5M | 277k | 19.78 | |
| Phillips 66 (PSX) | 0.8 | $5.4M | 102k | 53.10 | |
| Visa (V) | 0.8 | $4.9M | 32k | 151.59 | |
| KB Home (KBH) | 0.7 | $4.6M | 291k | 15.80 | |
| Biogen Idec (BIIB) | 0.7 | $4.6M | 31k | 146.37 | |
| Industrial SPDR (XLI) | 0.6 | $4.0M | 104k | 37.90 | |
| Home Depot (HD) | 0.6 | $3.9M | 63k | 61.85 | |
| V.F. Corporation (VFC) | 0.6 | $3.9M | 26k | 150.97 | |
| Spdr S&p 500 Etf (SPY) | 0.6 | $3.8M | 27k | 142.43 | |
| Sherwin-Williams Company (SHW) | 0.6 | $3.8M | 25k | 153.83 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.6 | $3.7M | 105k | 34.90 | |
| Intuitive Surgical (ISRG) | 0.6 | $3.5M | 7.2k | 490.39 | |
| Dean Foods Company | 0.6 | $3.6M | 216k | 16.51 | |
| Northrop Grumman Corporation (NOC) | 0.5 | $3.2M | 48k | 67.59 | |
| Raytheon Company | 0.5 | $3.2M | 56k | 57.56 | |
| Financial Select Sector SPDR (XLF) | 0.5 | $3.0M | 184k | 16.39 | |
| Safeway | 0.5 | $2.9M | 162k | 18.09 | |
| Toll Brothers (TOL) | 0.5 | $2.9M | 89k | 32.33 | |
| Health Care SPDR (XLV) | 0.4 | $2.9M | 72k | 39.88 | |
| Macy's (M) | 0.4 | $2.6M | 67k | 39.02 | |
| Prudential Financial (PRU) | 0.4 | $2.6M | 49k | 53.33 | |
| Energy Select Sector SPDR (XLE) | 0.4 | $2.6M | 37k | 71.41 | |
| O'reilly Automotive (ORLY) | 0.4 | $2.6M | 29k | 89.41 | |
| Materials SPDR (XLB) | 0.4 | $2.4M | 64k | 37.54 | |
| Lorillard | 0.4 | $2.3M | 20k | 116.66 | |
| Dollar Tree (DLTR) | 0.3 | $2.3M | 56k | 40.55 | |
| Fastenal Company (FAST) | 0.3 | $2.3M | 49k | 46.64 | |
| Gap (GAP) | 0.3 | $2.1M | 68k | 31.04 | |
| Apple (AAPL) | 0.3 | $2.0M | 3.8k | 532.28 | |
| Ross Stores (ROST) | 0.3 | $1.9M | 35k | 54.10 | |
| Whirlpool Corporation (WHR) | 0.3 | $1.9M | 19k | 101.76 | |
| Chipotle Mexican Grill (CMG) | 0.3 | $1.9M | 6.4k | 297.46 | |
| L-3 Communications Holdings | 0.3 | $1.7M | 23k | 76.62 | |
| Marathon Petroleum Corp (MPC) | 0.3 | $1.8M | 28k | 63.00 | |
| Seagate Technology Com Stk | 0.3 | $1.6M | 54k | 30.42 | |
| Travelers Companies (TRV) | 0.2 | $1.6M | 23k | 71.83 | |
| Valero Energy Corporation (VLO) | 0.2 | $1.6M | 46k | 34.13 | |
| GameStop (GME) | 0.2 | $1.6M | 65k | 25.10 | |
| Allstate Corporation (ALL) | 0.2 | $1.6M | 39k | 40.18 | |
| iShares MSCI United Kingdom Index | 0.2 | $1.5M | 85k | 17.94 | |
| Aetna | 0.2 | $1.5M | 31k | 46.31 | |
| iShares FTSE/Xinhua China 25 Index (FXI) | 0.2 | $1.4M | 34k | 40.45 | |
| iShares MSCI Mexico Inv. Mt. Idx. (EWW) | 0.2 | $1.3M | 19k | 70.51 | |
| Assurant (AIZ) | 0.2 | $1.2M | 35k | 34.70 | |
| MetLife (MET) | 0.2 | $1.3M | 38k | 32.93 | |
| ConocoPhillips (COP) | 0.2 | $1.1M | 20k | 57.97 | |
| Engility Hldgs | 0.1 | $701k | 36k | 19.27 | |
| Visa (V) | 0.1 | $500k | 3.3k | 151.70 | |
| Phillips 66 (PSX) | 0.1 | $526k | 9.9k | 53.13 | |
| Lennar Corporation (LEN) | 0.1 | $431k | 11k | 38.70 | |
| Pulte (PHM) | 0.1 | $479k | 26k | 18.15 | |
| Biogen Idec (BIIB) | 0.1 | $469k | 3.2k | 146.29 | |
| Home Depot (HD) | 0.1 | $394k | 6.4k | 61.85 | |
| Sherwin-Williams Company (SHW) | 0.1 | $388k | 2.5k | 153.66 | |
| V.F. Corporation (VFC) | 0.1 | $395k | 2.6k | 150.94 | |
| Intuitive Surgical (ISRG) | 0.1 | $363k | 740.00 | 490.54 | |
| Macy's (M) | 0.1 | $380k | 9.7k | 39.03 | |
| D.R. Horton (DHI) | 0.1 | $376k | 19k | 19.79 | |
| Gap (GAP) | 0.1 | $300k | 9.7k | 31.04 | |
| Dollar Tree (DLTR) | 0.1 | $326k | 8.0k | 40.50 | |
| Dean Foods Company | 0.1 | $352k | 21k | 16.51 | |
| Fastenal Company (FAST) | 0.1 | $323k | 6.9k | 46.60 | |
| Lorillard | 0.1 | $340k | 2.9k | 116.80 | |
| O'reilly Automotive (ORLY) | 0.1 | $334k | 3.7k | 89.40 | |
| Ross Stores (ROST) | 0.0 | $270k | 5.0k | 54.04 | |
| Apple (AAPL) | 0.0 | $279k | 524.00 | 532.44 | |
| Chipotle Mexican Grill (CMG) | 0.0 | $272k | 916.00 | 296.94 | |
| Financial Select Sector SPDR (XLF) | 0.0 | $224k | 14k | 16.41 | |
| Health Care SPDR (XLV) | 0.0 | $62k | 1.6k | 39.57 | |
| Energy Select Sector SPDR (XLE) | 0.0 | $42k | 591.00 | 71.07 | |
| Technology SPDR (XLK) | 0.0 | $81k | 2.8k | 28.81 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.0 | $76k | 2.2k | 34.78 | |
| Consumer Discretionary SPDR (XLY) | 0.0 | $66k | 1.4k | 47.76 | |
| Engility Hldgs | 0.0 | $71k | 3.7k | 19.20 | |
| Industrial SPDR (XLI) | 0.0 | $14k | 357.00 | 39.22 |
