Mount Lucas Management as of Dec. 31, 2011
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 99 positions in its portfolio as reported in the December 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Financial Select Sector SPDR (XLF) | 25.0 | $89M | 6.8M | 13.00 | |
| Citigroup Inc opt | 6.3 | $22M | 850k | 26.31 | |
| Chevron Corporation (CVX) | 4.3 | $15M | 144k | 106.40 | |
| Chubb Corporation | 2.5 | $9.0M | 130k | 69.22 | |
| J.C. Penney Company | 2.5 | $8.7M | 249k | 35.15 | |
| At&t (T) | 2.4 | $8.6M | 285k | 30.24 | |
| Jabil Circuit (JBL) | 2.3 | $8.1M | 412k | 19.66 | |
| Raytheon Company | 2.2 | $7.8M | 162k | 48.38 | |
| Molex Incorporated | 2.2 | $7.7M | 324k | 23.86 | |
| International Paper Company (IP) | 2.1 | $7.6M | 256k | 29.60 | |
| CenturyLink | 2.1 | $7.4M | 198k | 37.20 | |
| Aetna | 2.1 | $7.3M | 174k | 42.19 | |
| Northrop Grumman Corporation (NOC) | 2.0 | $7.3M | 124k | 58.48 | |
| ConocoPhillips (COP) | 2.0 | $7.0M | 96k | 72.87 | |
| L-3 Communications Holdings | 1.9 | $6.9M | 104k | 66.68 | |
| Valero Energy Corporation (VLO) | 1.8 | $6.3M | 297k | 21.05 | |
| Citigroup (C) | 1.7 | $6.1M | 232k | 26.31 | |
| Archer Daniels Midland Company (ADM) | 1.7 | $6.0M | 209k | 28.60 | |
| Murphy Oil Corporation (MUR) | 1.6 | $5.8M | 105k | 55.74 | |
| JPMorgan Chase & Co. (JPM) | 1.5 | $5.4M | 161k | 33.25 | |
| Computer Sciences Corporation | 1.4 | $5.1M | 216k | 23.70 | |
| Goldman Sachs (GS) | 1.4 | $5.0M | 55k | 90.43 | |
| Wells Fargo & Company (WFC) | 1.3 | $4.6M | 167k | 27.56 | |
| Marathon Oil Corporation (MRO) | 1.2 | $4.4M | 151k | 29.27 | |
| Whirlpool Corporation (WHR) | 1.2 | $4.3M | 91k | 47.45 | |
| Chevron Corporation (CVX) | 1.1 | $4.0M | 37k | 106.41 | |
| AutoNation (AN) | 1.0 | $3.6M | 97k | 36.87 | |
| Tesoro Corporation | 0.9 | $3.3M | 143k | 23.36 | |
| Bank of America Corporation (BAC) | 0.9 | $3.1M | 556k | 5.56 | |
| Marathon Petroleum Corp (MPC) | 0.7 | $2.5M | 76k | 33.30 | |
| Chubb Corporation | 0.7 | $2.3M | 33k | 69.22 | |
| J.C. Penney Company | 0.6 | $2.2M | 64k | 35.15 | |
| At&t (T) | 0.6 | $2.2M | 72k | 30.24 | |
| Jabil Circuit (JBL) | 0.6 | $2.1M | 106k | 19.66 | |
| Molex Incorporated | 0.6 | $2.0M | 83k | 23.86 | |
| Raytheon Company | 0.6 | $2.0M | 41k | 48.38 | |
| International Paper Company (IP) | 0.6 | $1.9M | 66k | 29.59 | |
| Northrop Grumman Corporation (NOC) | 0.5 | $1.9M | 32k | 58.49 | |
| Aetna | 0.5 | $1.9M | 45k | 42.19 | |
| ConocoPhillips (COP) | 0.5 | $1.8M | 25k | 72.85 | |
| Whole Foods Market | 0.5 | $1.8M | 26k | 69.59 | |
| Chipotle Mexican Grill (CMG) | 0.5 | $1.8M | 5.5k | 337.79 | |
| CenturyLink | 0.5 | $1.8M | 48k | 37.20 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.5 | $1.7M | 23k | 75.88 | |
| Pioneer Natural Resources (PXD) | 0.5 | $1.7M | 19k | 89.49 | |
| L-3 Communications Holdings | 0.5 | $1.6M | 25k | 66.69 | |
| Valero Energy Corporation (VLO) | 0.5 | $1.6M | 78k | 21.05 | |
| Range Resources (RRC) | 0.5 | $1.6M | 26k | 61.96 | |
| F5 Networks (FFIV) | 0.5 | $1.6M | 15k | 106.13 | |
| Archer Daniels Midland Company (ADM) | 0.4 | $1.5M | 52k | 28.60 | |
| Cerner Corporation | 0.4 | $1.5M | 24k | 61.26 | |
| Murphy Oil Corporation (MUR) | 0.4 | $1.5M | 27k | 55.73 | |
| Interpublic Group of Companies (IPG) | 0.4 | $1.4M | 149k | 9.73 | |
| Teradyne (TER) | 0.4 | $1.3M | 98k | 13.63 | |
| Computer Sciences Corporation | 0.4 | $1.3M | 55k | 23.70 | |
| Abercrombie & Fitch (ANF) | 0.3 | $1.2M | 26k | 48.83 | |
| Energy Select Sector SPDR (XLE) | 0.3 | $1.3M | 18k | 69.13 | |
| CF Industries Holdings (CF) | 0.3 | $1.2M | 8.6k | 145.00 | |
| Marathon Oil Corporation (MRO) | 0.3 | $1.2M | 40k | 29.27 | |
| Whirlpool Corporation (WHR) | 0.3 | $1.1M | 24k | 47.47 | |
| MetroPCS Communications | 0.3 | $1.1M | 129k | 8.68 | |
| Netflix (NFLX) | 0.3 | $1.1M | 16k | 69.27 | |
| Cbre Group Inc Cl A (CBRE) | 0.3 | $1.1M | 73k | 15.22 | |
| AutoNation (AN) | 0.3 | $918k | 25k | 36.87 | |
| Tesoro Corporation | 0.2 | $891k | 38k | 23.36 | |
| JDS Uniphase Corporation | 0.2 | $766k | 73k | 10.43 | |
| Marathon Petroleum Corp (MPC) | 0.2 | $658k | 20k | 33.31 | |
| Chipotle Mexican Grill (CMG) | 0.1 | $486k | 1.4k | 337.73 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.1 | $448k | 5.9k | 75.87 | |
| Whole Foods Market | 0.1 | $473k | 6.8k | 69.58 | |
| Consumer Discretionary SPDR (XLY) | 0.1 | $475k | 12k | 39.00 | |
| iShares Dow Jones US Technology (IYW) | 0.1 | $453k | 7.1k | 63.85 | |
| Range Resources (RRC) | 0.1 | $415k | 6.7k | 61.88 | |
| Pioneer Natural Resources (PXD) | 0.1 | $410k | 4.6k | 89.38 | |
| F5 Networks (FFIV) | 0.1 | $415k | 3.9k | 106.00 | |
| Cerner Corporation | 0.1 | $387k | 6.3k | 61.26 | |
| Interpublic Group of Companies (IPG) | 0.1 | $370k | 38k | 9.74 | |
| Industrial SPDR (XLI) | 0.1 | $345k | 10k | 33.71 | |
| Teradyne (TER) | 0.1 | $345k | 25k | 13.62 | |
| Abercrombie & Fitch (ANF) | 0.1 | $323k | 6.6k | 48.80 | |
| CF Industries Holdings (CF) | 0.1 | $322k | 2.2k | 144.91 | |
| Netflix (NFLX) | 0.1 | $283k | 4.1k | 69.36 | |
| USA Technologies | 0.1 | $283k | 252k | 1.12 | |
| MetroPCS Communications | 0.1 | $290k | 33k | 8.68 | |
| Cbre Group Inc Cl A (CBRE) | 0.1 | $288k | 19k | 15.20 | |
| Energy Select Sector SPDR (XLE) | 0.1 | $247k | 3.6k | 69.25 | |
| JDS Uniphase Corporation | 0.1 | $199k | 19k | 10.44 | |
| iShares Dow Jones US Tele (IYZ) | 0.0 | $130k | 6.2k | 21.03 | |
| Consumer Discretionary SPDR (XLY) | 0.0 | $102k | 2.6k | 38.87 | |
| iShares Dow Jones US Technology (IYW) | 0.0 | $96k | 1.5k | 64.04 | |
| Health Care SPDR (XLV) | 0.0 | $70k | 2.0k | 34.57 | |
| Industrial SPDR (XLI) | 0.0 | $64k | 1.9k | 33.84 | |
| Materials SPDR (XLB) | 0.0 | $56k | 1.7k | 33.33 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.0 | $60k | 1.8k | 32.57 | |
| iShares Dow Jones US Tele (IYZ) | 0.0 | $82k | 3.9k | 20.91 | |
| Consumer Staples Select Sect. SPDR (XLP) | 0.0 | $47k | 1.4k | 32.44 | |
| Health Care SPDR (XLV) | 0.0 | $16k | 448.00 | 35.71 | |
| Materials SPDR (XLB) | 0.0 | $13k | 379.00 | 34.30 | |
| Financial Select Sector SPDR (XLF) | 0.0 | $12k | 929.00 | 12.92 |
