Mount Lucas Management Corporation as of Sept. 30, 2011
Portfolio Holdings for Mount Lucas Management Corporation
Mount Lucas Management Corporation holds 90 positions in its portfolio as reported in the September 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| SanDisk Corporation | 7.7 | $23M | 559k | 40.35 | |
| Citigroup Inc opt | 7.5 | $22M | 850k | 25.62 | |
| iShares MSCI South Korea Index Fund (EWY) | 6.4 | $19M | 402k | 46.57 | |
| Chevron Corporation (CVX) | 4.2 | $12M | 133k | 92.59 | |
| Powershs Db Us Dollar Index option | 3.6 | $11M | 4.7M | 2.23 | |
| At&t (T) | 2.6 | $7.5M | 263k | 28.52 | |
| Chubb Corporation | 2.5 | $7.3M | 121k | 59.99 | |
| Jabil Circuit (JBL) | 2.4 | $6.8M | 385k | 17.79 | |
| Northrop Grumman Corporation (NOC) | 2.2 | $6.3M | 121k | 52.17 | |
| J.C. Penney Company | 2.1 | $6.2M | 231k | 26.78 | |
| Molex Incorporated | 2.1 | $6.1M | 301k | 20.37 | |
| Raytheon Company | 2.1 | $6.1M | 149k | 40.87 | |
| CenturyLink | 2.1 | $6.1M | 184k | 33.12 | |
| L-3 Communications Holdings | 2.0 | $6.0M | 96k | 61.97 | |
| Aetna | 2.0 | $5.9M | 162k | 36.34 | |
| ConocoPhillips (COP) | 2.0 | $5.9M | 93k | 63.32 | |
| Computer Sciences Corporation | 1.9 | $5.6M | 210k | 26.85 | |
| International Paper Company (IP) | 1.9 | $5.5M | 237k | 23.25 | |
| Valero Energy Corporation (VLO) | 1.8 | $5.1M | 288k | 17.78 | |
| Archer Daniels Midland Company (ADM) | 1.7 | $4.9M | 197k | 24.81 | |
| Bank of America Corporation (BAC) | 1.5 | $4.5M | 732k | 6.12 | |
| Whirlpool Corporation (WHR) | 1.5 | $4.4M | 89k | 49.91 | |
| Murphy Oil Corporation (MUR) | 1.5 | $4.3M | 98k | 44.16 | |
| Cisco Systems (CSCO) | 1.4 | $4.0M | 260k | 15.50 | |
| Chevron Corporation (CVX) | 1.3 | $3.8M | 41k | 92.59 | |
| Heckmann Corporation | 1.3 | $3.8M | 710k | 5.29 | |
| Financial Select Sector SPDR (XLF) | 1.2 | $3.5M | 300k | 11.81 | |
| Energy Select Sector SPDR (XLE) | 1.1 | $3.3M | 57k | 58.51 | |
| Marathon Oil Corporation (MRO) | 1.1 | $3.2M | 147k | 21.58 | |
| AutoNation (AN) | 1.0 | $3.0M | 92k | 32.78 | |
| Hershey Company (HSY) | 1.0 | $2.9M | 49k | 59.24 | |
| Tesoro Corporation | 0.9 | $2.7M | 140k | 19.47 | |
| Jpmorgan Chase & Co. w exp 10/201 | 0.9 | $2.6M | 88k | 30.12 | |
| Walter Investment Management | 0.8 | $2.2M | 98k | 22.93 | |
| At&t (T) | 0.8 | $2.2M | 78k | 28.52 | |
| Chubb Corporation | 0.7 | $2.2M | 36k | 59.99 | |
| Wabash National Corporation (WNC) | 0.7 | $2.1M | 448k | 4.77 | |
| Jabil Circuit (JBL) | 0.7 | $2.1M | 115k | 17.79 | |
| Marathon Petroleum Corp (MPC) | 0.7 | $2.0M | 73k | 27.06 | |
| Nielsen Holdings Nv | 0.7 | $1.9M | 74k | 26.08 | |
| Columbia Banking System (COLB) | 0.7 | $1.9M | 133k | 14.32 | |
| J.C. Penney Company | 0.6 | $1.9M | 69k | 26.77 | |
| Northrop Grumman Corporation (NOC) | 0.6 | $1.9M | 36k | 52.16 | |
| Molex Incorporated | 0.6 | $1.8M | 90k | 20.37 | |
| Raytheon Company | 0.6 | $1.8M | 45k | 40.88 | |
| CenturyLink | 0.6 | $1.8M | 54k | 33.12 | |
| Aetna | 0.6 | $1.8M | 49k | 36.34 | |
| ConocoPhillips (COP) | 0.6 | $1.8M | 28k | 63.33 | |
| Netflix (NFLX) | 0.6 | $1.7M | 15k | 113.28 | |
| Computer Sciences Corporation | 0.6 | $1.7M | 63k | 26.85 | |
| International Paper Company (IP) | 0.6 | $1.7M | 71k | 23.24 | |
| L-3 Communications Holdings | 0.6 | $1.7M | 27k | 61.96 | |
| Cerner Corporation | 0.6 | $1.6M | 24k | 68.53 | |
| Whole Foods Market | 0.6 | $1.6M | 25k | 65.30 | |
| Valero Energy Corporation (VLO) | 0.5 | $1.6M | 88k | 17.78 | |
| Abercrombie & Fitch (ANF) | 0.5 | $1.5M | 25k | 61.54 | |
| Chipotle Mexican Grill (CMG) | 0.5 | $1.5M | 5.1k | 303.04 | |
| Range Resources (RRC) | 0.5 | $1.5M | 25k | 58.46 | |
| Archer Daniels Midland Company (ADM) | 0.5 | $1.5M | 59k | 24.80 | |
| Whirlpool Corporation (WHR) | 0.5 | $1.3M | 27k | 49.91 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.5 | $1.3M | 21k | 61.93 | |
| Murphy Oil Corporation (MUR) | 0.4 | $1.3M | 29k | 44.17 | |
| Pioneer Natural Resources (PXD) | 0.4 | $1.2M | 18k | 65.76 | |
| MetroPCS Communications | 0.4 | $1.1M | 126k | 8.71 | |
| Interpublic Group of Companies (IPG) | 0.4 | $1.0M | 144k | 7.20 | |
| F5 Networks (FFIV) | 0.4 | $1.1M | 15k | 71.04 | |
| Teradyne (TER) | 0.4 | $1.1M | 96k | 11.01 | |
| CF Industries Holdings (CF) | 0.3 | $1.0M | 8.4k | 123.35 | |
| CB Richard Ellis | 0.3 | $966k | 72k | 13.47 | |
| Marathon Oil Corporation (MRO) | 0.3 | $959k | 45k | 21.57 | |
| AutoNation (AN) | 0.3 | $904k | 28k | 32.78 | |
| Tesoro Corporation | 0.3 | $826k | 42k | 19.46 | |
| JDS Uniphase Corporation | 0.2 | $717k | 72k | 9.97 | |
| Marathon Petroleum Corp (MPC) | 0.2 | $601k | 22k | 27.08 | |
| Netflix (NFLX) | 0.2 | $524k | 4.6k | 113.27 | |
| Cerner Corporation | 0.2 | $491k | 7.2k | 68.53 | |
| Whole Foods Market | 0.2 | $483k | 7.4k | 65.25 | |
| Abercrombie & Fitch (ANF) | 0.2 | $462k | 7.5k | 61.60 | |
| Chipotle Mexican Grill (CMG) | 0.2 | $475k | 1.6k | 303.13 | |
| Range Resources (RRC) | 0.1 | $443k | 7.6k | 58.47 | |
| Cabot Oil & Gas Corporation (CTRA) | 0.1 | $398k | 6.4k | 61.89 | |
| Pioneer Natural Resources (PXD) | 0.1 | $342k | 5.2k | 65.86 | |
| USA Technologies | 0.1 | $349k | 290k | 1.20 | |
| Interpublic Group of Companies (IPG) | 0.1 | $309k | 43k | 7.21 | |
| CF Industries Holdings (CF) | 0.1 | $311k | 2.5k | 123.36 | |
| F5 Networks (FFIV) | 0.1 | $315k | 4.4k | 70.95 | |
| Teradyne (TER) | 0.1 | $315k | 29k | 11.00 | |
| MetroPCS Communications | 0.1 | $330k | 38k | 8.71 | |
| CB Richard Ellis | 0.1 | $289k | 22k | 13.45 | |
| JDS Uniphase Corporation | 0.1 | $215k | 22k | 9.99 |
