Mount Lucas Management Corporation as of June 30, 2011
Portfolio Holdings for Mount Lucas Management Corporation
Mount Lucas Management Corporation holds 88 positions in its portfolio as reported in the June 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| iShares MSCI South Korea Index Fund (EWY) | 8.8 | $60M | 925k | 65.00 | |
| SanDisk Corporation | 8.2 | $56M | 1.3M | 41.50 | |
| Citigroup Inc opt | 5.4 | $37M | 879k | 41.64 | |
| Spdr S&p 500 Etf Tr option | 5.1 | $35M | 263k | 131.97 | |
| At&t (T) | 4.5 | $31M | 971k | 31.41 | |
| Chevron Corporation (CVX) | 4.4 | $30M | 294k | 102.84 | |
| CenturyLink | 4.1 | $28M | 698k | 40.43 | |
| Whirlpool Corporation (WHR) | 3.8 | $26M | 315k | 81.32 | |
| Archer Daniels Midland Company (ADM) | 3.6 | $25M | 812k | 30.15 | |
| National-Oilwell Var | 3.4 | $23M | 298k | 78.21 | |
| Barclays Bk Plc call | 3.3 | $23M | 1.1M | 21.14 | |
| Northrop Grumman Corporation (NOC) | 2.4 | $16M | 236k | 69.35 | |
| Marathon Oil Corporation (MRO) | 2.4 | $16M | 308k | 52.68 | |
| Chubb Corporation | 2.2 | $15M | 237k | 62.61 | |
| ConocoPhillips (COP) | 2.0 | $14M | 184k | 75.19 | |
| Travelers Companies (TRV) | 2.0 | $14M | 236k | 58.38 | |
| General Dynamics Corporation (GD) | 2.0 | $14M | 184k | 74.52 | |
| Unum (UNM) | 1.9 | $13M | 514k | 25.48 | |
| Murphy Oil Corporation (MUR) | 1.9 | $13M | 194k | 65.66 | |
| Meredith Corporation | 1.7 | $12M | 376k | 31.13 | |
| Market Vectors Agribusiness | 1.6 | $11M | 200k | 53.79 | |
| Pioneer Natural Resources (PXD) | 1.1 | $7.5M | 84k | 89.57 | |
| Ishares Silver Trust option | 1.1 | $7.2M | 2.1M | 3.38 | |
| Hatteras Financial | 0.8 | $5.3M | 187k | 28.23 | |
| Chevron Corporation (CVX) | 0.8 | $5.1M | 50k | 102.83 | |
| At&t (T) | 0.8 | $5.1M | 164k | 31.41 | |
| Limited Brands | 0.7 | $5.0M | 129k | 38.45 | |
| Heckmann Corporation | 0.7 | $4.9M | 815k | 6.04 | |
| Walter Investment Management | 0.7 | $4.8M | 218k | 22.19 | |
| Cliffs Natural Resources | 0.7 | $4.8M | 51k | 92.45 | |
| CenturyLink | 0.7 | $4.7M | 117k | 40.43 | |
| Netflix (NFLX) | 0.6 | $4.3M | 17k | 262.66 | |
| Cisco Systems (CSCO) | 0.6 | $4.3M | 275k | 15.61 | |
| Whirlpool Corporation (WHR) | 0.6 | $4.3M | 53k | 81.31 | |
| MetroPCS Communications | 0.6 | $4.3M | 249k | 17.21 | |
| Archer Daniels Midland Company (ADM) | 0.6 | $4.1M | 137k | 30.15 | |
| Jpmorgan Chase & Co. w exp 10/201 | 0.6 | $4.1M | 101k | 40.94 | |
| National-Oilwell Var | 0.6 | $3.9M | 50k | 78.21 | |
| AutoNation (AN) | 0.6 | $3.8M | 105k | 36.61 | |
| Interpublic Group of Companies (IPG) | 0.5 | $3.5M | 281k | 12.50 | |
| CB Richard Ellis | 0.5 | $3.5M | 141k | 25.11 | |
| Apartment Investment and Management | 0.5 | $3.5M | 137k | 25.53 | |
| Tesoro Corporation | 0.5 | $3.3M | 145k | 22.91 | |
| F5 Networks (FFIV) | 0.5 | $3.2M | 29k | 110.26 | |
| Wabash National Corporation (WNC) | 0.4 | $3.0M | 324k | 9.37 | |
| Teradyne (TER) | 0.4 | $2.8M | 188k | 14.80 | |
| Northrop Grumman Corporation (NOC) | 0.4 | $2.7M | 39k | 69.35 | |
| Advanced Micro Devices (AMD) | 0.4 | $2.7M | 386k | 6.99 | |
| Columbia Banking System (COLB) | 0.4 | $2.6M | 153k | 17.22 | |
| Marathon Oil Corporation (MRO) | 0.4 | $2.6M | 49k | 52.67 | |
| Chubb Corporation | 0.4 | $2.5M | 40k | 62.61 | |
| Energy Select Sector SPDR (XLE) | 0.4 | $2.6M | 34k | 75.34 | |
| Financial Select Sector SPDR (XLF) | 0.4 | $2.5M | 166k | 15.35 | |
| iShares Dow Jones US Tele (IYZ) | 0.4 | $2.6M | 103k | 24.90 | |
| Akamai Technologies (AKAM) | 0.3 | $2.4M | 75k | 31.47 | |
| General Dynamics Corporation (GD) | 0.3 | $2.4M | 32k | 74.51 | |
| JDS Uniphase Corporation | 0.3 | $2.4M | 142k | 16.66 | |
| Travelers Companies (TRV) | 0.3 | $2.3M | 39k | 58.39 | |
| ConocoPhillips (COP) | 0.3 | $2.3M | 31k | 75.18 | |
| Lexmark International | 0.3 | $2.3M | 79k | 29.27 | |
| Genworth Financial (GNW) | 0.3 | $2.2M | 213k | 10.28 | |
| Unum (UNM) | 0.3 | $2.2M | 86k | 25.48 | |
| American International (AIG) | 0.3 | $2.2M | 75k | 29.33 | |
| Murphy Oil Corporation (MUR) | 0.3 | $2.1M | 33k | 65.67 | |
| Hershey Company (HSY) | 0.3 | $2.1M | 37k | 56.85 | |
| Meredith Corporation | 0.3 | $1.9M | 63k | 31.13 | |
| Invesco Mortgage Capital | 0.3 | $2.0M | 93k | 21.13 | |
| Pioneer Natural Resources (PXD) | 0.2 | $1.3M | 14k | 89.60 | |
| American Intl Group | 0.1 | $1.0M | 35k | 29.31 | |
| Limited Brands | 0.1 | $811k | 21k | 38.46 | |
| Cliffs Natural Resources | 0.1 | $798k | 8.6k | 92.41 | |
| Netflix (NFLX) | 0.1 | $737k | 2.8k | 262.65 | |
| USA Technologies | 0.1 | $741k | 334k | 2.22 | |
| MetroPCS Communications | 0.1 | $727k | 42k | 17.20 | |
| AutoNation (AN) | 0.1 | $651k | 18k | 36.63 | |
| Apartment Investment and Management | 0.1 | $585k | 23k | 25.54 | |
| Interpublic Group of Companies (IPG) | 0.1 | $594k | 48k | 12.51 | |
| CB Richard Ellis | 0.1 | $601k | 24k | 25.11 | |
| Tesoro Corporation | 0.1 | $564k | 25k | 22.89 | |
| F5 Networks (FFIV) | 0.1 | $546k | 5.0k | 110.17 | |
| Advanced Micro Devices (AMD) | 0.1 | $453k | 65k | 6.98 | |
| SanDisk Corporation | 0.1 | $461k | 11k | 41.52 | |
| Teradyne (TER) | 0.1 | $472k | 32k | 14.80 | |
| Akamai Technologies (AKAM) | 0.1 | $398k | 13k | 31.44 | |
| Lexmark International | 0.1 | $387k | 13k | 29.29 | |
| JDS Uniphase Corporation | 0.1 | $400k | 24k | 16.66 | |
| Genworth Financial (GNW) | 0.1 | $368k | 36k | 10.29 | |
| American International (AIG) | 0.1 | $371k | 13k | 29.34 |
