Mount Lucas Management as of March 31, 2011
Portfolio Holdings for Mount Lucas Management
Mount Lucas Management holds 100 positions in its portfolio as reported in the March 2011 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Select Sector Spdr Tr option | 8.2 | $83M | 5.1M | 16.39 | |
| Select Sector Spdr Tr option | 8.2 | $83M | 5.1M | 16.39 | |
| Bank Of America Corporation option | 6.6 | $67M | 5.0M | 13.33 | |
| SanDisk Corporation | 5.6 | $56M | 1.2M | 46.09 | |
| Spdr S&p 500 Etf Tr option | 4.2 | $43M | 321k | 132.59 | |
| Citigroup Inc call option | 3.6 | $37M | 8.3M | 4.42 | |
| iShares MSCI South Korea Index Fund (EWY) | 3.4 | $35M | 541k | 64.35 | |
| PowerShares QQQ Trust, Series 1 | 3.4 | $35M | 604k | 57.43 | |
| Chevron Corporation (CVX) | 3.0 | $31M | 286k | 107.49 | |
| At&t (T) | 2.9 | $29M | 940k | 30.61 | |
| Archer Daniels Midland Company (ADM) | 2.8 | $28M | 790k | 36.01 | |
| CenturyLink | 2.8 | $28M | 673k | 41.55 | |
| Whirlpool Corporation (WHR) | 2.6 | $26M | 307k | 85.36 | |
| National-Oilwell Var | 2.3 | $23M | 291k | 79.27 | |
| KB Home (KBH) | 1.7 | $17M | 1.4M | 12.44 | |
| Marathon Oil Corporation (MRO) | 1.6 | $16M | 298k | 53.31 | |
| ConocoPhillips (COP) | 1.4 | $14M | 179k | 79.86 | |
| Chubb Corporation | 1.4 | $14M | 231k | 61.31 | |
| Murphy Oil Corporation (MUR) | 1.4 | $14M | 190k | 73.42 | |
| General Dynamics Corporation (GD) | 1.4 | $14M | 180k | 76.56 | |
| Travelers Companies (TRV) | 1.4 | $14M | 230k | 59.48 | |
| Unum (UNM) | 1.3 | $13M | 502k | 26.25 | |
| Teradyne (TER) | 1.3 | $13M | 739k | 17.81 | |
| Northrop Grumman Corporation (NOC) | 1.3 | $13M | 207k | 62.71 | |
| Meredith Corporation | 1.2 | $12M | 366k | 33.92 | |
| Technology SPDR (XLK) | 1.1 | $11M | 415k | 26.06 | |
| Toll Brothers (TOL) | 1.0 | $11M | 531k | 19.77 | |
| Fidelity National Information Services (FIS) | 1.0 | $10M | 307k | 32.69 | |
| Novellus Systems | 1.0 | $10M | 270k | 37.13 | |
| Analog Devices (ADI) | 1.0 | $9.9M | 252k | 39.38 | |
| KLA-Tencor Corporation (KLAC) | 1.0 | $9.9M | 209k | 47.32 | |
| Texas Instruments Incorporated (TXN) | 1.0 | $9.8M | 285k | 34.56 | |
| Pioneer Natural Resources (PXD) | 0.8 | $8.4M | 83k | 101.92 | |
| Hatteras Financial | 0.8 | $7.8M | 278k | 28.12 | |
| Blackstone | 0.7 | $6.6M | 370k | 17.88 | |
| KKR & Co | 0.6 | $5.9M | 360k | 16.41 | |
| Chevron Corporation (CVX) | 0.5 | $5.2M | 48k | 107.50 | |
| Heckmann Corporation | 0.5 | $5.1M | 773k | 6.55 | |
| Cliffs Natural Resources | 0.5 | $5.0M | 51k | 98.28 | |
| At&t (T) | 0.5 | $4.8M | 157k | 30.61 | |
| Archer Daniels Midland Company (ADM) | 0.5 | $4.8M | 133k | 36.01 | |
| CenturyLink | 0.5 | $4.7M | 113k | 41.55 | |
| Cisco Systems (CSCO) | 0.4 | $4.5M | 260k | 17.15 | |
| Wabash National Corporation (WNC) | 0.4 | $4.4M | 384k | 11.58 | |
| Jpmorgan Chase & Co. w exp 10/201 | 0.4 | $4.4M | 96k | 46.10 | |
| Whirlpool Corporation (WHR) | 0.4 | $4.4M | 51k | 85.35 | |
| Walter Investment Management | 0.4 | $4.1M | 254k | 16.13 | |
| Limited Brands | 0.4 | $4.1M | 123k | 32.88 | |
| MetroPCS Communications | 0.4 | $4.0M | 244k | 16.24 | |
| National-Oilwell Var | 0.4 | $3.8M | 48k | 79.27 | |
| Netflix (NFLX) | 0.4 | $3.9M | 16k | 237.77 | |
| Tesoro Corporation | 0.4 | $3.8M | 143k | 26.83 | |
| CB Richard Ellis | 0.4 | $3.7M | 139k | 26.70 | |
| AutoNation (AN) | 0.4 | $3.6M | 103k | 35.37 | |
| Apartment Investment and Management | 0.3 | $3.4M | 134k | 25.47 | |
| Interpublic Group of Companies (IPG) | 0.3 | $3.5M | 275k | 12.57 | |
| Advanced Micro Devices (AMD) | 0.3 | $3.3M | 379k | 8.60 | |
| Columbia Banking System (COLB) | 0.3 | $3.1M | 160k | 19.17 | |
| JDS Uniphase Corporation | 0.3 | $2.9M | 139k | 20.84 | |
| F5 Networks (FFIV) | 0.3 | $2.9M | 29k | 102.58 | |
| Genworth Financial (GNW) | 0.3 | $2.8M | 209k | 13.46 | |
| Akamai Technologies (AKAM) | 0.3 | $2.8M | 74k | 38.00 | |
| Lexmark International | 0.3 | $2.9M | 77k | 37.04 | |
| American International (AIG) | 0.3 | $2.6M | 74k | 35.13 | |
| Marathon Oil Corporation (MRO) | 0.2 | $2.5M | 48k | 53.32 | |
| ConocoPhillips (COP) | 0.2 | $2.4M | 30k | 79.86 | |
| General Dynamics Corporation (GD) | 0.2 | $2.4M | 31k | 76.55 | |
| Chubb Corporation | 0.2 | $2.4M | 39k | 61.32 | |
| Murphy Oil Corporation (MUR) | 0.2 | $2.3M | 32k | 73.42 | |
| Northrop Grumman Corporation (NOC) | 0.2 | $2.2M | 35k | 62.72 | |
| Travelers Companies (TRV) | 0.2 | $2.3M | 38k | 59.47 | |
| Unum (UNM) | 0.2 | $2.2M | 83k | 26.25 | |
| Meredith Corporation | 0.2 | $2.1M | 61k | 33.91 | |
| Energy Select Sector SPDR (XLE) | 0.2 | $2.0M | 25k | 79.76 | |
| iShares Dow Jones US Tele (IYZ) | 0.2 | $2.0M | 83k | 23.82 | |
| Industrial SPDR (XLI) | 0.2 | $2.0M | 52k | 37.66 | |
| Financial Select Sector SPDR (XLF) | 0.2 | $1.9M | 116k | 16.39 | |
| Jack in the Box (JACK) | 0.1 | $1.4M | 61k | 22.68 | |
| Pioneer Natural Resources (PXD) | 0.1 | $1.4M | 14k | 101.89 | |
| American Intl Group | 0.1 | $1.2M | 34k | 35.15 | |
| CenterState Banks | 0.1 | $1.1M | 154k | 7.00 | |
| Cliffs Natural Resources | 0.1 | $824k | 8.4k | 98.29 | |
| USA Technologies | 0.1 | $784k | 316k | 2.48 | |
| Limited Brands | 0.1 | $674k | 21k | 32.90 | |
| MetroPCS Communications | 0.1 | $666k | 41k | 16.25 | |
| AutoNation (AN) | 0.1 | $610k | 17k | 35.34 | |
| Apartment Investment and Management | 0.1 | $567k | 22k | 25.49 | |
| Interpublic Group of Companies (IPG) | 0.1 | $577k | 46k | 12.56 | |
| CB Richard Ellis | 0.1 | $620k | 23k | 26.68 | |
| Netflix (NFLX) | 0.1 | $648k | 2.7k | 237.89 | |
| Tesoro Corporation | 0.1 | $642k | 24k | 26.83 | |
| Genworth Financial (GNW) | 0.1 | $468k | 35k | 13.47 | |
| Akamai Technologies (AKAM) | 0.1 | $467k | 12k | 37.96 | |
| Lexmark International | 0.1 | $475k | 13k | 37.03 | |
| Advanced Micro Devices (AMD) | 0.1 | $542k | 63k | 8.60 | |
| JDS Uniphase Corporation | 0.1 | $486k | 23k | 20.85 | |
| SanDisk Corporation | 0.1 | $498k | 11k | 46.10 | |
| Teradyne (TER) | 0.1 | $552k | 31k | 17.81 | |
| F5 Networks (FFIV) | 0.0 | $445k | 4.3k | 102.65 | |
| American International (AIG) | 0.0 | $431k | 12k | 35.14 |
