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MLM

Mount Lucas Management Portfolio holdings

AUM $271M
1-Year Est. Return 25.49%
This Fund
S&P 500
This Quarter Est. Return
-0.82%
1 Year Est. Return
+25.49%
3 Year Est. Return
+84.38%
5 Year Est. Return
+112.56%
10 Year Est. Return
+410.08%
AUM
$578M
AUM Growth
-$184M
Cap. Flow
-$103M
Cap. Flow %
-17.89%
Top 10 Hldgs %
46.01%
Holding
123
New
12
Increased
57
Reduced
22
Closed
32

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$41.4M
2
RIG icon
Transocean
RIG
+$16.2M
3
NE
Noble Corporation
NE
+$15.4M
4
VLO icon
Valero Energy
VLO
+$15.3M
5
ALL icon
Allstate
ALL
+$14.6M

Top Sells

Rank Stock Value
1
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$18.8M
2
R icon
Ryder
R
+$18.3M
3
SWY
SAFEWAY INC
SWY
+$16M
4
TSN icon
Tyson Foods
TSN
+$15.3M
5
XRX icon
Xerox
XRX
+$15M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 15.16%
2 Financials 11.9%
3 Industrials 11.48%
4 Energy 9.38%
5 Materials 5.33%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLB icon
26
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$7.43M 1.29%
299,684
+26,336
+10% +$657K
CVS icon
27
CVS Health
CVS
$133B
$7.43M 1.28%
93,309
+45,782
+96% +$3.61M
XLU icon
28
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$7.39M 1.28%
351,402
+36,284
+12% +$769K
XLY icon
29
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$7.33M 1.27%
219,758
+15,798
+8% +$534K
XLP icon
30
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$7.07M 1.22%
168,051
+18,791
+13% +$843K
EWJ icon
31
iShares MSCI Japan ETF
EWJ
$21.9B
$7.04M 1.22%
149,458
+10,861
+8% +$519K
KDP icon
32
Keurig Dr Pepper
KDP
$42.3B
$3.85M 0.67%
+59,889
New +$3.66M
UNP icon
33
Union Pacific
UNP
$174B
$3.76M 0.65%
+34,654
New +$3.59M
MRSH
34
Marsh
MRSH
$90.5B
$3.68M 0.64%
70,305
-150
-0.2% -$7.82K
MAR icon
35
Marriott International
MAR
$98.3B
$3.67M 0.63%
+52,516
New +$3.56M
ECL icon
36
Ecolab
ECL
$78.1B
$3.63M 0.63%
31,572
-32,002
-50% -$3.6M
LYB icon
37
LyondellBasell Industries
LYB
$20B
$3.6M 0.62%
+33,173
New +$3.59M
BALL icon
38
Ball Corp
BALL
$17.3B
$3.57M 0.62%
+112,812
New +$3.59M
APH icon
39
Amphenol
APH
$198B
$3.55M 0.61%
+284,400
New +$3.57M
RTN
40
DELISTED
Raytheon Company
RTN
$3.53M 0.61%
34,697
-62
-0.2% -$5.94K
BCR
41
DELISTED
CR Bard Inc.
BCR
$3.44M 0.59%
24,097
-158
-0.7% -$23.3K
BDX icon
42
Becton Dickinson
BDX
$45.6B
$3.42M 0.59%
30,834
-82
-0.3% -$9.35K
THD icon
43
iShares MSCI Thailand ETF
THD
$369M
$3.28M 0.57%
39,095
+3,655
+10% +$300K
EPHE icon
44
iShares MSCI Philippines ETF
EPHE
$132M
$3.25M 0.56%
85,467
+5,646
+7% +$215K
EPI icon
45
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$3.15M 0.54%
143,771
+9,453
+7% +$213K
EWW icon
46
iShares MSCI Mexico ETF
EWW
$1.92B
$3.13M 0.54%
45,472
+1,879
+4% +$132K
EIDO icon
47
iShares MSCI Indonesia ETF
EIDO
$480M
$3.09M 0.53%
113,530
+7,400
+7% +$211K
FXI icon
48
iShares China Large-Cap ETF
FXI
$4.37B
$3.09M 0.53%
80,653
+1,422
+2% +$57K
EPU icon
49
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
$3.08M 0.53%
89,911
+7,282
+9% +$263K
EWT icon
50
iShares MSCI Taiwan ETF
EWT
$9.86B
$3.02M 0.52%
98,850
+3,630
+4% +$117K
1
2
3 4 5

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Mount Lucas Management's Q3 2014 Portfolio in Review

As of Q3 2014, Mount Lucas Management held 123 positions worth $578M, down 24% from $762M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

Mount Lucas Management withdrew a net $103M in Q3 2014, closing 32 positions and reducing 22 holdings. Its most notable exit was Ryder, an estimated $18.3M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, up from 10% a quarter earlier, followed by Financials and Industrials.

Against the trend, Mount Lucas Management opened a new position in Transocean worth $13.2M.

  • Mount Lucas Management's largest Q3 2014 buy was Transocean: 413,568 shares worth $13.2M.
  • Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q3 2014, an estimated $41.4M increase.
  • Mount Lucas Management's biggest Q3 2014 reduction was State Street Technology Select Sector SPDR ETF, cutting an estimated $18.8M.
  • Mount Lucas Management fully exited Ryder in Q3 2014, selling an estimated $18.3M.
  • Mount Lucas Management's ten largest holdings make up 46% of its $578M portfolio in Q3 2014.
  • Mount Lucas Management opened 12 new positions and closed 32 in Q3 2014.
  • Mount Lucas Management's portfolio value fell 24% quarter-over-quarter to $578M.

Based on Mount Lucas Management's 13F filing for Q3 2014, filed 14 Nov 2014.