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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
XLF icon
51
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$2.82M 0.49%
138,776
+14,587
+12% +$294K
XLE icon
52
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$2.61M 0.45%
57,698
+6,672
+13% +$323K
ANDE icon
53
Andersons Inc
ANDE
$2.41B
$2.17M 0.38%
34,556
+2,946
+9% +$179K
EWZ icon
54
iShares MSCI Brazil ETF
EWZ
$9.28B
$2.14M 0.37%
49,204
-13,924
-22% -$689K
EZA icon
55
iShares MSCI South Africa ETF
EZA
$547M
$2.12M 0.37%
33,027
-9,892
-23% -$688K
AEL
56
DELISTED
American Equity Investment Life Holding Company
AEL
$1.99M 0.34%
87,157
+7,290
+9% +$172K
CNO icon
57
CNO Financial Group
CNO
$5.14B
$1.84M 0.32%
108,812
+9,440
+9% +$163K
EWP icon
58
iShares MSCI Spain ETF
EWP
$2.11B
$1.83M 0.32%
46,977
-3,418
-7% -$139K
AFSI
59
DELISTED
AmTrust Financial Services, Inc.
AFSI
$1.68M 0.29%
84,208
+7,444
+10% +$157K
EWM icon
60
iShares MSCI Malaysia ETF
EWM
$310M
$1.64M 0.28%
26,631
-19,020
-42% -$1.21M
EWL icon
61
iShares MSCI Switzerland ETF
EWL
$2.19B
$1.62M 0.28%
49,945
-11,792
-19% -$394K
MDC
62
DELISTED
M.D.C. Holdings, Inc.
MDC
$1.44M 0.25%
78,713
+7,258
+10% +$147K
EWU icon
63
iShares MSCI United Kingdom ETF
EWU
$4.14B
$1.37M 0.24%
35,432
-15,939
-31% -$651K
UVV icon
64
Universal Corp
UVV
$1.31B
$1.35M 0.23%
30,390
+2,799
+10% +$144K
EWY icon
65
iShares MSCI South Korea ETF
EWY
$21.9B
$1.27M 0.22%
21,067
-23,455
-53% -$1.52M
TUR icon
66
iShares MSCI Turkey ETF
TUR
$200M
$963K 0.17%
19,612
-31,297
-61% -$1.73M
SAFM
67
DELISTED
Sanderson Farms Inc
SAFM
$909K 0.16%
10,339
+961
+10% +$90.7K
GPI icon
68
Group 1 Automotive
GPI
$3.42B
$860K 0.15%
11,823
+1,011
+9% +$78.9K
KALU icon
69
Kaiser Aluminum
KALU
$2.61B
$858K 0.15%
11,255
+992
+10% +$76.7K
MFIC icon
70
MidCap Financial Investment
MFIC
$787M
$814K 0.14%
33,207
+3,476
+12% +$90.1K
TAL
71
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
$734K 0.13%
17,801
+1,748
+11% +$77.6K
UPBD icon
72
Upbound Group
UPBD
$1.13B
$677K 0.12%
22,307
+2,016
+10% +$54.2K
DAN icon
73
Dana Inc
DAN
$2.9B
$674K 0.12%
35,172
+3,009
+9% +$68.3K
ICON
74
DELISTED
Iconix Brand Group, Inc.
ICON
$377K 0.07%
1,021
+86
+9% +$35.5K
EWI icon
75
iShares MSCI Italy ETF
EWI
$1.01B
$330K 0.06%
10,521
-50,508
-83% -$1.64M
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.