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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
+8.97%
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
$903M
AUM Growth
+$325M
(+56%)
Cap. Flow
+$177M
Cap. Flow
% of AUM
19.65%
Top 10 Holdings %
Top 10 Hldgs %
65.98%
Holding
109
New
18
Increased
52
Reduced
17
Closed
22
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$23.5M |
| 2 |
State Street SPDR S&P Retail ETF
XRT
|
+$10.4M |
| 3 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$8.3M |
| 4 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$6.37M |
| 5 |
State Street SPDR S&P Metals & Mining ETF
XME
|
+$2.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Japan ETF
EWJ
|
+$7.04M |
| 2 |
GameStop
GME
|
+$5.6M |
| 3 |
Kohl's
KSS
|
+$5.56M |
| 4 |
DuPont de Nemours
DD
|
+$5.38M |
| 5 |
NE
Noble Corporation
NE
|
+$4.25M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 9.74% |
| 2 | Industrials | 9.12% |
| 3 | Financials | 8.38% |
| 4 | Energy | 5.67% |
| 5 | Technology | 3.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
iShares MSCI Indonesia ETF
EIDO
$480M
| $2.12M | 0.23% |
77,226
-36,304
| -32% | -$981K |
|
|
52
State Street SPDR S&P Metals & Mining ETF
XME
$3.87B
| $1.95M | 0.22% |
+63,274
| New | +$2.12M |
|
53
CNO Financial Group
CNO
$5.14B
| $1.87M | 0.21% |
108,408
-404
| -0.4% | -$6.95K |
|
54
iShares MSCI Taiwan ETF
EWT
$9.86B
| $1.75M | 0.19% |
57,774
-41,076
| -42% | -$1.26M |
|
55
LyondellBasell Industries
LYB
$20B
| $1.59M | 0.18% |
20,055
-13,118
| -40% | -$1.14M |
|
|
AEL
56
DELISTED
American Equity Investment Life Holding Company
AEL
| $1.4M | 0.16% |
48,114
-39,043
| -45% | -$1.02M |
|
57
Group 1 Automotive
GPI
$3.42B
| $1.21M | 0.13% |
13,445
+1,622
| +14% | +$136K |
|
|
DF
58
DELISTED
Dean Foods Company
DF
| $1.18M | 0.13% |
+60,745
| New | +$967K |
|
59
First American
FAF
$7.66B
| $1.01M | 0.11% |
+29,679
| New | +$910K |
|
|
SAFM
60
DELISTED
Sanderson Farms Inc
SAFM
| $986K | 0.11% |
11,735
+1,396
| +14% | +$120K |
|
|
CTB
61
DELISTED
Cooper Tire & Rubber Co.
CTB
| $967K | 0.11% |
+27,904
| New | +$877K |
|
62
Kaiser Aluminum
KALU
$2.61B
| $917K | 0.1% |
12,836
+1,581
| +14% | +$114K |
|
63
MidCap Financial Investment
MFIC
$787M
| $863K | 0.1% |
38,755
+5,548
| +17% | +$133K |
|
|
MDC
64
DELISTED
M.D.C. Holdings, Inc.
MDC
| $860K | 0.1% |
45,134
-33,579
| -43% | -$615K |
|
|
AAIC
65
DELISTED
Arlington Asset Investment Corp.
AAIC
| $849K | 0.09% |
+31,895
| New | +$862K |
|
66
Andersons Inc
ANDE
$2.41B
| $831K | 0.09% |
15,634
-18,922
| -55% | -$1.07M |
|
|
WNR
67
DELISTED
Western Refining Inc
WNR
| $755K | 0.08% |
+19,979
| New | +$827K |
|
68
Universal Corp
UVV
$1.31B
| $729K | 0.08% |
16,583
-13,807
| -45% | -$582K |
|
69
Delek US
DK
$4.16B
| $690K | 0.08% |
+25,310
| New | +$766K |
|
70
Green Plains
GPRE
$1.18B
| $608K | 0.07% |
+24,555
| New | +$736K |
|
|
GLF
71
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $599K | 0.07% |
+24,529
| New | +$683K |
|
72
Jack in the Box
JACK
$312M
| $528K | 0.06% |
6,607
+3,378
| +105% | +$246K |
|
73
Bank OZK
OZK
$5.6B
| $492K | 0.05% |
12,985
+7,182
| +124% | +$251K |
|
74
Curtiss-Wright
CW
$26.7B
| $471K | 0.05% |
6,669
+3,436
| +106% | +$237K |
|
|
ICON
75
DELISTED
Iconix Brand Group, Inc.
ICON
| $370K | 0.04% |
1,094
+73
| +7% | +$27.6K |
|
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Mount Lucas Management's Q4 2014 Portfolio in Review
As of Q4 2014, Mount Lucas Management held 109 positions worth $903M, up 56% from $578M the previous quarter. Its ten largest holdings account for 66% of the portfolio.
Mount Lucas Management deployed $177M of net new capital in Q4 2014, opening 18 new positions and adding to 52 existing holdings. Its largest new stake was State Street SPDR S&P Retail ETF: 231,026 shares worth $11.1M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 9.7% of assets, down from 15% a quarter earlier, followed by Industrials and Financials.
On the sell side, the largest reduction was GameStop, an estimated $5.6M trimmed.
- Mount Lucas Management's largest Q4 2014 buy was State Street SPDR S&P Retail ETF: 231,026 shares worth $11.1M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2014, an estimated $23.5M increase.
- Mount Lucas Management's biggest Q4 2014 reduction was GameStop, cutting an estimated $5.6M.
- Mount Lucas Management fully exited iShares MSCI Japan ETF in Q4 2014, selling an estimated $7.04M.
- Mount Lucas Management's ten largest holdings make up 66% of its $903M portfolio in Q4 2014.
- Mount Lucas Management opened 18 new positions and closed 22 in Q4 2014.
- Mount Lucas Management's portfolio value rose 56% quarter-over-quarter to $903M.
Based on Mount Lucas Management's 13F filing for Q4 2014, filed 17 Feb 2015.