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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
(-24%)
Cap. Flow
-$103M
Cap. Flow
% of AUM
-17.89%
Top 10 Holdings %
Top 10 Hldgs %
46.01%
Holding
123
New
12
Increased
57
Reduced
22
Closed
32
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$41.4M |
| 2 |
Transocean
RIG
|
+$16.2M |
| 3 |
NE
Noble Corporation
NE
|
+$15.4M |
| 4 |
Valero Energy
VLO
|
+$15.3M |
| 5 |
Allstate
ALL
|
+$14.6M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$18.8M |
| 2 |
Ryder
R
|
+$18.3M |
| 3 |
SWY
SAFEWAY INC
SWY
|
+$16M |
| 4 |
Tyson Foods
TSN
|
+$15.3M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
Targa Resources
TRGP
$58B
| $277K | 0.05% |
2,031
+179
| +10% | +$24.6K |
|
77
Jack in the Box
JACK
$312M
| $220K | 0.04% |
3,229
+279
| +9% | +$16.8K |
|
|
PRXL
78
DELISTED
Parexel International Corp
PRXL
| $214K | 0.04% |
3,399
+286
| +9% | +$16.3K |
|
79
Curtiss-Wright
CW
$26.7B
| $213K | 0.04% |
3,233
+270
| +9% | +$18.2K |
|
80
United States Natural Gas Fund
UNG
$456M
| $200K | 0.03% |
566
-2,601
| -82% | -$902K |
|
81
Axos Financial
AX
$5.77B
| $195K | 0.03% |
10,712
+896
| +9% | +$16.9K |
|
82
Bank OZK
OZK
$5.6B
| $183K | 0.03% |
5,803
+505
| +10% | +$16.3K |
|
|
AXE
83
DELISTED
Anixter International Inc
AXE
| $177K | 0.03% |
2,085
+175
| +9% | +$15.9K |
|
84
Tyler Technologies
TYL
$12.7B
| $175K | 0.03% |
1,983
+165
| +9% | +$14.9K |
|
85
Manhattan Associates
MANH
$11.2B
| $165K | 0.03% |
4,939
+413
| +9% | +$12.9K |
|
|
CADE
86
DELISTED
Cadence Bank
CADE
| $160K | 0.03% |
7,933
+688
| +9% | +$14.9K |
|
87
CoStar Group
CSGP
$11.7B
| $157K | 0.03% |
10,090
+860
| +9% | +$12.8K |
|
88
HEICO Corp
HEI
$49.8B
| $157K | 0.03% |
8,198
+698
| +9% | +$14.6K |
|
89
Papa John's
PZZA
$984M
| $148K | 0.03% |
3,696
+321
| +10% | +$13.2K |
|
|
FNGN
90
DELISTED
Financial Engines, Inc.
FNGN
| $104K | 0.02% |
3,035
+260
| +9% | +$9.58K |
|
91
Travelers Companies
TRV
$78.1B
| $73K | 0.01% |
775
-119
| -13% | -$11.1K |
|
92
Cigna
CI
$73.8B
| – | – |
-36,903
| Closed | -$3.39M |
|
93
Elevance Health
ELV
$81.5B
| – | – |
-139,081
| Closed | -$15M |
|
94
iShares MSCI Poland ETF
EPOL
$700M
| – | – |
-96,685
| Closed | -$2.84M |
|
95
iShares MSCI Sweden ETF
EWD
$546M
| – | – |
-59,167
| Closed | -$2.09M |
|
96
iShares MSCI Germany ETF
EWG
$1.59B
| – | – |
-67,548
| Closed | -$2.11M |
|
97
iShares MSCI Netherlands ETF
EWN
$571M
| – | – |
-83,613
| Closed | -$2.14M |
|
98
iShares MSCI Austria ETF
EWO
$178M
| – | – |
-108,900
| Closed | -$2.13M |
|
99
iShares MSCI France ETF
EWQ
$335M
| – | – |
-71,936
| Closed | -$2.1M |
|
100
Globe Life
GL
$14.2B
| – | – |
-63,126
| Closed | -$3.45M |
|
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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.