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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
GREK
101
Global X MSCI Greece ETF
GREK
$300M
– –
-42,162
Closed -$2.85M
HON icon
102
Honeywell
HON
$77B
– –
-40,427
Closed -$3.38M
HRL icon
103
Hormel Foods
HRL
$13.8B
– –
-143,790
Closed -$3.55M
JNJ icon
104
Johnson & Johnson
JNJ
$618B
– –
-34,793
Closed -$3.64M
JPM icon
105
JPMorgan Chase
JPM
$935B
– –
-229,237
Closed -$13.2M
KR icon
106
Kroger
KR
$35.4B
– –
-162,304
Closed -$4.01M
MUR icon
107
Murphy Oil
MUR
$5.7B
– –
-196,590
Closed -$13.1M
NAVI icon
108
Navient
NAVI
$789M
– –
-496,304
Closed -$8.79M
NOC icon
109
Northrop Grumman
NOC
$77.1B
– –
-32,474
Closed -$3.88M
OEF icon
110
CALL
iShares S&P 100 ETF
OEF
$20.1B
– –
-1,551,600
Closed -$67.1M
R icon
111
Ryder
R
$9.83B
– –
-208,081
Closed -$18.3M
SLM icon
112
SLM Corp
SLM
$4.89B
– –
-492,236
Closed -$4.09M
SOYB icon
113
Teucrium Soybean Fund
SOYB
$61M
– –
-49,974
Closed -$1.2M
TSN icon
114
Tyson Foods
TSN
$20.4B
– –
-408,275
Closed -$15.3M
UGA icon
115
United States Gasoline Fund
UGA
$142M
– –
-20,931
Closed -$1.32M
USO icon
116
United States Oil Fund
USO
$2.15B
– –
-4,236
Closed -$1.32M
XLF icon
117
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
– –
-8,023,917
Closed -$160M
XRX icon
118
Xerox
XRX
$386M
– –
-457,709
Closed -$15M
RSX
119
DELISTED
VanEck Russia ETF
RSX
– –
-31,605
Closed -$832K
COL
120
DELISTED
Rockwell Collins
COL
– –
-42,366
Closed -$3.31M
SWY
121
DELISTED
SAFEWAY INC
SWY
– –
-464,521
Closed -$16M
UHN
122
DELISTED
United States Diesel-Heating Oil Fund, LP
UHN
– –
-35,221
Closed -$1.19M
HAWK
123
DELISTED
Blackhawk Network Holdings, Inc. Common Stock
HAWK
– –
-75,804
Closed -$2.04M
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.