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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
+3.22%
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
$762M
AUM Growth
+$32.2M
(+4.4%)
Cap. Flow
+$22.8M
Cap. Flow
% of AUM
2.99%
Top 10 Holdings %
Top 10 Hldgs %
49.73%
Holding
112
New
26
Increased
15
Reduced
69
Closed
1
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$21.2M |
| 2 |
Navient
NAVI
|
+$8.21M |
| 3 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$6.94M |
| 4 |
iShares MSCI Japan ETF
EWJ
|
+$6.33M |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$3.51M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SLM Corp
SLM
|
+$9.59M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$6.19M |
| 3 |
SWY
SAFEWAY INC
SWY
|
+$4.34M |
| 4 |
Ford
F
|
+$3.69M |
| 5 |
EDD
Morgan Stanley Emerging Markets Domestic Debt Fund
EDD
|
+$3.12M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 10.05% |
| 2 | Industrials | 9.36% |
| 3 | Financials | 9.32% |
| 4 | Consumer Staples | 5.63% |
| 5 | Materials | 4.44% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1
CALL
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $160M | 21.03% |
8,023,917
-2,154,353
| -21% | -$42M |
|
2
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $67.1M | 8.81% |
1,551,600
+245,600
| +19% | +$20.7M |
|
|
3
Ford
F
$58.5B
| $27.4M | 3.59% |
1,588,017
-227,020
| -13% | -$3.69M |
|
|
4
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $25.4M | 3.33% |
1,322,874
+1,146,552
| +650% | +$21.2M |
|
5
Ryder
R
$9.83B
| $18.3M | 2.41% |
208,081
-29,335
| -12% | -$2.46M |
|
6
Best Buy
BBY
$18.2B
| $16.9M | 2.22% |
545,637
-76,212
| -12% | -$2.05M |
|
7
Assurant
AIZ
$13.8B
| $16.9M | 2.21% |
257,259
-36,234
| -12% | -$2.42M |
|
|
SWY
8
DELISTED
SAFEWAY INC
SWY
| $16M | 2.09% |
464,521
-127,155
| -21% | -$4.34M |
|
9
HP
HPQ
$24.9B
| $15.5M | 2.03% |
1,010,773
-144,894
| -13% | -$2.18M |
|
10
Tyson Foods
TSN
$20.4B
| $15.3M | 2.01% |
408,275
-56,835
| -12% | -$2.28M |
|
11
Delta Air Lines
DAL
$57.5B
| $15.2M | 2% |
393,405
-57,703
| -13% | -$2.18M |
|
12
Xerox
XRX
$386M
| $15M | 1.97% |
457,709
-63,532
| -12% | -$2.02M |
|
13
Elevance Health
ELV
$81.5B
| $15M | 1.96% |
139,081
-19,796
| -12% | -$2.04M |
|
14
GameStop
GME
$9.75B
| $14.9M | 1.96% |
1,473,744
-195,752
| -12% | -$1.92M |
|
15
DuPont de Nemours
DD
$18.5B
| $14.6M | 1.92% |
112,282
-15,774
| -12% | -$2.01M |
|
16
Unum
UNM
$13.6B
| $13.7M | 1.79% |
393,165
-56,477
| -13% | -$1.93M |
|
|
SPLS
17
DELISTED
Staples Inc
SPLS
| $13.4M | 1.76% |
1,234,190
-167,737
| -12% | -$1.99M |
|
18
Valero Energy
VLO
$92.9B
| $13.3M | 1.74% |
264,730
-36,636
| -12% | -$2.02M |
|
19
JPMorgan Chase
JPM
$935B
| $13.2M | 1.73% |
229,237
-31,942
| -12% | -$1.8M |
|
20
Murphy Oil
MUR
$5.7B
| $13.1M | 1.72% |
196,590
-27,685
| -12% | -$1.74M |
|
21
Cleveland-Cliffs
CLF
$6.57B
| $11.4M | 1.49% |
755,302
-100,329
| -12% | -$1.7M |
|
|
22
Navient
NAVI
$789M
| $8.79M | 1.15% |
+496,304
| New | +$8.21M |
|
23
Ecolab
ECL
$78.1B
| $7.08M | 0.93% |
63,574
-9,260
| -13% | -$992K |
|
24
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $6.97M | 0.92% |
315,118
+156,078
| +98% | +$3.32M |
|
|
25
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $6.95M | 0.91% |
+82,132
| New | +$6.94M |
|
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Mount Lucas Management's Q2 2014 Portfolio in Review
As of Q2 2014, Mount Lucas Management held 112 positions worth $762M, up 4.4% from $730M the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Mount Lucas Management's Q2 2014 filing shows 26 new, 15 increased, 69 reduced and 1 closed positions. Its largest new stake was Navient: 496,304 shares worth $8.79M. The largest sale was SLM Corp, an estimated $9.59M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 10% of assets, down from 11% a quarter earlier, followed by Industrials and Financials.
- Mount Lucas Management's largest Q2 2014 buy was Navient: 496,304 shares worth $8.79M.
- Mount Lucas Management added most to State Street Technology Select Sector SPDR ETF in Q2 2014, an estimated $21.2M increase.
- Mount Lucas Management's biggest Q2 2014 reduction was SLM Corp, cutting an estimated $9.59M.
- Mount Lucas Management fully exited Morgan Stanley Emerging Markets Domestic Debt Fund in Q2 2014, selling an estimated $3.12M.
- Mount Lucas Management's ten largest holdings make up 50% of its $762M portfolio in Q2 2014.
- Mount Lucas Management opened 26 new positions and closed 1 in Q2 2014.
- Mount Lucas Management's portfolio value rose 4.4% quarter-over-quarter to $762M.
Based on Mount Lucas Management's 13F filing for Q2 2014, filed 14 Aug 2014.