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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
OEF icon
1
PUT
iShares S&P 100 ETF
OEF
$20.1B
$53.5M 9.26%
+1,398,800
New +$123M
SHY icon
2
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$48.3M 8.36%
571,635
+489,503
+596% +$41.4M
AIZ icon
3
Assurant
AIZ
$13.8B
$30.6M 5.3%
476,592
+219,333
+85% +$14.3M
DAL icon
4
Delta Air Lines
DAL
$57.5B
$27.5M 4.76%
762,086
+368,681
+94% +$14.1M
VLO icon
5
Valero Energy
VLO
$92.9B
$26.3M 4.54%
567,518
+302,788
+114% +$15.3M
BBY icon
6
Best Buy
BBY
$18.2B
$18.3M 3.17%
544,976
-661
-0.1% -$20.8K
HPQ icon
7
HP
HPQ
$24.9B
$16.3M 2.82%
1,010,348
-425
-0% -$6.89K
GME icon
8
GameStop
GME
$9.75B
$15.2M 2.62%
1,471,008
-2,736
-0.2% -$29.1K
KSS icon
9
Kohl's
KSS
$2.17B
$15M 2.59%
+245,607
New +$13.9M
SPLS
10
DELISTED
Staples Inc
SPLS
$15M 2.59%
1,238,866
+4,676
+0.4% +$54.9K
DD icon
11
DuPont de Nemours
DD
$18.5B
$14.9M 2.58%
112,389
+107
+0.1% +$14.3K
ALL icon
12
Allstate
ALL
$68B
$14.9M 2.58%
+243,119
New +$14.6M
GHC icon
13
Graham Holdings Company
GHC
$5.18B
$14.6M 2.53%
34,634
+25,957
+299% +$11.2M
MPC icon
14
Marathon Petroleum
MPC
$92.4B
$14.5M 2.5%
+341,474
New +$14.5M
UNM icon
15
Unum
UNM
$13.6B
$14.2M 2.46%
412,868
+19,703
+5% +$693K
F icon
16
Ford
F
$58.5B
$13.3M 2.3%
897,388
-690,629
-43% -$11.8M
RIG icon
17
Transocean
RIG
$5.89B
$13.2M 2.29%
+413,568
New +$16.2M
NE
18
DELISTED
Noble Corporation
NE
$12.7M 2.2%
+571,530
New +$15.4M
CTAS icon
19
Cintas
CTAS
$81.9B
$7.91M 1.37%
448,364
+221,588
+98% +$3.61M
CLF icon
20
Cleveland-Cliffs
CLF
$6.57B
$7.81M 1.35%
752,736
-2,566
-0.3% -$39.2K
GD icon
21
General Dynamics
GD
$104B
$7.7M 1.33%
60,591
+29,228
+93% +$3.55M
XLV icon
22
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$7.57M 1.31%
118,438
+6,769
+6% +$424K
XLK icon
23
State Street Technology Select Sector SPDR ETF
XLK
$115B
$7.5M 1.3%
375,824
-947,050
-72% -$18.8M
FISV
24
Fiserv Inc
FISV
$28.8B
$7.48M 1.29%
231,546
+113,168
+96% +$3.58M
XLI icon
25
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$7.45M 1.29%
140,173
+16,081
+13% +$863K
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.