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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
+1.87%
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
$592M
AUM Growth
-$311M
(-34%)
Cap. Flow
-$346M
Cap. Flow
% of AUM
-58.42%
Top 10 Holdings %
Top 10 Hldgs %
43.8%
Holding
123
New
34
Increased
46
Reduced
23
Closed
18
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
CHK
Chesapeake Energy Corporation
CHK
|
+$19M |
| 2 |
Travelers Companies
TRV
|
+$18.9M |
| 3 |
Allstate
ALL
|
+$18.6M |
| 4 |
DO
Diamond Offshore Drilling
DO
|
+$17.3M |
| 5 |
Xerox
XRX
|
+$15.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPLS
Staples Inc
SPLS
|
+$22.9M |
| 2 |
HP
HPQ
|
+$18.8M |
| 3 |
Delta Air Lines
DAL
|
+$18.5M |
| 4 |
Assurant
AIZ
|
+$16.6M |
| 5 |
Valero Energy
VLO
|
+$15.1M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 22.08% |
| 2 | Financials | 17.75% |
| 3 | Industrials | 11.92% |
| 4 | Consumer Discretionary | 7.92% |
| 5 | Consumer Staples | 3.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NE
26
DELISTED
Noble Corporation
NE
| $8.38M | 1.42% |
586,746
+238,362
| +68% | +$3.87M |
|
27
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $8.37M | 1.41% |
376,598
+7,118
| +2% | +$164K |
|
28
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $8.34M | 1.41% |
341,984
-221,174
| -39% | -$5.47M |
|
29
iShares MSCI Japan ETF
EWJ
$21.9B
| $7.31M | 1.23% |
+145,797
| New | +$6.97M |
|
30
Keurig Dr Pepper
KDP
$42.3B
| $4.69M | 0.79% |
59,735
-1,302
| -2% | -$101K |
|
31
Cintas
CTAS
$81.9B
| $4.61M | 0.78% |
225,728
-238,612
| -51% | -$4.84M |
|
|
FISV
32
Fiserv Inc
FISV
$28.8B
| $4.47M | 0.76% |
112,686
-122,236
| -52% | -$4.66M |
|
33
Marriott International
MAR
$98.3B
| $4.18M | 0.71% |
52,096
-1,288
| -2% | -$103K |
|
34
Amphenol
APH
$198B
| $4.16M | 0.7% |
282,192
-6,920
| -2% | -$96.9K |
|
35
General Dynamics
GD
$104B
| $3.97M | 0.67% |
29,234
-32,516
| -53% | -$4.46M |
|
36
Ball Corp
BALL
$17.3B
| $3.95M | 0.67% |
111,960
-2,738
| -2% | -$94.8K |
|
37
AvalonBay Communities
AVB
$26.5B
| $3.9M | 0.66% |
+22,377
| New | +$3.87M |
|
38
Kroger
KR
$35.4B
| $3.84M | 0.65% |
+100,136
| New | +$3.57M |
|
39
Essex Property Trust
ESS
$18.3B
| $3.83M | 0.65% |
+16,653
| New | +$3.77M |
|
|
GGP
40
DELISTED
GGP Inc.
GGP
| $3.8M | 0.64% |
+128,582
| New | +$3.84M |
|
41
Waste Management
WM
$90.6B
| $3.8M | 0.64% |
+70,041
| New | +$3.73M |
|
42
Costco
COST
$422B
| $3.79M | 0.64% |
+25,005
| New | +$3.67M |
|
43
Union Pacific
UNP
$174B
| $3.74M | 0.63% |
34,531
-755
| -2% | -$88.6K |
|
44
iShares China Large-Cap ETF
FXI
$4.37B
| $3.64M | 0.61% |
81,913
-2,619
| -3% | -$112K |
|
45
iShares MSCI Philippines ETF
EPHE
$132M
| $3.57M | 0.6% |
85,856
-3,217
| -4% | -$132K |
|
46
iShares MSCI Taiwan ETF
EWT
$9.86B
| $3.53M | 0.6% |
112,017
+54,243
| +94% | +$1.69M |
|
47
Altria Group
MO
$114B
| $3.43M | 0.58% |
+68,497
| New | +$3.64M |
|
48
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $3.38M | 0.57% |
148,382
+642
| +0.4% | +$15K |
|
49
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $3.35M | 0.57% |
158,224
+8,170
| +5% | +$173K |
|
50
LyondellBasell Industries
LYB
$20B
| $2.9M | 0.49% |
33,022
+12,967
| +65% | +$1.09M |
|
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Mount Lucas Management's Q1 2015 Portfolio in Review
As of Q1 2015, Mount Lucas Management held 123 positions worth $592M, down 34% from $903M the previous quarter. Its ten largest holdings account for 44% of the portfolio.
Mount Lucas Management withdrew a net $346M in Q1 2015, closing 18 positions and reducing 23 holdings. Its most notable exit was Staples Inc, an estimated $22.9M position sold in full.
By sector, the portfolio is most concentrated in Energy at 22% of assets, up from 5.7% a quarter earlier, followed by Financials and Industrials.
Against the trend, Mount Lucas Management opened a new position in Chesapeake Energy Corporation worth $15.3M.
- Mount Lucas Management's largest Q1 2015 buy was Chesapeake Energy Corporation: 5,388 shares worth $15.3M.
- Mount Lucas Management added most to Travelers Companies in Q1 2015, an estimated $18.9M increase.
- Mount Lucas Management's biggest Q1 2015 reduction was Delta Air Lines, cutting an estimated $18.5M.
- Mount Lucas Management fully exited Staples Inc in Q1 2015, selling an estimated $22.9M.
- Mount Lucas Management's ten largest holdings make up 44% of its $592M portfolio in Q1 2015.
- Mount Lucas Management opened 34 new positions and closed 18 in Q1 2015.
- Mount Lucas Management's portfolio value fell 34% quarter-over-quarter to $592M.
Based on Mount Lucas Management's 13F filing for Q1 2015, filed 15 May 2015.