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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
+3.12%
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
$675M
AUM Growth
-$117M
Cap. Flow
-$117M
Cap. Flow %
-17.4%
Top 10 Hldgs %
54.8%
Holding
135
New
41
Increased
50
Reduced
16
Closed
21

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$18.7M
2
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$18.2M
3
SJNK icon
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
+$15.9M
4
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$11.9M
5
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$4.98M

Top Sells

Rank Stock Value
1
CHK
Chesapeake Energy Corporation
CHK
+$2.57M
2
DNR
Denbury Resources, Inc.
DNR
+$2.47M
3
AFSI
AmTrust Financial Services, Inc.
AFSI
+$1.23M
4
DF
Dean Foods Company
DF
+$1.12M
5
CNO icon
CNO Financial Group
CNO
+$982K

Sector Composition

Rank Sector Weight
1 Energy 17.44%
2 Financials 16.92%
3 Consumer Discretionary 11.85%
4 Consumer Staples 5.03%
5 Industrials 3.39%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVB icon
26
AvalonBay Communities
AVB
$26.5B
$4.75M 0.7%
25,774
+609
+2% +$109K
STZ icon
27
Constellation Brands
STZ
$22.2B
$4.65M 0.69%
32,647
+738
+2% +$102K
MO icon
28
Altria Group
MO
$114B
$4.64M 0.69%
79,718
+1,955
+3% +$113K
COST icon
29
Costco
COST
$422B
$4.59M 0.68%
28,456
+561
+2% +$88.7K
ESS icon
30
Essex Property Trust
ESS
$18.3B
$4.59M 0.68%
19,171
+442
+2% +$102K
RAI
31
DELISTED
Reynolds American Inc
RAI
$4.5M 0.67%
97,540
+2,589
+3% +$120K
MKC icon
32
McCormick & Company Non-Voting
MKC
$13.7B
$4.42M 0.65%
103,248
+2,984
+3% +$126K
PGR icon
33
Progressive
PGR
$123B
$4.35M 0.64%
136,864
+2,739
+2% +$87K
WM icon
34
Waste Management
WM
$90.6B
$4.32M 0.64%
80,856
+1,909
+2% +$101K
AZO icon
35
AutoZone
AZO
$49.2B
$4.26M 0.63%
5,736
+111
+2% +$84.7K
XOP icon
36
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$4.23M 0.63%
+35,003
New +$4.98M
COR icon
37
Cencora
COR
$60.6B
$4.13M 0.61%
39,773
+917
+2% +$90K
BCR
38
DELISTED
CR Bard Inc.
BCR
$4.09M 0.61%
21,608
+454
+2% +$85K
GCI
39
DELISTED
Gannett Co., Inc
GCI
$4.09M 0.61%
250,964
+6,141
+3% +$99.5K
GGP
40
DELISTED
GGP Inc.
GGP
$4.03M 0.6%
148,201
+3,922
+3% +$105K
OAK
41
DELISTED
OAKTREE CAPITAL GROUP, LLC
OAK
$4.03M 0.6%
+84,375
New +$4.11M
KKR icon
42
KKR & Co
KKR
$91.1B
$3.96M 0.59%
+253,800
New +$4.34M
APO icon
43
Apollo Global Management
APO
$72.4B
$3.95M 0.59%
+260,250
New +$4.45M
CG icon
44
Carlyle Group
CG
$16.6B
$3.94M 0.58%
+252,500
New +$4.49M
BX icon
45
Blackstone
BX
$102B
$3.81M 0.56%
+130,200
New +$4.15M
DNR
46
CALL
DELISTED
Denbury Resources, Inc.
DNR
$3.58M 0.53%
1,772,500
+47,500
+3% +$153K
CHK
47
DELISTED
Chesapeake Energy Corporation
CHK
$3.52M 0.52%
3,907
-2,070
-35% -$2.57M
DNR
48
DELISTED
Denbury Resources, Inc.
DNR
$2.97M 0.44%
1,471,398
-766,532
-34% -$2.47M
FAF icon
49
First American
FAF
$7.66B
$2.58M 0.38%
71,849
+3,449
+5% +$132K
CTB
50
DELISTED
Cooper Tire & Rubber Co.
CTB
$2.16M 0.32%
57,086
-2,715
-5% -$111K
1
2
3 4 5

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Mount Lucas Management's Q4 2015 Portfolio in Review

As of Q4 2015, Mount Lucas Management held 135 positions worth $675M, down 15% from $792M the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Mount Lucas Management withdrew a net $117M in Q4 2015, closing 21 positions and reducing 16 holdings. Its most notable exit was Dean Foods Company, an estimated $1.12M position sold in full.

By sector, the portfolio is most concentrated in Energy at 17% of assets, up from 14% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Mount Lucas Management opened a new position in State Street Consumer Staples Select Sector SPDR ETF worth $19M.

  • Mount Lucas Management's largest Q4 2015 buy was State Street Consumer Staples Select Sector SPDR ETF: 375,342 shares worth $19M.
  • Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2015, an estimated $11.9M increase.
  • Mount Lucas Management's biggest Q4 2015 reduction was Chesapeake Energy Corporation, cutting an estimated $2.57M.
  • Mount Lucas Management fully exited Dean Foods Company in Q4 2015, selling an estimated $1.12M.
  • Mount Lucas Management's ten largest holdings make up 55% of its $675M portfolio in Q4 2015.
  • Mount Lucas Management opened 41 new positions and closed 21 in Q4 2015.
  • Mount Lucas Management's portfolio value fell 15% quarter-over-quarter to $675M.

Based on Mount Lucas Management's 13F filing for Q4 2015, filed 16 Feb 2016.