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MLM

Mount Lucas Management Portfolio holdings

AUM $281M
1-Year Est. Return 36.14%
This Fund
S&P 500
This Quarter Est. Return
+3.12%
1 Year Est. Return
+36.14%
3 Year Est. Return
+109.35%
5 Year Est. Return
+140.26%
10 Year Est. Return
+507.99%
AUM
$675M
AUM Growth
-$117M
Cap. Flow
+$101M
Cap. Flow %
14.93%
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 Miscellaneous 36.05%
2 Financials 17.6%
3 Energy 17.58%
4 Consumer Discretionary 11.86%
5 Consumer Staples 5.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
AVB
26
DELISTED
AvalonBay Communities
AVB
$4.75M 0.7%
25,774
+609
+2% +$109K
STZ icon
27
Constellation Brands
STZ
$20.9B
$4.65M 0.69%
32,647
+738
+2% +$102K
MO icon
28
Altria Group
MO
$116B
$4.64M 0.69%
79,718
+1,955
+3% +$113K
COST icon
29
Costco
COST
$396B
$4.59M 0.68%
28,456
+561
+2% +$88.7K
ESS icon
30
Essex Property Trust
ESS
$17.4B
$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
$13.4B
$4.42M 0.65%
103,248
+2,984
+3% +$126K
PGR icon
33
Progressive
PGR
$126B
$4.35M 0.64%
136,864
+2,739
+2% +$87K
WM icon
34
Waste Management
WM
$85.3B
$4.32M 0.64%
80,856
+1,909
+2% +$101K
AZO icon
35
AutoZone
AZO
$46.4B
$4.26M 0.63%
5,736
+111
+2% +$84.7K
XOP icon
36
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$4.04B
$4.23M 0.63%
+35,003
New +$4.98M
COR icon
37
Cencora
COR
$59B
$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
$88.1B
$3.96M 0.59%
+253,800
New +$4.34M
APO icon
43
Apollo Global Management
APO
$74.4B
$3.95M 0.59%
+260,250
New +$4.45M
CG icon
44
Carlyle Group
CG
$14.3B
$3.94M 0.58%
+252,500
New +$4.49M
BX icon
45
Blackstone
BX
$94.1B
$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
$7.35B
$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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MWM
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MHWM
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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 deployed $101M of net new capital in Q4 2015, opening 41 new positions and adding to 50 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 375,342 shares worth $19M.

By sector, the portfolio is most concentrated in Miscellaneous at 36% of assets, down from 50% a quarter earlier, followed by Financials and Energy.

On the sell side, the largest reduction was Chesapeake Energy Corporation, an estimated $2.57M trimmed.

  • 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.