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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
Cap. Flow
-$346M
Cap. Flow %
-58.42%
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
TRV icon
Travelers Companies
TRV
+$18.9M
3
ALL icon
Allstate
ALL
+$18.6M
4
DO
Diamond Offshore Drilling
DO
+$17.3M
5
XRX icon
Xerox
XRX
+$15.7M

Top Sells

Rank Stock Value
1
SPLS
Staples Inc
SPLS
+$22.9M
2
HPQ icon
HP
HPQ
+$18.8M
3
DAL icon
Delta Air Lines
DAL
+$18.5M
4
AIZ icon
Assurant
AIZ
+$16.6M
5
VLO icon
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
AFSI
51
DELISTED
AmTrust Financial Services, Inc.
AFSI
$2.64M 0.45%
92,540
+5,964
+7% +$161K
XOP icon
52
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
$2.57M 0.43%
12,435
-24,900
-67% -$4.83M
EWN icon
53
iShares MSCI Netherlands ETF
EWN
$571M
$2.37M 0.4%
+93,817
New +$2.31M
CNO icon
54
CNO Financial Group
CNO
$5.14B
$1.99M 0.34%
115,804
+7,396
+7% +$122K
EWG icon
55
iShares MSCI Germany ETF
EWG
$1.59B
$1.72M 0.29%
+57,740
New +$1.66M
AEL
56
DELISTED
American Equity Investment Life Holding Company
AEL
$1.49M 0.25%
51,210
+3,096
+6% +$86.9K
CTB
57
DELISTED
Cooper Tire & Rubber Co.
CTB
$1.28M 0.22%
29,787
+1,883
+7% +$69.6K
GPI icon
58
Group 1 Automotive
GPI
$3.42B
$1.24M 0.21%
14,343
+898
+7% +$73.8K
THD icon
59
iShares MSCI Thailand ETF
THD
$369M
$1.16M 0.2%
14,629
-18,740
-56% -$1.5M
FAF icon
60
First American
FAF
$7.66B
$1.14M 0.19%
31,819
+2,140
+7% +$74.4K
DK icon
61
Delek US
DK
$4.16B
$1.08M 0.18%
27,147
+1,837
+7% +$60.8K
DF
62
DELISTED
Dean Foods Company
DF
$1.07M 0.18%
64,925
+4,180
+7% +$71.7K
WNR
63
DELISTED
Western Refining Inc
WNR
$1.06M 0.18%
21,419
+1,440
+7% +$60.2K
KALU icon
64
Kaiser Aluminum
KALU
$2.61B
$1.06M 0.18%
13,737
+901
+7% +$66K
SAFM
65
DELISTED
Sanderson Farms Inc
SAFM
$997K 0.17%
12,523
+788
+7% +$63.9K
MDC
66
DELISTED
M.D.C. Holdings, Inc.
MDC
$995K 0.17%
48,492
+3,358
+7% +$64.3K
MFIC icon
67
MidCap Financial Investment
MFIC
$787M
$975K 0.16%
42,332
+3,577
+9% +$80.6K
AAIC
68
DELISTED
Arlington Asset Investment Corp.
AAIC
$846K 0.14%
35,176
+3,281
+10% +$83.5K
UVV icon
69
Universal Corp
UVV
$1.31B
$843K 0.14%
17,880
+1,297
+8% +$57.4K
GPRE icon
70
Green Plains
GPRE
$1.18B
$749K 0.13%
26,220
+1,665
+7% +$41.6K
ANDE icon
71
Andersons Inc
ANDE
$2.41B
$691K 0.12%
16,696
+1,062
+7% +$47.8K
JACK icon
72
Jack in the Box
JACK
$312M
$676K 0.11%
7,043
+436
+7% +$39.5K
CW icon
73
Curtiss-Wright
CW
$26.7B
$525K 0.09%
7,106
+437
+7% +$30.6K
OZK icon
74
Bank OZK
OZK
$5.6B
$512K 0.09%
13,870
+885
+7% +$31.5K
ICON
75
DELISTED
Iconix Brand Group, Inc.
ICON
$392K 0.07%
1,165
+71
+6% +$24.4K
1 2
3
4 5

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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.