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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
(-15%)
Cap. Flow
-$117M
Cap. Flow
% of AUM
-17.4%
Top 10 Holdings %
Top 10 Hldgs %
54.8%
Holding
135
New
41
Increased
50
Reduced
16
Closed
21
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$18.7M |
| 2 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$18.2M |
| 3 |
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
|
+$15.9M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$11.9M |
| 5 |
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 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 | |
|---|---|---|---|---|---|---|
51
Teucrium Sugar Fund
CANE
$74.6M
| $2.06M | 0.31% |
+205,021
| New | +$1.97M |
|
52
Commercial Metals
CMC
$7.6B
| $1.88M | 0.28% |
137,179
+74,307
| +118% | +$1.1M |
|
53
Cal-Maine
CALM
$4.12B
| $1.37M | 0.2% |
29,480
-1,154
| -4% | -$62.1K |
|
54
Upbound Group
UPBD
$1.13B
| $1.27M | 0.19% |
84,616
+46,914
| +124% | +$896K |
|
55
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $1.15M | 0.17% |
+54,734
| New | +$1.15M |
|
56
DHT Holdings
DHT
$2.99B
| $1.04M | 0.15% |
+128,050
| New | +$1M |
|
57
Teekay Tankers
TNK
$2.75B
| $921K | 0.14% |
+16,729
| New | +$984K |
|
|
ALJ
58
DELISTED
Alon USA Energy Inc
ALJ
| $921K | 0.14% |
+62,038
| New | +$1.04M |
|
|
WNR
59
DELISTED
Western Refining Inc
WNR
| $907K | 0.13% |
25,466
-19,665
| -44% | -$841K |
|
60
The Greenbrier Companies
GBX
$1.52B
| $904K | 0.13% |
+27,727
| New | +$951K |
|
61
Green Plains
GPRE
$1.18B
| $891K | 0.13% |
38,914
-23,149
| -37% | -$491K |
|
|
TIME
62
DELISTED
Time Inc.
TIME
| $846K | 0.13% |
+53,960
| New | +$927K |
|
63
Delek US
DK
$4.16B
| $706K | 0.1% |
28,713
-25,224
| -47% | -$661K |
|
|
ATW
64
DELISTED
Atwood Oceanics
ATW
| $646K | 0.1% |
+63,156
| New | +$966K |
|
|
AFSI
65
DELISTED
AmTrust Financial Services, Inc.
AFSI
| $597K | 0.09% |
38,768
-38,328
| -50% | -$1.23M |
|
66
Maximus
MMS
$3.17B
| $462K | 0.07% |
8,220
+4,540
| +123% | +$274K |
|
67
Plug Power
PLUG
$2.87B
| $338K | 0.05% |
160,000
| – | – |
|
68
Vail Resorts
MTN
$5.32B
| $336K | 0.05% |
2,626
+295
| +13% | +$34.7K |
|
69
SS&C Technologies
SSNC
$18.1B
| $301K | 0.04% |
8,812
+934
| +12% | +$33.2K |
|
70
Chemed
CHE
$7.07B
| $294K | 0.04% |
1,962
-198
| -9% | -$29.3K |
|
71
Pool Corp
POOL
$6.75B
| $284K | 0.04% |
+3,518
| New | +$282K |
|
72
Ziff Davis
ZD
$1.96B
| $279K | 0.04% |
+3,892
| New | +$264K |
|
|
BERY
73
DELISTED
Berry Global Group, Inc.
BERY
| $278K | 0.04% |
8,356
+878
| +12% | +$27.9K |
|
|
CVG
74
DELISTED
Convergys
CVG
| $261K | 0.04% |
+10,476
| New | +$264K |
|
75
Molina Healthcare
MOH
$10.2B
| $248K | 0.04% |
4,128
+434
| +12% | +$27.3K |
|
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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.