We are live on ! Find out more
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
CANE icon
51
Teucrium Sugar Fund
CANE
$62.6M
$2.06M 0.31%
+205,021
New +$1.97M
CMC icon
52
Commercial Metals
CMC
$7.42B
$1.88M 0.28%
137,179
+74,307
+118% +$1.1M
CALM icon
53
Cal-Maine
CALM
$3.46B
$1.37M 0.2%
29,480
-1,154
-4% -$62.1K
UPBD icon
54
Upbound Group
UPBD
$1.03B
$1.27M 0.19%
84,616
+46,914
+124% +$896K
XLF icon
55
State Street Financial Select Sector SPDR ETF
XLF
$53.4B
$1.15M 0.17%
+54,734
New +$1.15M
DHT icon
56
DHT Holdings
DHT
$3.68B
$1.04M 0.15%
+128,050
New +$1M
TNK icon
57
Teekay Tankers
TNK
$3.5B
$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
GBX icon
60
The Greenbrier Companies
GBX
$1.32B
$904K 0.13%
+27,727
New +$951K
GPRE icon
61
Green Plains
GPRE
$1.06B
$891K 0.13%
38,914
-23,149
-37% -$491K
TIME
62
DELISTED
Time Inc.
TIME
$846K 0.13%
+53,960
New +$927K
DK icon
63
Delek US
DK
$4.99B
$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
MMS icon
66
Maximus
MMS
$2.97B
$462K 0.07%
8,220
+4,540
+123% +$274K
PLUG icon
67
Plug Power
PLUG
$2.96B
$338K 0.05%
160,000
– –
MTN icon
68
Vail Resorts
MTN
$4.91B
$336K 0.05%
2,626
+295
+13% +$34.7K
SSNC icon
69
SS&C Technologies
SSNC
$18.8B
$301K 0.04%
8,812
+934
+12% +$33.2K
CHE icon
70
Chemed
CHE
$6.61B
$294K 0.04%
1,962
-198
-9% -$29.3K
POOL icon
71
Pool Corp
POOL
$6.09B
$284K 0.04%
+3,518
New +$282K
ZD icon
72
Ziff Davis
ZD
$2.03B
$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
MOH icon
75
Molina Healthcare
MOH
$10.7B
$248K 0.04%
4,128
+434
+12% +$27.3K
1 2
3
4 5

Similar funds

HFRG
Houlihan Financial Resource Group Ashburn, Virginia $281M AUM 17.68% 1-Year Est. Return
RIM
Reliant Investment Management Memphis, Tennessee $281M AUM 34.2% 1-Year Est. Return
WA
Win Advisors Palm Beach Gardens, Florida $281M AUM 93.52% 1-Year Est. Return
MWM
Maripau Wealth Management Fort Wayne, Indiana $280M AUM 16.93% 1-Year Est. Return
MHWM
Montz Harcus Wealth Management New Orleans, Louisiana $281M AUM 22.97% 1-Year Est. Return
FF
Fluent Financial Dallas, Texas $280M AUM 16.1% 1-Year Est. Return
TS
TradeWell Securities Fort Wayne, Indiana $280M AUM 29.59% 1-Year Est. Return
ERFOTCOFW
Employees Retirement Fund of the City of Fort Worth Fort Worth, Texas $280M AUM 9.01% 1-Year Est. Return

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.