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Mount Lucas Management Portfolio holdings
AUM
$271M
1-Year Est. Return
25.49%
This Fund
S&P 500
This Quarter
Est. Return
-1.86%
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
$792M
AUM Growth
+$271M
(+52%)
Cap. Flow
+$614M
Cap. Flow
% of AUM
77.44%
Top 10 Holdings %
Top 10 Hldgs %
68.78%
Holding
129
New
24
Increased
37
Reduced
31
Closed
35
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$81.4M |
| 2 |
ANDV
Andeavor
ANDV
|
+$18.5M |
| 3 |
Travelers Companies
TRV
|
+$18.3M |
| 4 |
GameStop
GME
|
+$17M |
| 5 |
Phillips 66
PSX
|
+$16.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Graham Holdings Company
GHC
|
+$22.4M |
| 2 |
Kohl's
KSS
|
+$15.5M |
| 3 |
Delta Air Lines
DAL
|
+$15.2M |
| 4 |
Unum
UNM
|
+$14.8M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$9.79M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 14.21% |
| 2 | Financials | 11.81% |
| 3 | Consumer Discretionary | 10.9% |
| 4 | Consumer Staples | 4.02% |
| 5 | Industrials | 2.37% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
126
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| – | – |
-131,675
| Closed | -$9.79M |
|
127
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
$3.65B
| – | – |
-15,164
| Closed | -$2.83M |
|
|
TSC
128
DELISTED
TriState Capital Holdings, Inc.
TSC
| – | – |
-11,000
| Closed | -$142K |
|
|
NE
129
DELISTED
Noble Corporation
NE
| – | – |
-597,004
| Closed | -$9.19M |
|
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Mount Lucas Management's Q3 2015 Portfolio in Review
As of Q3 2015, Mount Lucas Management held 129 positions worth $792M, up 52% from $521M the previous quarter. Its ten largest holdings account for 69% of the portfolio.
Mount Lucas Management deployed $614M of net new capital in Q3 2015, opening 24 new positions and adding to 37 existing holdings. Its largest new stake was GameStop: 1,528,760 shares worth $15.8M.
By sector, the portfolio is most concentrated in Energy at 14% of assets, down from 19% a quarter earlier, followed by Financials and Consumer Discretionary.
On the sell side, the largest reduction was Valero Energy, an estimated $2.39M trimmed.
- Mount Lucas Management's largest Q3 2015 buy was GameStop: 1,528,760 shares worth $15.8M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q3 2015, an estimated $81.4M increase.
- Mount Lucas Management's biggest Q3 2015 reduction was Valero Energy, cutting an estimated $2.39M.
- Mount Lucas Management fully exited Graham Holdings Company in Q3 2015, selling an estimated $22.4M.
- Mount Lucas Management's ten largest holdings make up 69% of its $792M portfolio in Q3 2015.
- Mount Lucas Management opened 24 new positions and closed 35 in Q3 2015.
- Mount Lucas Management's portfolio value rose 52% quarter-over-quarter to $792M.
Based on Mount Lucas Management's 13F filing for Q3 2015, filed 16 Nov 2015.