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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
(-34%)
Cap. Flow
-$346M
Cap. Flow
% of AUM
-58.42%
Top 10 Holdings %
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 |
Travelers Companies
TRV
|
+$18.9M |
| 3 |
Allstate
ALL
|
+$18.6M |
| 4 |
DO
Diamond Offshore Drilling
DO
|
+$17.3M |
| 5 |
Xerox
XRX
|
+$15.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SPLS
Staples Inc
SPLS
|
+$22.9M |
| 2 |
HP
HPQ
|
+$18.8M |
| 3 |
Delta Air Lines
DAL
|
+$18.5M |
| 4 |
Assurant
AIZ
|
+$16.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $62.3M | 10.52% |
733,925
-115,828
| -14% | -$9.81M |
|
|
2
Allstate
ALL
$68B
| $36.4M | 6.14% |
511,095
+263,315
| +106% | +$18.6M |
|
3
Transocean
RIG
$5.89B
| $30.5M | 5.16% |
266,151
+12,330
| +5% | +$200K |
|
4
Graham Holdings Company
GHC
$5.1B
| $21.8M | 3.69% |
34,416
-870
| -2% | -$513K |
|
|
5
Valero Energy
VLO
$90.1B
| $19.5M | 3.29% |
306,289
-271,003
| -47% | -$15.1M |
|
|
6
Travelers Companies
TRV
$78.1B
| $19.3M | 3.25% |
178,098
+177,318
| +22,733% | +$18.9M |
|
7
Kohl's
KSS
$2.17B
| $19.2M | 3.25% |
245,573
+96,109
| +64% | +$6.54M |
|
8
Marathon Petroleum
MPC
$92.4B
| $17.4M | 2.95% |
340,670
-6,428
| -2% | -$309K |
|
|
9
Delta Air Lines
DAL
$57.5B
| $16.7M | 2.81% |
370,620
-398,631
| -52% | -$18.5M |
|
|
TGNA
10
DELISTED
TEGNA Inc
TGNA
| $16.2M | 2.74% |
+834,634
| New | +$14.7M |
|
|
ANDV
11
DELISTED
Andeavor
ANDV
| $16M | 2.7% |
+175,236
| New | +$14.7M |
|
|
CHK
12
DELISTED
Chesapeake Energy Corporation
CHK
| $15.3M | 2.58% |
+5,388
| New | +$19M |
|
|
13
Xerox
XRX
$387M
| $15.1M | 2.55% |
+446,018
| New | +$15.7M |
|
14
MetLife
MET
$61.9B
| $14.9M | 2.52% |
+331,113
| New | +$14.9M |
|
|
DO
15
DELISTED
Diamond Offshore Drilling
DO
| $14.9M | 2.52% |
+555,995
| New | +$17.3M |
|
|
DNR
16
DELISTED
Denbury Resources, Inc.
DNR
| $14.4M | 2.44% |
+1,977,613
| New | +$15.3M |
|
17
Best Buy
BBY
$18.2B
| $14.4M | 2.43% |
381,133
-174,830
| -31% | -$6.69M |
|
|
18
Assurant
AIZ
$13.8B
| $14M | 2.37% |
228,201
-261,828
| -53% | -$16.6M |
|
19
Unum
UNM
$13.6B
| $13.9M | 2.35% |
411,611
-9,415
| -2% | -$312K |
|
20
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $8.83M | 1.49% |
121,757
+249
| +0.2% | +$17.8K |
|
21
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $8.73M | 1.47% |
231,686
-9,702
| -4% | -$357K |
|
22
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $8.6M | 1.45% |
176,461
+4,352
| +3% | +$214K |
|
23
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $8.55M | 1.44% |
153,269
+5,139
| +3% | +$289K |
|
24
CVS Health
CVS
$133B
| $8.54M | 1.44% |
82,732
-12,219
| -13% | -$1.24M |
|
25
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $8.47M | 1.43% |
408,780
+11,978
| +3% | +$250K |
|
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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.