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MLM

Mount Lucas Management Portfolio holdings

AUM $281M
1-Year Est. Return 36.14%
This Fund
S&P 500
This Quarter Est. Return
+1.87%
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
$592M
AUM Growth
-$311M
Cap. Flow
-$3.48M
Cap. Flow %
-0.59%
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 Miscellaneous 26.33%
2 Energy 23.5%
3 Financials 18.2%
4 Industrials 11.92%
5 Consumer Discretionary 7.92%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$26B
$62.3M 10.52%
733,925
-115,828
-14% -$9.81M
ALL icon
2
Allstate
ALL
$63.9B
$36.4M 6.14%
511,095
+263,315
+106% +$18.6M
RIG icon
3
Transocean
RIG
$6.33B
$30.5M 5.16%
266,151
+12,330
+5% +$200K
GHC icon
4
Graham Holdings Company
GHC
$4.79B
$21.8M 3.69%
34,416
-870
-2% -$513K
VLO icon
5
Valero Energy
VLO
$118B
$19.5M 3.29%
306,289
-271,003
-47% -$15.1M
TRV icon
6
Travelers Companies
TRV
$79B
$19.3M 3.25%
178,098
+177,318
+22,733% +$18.9M
KSS icon
7
Kohl's
KSS
$1.93B
$19.2M 3.25%
245,573
+96,109
+64% +$6.54M
MPC icon
8
Marathon Petroleum
MPC
$119B
$17.4M 2.95%
340,670
-6,428
-2% -$309K
DAL icon
9
Delta Air Lines
DAL
$52.2B
$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
XRX icon
13
Xerox
XRX
$465M
$15.1M 2.55%
+446,018
New +$15.7M
MET icon
14
MetLife
MET
$62B
$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
BBY icon
17
Best Buy
BBY
$19.8B
$14.4M 2.43%
381,133
-174,830
-31% -$6.69M
AIZ icon
18
Assurant
AIZ
$14.1B
$14M 2.37%
228,201
-261,828
-53% -$16.6M
UNM icon
19
Unum
UNM
$15.2B
$13.9M 2.35%
411,611
-9,415
-2% -$312K
XLV icon
20
State Street Health Care Select Sector SPDR ETF
XLV
$43.8B
$8.83M 1.49%
121,757
+249
+0.2% +$17.8K
XLY icon
21
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.2B
$8.73M 1.47%
231,686
-9,702
-4% -$357K
XLP icon
22
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$8.6M 1.45%
176,461
+4,352
+3% +$214K
XLI icon
23
State Street Industrial Select Sector SPDR ETF
XLI
$30.7B
$8.55M 1.44%
153,269
+5,139
+3% +$289K
CVS icon
24
CVS Health
CVS
$117B
$8.54M 1.44%
82,732
-12,219
-13% -$1.24M
XLK icon
25
State Street Technology Select Sector SPDR ETF
XLK
$122B
$8.47M 1.43%
408,780
+11,978
+3% +$250K
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's Q1 2015 filing shows 34 new, 46 increased, 23 reduced and 18 closed positions. Its largest new stake was Chesapeake Energy Corporation: 5,388 shares worth $15.3M. The largest sale was Staples Inc, an estimated $22.9M.

By sector, the portfolio is most concentrated in Miscellaneous at 26% of assets, down from 58% a quarter earlier, followed by Energy and Financials.

  • 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.