We are live on ! Find out more
MLM

Mount Lucas Management Portfolio holdings

AUM $271M
1-Year Est. Return 25.49%
This Fund
S&P 500
This Quarter Est. Return
-2.69%
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
$521M
AUM Growth
-$70.5M
Cap. Flow
-$1.92M
Cap. Flow %
-0.37%
Top 10 Hldgs %
42.48%
Holding
126
New
21
Increased
60
Reduced
21
Closed
21

Top Buys

Rank Stock Value
1
GCI
Gannett Co., Inc
GCI
+$3.12M
2
EWQ icon
iShares MSCI France ETF
EWQ
+$2.56M
3
EWI icon
iShares MSCI Italy ETF
EWI
+$2.53M
4
EWL icon
iShares MSCI Switzerland ETF
EWL
+$2.52M
5
EWD icon
iShares MSCI Sweden ETF
EWD
+$2.26M

Top Sells

Rank Stock Value
1
ALL icon
Allstate
ALL
+$29.8M
2
AIZ icon
Assurant
AIZ
+$12.5M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$8.37M
4
EPHE icon
iShares MSCI Philippines ETF
EPHE
+$3.57M
5
EPI icon
WisdomTree India Earnings Fund ETF
EPI
+$3.38M

Sector Composition

Rank Sector Weight
1 Energy 19.14%
2 Industrials 13%
3 Financials 11.52%
4 Consumer Discretionary 7.54%
5 Consumer Staples 3.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$59.7M 11.45%
703,444
-30,481
-4% -$2.59M
OEF icon
2
CALL
iShares S&P 100 ETF
OEF
$20.1B
$22.9M 4.4%
+497,400
New +$46M
GHC icon
3
Graham Holdings Company
GHC
$5.18B
$22.4M 4.29%
34,427
+11
+0% +$6.96K
VLO icon
4
Valero Energy
VLO
$92.9B
$19.3M 3.69%
307,659
+1,370
+0.4% +$80.9K
MPC icon
5
Marathon Petroleum
MPC
$92.4B
$17.9M 3.43%
341,473
+803
+0.2% +$40.9K
TRV icon
6
Travelers Companies
TRV
$78.1B
$17.3M 3.32%
178,891
+793
+0.4% +$81.2K
MET icon
7
MetLife
MET
$61.9B
$16.6M 3.19%
333,021
+1,908
+0.6% +$90.4K
KSS icon
8
Kohl's
KSS
$2.17B
$15.5M 2.96%
246,812
+1,239
+0.5% +$86K
DAL icon
9
Delta Air Lines
DAL
$57.5B
$15.2M 2.92%
370,534
-86
-0% -$3.76K
ANDV
10
DELISTED
Andeavor
ANDV
$14.8M 2.85%
175,891
+655
+0.4% +$56.9K
UNM icon
11
Unum
UNM
$13.6B
$14.8M 2.83%
412,845
+1,234
+0.3% +$43.2K
DO
12
DELISTED
Diamond Offshore Drilling
DO
$14.4M 2.76%
557,741
+1,746
+0.3% +$53K
TGNA
13
DELISTED
TEGNA Inc
TGNA
$14.1M 2.7%
685,109
-149,525
-18% -$2.81M
DNR
14
DELISTED
Denbury Resources, Inc.
DNR
$12.7M 2.43%
1,992,229
+14,616
+0.7% +$111K
XRX icon
15
Xerox
XRX
$386M
$12.6M 2.41%
448,290
+2,272
+0.5% +$70.3K
BBY icon
16
Best Buy
BBY
$18.2B
$12.5M 2.4%
383,368
+2,235
+0.6% +$79.2K
CHK
17
DELISTED
Chesapeake Energy Corporation
CHK
$12.1M 2.32%
5,415
+27
+0.5% +$76.2K
XLY icon
18
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$9.89M 1.9%
258,592
+26,906
+12% +$1.03M
XLV icon
19
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$9.79M 1.88%
131,675
+9,918
+8% +$735K
XLP icon
20
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$9.65M 1.85%
202,759
+26,298
+15% +$1.28M
XLK icon
21
State Street Technology Select Sector SPDR ETF
XLK
$115B
$9.43M 1.81%
455,492
+46,712
+11% +$997K
XLI icon
22
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$9.26M 1.78%
171,261
+17,992
+12% +$1.01M
NE
23
DELISTED
Noble Corporation
NE
$9.19M 1.76%
597,004
+10,258
+2% +$169K
XLB icon
24
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$9.13M 1.75%
377,576
+35,592
+10% +$895K
CVS icon
25
CVS Health
CVS
$133B
$8.69M 1.67%
82,861
+129
+0.2% +$13.2K
1
2 3 4 5

Similar funds

MCM
Moerus Capital Management New York $271M AUM 58.78% 1-Year Est. Return
RP
Ravenswood Partners Mclean, Virginia $271M AUM
PCM
Punch Card Management Winter Park, Florida $271M AUM 11.49% 1-Year Est. Return
MAM
Mullooly Asset Management Wall Township, New Jersey $271M AUM 16.93% 1-Year Est. Return
FCMV
Foresite Capital Management V Larkspur, California $271M AUM 309.87% 1-Year Est. Return
VW
Veridan Wealth West Linn, Oregon $270M AUM
FDS
First Dallas Securities Dallas, Texas $270M AUM 39.24% 1-Year Est. Return
S
Siemens Munich, Germany $272M AUM 183.71% 1-Year Est. Return

Mount Lucas Management's Q2 2015 Portfolio in Review

As of Q2 2015, Mount Lucas Management held 126 positions worth $521M, down 12% from $592M the previous quarter. Its ten largest holdings account for 42% of the portfolio.

Mount Lucas Management's Q2 2015 filing shows 21 new, 60 increased, 21 reduced and 21 closed positions. Its largest new stake was Gannett Co., Inc: 219,226 shares worth $3.07M. The largest sale was Allstate, an estimated $29.8M.

By sector, the portfolio is most concentrated in Energy at 19% of assets, down from 22% a quarter earlier, followed by Industrials and Financials.

  • Mount Lucas Management's largest Q2 2015 buy was Gannett Co., Inc: 219,226 shares worth $3.07M.
  • Mount Lucas Management added most to iShares MSCI Sweden ETF in Q2 2015, an estimated $2.26M increase.
  • Mount Lucas Management's biggest Q2 2015 reduction was Allstate, cutting an estimated $29.8M.
  • Mount Lucas Management fully exited State Street Utilities Select Sector SPDR ETF in Q2 2015, selling an estimated $8.37M.
  • Mount Lucas Management's ten largest holdings make up 42% of its $521M portfolio in Q2 2015.
  • Mount Lucas Management opened 21 new positions and closed 21 in Q2 2015.
  • Mount Lucas Management's portfolio value fell 12% quarter-over-quarter to $521M.

Based on Mount Lucas Management's 13F filing for Q2 2015, filed 14 Aug 2015.