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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
-1.86%
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 | |
|---|---|---|---|---|---|---|
1
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $196M | 24.75% |
5,982,500
+5,485,100
| +1,103% | +$492M |
|
|
2
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $141M | 17.83% |
1,662,567
+959,123
| +136% | +$81.4M |
|
|
VXX
3
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
| $38.4M | 4.85% |
+93,750
| New | +$31.2M |
|
|
4
Travelers Companies
TRV
$78.1B
| $35.6M | 4.5% |
358,019
+179,128
| +100% | +$18.3M |
|
|
ANDV
5
DELISTED
Andeavor
ANDV
| $35.6M | 4.5% |
366,288
+190,397
| +108% | +$18.5M |
|
6
Best Buy
BBY
$18.2B
| $31.4M | 3.96% |
846,226
+462,858
| +121% | +$15.9M |
|
7
Allstate
ALL
$68B
| $17.7M | 2.23% |
303,665
+227,556
| +299% | +$14.2M |
|
8
Hartford Financial Services
HIG
$38.9B
| $16.3M | 2.05% |
+355,583
| New | +$16.4M |
|
9
Marathon Petroleum
MPC
$92.4B
| $16.3M | 2.05% |
351,014
+9,541
| +3% | +$491K |
|
10
Valero Energy
VLO
$92.9B
| $16.2M | 2.05% |
269,990
-37,669
| -12% | -$2.39M |
|
|
11
Phillips 66
PSX
$84.9B
| $15.9M | 2.01% |
+207,494
| New | +$16.5M |
|
12
General Motors
GM
$80.4B
| $15.9M | 2.01% |
+530,374
| New | +$16.2M |
|
|
13
GameStop
GME
$9.75B
| $15.8M | 1.99% |
+1,528,760
| New | +$17M |
|
14
Ford
F
$58.5B
| $15.6M | 1.97% |
+1,148,368
| New | +$16.4M |
|
15
MetLife
MET
$61.9B
| $15.6M | 1.96% |
370,312
+37,291
| +11% | +$1.74M |
|
16
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $14.2M | 1.79% |
382,034
+123,442
| +48% | +$4.74M |
|
17
Xerox
XRX
$386M
| $12.8M | 1.61% |
498,426
+50,136
| +11% | +$1.39M |
|
|
TGNA
18
DELISTED
TEGNA Inc
TGNA
| $10.9M | 1.38% |
761,153
+76,044
| +11% | +$1.29M |
|
|
DO
19
DELISTED
Diamond Offshore Drilling
DO
| $10.7M | 1.35% |
618,672
+60,931
| +11% | +$1.36M |
|
|
CHK
20
DELISTED
Chesapeake Energy Corporation
CHK
| $8.76M | 1.11% |
5,977
+562
| +10% | +$954K |
|
21
CVS Health
CVS
$133B
| $7.88M | 0.99% |
81,703
-1,158
| -1% | -$122K |
|
|
DNR
22
DELISTED
Denbury Resources, Inc.
DNR
| $5.46M | 0.69% |
2,237,930
+245,701
| +12% | +$950K |
|
23
AvalonBay Communities
AVB
$26.5B
| $4.4M | 0.56% |
25,165
+2,548
| +11% | +$432K |
|
24
Public Storage
PSA
$60.5B
| $4.26M | 0.54% |
+20,112
| New | +$4.1M |
|
25
Clorox
CLX
$11.6B
| $4.25M | 0.54% |
+36,757
| New | +$4.13M |
|
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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.