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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
+3.12%
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
$675M
AUM Growth
-$117M
Cap. Flow
-$117M
Cap. Flow %
-17.4%
Top 10 Hldgs %
54.8%
Holding
135
New
41
Increased
50
Reduced
16
Closed
21

Top Buys

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$18.7M
2
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$18.2M
3
SJNK icon
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
+$15.9M
4
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$11.9M
5
XOP icon
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
+$4.98M

Top Sells

Rank Stock Value
1
CHK
Chesapeake Energy Corporation
CHK
+$2.57M
2
DNR
Denbury Resources, Inc.
DNR
+$2.47M
3
AFSI
AmTrust Financial Services, Inc.
AFSI
+$1.23M
4
DF
Dean Foods Company
DF
+$1.12M
5
CNO icon
CNO Financial Group
CNO
+$982K

Sector Composition

Rank Sector Weight
1 Energy 17.44%
2 Financials 16.92%
3 Consumer Discretionary 11.85%
4 Consumer Staples 5.03%
5 Industrials 3.39%
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
$152M 22.54%
1,803,482
+140,915
+8% +$11.9M
TRV icon
2
Travelers Companies
TRV
$78.1B
$40M 5.92%
354,259
-3,760
-1% -$418K
ANDV
3
DELISTED
Andeavor
ANDV
$38.3M 5.67%
363,337
-2,951
-0.8% -$318K
BBY icon
4
Best Buy
BBY
$18.2B
$26.4M 3.91%
866,123
+19,897
+2% +$658K
VLO icon
5
Valero Energy
VLO
$90.1B
$19.5M 2.89%
275,448
+5,458
+2% +$372K
ALL icon
6
Allstate
ALL
$68B
$19.1M 2.84%
308,263
+4,598
+2% +$286K
XLP icon
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$19M 2.81%
+375,342
New +$18.7M
GM icon
8
General Motors
GM
$80.4B
$18.6M 2.76%
547,047
+16,673
+3% +$579K
MPC icon
9
Marathon Petroleum
MPC
$92.4B
$18.6M 2.75%
357,876
+6,862
+2% +$359K
XLY icon
10
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$18.4M 2.73%
470,850
+88,816
+23% +$3.52M
XLK icon
11
State Street Technology Select Sector SPDR ETF
XLK
$115B
$18.1M 2.68%
+846,162
New +$18.2M
PSX icon
12
Phillips 66
PSX
$84.9B
$17.3M 2.57%
212,003
+4,509
+2% +$389K
F icon
13
Ford
F
$58.5B
$16.6M 2.46%
1,176,644
+28,276
+2% +$409K
MET icon
14
MetLife
MET
$61.9B
$16.2M 2.4%
376,920
+6,608
+2% +$291K
HIG icon
15
Hartford Financial Services
HIG
$38.9B
$15.8M 2.33%
362,443
+6,860
+2% +$315K
SJNK icon
16
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$15.4M 2.28%
+598,085
New +$15.9M
XRX icon
17
Xerox
XRX
$387M
$14.2M 2.11%
507,275
+8,849
+2% +$238K
DO
18
DELISTED
Diamond Offshore Drilling
DO
$13.3M 1.97%
628,658
+9,986
+2% +$211K
TGNA
19
DELISTED
TEGNA Inc
TGNA
$12.6M 1.87%
773,044
+11,891
+2% +$201K
GME icon
20
GameStop
GME
$9.75B
$10.9M 1.62%
1,559,556
+30,796
+2% +$297K
XNTK icon
21
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
$9.04M 1.34%
+299,200
New +$16.2M
CVS icon
22
CVS Health
CVS
$133B
$8.15M 1.21%
83,399
+1,696
+2% +$166K
PSA icon
23
Public Storage
PSA
$60.5B
$5.12M 0.76%
20,668
+556
+3% +$130K
CLX icon
24
Clorox
CLX
$11.6B
$4.79M 0.71%
37,744
+987
+3% +$123K
KR icon
25
Kroger
KR
$35.4B
$4.78M 0.71%
114,236
+2,254
+2% +$87.4K
1
2 3 4 5

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Mount Lucas Management's Q4 2015 Portfolio in Review

As of Q4 2015, Mount Lucas Management held 135 positions worth $675M, down 15% from $792M the previous quarter. Its ten largest holdings account for 55% of the portfolio.

Mount Lucas Management withdrew a net $117M in Q4 2015, closing 21 positions and reducing 16 holdings. Its most notable exit was Dean Foods Company, an estimated $1.12M position sold in full.

By sector, the portfolio is most concentrated in Energy at 17% of assets, up from 14% a quarter earlier, followed by Financials and Consumer Discretionary.

Against the trend, Mount Lucas Management opened a new position in State Street Consumer Staples Select Sector SPDR ETF worth $19M.

  • Mount Lucas Management's largest Q4 2015 buy was State Street Consumer Staples Select Sector SPDR ETF: 375,342 shares worth $19M.
  • Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2015, an estimated $11.9M increase.
  • Mount Lucas Management's biggest Q4 2015 reduction was Chesapeake Energy Corporation, cutting an estimated $2.57M.
  • Mount Lucas Management fully exited Dean Foods Company in Q4 2015, selling an estimated $1.12M.
  • Mount Lucas Management's ten largest holdings make up 55% of its $675M portfolio in Q4 2015.
  • Mount Lucas Management opened 41 new positions and closed 21 in Q4 2015.
  • Mount Lucas Management's portfolio value fell 15% quarter-over-quarter to $675M.

Based on Mount Lucas Management's 13F filing for Q4 2015, filed 16 Feb 2016.