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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
+3.12%
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
$675M
AUM Growth
-$117M
Cap. Flow
+$101M
Cap. Flow %
14.93%
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 Miscellaneous 36.05%
2 Financials 17.6%
3 Energy 17.58%
4 Consumer Discretionary 11.86%
5 Consumer Staples 5.03%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$26.1B
$152M 22.54%
1,803,482
+140,915
+8% +$11.9M
TRV icon
2
Travelers Companies
TRV
$79.2B
$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
$19.8B
$26.4M 3.91%
866,123
+19,897
+2% +$658K
VLO icon
5
Valero Energy
VLO
$119B
$19.5M 2.89%
275,448
+5,458
+2% +$372K
ALL icon
6
Allstate
ALL
$63.8B
$19.1M 2.84%
308,263
+4,598
+2% +$286K
XLP icon
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.4B
$19M 2.81%
+375,342
New +$18.7M
GM icon
8
General Motors
GM
$76B
$18.6M 2.76%
547,047
+16,673
+3% +$579K
MPC icon
9
Marathon Petroleum
MPC
$118B
$18.6M 2.75%
357,876
+6,862
+2% +$359K
XLY icon
10
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.2B
$18.4M 2.73%
470,850
+88,816
+23% +$3.52M
XLK icon
11
State Street Technology Select Sector SPDR ETF
XLK
$122B
$18.1M 2.68%
+846,162
New +$18.2M
PSX icon
12
Phillips 66
PSX
$109B
$17.3M 2.57%
212,003
+4,509
+2% +$389K
F icon
13
Ford
F
$54.3B
$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
$36.1B
$15.8M 2.33%
362,443
+6,860
+2% +$315K
SJNK icon
16
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.72B
$15.4M 2.28%
+598,085
New +$15.9M
XRX icon
17
Xerox
XRX
$475M
$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
$11.5B
$10.9M 1.62%
1,559,556
+30,796
+2% +$297K
XNTK icon
21
CALL
State Street SPDR NYSE Technology ETF
XNTK
$1.91B
$9.04M 1.34%
+299,200
New +$16.2M
CVS icon
22
CVS Health
CVS
$115B
$8.15M 1.21%
83,399
+1,696
+2% +$166K
PSA icon
23
Public Storage
PSA
$56.2B
$5.12M 0.76%
20,668
+556
+3% +$130K
CLX icon
24
Clorox
CLX
$10.3B
$4.79M 0.71%
37,744
+987
+3% +$123K
KR icon
25
Kroger
KR
$36.2B
$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 deployed $101M of net new capital in Q4 2015, opening 41 new positions and adding to 50 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 375,342 shares worth $19M.

By sector, the portfolio is most concentrated in Miscellaneous at 36% of assets, down from 50% a quarter earlier, followed by Financials and Energy.

On the sell side, the largest reduction was Chesapeake Energy Corporation, an estimated $2.57M trimmed.

  • 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.