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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
+1.11%
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
$575M
AUM Growth
-$99.8M
(-15%)
Cap. Flow
-$101M
Cap. Flow
% of AUM
-17.58%
Top 10 Holdings %
Top 10 Hldgs %
50.44%
Holding
158
New
44
Increased
45
Reduced
30
Closed
34
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AT&T
T
|
+$14.2M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$14M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$13.2M |
| 4 |
Archer Daniels Midland
ADM
|
+$11.3M |
| 5 |
Prudential Financial
PRU
|
+$11.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$40M |
| 2 |
Travelers Companies
TRV
|
+$23.6M |
| 3 |
Allstate
ALL
|
+$19.1M |
| 4 |
ANDV
Andeavor
ANDV
|
+$18.5M |
| 5 |
MetLife
MET
|
+$16.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.76% |
| 2 | Financials | 14.76% |
| 3 | Energy | 11.62% |
| 4 | Consumer Staples | 8.4% |
| 5 | Communication Services | 2.68% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
McCormick & Company Non-Voting
MKC
$13.7B
| $7.37M | 1.28% |
148,148
+44,900
| +43% | +$2.02M |
|
27
Clorox
CLX
$11.6B
| $6.91M | 1.2% |
54,774
+17,030
| +45% | +$2.16M |
|
28
iShares MSCI Indonesia ETF
EIDO
$480M
| $4.44M | 0.77% |
+188,590
| New | +$4.18M |
|
29
Progressive
PGR
$123B
| $4.06M | 0.71% |
115,474
-21,390
| -16% | -$684K |
|
30
Constellation Brands
STZ
$22.2B
| $4.05M | 0.7% |
26,820
-5,827
| -18% | -$842K |
|
|
RAI
31
DELISTED
Reynolds American Inc
RAI
| $4.04M | 0.7% |
80,298
-17,242
| -18% | -$847K |
|
|
DNR
32
CALL
DELISTED
Denbury Resources, Inc.
DNR
| $3.87M | 0.67% |
1,745,100
-27,400
| -2% | -$45.6K |
|
33
AutoZone
AZO
$49.2B
| $3.75M | 0.65% |
4,701
-1,035
| -18% | -$783K |
|
|
BCR
34
DELISTED
CR Bard Inc.
BCR
| $3.6M | 0.63% |
17,745
-3,863
| -18% | -$729K |
|
35
CVS Health
CVS
$133B
| $3.54M | 0.62% |
34,143
-49,256
| -59% | -$4.79M |
|
36
General Mills
GIS
$19.1B
| $3.1M | 0.54% |
+48,856
| New | +$2.84M |
|
37
McDonald's
MCD
$192B
| $3.08M | 0.54% |
+24,544
| New | +$2.93M |
|
38
First American
FAF
$7.66B
| $3.04M | 0.53% |
79,803
+7,954
| +11% | +$283K |
|
|
K
39
DELISTED
Kellanova
K
| $3.03M | 0.53% |
+42,101
| New | +$2.91M |
|
40
Republic Services
RSG
$64.8B
| $3.02M | 0.53% |
+63,447
| New | +$2.88M |
|
41
Kimberly-Clark
KMB
$36.3B
| $3.01M | 0.52% |
+22,402
| New | +$2.91M |
|
42
Campbell Soup
CPB
$6.55B
| $2.98M | 0.52% |
+46,662
| New | +$2.74M |
|
43
Cencora
COR
$60.6B
| $2.83M | 0.49% |
32,733
-7,040
| -18% | -$627K |
|
44
Commercial Metals
CMC
$7.6B
| $2.59M | 0.45% |
152,715
+15,536
| +11% | +$228K |
|
|
CTB
45
DELISTED
Cooper Tire & Rubber Co.
CTB
| $2.34M | 0.41% |
63,140
+6,054
| +11% | +$222K |
|
46
Teucrium Sugar Fund
CANE
$74.6M
| $2.12M | 0.37% |
200,593
-4,428
| -2% | -$43K |
|
47
SPDR Gold Trust
GLD
$131B
| $2.09M | 0.36% |
+17,765
| New | +$2.01M |
|
48
Cal-Maine
CALM
$4.12B
| $1.72M | 0.3% |
33,030
+3,550
| +12% | +$177K |
|
49
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $1.6M | 0.28% |
+12,718
| New | +$1.59M |
|
50
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $1.6M | 0.28% |
+14,473
| New | +$1.58M |
|
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Mount Lucas Management's Q1 2016 Portfolio in Review
As of Q1 2016, Mount Lucas Management held 158 positions worth $575M, down 15% from $675M the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Mount Lucas Management withdrew a net $101M in Q1 2016, closing 34 positions and reducing 30 holdings. Its most notable exit was Allstate, an estimated $19.1M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 17% of assets, up from 12% a quarter earlier, followed by Financials and Energy.
Against the trend, Mount Lucas Management opened a new position in AT&T worth $15.2M.
- Mount Lucas Management's largest Q1 2016 buy was AT&T: 513,892 shares worth $15.2M.
- Mount Lucas Management added most to GameStop in Q1 2016, an estimated $9.23M increase.
- Mount Lucas Management's biggest Q1 2016 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $40M.
- Mount Lucas Management fully exited Allstate in Q1 2016, selling an estimated $19.1M.
- Mount Lucas Management's ten largest holdings make up 50% of its $575M portfolio in Q1 2016.
- Mount Lucas Management opened 44 new positions and closed 34 in Q1 2016.
- Mount Lucas Management's portfolio value fell 15% quarter-over-quarter to $575M.
Based on Mount Lucas Management's 13F filing for Q1 2016, filed 16 May 2016.