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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 | |
|---|---|---|---|---|---|---|
51
Commercial Metals
CMC
$7.6B
| $852K | 0.11% |
62,872
-116
| -0.2% | -$1.77K |
|
|
AAIC
52
DELISTED
Arlington Asset Investment Corp.
AAIC
| $557K | 0.07% |
+39,630
| New | +$702K |
|
53
Jack in the Box
JACK
$312M
| $451K | 0.06% |
5,849
-35
| -0.6% | -$2.99K |
|
54
iShares MSCI Italy ETF
EWI
$1.01B
| $361K | 0.05% |
12,596
-69,323
| -85% | -$2.07M |
|
55
Bank OZK
OZK
$5.6B
| $311K | 0.04% |
7,102
-47
| -0.7% | -$2.05K |
|
56
Plug Power
PLUG
$2.87B
| $293K | 0.04% |
160,000
+77,000
| +93% | +$164K |
|
57
Chemed
CHE
$7.07B
| $288K | 0.04% |
2,160
-20
| -0.9% | -$2.8K |
|
58
SS&C Technologies
SSNC
$18.6B
| $276K | 0.03% |
7,878
-62
| -0.8% | -$2.09K |
|
59
Cracker Barrel
CBRL
$1.26B
| $254K | 0.03% |
1,726
+28
| +2% | +$4.19K |
|
60
Molina Healthcare
MOH
$10.2B
| $254K | 0.03% |
3,694
-36
| -1% | -$2.67K |
|
61
Vail Resorts
MTN
$5.32B
| $244K | 0.03% |
2,331
-18
| -0.8% | -$1.95K |
|
62
Marriott Vacations Worldwide
VAC
$3.35B
| $244K | 0.03% |
3,579
-21
| -0.6% | -$1.65K |
|
63
Steris
STE
$22.3B
| $231K | 0.03% |
3,555
-23
| -0.6% | -$1.52K |
|
|
COSI
64
DELISTED
COSI INC NEW COM STK (DE)
COSI
| $224K | 0.03% |
220,050
+35,050
| +19% | +$46.7K |
|
|
FGNX
65
FG Nexus Inc
FGNX
$41.6M
| $223K | 0.03% |
244
+32
| +15% | +$30.5K |
|
66
Maximus
MMS
$3.17B
| $219K | 0.03% |
3,680
-32
| -0.9% | -$2.03K |
|
67
Curtiss-Wright
CW
$26.7B
| $207K | 0.03% |
3,313
-29
| -0.9% | -$1.95K |
|
|
BERY
68
DELISTED
Berry Global Group, Inc.
BERY
| $206K | 0.03% |
7,478
-70
| -0.9% | -$2.02K |
|
|
THS
69
DELISTED
Treehouse Foods
THS
| $201K | 0.03% |
2,585
-25
| -1% | -$2K |
|
|
TMH
70
DELISTED
Team Health Holdings Inc
TMH
| $201K | 0.03% |
3,725
-34
| -0.9% | -$2.12K |
|
71
Neonode
NEON
$14.1M
| $195K | 0.02% |
8,000
+1,250
| +19% | +$35K |
|
|
KNGT
72
DELISTED
KNIGHT TRANSPORTATION INC
KNGT
| $193K | 0.02% |
8,060
-61
| -0.8% | -$1.46K |
|
|
GLF
73
DELISTED
GulfMark Offshore, Inc. Common Stock
GLF
| $165K | 0.02% |
27,063
-257
| -0.9% | -$2.19K |
|
|
AFH
74
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
| $139K | 0.02% |
+7,500
| New | +$134K |
|
|
POWR
75
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
| $138K | 0.02% |
12,000
+5,000
| +71% | +$67.2K |
|
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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.