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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
+4.71%
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
$562M
AUM Growth
-$26.8M
(-4.5%)
Cap. Flow
-$40M
Cap. Flow
% of AUM
-7.12%
Top 10 Holdings %
Top 10 Hldgs %
31.61%
Holding
183
New
39
Increased
34
Reduced
81
Closed
25
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lumen
LUMN
|
+$12.5M |
| 2 |
iShares MSCI Japan ETF
EWJ
|
+$11.9M |
| 3 |
Walmart Inc
WMT
|
+$11.5M |
| 4 |
Assurant
AIZ
|
+$11.5M |
| 5 |
Corning
GLW
|
+$11.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$65.5M |
| 2 |
Travelers Companies
TRV
|
+$16.1M |
| 3 |
Phillips 66
PSX
|
+$13.8M |
| 4 |
Ford
F
|
+$12.6M |
| 5 |
Hartford Financial Services
HIG
|
+$12.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.84% |
| 2 | Consumer Discretionary | 13.31% |
| 3 | Consumer Staples | 8.67% |
| 4 | Communication Services | 4.87% |
| 5 | Industrials | 3.91% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
iShares Mortgage Real Estate ETF
REM
$539M
| $1.14M | 0.2% |
27,217
+2,946
| +12% | +$125K |
|
77
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $1.13M | 0.2% |
28,530
+3,958
| +16% | +$158K |
|
78
Banc of California
BANC
$3.03B
| $1.05M | 0.19% |
60,152
-1,347
| -2% | -$28K |
|
79
Commercial Metals
CMC
$7.6B
| $1.04M | 0.19% |
64,516
-1,341
| -2% | -$21.8K |
|
80
Old National Bancorp
ONB
$10.2B
| $999K | 0.18% |
71,037
-1,317
| -2% | -$17.8K |
|
81
American Eagle Outfitters
AEO
$2.88B
| $983K | 0.17% |
55,051
-1,105
| -2% | -$19.8K |
|
82
The Greenbrier Companies
GBX
$1.52B
| $950K | 0.17% |
26,920
-574
| -2% | -$18.8K |
|
83
SFL Corp
SFL
$1.64B
| $914K | 0.16% |
62,045
+113
| +0.2% | +$1.69K |
|
|
CTB
84
DELISTED
Cooper Tire & Rubber Co.
CTB
| $907K | 0.16% |
23,845
-596
| -2% | -$19.9K |
|
|
SCS
85
DELISTED
Steelcase
SCS
| $800K | 0.14% |
57,614
-1,105
| -2% | -$15.8K |
|
86
United States Natural Gas Fund
UNG
$456M
| $794K | 0.14% |
+5,932
| New | +$783K |
|
|
TIME
87
DELISTED
Time Inc.
TIME
| $772K | 0.14% |
53,339
-772
| -1% | -$11.6K |
|
88
CNO Financial Group
CNO
$5.14B
| $735K | 0.13% |
48,135
-1,109
| -2% | -$18.1K |
|
89
Scorpio Tankers
STNG
$3.9B
| $688K | 0.12% |
14,852
-32
| -0.2% | -$1.54K |
|
90
Cal-Maine
CALM
$4.12B
| $622K | 0.11% |
16,140
-454
| -3% | -$19.6K |
|
91
Nordic American Tanker
NAT
$1.38B
| $614K | 0.11% |
61,222
-430
| -0.7% | -$5K |
|
|
UHN
92
DELISTED
United States Diesel-Heating Oil Fund, LP
UHN
| $609K | 0.11% |
+39,441
| New | +$573K |
|
93
DHT Holdings
DHT
$2.99B
| $579K | 0.1% |
138,266
-9,353
| -6% | -$43.5K |
|
94
Pool Corp
POOL
$6.75B
| $539K | 0.1% |
5,698
-147
| -3% | -$14.4K |
|
|
ATW
95
DELISTED
Atwood Oceanics
ATW
| $525K | 0.09% |
60,415
-1,697
| -3% | -$16.1K |
|
96
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
| $515K | 0.09% |
+15,725
| New | +$528K |
|
97
Upbound Group
UPBD
$1.13B
| $511K | 0.09% |
40,446
-871
| -2% | -$10.9K |
|
|
ALJ
98
DELISTED
Alon USA Energy Inc
ALJ
| $501K | 0.09% |
62,150
-467
| -0.7% | -$3.46K |
|
99
Abercrombie & Fitch
ANF
$4.42B
| $474K | 0.08% |
29,857
-503
| -2% | -$9.71K |
|
100
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $461K | 0.08% |
5,278
+623
| +13% | +$53.6K |
|
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Mount Lucas Management's Q3 2016 Portfolio in Review
As of Q3 2016, Mount Lucas Management held 183 positions worth $562M, down 4.5% from $589M the previous quarter. Its ten largest holdings account for 32% of the portfolio.
Mount Lucas Management withdrew a net $40M in Q3 2016, closing 25 positions and reducing 81 holdings. Its most notable exit was Travelers Companies, an estimated $16.1M position sold in full.
By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 14% a quarter earlier, followed by Consumer Discretionary and Consumer Staples.
Against the trend, Mount Lucas Management opened a new position in Lumen worth $11.8M.
- Mount Lucas Management's largest Q3 2016 buy was Lumen: 429,621 shares worth $11.8M.
- Mount Lucas Management added most to Unum in Q3 2016, an estimated $10.6M increase.
- Mount Lucas Management's biggest Q3 2016 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $65.5M.
- Mount Lucas Management fully exited Travelers Companies in Q3 2016, selling an estimated $16.1M.
- Mount Lucas Management's ten largest holdings make up 32% of its $562M portfolio in Q3 2016.
- Mount Lucas Management opened 39 new positions and closed 25 in Q3 2016.
- Mount Lucas Management's portfolio value fell 4.5% quarter-over-quarter to $562M.
Based on Mount Lucas Management's 13F filing for Q3 2016, filed 14 Nov 2016.