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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
Cap. Flow
-$40M
Cap. Flow %
-7.12%
Top 10 Hldgs %
31.61%
Holding
183
New
39
Increased
34
Reduced
81
Closed
25

Top Buys

Rank Stock Value
1
LUMN icon
Lumen
LUMN
+$12.5M
2
EWJ icon
iShares MSCI Japan ETF
EWJ
+$11.9M
3
WMT icon
Walmart Inc
WMT
+$11.5M
4
AIZ icon
Assurant
AIZ
+$11.5M
5
GLW icon
Corning
GLW
+$11.4M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$65.5M
2
TRV icon
Travelers Companies
TRV
+$16.1M
3
PSX icon
Phillips 66
PSX
+$13.8M
4
F icon
Ford
F
+$12.6M
5
HIG icon
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
GHYG icon
101
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$460K 0.08%
9,295
+1,083
+13% +$52.8K
SHYG icon
102
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$459K 0.08%
9,718
+1,247
+15% +$58.4K
DWX icon
103
State Street SPDR S&P International Dividend ETF
DWX
$529M
$437K 0.08%
11,889
+8,448
+246% +$308K
EMHY icon
104
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$430K 0.08%
8,500
+848
+11% +$42.5K
EMB icon
105
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$429K 0.08%
3,659
+375
+11% +$43.7K
PBP icon
106
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$428K 0.08%
20,333
+4,265
+27% +$89.4K
VYM icon
107
Vanguard High Dividend Yield ETF
VYM
$80.9B
$425K 0.08%
5,896
+702
+14% +$51K
IEF icon
108
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$381K 0.07%
3,402
-2,127
-38% -$238K
IEI icon
109
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$381K 0.07%
3,012
-1,832
-38% -$232K
TNK icon
110
Teekay Tankers
TNK
$2.75B
$347K 0.06%
17,135
-112
-0.6% -$2.51K
CVG
111
DELISTED
Convergys
CVG
$305K 0.05%
10,014
-282
-3% -$7.99K
PLUG icon
112
Plug Power
PLUG
$2.87B
$299K 0.05%
175,000
– –
CHE icon
113
Chemed
CHE
$7.07B
$264K 0.05%
1,869
-52
-3% -$7.24K
MTN icon
114
Vail Resorts
MTN
$5.32B
$253K 0.05%
1,613
-44
-3% -$6.71K
MZTI
115
The Marzetti Company
MZTI
$2.93B
$252K 0.04%
1,910
-44
-2% -$5.74K
STL
116
DELISTED
Sterling Bancorp
STL
$232K 0.04%
13,234
-318
-2% -$5.41K
WST icon
117
West Pharmaceutical
WST
$24B
$224K 0.04%
3,000
-79
-3% -$6.27K
FGNX
118
FG Nexus Inc
FGNX
$41.6M
$223K 0.04%
286
+14
+5% +$11.1K
MMS icon
119
Maximus
MMS
$3.17B
$221K 0.04%
3,902
-111
-3% -$6.46K
MNRO icon
120
Monro
MNRO
$383M
$218K 0.04%
3,563
-89
-2% -$5.4K
ZD icon
121
Ziff Davis
ZD
$1.96B
$217K 0.04%
3,748
-84
-2% -$4.89K
BFAM icon
122
Bright Horizons
BFAM
$3.92B
$215K 0.04%
3,217
-92
-3% -$6.2K
HELE icon
123
Helen of Troy
HELE
$644M
$210K 0.04%
2,439
-67
-3% -$6.28K
AMSG
124
DELISTED
Amsurg Corp
AMSG
$201K 0.04%
3,000
-83
-3% -$5.8K
CSGS
125
DELISTED
CSG Systems International
CSGS
$190K 0.03%
4,609
-109
-2% -$4.57K
3 4
5
6 7

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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.