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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
Cap. Flow
-$101M
Cap. Flow %
-17.58%
Top 10 Hldgs %
50.44%
Holding
158
New
44
Increased
45
Reduced
30
Closed
34

Top Buys

Rank Stock Value
1
T icon
AT&T
T
+$14.2M
2
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$14M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$13.2M
4
ADM icon
Archer Daniels Midland
ADM
+$11.3M
5
PRU icon
Prudential Financial
PRU
+$11.3M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$40M
2
TRV icon
Travelers Companies
TRV
+$23.6M
3
ALL icon
Allstate
ALL
+$19.1M
4
ANDV
Andeavor
ANDV
+$18.5M
5
MET icon
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
ONCS
151
DELISTED
OncoSec Medical Incorporated
ONCS
– –
-45
Closed -$24K
FMI
152
DELISTED
Foundation Medicine, Inc.
FMI
– –
-400
Closed -$8K
GGP
153
DELISTED
GGP Inc.
GGP
– –
-148,201
Closed -$4.03M
GLRI
154
DELISTED
GLORI ENERGY INC COMMON STOCK
GLRI
– –
-32,000
Closed -$11K
POWR
155
DELISTED
POWERSECURE INTL INC COM STK (DE)
POWR
– –
-12,000
Closed -$181K
ORIG
156
DELISTED
Ocean Rig UDW Inc. Class A Common Shares
ORIG
– –
-1
Closed -$8K
DO
157
DELISTED
Diamond Offshore Drilling
DO
– –
-628,658
Closed -$13.3M
GCI
158
DELISTED
Gannett Co., Inc
GCI
– –
-250,964
Closed -$4.09M
3 4 5 6
7

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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.