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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
AFH
176
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
– –
-5,500
Closed -$95K
ANDV
177
DELISTED
Andeavor
ANDV
– –
-145,373
Closed -$10.9M
RAI
178
DELISTED
Reynolds American Inc
RAI
– –
-79,208
Closed -$4.27M
COSI
179
DELISTED
COSI INC NEW COM STK (DE)
COSI
– –
-240,000
Closed -$120K
ITIP
180
DELISTED
ISHARES TR INTL INFLATION LKD BD ETF
ITIP
– –
-2,330
Closed -$101K
RVLT
181
DELISTED
Revolution Lighting Technologies, Inc. - Class A
RVLT
– –
-8,000
Closed -$49K
TIK
182
DELISTED
Tel-Instrument Electronics Corp.
TIK
– –
-12,000
Closed -$52K
BCR
183
DELISTED
CR Bard Inc.
BCR
– –
-17,398
Closed -$4.09M
4 5 6 7
8

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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.