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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
(-15%)
Cap. Flow
-$101M
Cap. Flow
% of AUM
-17.58%
Top 10 Holdings %
Top 10 Hldgs %
50.44%
Holding
158
New
44
Increased
45
Reduced
30
Closed
34
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
AT&T
T
|
+$14.2M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$14M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$13.2M |
| 4 |
Archer Daniels Midland
ADM
|
+$11.3M |
| 5 |
Prudential Financial
PRU
|
+$11.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$40M |
| 2 |
Travelers Companies
TRV
|
+$23.6M |
| 3 |
Allstate
ALL
|
+$19.1M |
| 4 |
ANDV
Andeavor
ANDV
|
+$18.5M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $113M | 19.69% |
1,332,174
-471,308
| -26% | -$40M |
|
2
General Motors
GM
$80.4B
| $26M | 4.53% |
828,481
+281,434
| +51% | +$8.47M |
|
3
Hartford Financial Services
HIG
$38.9B
| $25.9M | 4.51% |
562,401
+199,958
| +55% | +$8.4M |
|
4
Ford
F
$58.5B
| $25.5M | 4.43% |
1,885,747
+709,103
| +60% | +$8.92M |
|
5
GameStop
GME
$9.75B
| $22.6M | 3.92% |
2,844,140
+1,284,584
| +82% | +$9.23M |
|
|
6
Travelers Companies
TRV
$78.1B
| $16.1M | 2.8% |
137,991
-216,268
| -61% | -$23.6M |
|
7
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
| $15.3M | 2.66% |
591,917
-6,168
| -1% | -$156K |
|
8
Phillips 66
PSX
$84.9B
| $15.2M | 2.65% |
175,938
-36,065
| -17% | -$2.93M |
|
|
9
AT&T
T
$159B
| $15.2M | 2.64% |
+513,892
| New | +$14.2M |
|
|
10
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $15.1M | 2.62% |
+608,298
| New | +$14M |
|
11
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $14.9M | 2.58% |
669,992
-176,170
| -21% | -$3.64M |
|
12
Valero Energy
VLO
$92.9B
| $14.7M | 2.55% |
228,631
-46,817
| -17% | -$2.98M |
|
13
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $14.3M | 2.49% |
269,871
-105,471
| -28% | -$5.36M |
|
|
14
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $14.2M | 2.47% |
+256,119
| New | +$13.2M |
|
15
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $13.6M | 2.36% |
342,752
-128,098
| -27% | -$4.77M |
|
|
ANDV
16
DELISTED
Andeavor
ANDV
| $12.7M | 2.21% |
147,812
-215,525
| -59% | -$18.5M |
|
17
Best Buy
BBY
$18.2B
| $11.9M | 2.08% |
368,089
-498,034
| -58% | -$15.1M |
|
18
Navient
NAVI
$789M
| $11.9M | 2.08% |
+997,253
| New | +$10.4M |
|
|
19
Archer Daniels Midland
ADM
$38.2B
| $11.8M | 2.06% |
+326,177
| New | +$11.3M |
|
|
20
Prudential Financial
PRU
$42.4B
| $11.7M | 2.04% |
+162,358
| New | +$11.3M |
|
21
Unum
UNM
$13.6B
| $11.7M | 2.03% |
+376,856
| New | +$11.1M |
|
22
Marathon Petroleum
MPC
$92.4B
| $11M | 1.92% |
296,570
-61,306
| -17% | -$2.33M |
|
23
Transocean
RIG
$5.89B
| $9.7M | 1.69% |
+1,061,396
| New | +$10.6M |
|
24
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $8.94M | 1.55% |
294,600
-4,600
| -2% | -$227K |
|
25
Public Storage
PSA
$60.5B
| $7.91M | 1.38% |
28,689
+8,021
| +39% | +$2.02M |
|
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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.