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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
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$37.5M 6.67%
440,465
-769,401
-64% -$65.5M
UNM icon
2
Unum
UNM
$13.6B
$24.3M 4.32%
687,748
+314,551
+84% +$10.6M
GM icon
3
General Motors
GM
$80.4B
$23.6M 4.19%
741,676
-82,083
-10% -$2.56M
T icon
4
AT&T
T
$159B
$15.4M 2.74%
501,453
-10,812
-2% -$342K
NAVI icon
5
Navient
NAVI
$789M
$14.1M 2.5%
971,911
-21,496
-2% -$299K
ADM icon
6
Archer Daniels Midland
ADM
$38.2B
$13.3M 2.37%
315,409
-8,364
-3% -$362K
PRU icon
7
Prudential Financial
PRU
$42.4B
$12.9M 2.29%
157,537
-3,790
-2% -$291K
PFG icon
8
Principal Financial Group
PFG
$24.3B
$12.3M 2.19%
+238,814
New +$11.2M
EWJ icon
9
iShares MSCI Japan ETF
EWJ
$21.9B
$12.3M 2.19%
+244,951
New +$11.9M
AIZ icon
10
Assurant
AIZ
$13.8B
$12.1M 2.16%
+131,471
New +$11.5M
GLW icon
11
Corning
GLW
$119B
$12.1M 2.15%
+510,665
New +$11.4M
LUMN icon
12
Lumen
LUMN
$6.57B
$11.8M 2.1%
+429,621
New +$12.5M
KSS icon
13
Kohl's
KSS
$2.17B
$11.8M 2.09%
+268,822
New +$11.3M
BBY icon
14
Best Buy
BBY
$18.2B
$11.6M 2.07%
304,850
-58,301
-16% -$2.05M
FITB
15
Fifth Third Bancorp
FITB
$51.2B
$11.6M 2.07%
+568,017
New +$11M
WMT icon
16
Walmart Inc
WMT
$885B
$11.4M 2.03%
+475,650
New +$11.5M
XLU icon
17
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$11.3M 2%
459,330
-3,970
-0.9% -$101K
XLK icon
18
State Street Technology Select Sector SPDR ETF
XLK
$115B
$11M 1.96%
460,880
-22,444
-5% -$521K
HIG icon
19
Hartford Financial Services
HIG
$38.9B
$11M 1.96%
256,965
-298,519
-54% -$12.5M
XLI icon
20
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$10.8M 1.92%
185,062
-11,477
-6% -$667K
RIG icon
21
Transocean
RIG
$5.89B
$10.8M 1.92%
1,011,034
-34,620
-3% -$366K
XLY icon
22
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$10.8M 1.91%
268,740
+13,318
+5% +$537K
XLV icon
23
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$10.7M 1.91%
148,783
+2,964
+2% +$218K
XLB icon
24
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$10.7M 1.9%
446,436
-21,602
-5% -$520K
XLP icon
25
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$10.6M 1.89%
199,534
-9,277
-4% -$505K
1
2 3 4 5

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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.