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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
(-4.5%)
Cap. Flow
-$40M
Cap. Flow
% of AUM
-7.12%
Top 10 Holdings %
Top 10 Hldgs %
31.61%
Holding
183
New
39
Increased
34
Reduced
81
Closed
25
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Lumen
LUMN
|
+$12.5M |
| 2 |
iShares MSCI Japan ETF
EWJ
|
+$11.9M |
| 3 |
Walmart Inc
WMT
|
+$11.5M |
| 4 |
Assurant
AIZ
|
+$11.5M |
| 5 |
Corning
GLW
|
+$11.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$65.5M |
| 2 |
Travelers Companies
TRV
|
+$16.1M |
| 3 |
Phillips 66
PSX
|
+$13.8M |
| 4 |
Ford
F
|
+$12.6M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
26
Ford
F
$58.5B
| $10.6M | 1.88% |
874,715
-996,175
| -53% | -$12.6M |
|
27
GameStop
GME
$9.75B
| $10.5M | 1.86% |
1,518,472
-1,312,796
| -46% | -$9.57M |
|
28
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $10.3M | 1.84% |
268,900
-7,300
| -3% | -$419K |
|
29
iShares MSCI South Africa ETF
EZA
$547M
| $4.77M | 0.85% |
+85,106
| New | +$4.77M |
|
30
iShares MSCI Taiwan ETF
EWT
$9.86B
| $4.67M | 0.83% |
148,724
-21,696
| -13% | -$656K |
|
31
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
| $4.64M | 0.83% |
139,795
-17,049
| -11% | -$572K |
|
32
iShares MSCI Indonesia ETF
EIDO
$480M
| $4.63M | 0.82% |
175,182
-30,271
| -15% | -$780K |
|
33
iShares MSCI South Korea ETF
EWY
$21.9B
| $4.61M | 0.82% |
79,337
+14,069
| +22% | +$786K |
|
34
iShares China Large-Cap ETF
FXI
$4.37B
| $4.59M | 0.82% |
+120,665
| New | +$4.42M |
|
35
iShares MSCI Chile ETF
ECH
$1.01B
| $4.52M | 0.8% |
122,416
-9,159
| -7% | -$345K |
|
36
iShares MSCI Brazil ETF
EWZ
$9.28B
| $4.5M | 0.8% |
133,372
-46,674
| -26% | -$1.54M |
|
37
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $4.47M | 0.8% |
206,868
+20,215
| +11% | +$432K |
|
38
iShares MSCI Malaysia ETF
EWM
$310M
| $4.43M | 0.79% |
136,633
+129,800
| +1,900% | +$4.28M |
|
39
iShares MSCI Thailand ETF
THD
$369M
| $4.35M | 0.77% |
59,166
-9,115
| -13% | -$666K |
|
40
iShares MSCI Philippines ETF
EPHE
$132M
| $4.33M | 0.77% |
116,331
-5,835
| -5% | -$227K |
|
41
iShares MSCI Austria ETF
EWO
$178M
| $4.19M | 0.75% |
+256,928
| New | +$3.94M |
|
42
iShares MSCI Sweden ETF
EWD
$546M
| $4.08M | 0.73% |
+140,429
| New | +$3.98M |
|
43
iShares MSCI Switzerland ETF
EWL
$2.19B
| $4.06M | 0.72% |
+132,891
| New | +$4.02M |
|
44
iShares MSCI Netherlands ETF
EWN
$571M
| $4.05M | 0.72% |
+161,459
| New | +$3.91M |
|
45
iShares MSCI Germany ETF
EWG
$1.59B
| $4.02M | 0.72% |
+153,020
| New | +$3.92M |
|
46
iShares MSCI France ETF
EWQ
$335M
| $3.67M | 0.65% |
+152,025
| New | +$3.6M |
|
|
DNR
47
CALL
DELISTED
Denbury Resources, Inc.
DNR
| $3.2M | 0.57% |
989,400
-27,300
| -3% | -$83.5K |
|
48
Republic Services
RSG
$64.8B
| $3.1M | 0.55% |
61,413
-1,112
| -2% | -$57K |
|
49
McCormick & Company Non-Voting
MKC
$13.7B
| $3.05M | 0.54% |
61,066
-84,928
| -58% | -$4.3M |
|
50
General Mills
GIS
$19.1B
| $3.02M | 0.54% |
47,341
-1,141
| -2% | -$79.4K |
|
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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.