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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
+6.52%
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
$527M
AUM Growth
-$34.8M
(-6.2%)
Cap. Flow
-$62.6M
Cap. Flow
% of AUM
-11.88%
Top 10 Holdings %
Top 10 Hldgs %
34.59%
Holding
185
New
28
Increased
36
Reduced
78
Closed
41
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$7.62M |
| 2 |
GREK
Global X MSCI Greece ETF
GREK
|
+$4.32M |
| 3 |
iShares MSCI Spain ETF
EWP
|
+$2.57M |
| 4 |
iShares MSCI Italy ETF
EWI
|
+$2.53M |
| 5 |
iShares MSCI Poland ETF
EPOL
|
+$2.42M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$10.7M |
| 2 |
iShares MSCI Malaysia ETF
EWM
|
+$4.43M |
| 3 |
Unum
UNM
|
+$4.41M |
| 4 |
iShares MSCI Philippines ETF
EPHE
|
+$4.33M |
| 5 |
iShares MSCI Switzerland ETF
EWL
|
+$4.06M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 20.13% |
| 2 | Consumer Discretionary | 13.19% |
| 3 | Consumer Staples | 8.22% |
| 4 | Communication Services | 4.25% |
| 5 | Industrials | 3.63% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Lumen
LUMN
$6.57B
| $8.72M | 1.65% |
366,676
-62,945
| -15% | -$1.6M |
|
27
GameStop
GME
$9.75B
| $8.12M | 1.54% |
1,286,300
-232,172
| -15% | -$1.43M |
|
28
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
| $4.54M | 0.86% |
138,327
-1,468
| -1% | -$47.8K |
|
29
iShares MSCI Thailand ETF
THD
$369M
| $4.5M | 0.85% |
62,407
+3,241
| +5% | +$232K |
|
30
iShares MSCI Brazil ETF
EWZ
$9.28B
| $4.47M | 0.85% |
134,147
+775
| +0.6% | +$26.6K |
|
31
iShares MSCI South Korea ETF
EWY
$21.9B
| $4.46M | 0.85% |
83,836
+4,499
| +6% | +$246K |
|
|
GREK
32
Global X MSCI Greece ETF
GREK
$300M
| $4.44M | 0.84% |
+190,135
| New | +$4.32M |
|
33
iShares MSCI Chile ETF
ECH
$1.01B
| $4.43M | 0.84% |
118,435
-3,981
| -3% | -$152K |
|
34
iShares MSCI Taiwan ETF
EWT
$9.86B
| $4.34M | 0.82% |
147,725
-999
| -0.7% | -$30.7K |
|
35
iShares China Large-Cap ETF
FXI
$4.37B
| $4.18M | 0.79% |
120,383
-282
| -0.2% | -$10.4K |
|
36
iShares MSCI Austria ETF
EWO
$178M
| $4.06M | 0.77% |
245,716
-11,212
| -4% | -$183K |
|
37
iShares MSCI France ETF
EWQ
$335M
| $3.77M | 0.72% |
152,763
+738
| +0.5% | +$17.7K |
|
|
DNR
38
CALL
DELISTED
Denbury Resources, Inc.
DNR
| $3.61M | 0.68% |
979,900
-9,500
| -1% | -$30.5K |
|
39
iShares MSCI Germany ETF
EWG
$1.59B
| $3.01M | 0.57% |
113,709
-39,311
| -26% | -$1.01M |
|
40
Republic Services
RSG
$64.8B
| $2.96M | 0.56% |
51,787
-9,626
| -16% | -$516K |
|
41
iShares MSCI Sweden ETF
EWD
$546M
| $2.95M | 0.56% |
102,700
-37,729
| -27% | -$1.06M |
|
42
Waste Management
WM
$90.6B
| $2.76M | 0.52% |
38,872
-7,162
| -16% | -$479K |
|
43
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $2.75M | 0.52% |
136,043
-70,825
| -34% | -$1.47M |
|
44
Sysco
SYY
$40.8B
| $2.74M | 0.52% |
49,480
-9,079
| -16% | -$472K |
|
|
45
iShares MSCI Italy ETF
EWI
$1.01B
| $2.72M | 0.52% |
+112,485
| New | +$2.53M |
|
46
Northrop Grumman
NOC
$77.1B
| $2.69M | 0.51% |
11,543
-2,161
| -16% | -$502K |
|
47
United States Gasoline Fund
UGA
$142M
| $2.65M | 0.5% |
+84,484
| New | +$2.37M |
|
48
United States Natural Gas Fund
UNG
$456M
| $2.63M | 0.5% |
17,582
+11,650
| +196% | +$1.58M |
|
49
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $2.6M | 0.49% |
111,654
-1,375
| -1% | -$29.5K |
|
50
Illinois Tool Works
ITW
$82.6B
| $2.58M | 0.49% |
21,106
-3,793
| -15% | -$458K |
|
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Mount Lucas Management's Q4 2016 Portfolio in Review
As of Q4 2016, Mount Lucas Management held 185 positions worth $527M, down 6.2% from $562M the previous quarter. Its ten largest holdings account for 35% of the portfolio.
Mount Lucas Management withdrew a net $62.6M in Q4 2016, closing 41 positions and reducing 78 holdings. Its most notable exit was State Street Health Care Select Sector SPDR ETF, an estimated $10.7M position sold in full.
By sector, the portfolio is most concentrated in Financials at 20% of assets, up from 19% a quarter earlier, followed by Consumer Discretionary and Consumer Staples.
Against the trend, Mount Lucas Management opened a new position in Global X MSCI Greece ETF worth $4.44M.
- Mount Lucas Management's largest Q4 2016 buy was Global X MSCI Greece ETF: 190,135 shares worth $4.44M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2016, an estimated $7.62M increase.
- Mount Lucas Management's biggest Q4 2016 reduction was Unum, cutting an estimated $4.41M.
- Mount Lucas Management fully exited State Street Health Care Select Sector SPDR ETF in Q4 2016, selling an estimated $10.7M.
- Mount Lucas Management's ten largest holdings make up 35% of its $527M portfolio in Q4 2016.
- Mount Lucas Management opened 28 new positions and closed 41 in Q4 2016.
- Mount Lucas Management's portfolio value fell 6.2% quarter-over-quarter to $527M.
Based on Mount Lucas Management's 13F filing for Q4 2016, filed 14 Feb 2017.