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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
Cap. Flow
-$62.6M
Cap. Flow %
-11.88%
Top 10 Hldgs %
34.59%
Holding
185
New
28
Increased
36
Reduced
78
Closed
41

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.62M
2
GREK
Global X MSCI Greece ETF
GREK
+$4.32M
3
EWP icon
iShares MSCI Spain ETF
EWP
+$2.57M
4
EWI icon
iShares MSCI Italy ETF
EWI
+$2.53M
5
EPOL icon
iShares MSCI Poland ETF
EPOL
+$2.42M

Top Sells

Rank Stock Value
1
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$10.7M
2
EWM icon
iShares MSCI Malaysia ETF
EWM
+$4.43M
3
UNM icon
Unum
UNM
+$4.41M
4
EPHE icon
iShares MSCI Philippines ETF
EPHE
+$4.33M
5
EWL icon
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
UHN
51
DELISTED
United States Diesel-Heating Oil Fund, LP
UHN
$2.58M 0.49%
153,691
+114,250
+290% +$1.78M
EWP icon
52
iShares MSCI Spain ETF
EWP
$2.11B
$2.58M 0.49%
+97,201
New +$2.57M
PAYX icon
53
Paychex
PAYX
$41.6B
$2.56M 0.49%
42,021
-7,630
-15% -$440K
XLE icon
54
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$2.54M 0.48%
67,584
-13,552
-17% -$490K
RTN
55
DELISTED
Raytheon Company
RTN
$2.54M 0.48%
17,920
-3,214
-15% -$457K
USO icon
56
United States Oil Fund
USO
$2.15B
$2.54M 0.48%
+27,121
New +$2.39M
EWN icon
57
iShares MSCI Netherlands ETF
EWN
$571M
$2.51M 0.48%
103,976
-57,483
-36% -$1.39M
MRSH
58
Marsh
MRSH
$90.5B
$2.5M 0.47%
37,024
-6,837
-16% -$458K
EWU icon
59
iShares MSCI United Kingdom ETF
EWU
$4.14B
$2.5M 0.47%
81,389
-9,442
-10% -$287K
MMM icon
60
3M
MMM
$90.9B
$2.49M 0.47%
16,687
-3,066
-16% -$442K
GIS icon
61
General Mills
GIS
$19.1B
$2.47M 0.47%
40,012
-7,329
-15% -$454K
EPOL icon
62
iShares MSCI Poland ETF
EPOL
$700M
$2.46M 0.47%
+135,569
New +$2.42M
MCD icon
63
McDonald's
MCD
$192B
$2.45M 0.46%
20,121
-3,689
-15% -$433K
MKC icon
64
McCormick & Company Non-Voting
MKC
$13.7B
$2.41M 0.46%
51,732
-9,334
-15% -$435K
K
65
DELISTED
Kellanova
K
$2.38M 0.45%
34,447
-6,317
-15% -$439K
PG icon
66
Procter & Gamble
PG
$336B
$2.34M 0.44%
27,790
-5,047
-15% -$430K
CLX icon
67
Clorox
CLX
$11.6B
$2.31M 0.44%
19,268
-3,542
-16% -$418K
BDX icon
68
Becton Dickinson
BDX
$45.6B
$2.31M 0.44%
14,275
-2,641
-16% -$438K
CPB icon
69
Campbell Soup
CPB
$6.55B
$2.3M 0.44%
38,027
-7,018
-16% -$393K
CPER icon
70
United States Copper Index Fund
CPER
$765M
$2.3M 0.44%
+140,406
New +$2.22M
SOYB icon
71
Teucrium Soybean Fund
SOYB
$61M
$2.29M 0.44%
120,135
-12,375
-9% -$239K
PSA icon
72
Public Storage
PSA
$60.5B
$2.14M 0.41%
9,584
-1,761
-16% -$375K
KMB icon
73
Kimberly-Clark
KMB
$36.3B
$2.09M 0.4%
18,325
-3,389
-16% -$393K
SCS
74
DELISTED
Steelcase
SCS
$2.01M 0.38%
112,218
+54,604
+95% +$822K
EZA icon
75
iShares MSCI South Africa ETF
EZA
$547M
$1.98M 0.38%
37,887
-47,219
-55% -$2.48M
1 2
3
4 5

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PCM
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MAM
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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.