We are live on ! Find out more
MLM

Mount Lucas Management Portfolio holdings

AUM $271M
1-Year Est. Return 25.49%
This Fund
S&P 500
This Quarter Est. Return
+4.99%
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
$554M
AUM Growth
+$23.1M
Cap. Flow
+$798K
Cap. Flow %
0.14%
Top 10 Hldgs %
25.31%
Holding
161
New
20
Increased
36
Reduced
45
Closed
60

Top Buys

Rank Stock Value
1
EG icon
Everest Group
EG
+$10.8M
2
XL
XL Group Ltd.
XL
+$10.5M
3
NAVI icon
Navient
NAVI
+$10.1M
4
M icon
Macy's
M
+$10.1M
5
LNC icon
Lincoln National
LNC
+$9.51M

Top Sells

Rank Stock Value
1
PFG icon
Principal Financial Group
PFG
+$12.2M
2
GLW icon
Corning
GLW
+$12.1M
3
FITB
Fifth Third Bancorp
FITB
+$11.1M
4
AIZ icon
Assurant
AIZ
+$10.3M
5
GM icon
General Motors
GM
+$9.99M

Sector Composition

Rank Sector Weight
1 Financials 17.1%
2 Consumer Discretionary 13.95%
3 Energy 5.85%
4 Technology 5.7%
5 Industrials 3.3%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EPOL icon
51
iShares MSCI Poland ETF
EPOL
$700M
$4.22M 0.76%
159,051
-35,647
-18% -$927K
EWW icon
52
iShares MSCI Mexico ETF
EWW
$1.92B
$4.21M 0.76%
77,088
-13,539
-15% -$761K
EWT icon
53
iShares MSCI Taiwan ETF
EWT
$9.86B
$4.19M 0.76%
116,147
-18,478
-14% -$679K
EPI icon
54
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$4.18M 0.75%
166,174
-19,961
-11% -$519K
REM icon
55
iShares Mortgage Real Estate ETF
REM
$539M
$4.16M 0.75%
88,819
+72,297
+438% +$3.38M
BKLN icon
56
Invesco Senior Loan ETF
BKLN
$6.97B
$4.11M 0.74%
177,229
+145,019
+450% +$3.36M
CWB icon
57
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$4.1M 0.74%
80,211
+64,971
+426% +$3.29M
EZA icon
58
iShares MSCI South Africa ETF
EZA
$547M
$4.09M 0.74%
69,629
-8,823
-11% -$531K
GREK
59
Global X MSCI Greece ETF
GREK
$300M
$4.01M 0.72%
141,292
-25,859
-15% -$795K
TUR icon
60
iShares MSCI Turkey ETF
TUR
$200M
$3.94M 0.71%
94,144
-20,977
-18% -$924K
VYM icon
61
Vanguard High Dividend Yield ETF
VYM
$80.9B
$3.26M 0.59%
40,219
+34,165
+564% +$2.71M
PBP icon
62
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$3.2M 0.58%
143,949
+122,803
+581% +$2.75M
DWX icon
63
State Street SPDR S&P International Dividend ETF
DWX
$529M
$3.17M 0.57%
78,393
+66,422
+555% +$2.68M
EMHY icon
64
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$3.15M 0.57%
62,046
+52,781
+570% +$2.66M
EMB icon
65
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$3.15M 0.57%
27,052
+22,990
+566% +$2.66M
DXC icon
66
DXC Technology
DXC
$1.82B
$3.06M 0.55%
41,154
-2,835
-6% -$201K
IEI icon
67
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$2.83M 0.51%
22,892
+19,158
+513% +$2.38M
IEF icon
68
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$2.81M 0.51%
26,366
+22,870
+654% +$2.45M
UHN
69
DELISTED
United States Diesel-Heating Oil Fund, LP
UHN
$2.79M 0.5%
+164,253
New +$2.56M
HYG icon
70
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.73M 0.49%
30,794
+25,140
+445% +$2.22M
SHYG icon
71
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$2.73M 0.49%
57,093
+46,652
+447% +$2.22M
GHYG icon
72
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$2.73M 0.49%
53,092
+43,164
+435% +$2.2M
TXN icon
73
Texas Instruments
TXN
$252B
$2.59M 0.47%
28,935
-1,880
-6% -$155K
ITW icon
74
Illinois Tool Works
ITW
$82.6B
$2.59M 0.47%
17,517
-19,993
-53% -$2.84M
GLD icon
75
SPDR Gold Trust
GLD
$131B
$2.57M 0.46%
+21,174
New +$2.57M
1 2
3
4 5

Similar funds

MCM
Moerus Capital Management New York $271M AUM 58.78% 1-Year Est. Return
RP
Ravenswood Partners Mclean, Virginia $271M AUM
PCM
Punch Card Management Winter Park, Florida $271M AUM 11.49% 1-Year Est. Return
MAM
Mullooly Asset Management Wall Township, New Jersey $271M AUM 16.93% 1-Year Est. Return
FCMV
Foresite Capital Management V Larkspur, California $271M AUM 309.87% 1-Year Est. Return
VW
Veridan Wealth West Linn, Oregon $270M AUM
FDS
First Dallas Securities Dallas, Texas $270M AUM 39.24% 1-Year Est. Return
S
Siemens Munich, Germany $272M AUM 183.71% 1-Year Est. Return

Mount Lucas Management's Q3 2017 Portfolio in Review

As of Q3 2017, Mount Lucas Management held 161 positions worth $554M, up 4.3% from $531M the previous quarter. Its ten largest holdings account for 25% of the portfolio.

Mount Lucas Management's Q3 2017 filing shows 20 new, 36 increased, 45 reduced and 60 closed positions. Its largest new stake was Everest Group: 42,894 shares worth $9.8M. The largest sale was Principal Financial Group, an estimated $12.2M.

By sector, the portfolio is most concentrated in Financials at 17% of assets, up from 17% a quarter earlier, followed by Consumer Discretionary and Energy.

  • Mount Lucas Management's largest Q3 2017 buy was Everest Group: 42,894 shares worth $9.8M.
  • Mount Lucas Management added most to iShares Mortgage Real Estate ETF in Q3 2017, an estimated $3.38M increase.
  • Mount Lucas Management's biggest Q3 2017 reduction was Principal Financial Group, cutting an estimated $12.2M.
  • Mount Lucas Management fully exited Fifth Third Bancorp in Q3 2017, selling an estimated $11.1M.
  • Mount Lucas Management's ten largest holdings make up 25% of its $554M portfolio in Q3 2017.
  • Mount Lucas Management opened 20 new positions and closed 60 in Q3 2017.
  • Mount Lucas Management's portfolio value rose 4.3% quarter-over-quarter to $554M.

Based on Mount Lucas Management's 13F filing for Q3 2017, filed 14 Nov 2017.