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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
+6.17%
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
$579M
AUM Growth
+$24.3M
Cap. Flow
-$6.98M
Cap. Flow %
-1.21%
Top 10 Hldgs %
27.51%
Holding
103
New
2
Increased
40
Reduced
59
Closed
2

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$9.87M
2
USO icon
United States Oil Fund
USO
+$2.73M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$1.43M
4
GREK
Global X MSCI Greece ETF
GREK
+$784K
5
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$380K

Top Sells

Rank Stock Value
1
EWW icon
iShares MSCI Mexico ETF
EWW
+$4.21M
2
GLD icon
SPDR Gold Trust
GLD
+$2.16M
3
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$2.12M
4
ECH icon
iShares MSCI Chile ETF
ECH
+$1.37M
5
AZO icon
AutoZone
AZO
+$1.32M

Sector Composition

Rank Sector Weight
1 Financials 16.06%
2 Consumer Discretionary 14.36%
3 Energy 6.2%
4 Technology 5.5%
5 Industrials 3.27%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EWI icon
51
iShares MSCI Italy ETF
EWI
$1.01B
$4.64M 0.8%
152,548
+5,955
+4% +$184K
FXI icon
52
iShares China Large-Cap ETF
FXI
$4.37B
$4.62M 0.8%
100,097
+1,698
+2% +$78.4K
EWT icon
53
iShares MSCI Taiwan ETF
EWT
$9.86B
$4.55M 0.79%
125,671
+9,524
+8% +$353K
EPU icon
54
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
$4.53M 0.78%
110,633
-5,637
-5% -$230K
REM icon
55
iShares Mortgage Real Estate ETF
REM
$539M
$4.16M 0.72%
91,944
+3,125
+4% +$144K
BKLN icon
56
Invesco Senior Loan ETF
BKLN
$6.97B
$4.08M 0.7%
177,027
-202
-0.1% -$4.66K
CWB icon
57
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$4.05M 0.7%
80,096
-115
-0.1% -$5.92K
TUR icon
58
iShares MSCI Turkey ETF
TUR
$200M
$3.72M 0.64%
85,560
-8,584
-9% -$350K
ECH icon
59
iShares MSCI Chile ETF
ECH
$1.01B
$3.26M 0.56%
62,517
-27,892
-31% -$1.37M
DXC icon
60
DXC Technology
DXC
$1.82B
$3.21M 0.55%
39,090
-2,064
-5% -$167K
VYM icon
61
Vanguard High Dividend Yield ETF
VYM
$80.9B
$3.18M 0.55%
37,162
-3,057
-8% -$256K
DWX icon
62
State Street SPDR S&P International Dividend ETF
DWX
$529M
$3.18M 0.55%
77,180
-1,213
-2% -$49.3K
EMB icon
63
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$3.17M 0.55%
27,347
+295
+1% +$34.1K
EMHY icon
64
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$3.16M 0.55%
63,264
+1,218
+2% +$61.2K
PBP icon
65
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$3.15M 0.54%
146,740
+2,791
+2% +$62.7K
UHN
66
DELISTED
United States Diesel-Heating Oil Fund, LP
UHN
$3.06M 0.53%
158,312
-5,941
-4% -$105K
CPER icon
67
United States Copper Index Fund
CPER
$765M
$3.02M 0.52%
143,576
+9,028
+7% +$180K
USO icon
68
United States Oil Fund
USO
$2.15B
$2.96M 0.51%
+30,762
New +$2.73M
TXN icon
69
Texas Instruments
TXN
$252B
$2.88M 0.5%
27,625
-1,310
-5% -$128K
UGA icon
70
United States Gasoline Fund
UGA
$142M
$2.88M 0.5%
90,384
+3,490
+4% +$107K
ITW icon
71
Illinois Tool Works
ITW
$82.6B
$2.79M 0.48%
16,695
-822
-5% -$131K
PGR icon
72
Progressive
PGR
$123B
$2.75M 0.48%
48,894
-2,279
-4% -$118K
SHYG icon
73
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$2.72M 0.47%
57,793
+700
+1% +$33.1K
HYG icon
74
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$2.72M 0.47%
31,135
+341
+1% +$29.9K
GHYG icon
75
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$2.72M 0.47%
53,837
+745
+1% +$37.9K
1 2
3
4 5

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Mount Lucas Management's Q4 2017 Portfolio in Review

As of Q4 2017, Mount Lucas Management held 103 positions worth $579M, up 4.4% from $554M the previous quarter. Its ten largest holdings account for 28% of the portfolio.

Trading was light in Q4 2017: portfolio turnover was 3.9%. Mount Lucas Management opened 2 new positions and exited 2, leaving the 103-position portfolio largely intact.

By sector, the portfolio is most concentrated in Financials at 16% of assets, down from 17% a quarter earlier, followed by Consumer Discretionary and Energy.

  • Mount Lucas Management's largest Q4 2017 buy was United States Oil Fund: 30,762 shares worth $2.96M.
  • Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2017, an estimated $9.87M increase.
  • Mount Lucas Management's biggest Q4 2017 reduction was SPDR Gold Trust, cutting an estimated $2.16M.
  • Mount Lucas Management fully exited iShares MSCI Mexico ETF in Q4 2017, selling an estimated $4.21M.
  • Mount Lucas Management's ten largest holdings make up 28% of its $579M portfolio in Q4 2017.
  • Mount Lucas Management opened 2 new positions and closed 2 in Q4 2017.
  • Mount Lucas Management's portfolio value rose 4.4% quarter-over-quarter to $579M.

Based on Mount Lucas Management's 13F filing for Q4 2017, filed 14 Feb 2018.