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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
+0.61%
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
$589M
AUM Growth
+$13.4M
Cap. Flow
+$13M
Cap. Flow %
2.2%
Top 10 Hldgs %
45.27%
Holding
163
New
40
Increased
29
Reduced
66
Closed
20

Top Buys

Rank Stock Value
1
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$10.9M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$10.3M
3
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$4.97M
4
ECH icon
iShares MSCI Chile ETF
ECH
+$4.78M
5
THD icon
iShares MSCI Thailand ETF
THD
+$4.61M

Top Sells

Rank Stock Value
1
SJNK icon
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
+$15.3M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$10.4M
3
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$4.05M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$3.57M
5
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$3.44M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 14.81%
2 Financials 14.38%
3 Energy 10.72%
4 Consumer Staples 8.8%
5 Communication Services 2.88%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IEF icon
76
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$625K 0.11%
5,529
-8,944
-62% -$989K
STNG icon
77
Scorpio Tankers
STNG
$3.87B
$625K 0.11%
+14,884
New +$835K
IEI icon
78
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$617K 0.1%
4,844
-7,874
-62% -$991K
POOL icon
79
Pool Corp
POOL
$6.75B
$550K 0.09%
5,845
+1,952
+50% +$175K
ANF icon
80
Abercrombie & Fitch
ANF
$4.42B
$541K 0.09%
+30,360
New +$724K
UPBD icon
81
Upbound Group
UPBD
$1.13B
$507K 0.09%
41,317
-52,048
-56% -$701K
TNK icon
82
Teekay Tankers
TNK
$2.75B
$411K 0.07%
17,247
-1,700
-9% -$48.6K
ALJ
83
DELISTED
Alon USA Energy Inc
ALJ
$406K 0.07%
62,617
-6,830
-10% -$58.9K
HYG icon
84
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$394K 0.07%
+4,655
New +$387K
SHYG icon
85
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$393K 0.07%
+8,471
New +$387K
GHYG icon
86
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$391K 0.07%
+8,212
New +$388K
EMB icon
87
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$378K 0.06%
3,284
+549
+20% +$61.2K
EMHY icon
88
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$378K 0.06%
7,652
+1,177
+18% +$56.3K
VYM icon
89
Vanguard High Dividend Yield ETF
VYM
$80.9B
$371K 0.06%
5,194
+695
+15% +$48.6K
PBP icon
90
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$333K 0.06%
+16,068
New +$329K
PLUG icon
91
Plug Power
PLUG
$2.87B
$326K 0.06%
175,000
+9,800
+6% +$18.7K
CHE icon
92
Chemed
CHE
$7.07B
$262K 0.04%
1,921
-248
-11% -$32.9K
HELE icon
93
Helen of Troy
HELE
$644M
$258K 0.04%
2,506
-325
-11% -$32.8K
CVG
94
DELISTED
Convergys
CVG
$257K 0.04%
10,296
-1,292
-11% -$34.8K
MZTI
95
The Marzetti Company
MZTI
$2.93B
$249K 0.04%
+1,954
New +$232K
AMSG
96
DELISTED
Amsurg Corp
AMSG
$239K 0.04%
3,083
-400
-11% -$30.9K
WST icon
97
West Pharmaceutical
WST
$24B
$234K 0.04%
+3,079
New +$224K
MNRO icon
98
Monro
MNRO
$383M
$232K 0.04%
3,652
-463
-11% -$30.6K
MTN icon
99
Vail Resorts
MTN
$5.32B
$229K 0.04%
1,657
-1,258
-43% -$166K
EWM icon
100
iShares MSCI Malaysia ETF
EWM
$310M
$227K 0.04%
+6,833
New +$228K
2 3
4
5 6

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PCM
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MAM
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FCMV
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VW
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FDS
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Mount Lucas Management's Q2 2016 Portfolio in Review

As of Q2 2016, Mount Lucas Management held 163 positions worth $589M, up 2.3% from $575M the previous quarter. Its ten largest holdings account for 45% of the portfolio.

Mount Lucas Management's Q2 2016 filing shows 40 new, 29 increased, 66 reduced and 20 closed positions. Its largest new stake was State Street Materials Select Sector SPDR ETF: 468,038 shares worth $10.8M. The largest sale was State Street SPDR Bloomberg Short Term High Yield Bond ETF, an estimated $15.3M.

By sector, the portfolio is most concentrated in Consumer Discretionary at 15% of assets, down from 17% a quarter earlier, followed by Financials and Energy.

  • Mount Lucas Management's largest Q2 2016 buy was State Street Materials Select Sector SPDR ETF: 468,038 shares worth $10.8M.
  • Mount Lucas Management added most to iShares MSCI Peru and Global Exposure ETF in Q2 2016, an estimated $3.25M increase.
  • Mount Lucas Management's biggest Q2 2016 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $10.4M.
  • Mount Lucas Management fully exited State Street SPDR Bloomberg Short Term High Yield Bond ETF in Q2 2016, selling an estimated $15.3M.
  • Mount Lucas Management's ten largest holdings make up 45% of its $589M portfolio in Q2 2016.
  • Mount Lucas Management opened 40 new positions and closed 20 in Q2 2016.
  • Mount Lucas Management's portfolio value rose 2.3% quarter-over-quarter to $589M.

Based on Mount Lucas Management's 13F filing for Q2 2016, filed 15 Aug 2016.