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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
BANC icon
76
Banc of California
BANC
$3.03B
$1.81M 0.34%
104,393
+44,241
+74% +$679K
CNO icon
77
CNO Financial Group
CNO
$5.14B
$1.81M 0.34%
94,447
+46,312
+96% +$796K
RSX
78
DELISTED
VanEck Russia ETF
RSX
$1.62M 0.31%
76,277
-4,442
-6% -$86.1K
AEO icon
79
American Eagle Outfitters
AEO
$2.88B
$1.48M 0.28%
97,851
+42,800
+78% +$732K
ONB icon
80
Old National Bancorp
ONB
$10.2B
$1.27M 0.24%
70,204
-833
-1% -$13.4K
REM icon
81
iShares Mortgage Real Estate ETF
REM
$539M
$1.19M 0.23%
28,300
+1,083
+4% +$45.4K
GATX icon
82
GATX Corp
GATX
$6.35B
$1.04M 0.2%
+16,919
New +$877K
ODP
83
DELISTED
ODP
ODP
$993K 0.19%
+21,959
New +$909K
DF
84
DELISTED
Dean Foods Company
DF
$978K 0.19%
+44,893
New +$854K
SFL icon
85
SFL Corp
SFL
$1.64B
$937K 0.18%
63,082
+1,037
+2% +$14.5K
TSE
86
DELISTED
Trinseo
TSE
$794K 0.15%
+13,383
New +$750K
SAFM
87
DELISTED
Sanderson Farms Inc
SAFM
$739K 0.14%
+7,840
New +$693K
CALM icon
88
Cal-Maine
CALM
$4.12B
$703K 0.13%
15,918
-222
-1% -$8.83K
CYS
89
DELISTED
CYS Investments Inc.
CYS
$697K 0.13%
+90,115
New +$734K
STNG icon
90
Scorpio Tankers
STNG
$3.9B
$683K 0.13%
15,075
+223
+2% +$9.62K
EIDO icon
91
iShares MSCI Indonesia ETF
EIDO
$480M
$657K 0.12%
27,213
-147,969
-84% -$3.68M
CANE icon
92
Teucrium Sugar Fund
CANE
$74.6M
$568K 0.11%
43,703
-137,229
-76% -$1.87M
NAT icon
93
Nordic American Tanker
NAT
$1.38B
$517K 0.1%
62,066
+844
+1% +$7.5K
GHYG icon
94
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$484K 0.09%
9,974
+679
+7% +$33K
HYG icon
95
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$482K 0.09%
5,564
+286
+5% +$24.6K
SHYG icon
96
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$481K 0.09%
10,159
+441
+5% +$20.7K
DWX icon
97
State Street SPDR S&P International Dividend ETF
DWX
$529M
$457K 0.09%
12,684
+795
+7% +$28.7K
VYM icon
98
Vanguard High Dividend Yield ETF
VYM
$80.9B
$457K 0.09%
6,025
+129
+2% +$9.47K
EMHY icon
99
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$450K 0.09%
9,254
+754
+9% +$37K
PBP icon
100
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$440K 0.08%
20,703
+370
+2% +$7.89K
2 3
4
5 6

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PCM
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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.