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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
MMS icon
101
Maximus
MMS
$3.17B
$222K 0.04%
4,013
-5,060
-56% -$273K
TXRH icon
102
Texas Roadhouse
TXRH
$13.5B
$220K 0.04%
+4,817
New +$213K
BFAM icon
103
Bright Horizons
BFAM
$3.92B
$219K 0.04%
+3,309
New +$215K
FGNX
104
FG Nexus Inc
FGNX
$41.6M
$217K 0.04%
272
+8
+3% +$6.29K
TUR icon
105
iShares MSCI Turkey ETF
TUR
$200M
$216K 0.04%
5,457
-10,856
-67% -$450K
STL
106
DELISTED
Sterling Bancorp
STL
$213K 0.04%
+13,552
New +$217K
ZD icon
107
Ziff Davis
ZD
$1.96B
$210K 0.04%
3,832
-477
-11% -$26.5K
ACH
108
Accendra Health
ACH
$237M
$200K 0.03%
+5,341
New +$201K
CSGS
109
DELISTED
CSG Systems International
CSGS
$190K 0.03%
+4,718
New +$203K
ACLS icon
110
Axcelis
ACLS
$4.01B
$183K 0.03%
4,250
+1,625
+62% +$17.4K
AX icon
111
Axos Financial
AX
$5.77B
$128K 0.02%
7,224
-937
-11% -$17.6K
DWX icon
112
State Street SPDR S&P International Dividend ETF
DWX
$529M
$121K 0.02%
+3,441
New +$121K
COSI
113
DELISTED
COSI INC NEW COM STK (DE)
COSI
$120K 0.02%
240,000
-5,000
-2% -$3.15K
NEON icon
114
Neonode
NEON
$14.1M
$112K 0.02%
7,686
-64
-0.8% -$1.17K
AGEN
115
Agenus
AGEN
$312M
$109K 0.02%
1,376
– –
RESN
116
DELISTED
Resonant Inc.
RESN
$101K 0.02%
23,000
+2,000
+10% +$7.64K
ITIP
117
DELISTED
ISHARES TR INTL INFLATION LKD BD ETF
ITIP
$101K 0.02%
2,330
+2,235
+2,353% +$94.4K
LQD icon
118
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$100K 0.02%
813
+263
+48% +$31.5K
TIP icon
119
iShares TIPS Bond ETF
TIP
$14.5B
$99K 0.02%
849
+156
+23% +$17.9K
MUB icon
120
iShares National Muni Bond ETF
MUB
$45.1B
$98K 0.02%
862
+160
+23% +$18K
FLOT icon
121
iShares Floating Rate Bond ETF
FLOT
$10.2B
$97K 0.02%
+1,917
New +$96.8K
IGSB icon
122
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$97K 0.02%
1,836
+346
+23% +$18.3K
PGEN icon
123
Precigen
PGEN
$2.24B
$96K 0.02%
3,935
+1,412
+56% +$40.1K
AFH
124
DELISTED
Atlas Financial Holdings, Inc. Ordinary Shares
AFH
$95K 0.02%
5,500
– –
AVHI
125
DELISTED
A V Homes, Inc.
AVHI
$86K 0.01%
7,000
– –
3 4
5
6 7

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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.