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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
(-6.2%)
Cap. Flow
-$62.6M
Cap. Flow
% of AUM
-11.88%
Top 10 Holdings %
Top 10 Hldgs %
34.59%
Holding
185
New
28
Increased
36
Reduced
78
Closed
41
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$7.62M |
| 2 |
GREK
Global X MSCI Greece ETF
GREK
|
+$4.32M |
| 3 |
iShares MSCI Spain ETF
EWP
|
+$2.57M |
| 4 |
iShares MSCI Italy ETF
EWI
|
+$2.53M |
| 5 |
iShares MSCI Poland ETF
EPOL
|
+$2.42M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$10.7M |
| 2 |
iShares MSCI Malaysia ETF
EWM
|
+$4.43M |
| 3 |
Unum
UNM
|
+$4.41M |
| 4 |
iShares MSCI Philippines ETF
EPHE
|
+$4.33M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
101
Abercrombie & Fitch
ANF
$4.42B
| $358K | 0.07% |
29,841
-16
| -0.1% | -$238 |
|
102
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $321K | 0.06% |
2,915
-744
| -20% | -$83.5K |
|
|
STL
103
DELISTED
Sterling Bancorp
STL
| $306K | 0.06% |
13,090
-144
| -1% | -$2.98K |
|
|
FGNX
104
FG Nexus Inc
FGNX
$41.6M
| $273K | 0.05% |
280
-6
| -2% | -$5.6K |
|
|
MZTI
105
The Marzetti Company
MZTI
$2.93B
| $267K | 0.05% |
1,890
-20
| -1% | -$2.71K |
|
106
Vail Resorts
MTN
$5.32B
| $259K | 0.05% |
1,604
-9
| -0.6% | -$1.43K |
|
107
West Pharmaceutical
WST
$24B
| $251K | 0.05% |
2,957
-43
| -1% | -$3.38K |
|
108
Plug Power
PLUG
$2.87B
| $240K | 0.05% |
200,000
+25,000
| +14% | +$36.7K |
|
109
Pool Corp
POOL
$6.75B
| $240K | 0.05% |
2,301
-3,397
| -60% | -$335K |
|
110
Saic
SAIC
$4.95B
| $229K | 0.04% |
+2,697
| New | +$207K |
|
|
TCF
111
DELISTED
TCF Financial Corporation Common Stock
TCF
| $228K | 0.04% |
+4,200
| New | +$205K |
|
112
Texas Roadhouse
TXRH
$13.5B
| $225K | 0.04% |
4,657
-48
| -1% | -$2.11K |
|
113
Bright Horizons
BFAM
$3.92B
| $222K | 0.04% |
3,173
-44
| -1% | -$3K |
|
|
CSGS
114
DELISTED
CSG Systems International
CSGS
| $221K | 0.04% |
4,558
-51
| -1% | -$2.19K |
|
115
InterDigital
IDCC
$7.87B
| $217K | 0.04% |
+2,374
| New | +$190K |
|
116
Advanced Energy
AEIS
$11.6B
| $216K | 0.04% |
+3,954
| New | +$203K |
|
117
LCI Industries
LCII
$2.49B
| $212K | 0.04% |
+1,965
| New | +$195K |
|
|
MASI
118
DELISTED
Masimo
MASI
| $210K | 0.04% |
+3,122
| New | +$192K |
|
119
Curtiss-Wright
CW
$26.7B
| $208K | 0.04% |
+2,119
| New | +$201K |
|
120
Cooper-Standard Automotive
CPS
$523M
| $193K | 0.04% |
+1,864
| New | +$180K |
|
|
CMD
121
DELISTED
Cantel Medical Corporation
CMD
| $190K | 0.04% |
+2,416
| New | +$188K |
|
|
ACH
122
Accendra Health
ACH
$237M
| $184K | 0.03% |
5,201
-33
| -0.6% | -$1.11K |
|
|
DMC
123
Del Monte Corp
DMC
$1.41B
| $182K | 0.03% |
+2,997
| New | +$184K |
|
|
RESN
124
DELISTED
Resonant Inc.
RESN
| $131K | 0.02% |
26,000
+6,000
| +30% | +$29.1K |
|
125
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $118K | 0.02% |
2,332
+84
| +4% | +$4.26K |
|
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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.