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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
AVHI
126
DELISTED
A V Homes, Inc.
AVHI
$114K 0.02%
7,243
+743
+11% +$12K
IGSB icon
127
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$107K 0.02%
2,042
-112
-5% -$5.89K
AGEN
128
Agenus
AGEN
$312M
$103K 0.02%
1,274
+51
+4% +$5.01K
RMGN
129
DELISTED
RMG Networks Holding Corporation
RMGN
$97K 0.02%
33,877
+10,127
+43% +$29.4K
VUZI icon
130
Vuzix
VUZI
$194M
$95K 0.02%
14,000
+3,500
+33% +$26.1K
JCAP
131
DELISTED
Jernigan Capital, Inc.
JCAP
$95K 0.02%
4,500
– –
AQMS icon
132
Aqua Metals
AQMS
$8.99M
$79K 0.02%
30
+7
+30% +$15.3K
SSNI
133
DELISTED
Silver Spring Networks, Inc.
SSNI
$73K 0.01%
5,500
+1,000
+22% +$13.8K
REN
134
DELISTED
Resolute Energy Corporaton
REN
$62K 0.01%
+1,500
New +$47.8K
PR
135
Permian Resources
PR
$17.8B
$49K 0.01%
2,500
-100
-4% -$1.65K
GSL icon
136
Global Ship Lease
GSL
$1.6B
$45K 0.01%
3,750
-4,000
-52% -$49.5K
JONE
137
DELISTED
Jones Energy, Inc.
JONE
$45K 0.01%
489
+81
+20% +$6.56K
LCTX icon
138
Lineage Cell Therapeutics
LCTX
$269M
$42K 0.01%
13,145
+572
+5% +$1.76K
IYZ icon
139
iShares US Telecommunications ETF
IYZ
$1.2B
$35K 0.01%
+1,027
New +$33.1K
HYGS
140
DELISTED
Hydrogenics Corp
HYGS
$33K 0.01%
+7,500
New +$39.1K
BLCM
141
DELISTED
Bellicum Pharmaceuticals, Inc.
BLCM
$27K 0.01%
+200
New +$35.5K
CLIR icon
142
ClearSign Technologies
CLIR
$24.3M
$26K ﹤0.01%
+750
New +$34.6K
XLRE icon
143
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$4K ﹤0.01%
134
-15,591
-99% -$477K
AX icon
144
Axos Financial
AX
$5.77B
– –
-7,026
Closed -$157K
CETX icon
145
Cemtrex
CETX
$4.25M
– –
0
– -$38K
CHE icon
146
Chemed
CHE
$7.07B
– –
-1,869
Closed -$264K
CMC icon
147
Commercial Metals
CMC
$7.6B
– –
-64,516
Closed -$1.04M
DHT icon
148
DHT Holdings
DHT
$2.99B
– –
-138,266
Closed -$579K
EPHE icon
149
iShares MSCI Philippines ETF
EPHE
$132M
– –
-116,331
Closed -$4.33M
EWM icon
150
iShares MSCI Malaysia ETF
EWM
$310M
– –
-136,633
Closed -$4.43M
4 5
6
7 8

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RP
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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 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.