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MLM
Mount Lucas Management Portfolio holdings
AUM
$281M
1-Year Est. Return
36.14%
This Fund
S&P 500
This Quarter
Est. Return
+6.52%
1 Year Est. Return
+36.14%
3 Year Est. Return
+109.35%
5 Year Est. Return
+140.26%
10 Year Est. Return
+507.99%
AUM
$527M
AUM Growth
-$34.8M
(-6.2%)
Cap. Flow
-$62.4M
Cap. Flow
% of AUM
-11.84%
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 | Miscellaneous | 43.93% |
| 2 | Financials | 20.13% |
| 3 | Consumer Discretionary | 13.22% |
| 4 | Consumer Staples | 8.22% |
| 5 | Communication Services | 4.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
176
Ziff Davis
ZD
$2.03B
| – | – |
-3,748
| Closed | -$217K |
|
|
HBP
177
DELISTED
Huttig Building Products, Inc.
HBP
| – | – |
-6,200
| Closed | -$36K |
|
|
CTB
178
DELISTED
Cooper Tire & Rubber Co.
CTB
| – | – |
-23,845
| Closed | -$907K |
|
|
FNJN
179
DELISTED
Finjan Holdings, Inc.
FNJN
| – | – |
-14,164
| Closed | -$24K |
|
|
FCSC
180
DELISTED
Fibrocell Science Inc.
FCSC
| – | – |
-1,667
| Closed | -$18K |
|
|
CVG
181
DELISTED
Convergys
CVG
| – | – |
-10,014
| Closed | -$305K |
|
|
TIME
182
DELISTED
Time Inc.
TIME
| – | – |
-53,339
| Closed | -$772K |
|
|
ATW
183
DELISTED
Atwood Oceanics
ATW
| – | – |
-60,415
| Closed | -$525K |
|
|
ALJ
184
DELISTED
Alon USA Energy Inc
ALJ
| – | – |
-62,150
| Closed | -$501K |
|
|
AMSG
185
DELISTED
Amsurg Corp
AMSG
| – | – |
-3,000
| Closed | -$201K |
|
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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 $62.4M 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 Miscellaneous at 44% of assets, up from 44% a quarter earlier, followed by Financials and Consumer Discretionary.
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.