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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
(+2.3%)
Cap. Flow
+$13M
Cap. Flow
% of AUM
2.2%
Top 10 Holdings %
Top 10 Hldgs %
45.27%
Holding
163
New
40
Increased
29
Reduced
66
Closed
20
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$10.9M |
| 2 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$10.3M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$4.97M |
| 4 |
iShares MSCI Chile ETF
ECH
|
+$4.78M |
| 5 |
iShares MSCI Thailand ETF
THD
|
+$4.61M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
|
+$15.3M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$10.4M |
| 3 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$4.05M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$3.57M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $103M | 17.54% |
1,209,866
-122,308
| -9% | -$10.4M |
|
2
Hartford Financial Services
HIG
$38.9B
| $24.7M | 4.19% |
555,484
-6,917
| -1% | -$309K |
|
3
Ford
F
$58.5B
| $23.5M | 3.99% |
1,870,890
-14,857
| -0.8% | -$196K |
|
4
General Motors
GM
$80.4B
| $23.3M | 3.96% |
823,759
-4,722
| -0.6% | -$143K |
|
5
GameStop
GME
$9.75B
| $18.8M | 3.2% |
2,831,268
-12,872
| -0.5% | -$94.2K |
|
6
AT&T
T
$159B
| $16.7M | 2.84% |
512,265
-1,627
| -0.3% | -$48.4K |
|
7
Travelers Companies
TRV
$78.1B
| $16.1M | 2.74% |
135,669
-2,322
| -2% | -$263K |
|
8
Archer Daniels Midland
ADM
$38.2B
| $13.9M | 2.36% |
323,773
-2,404
| -0.7% | -$95.9K |
|
9
Phillips 66
PSX
$84.9B
| $13.8M | 2.34% |
173,440
-2,498
| -1% | -$204K |
|
10
Transocean
RIG
$5.89B
| $12.4M | 2.11% |
1,045,654
-15,742
| -1% | -$161K |
|
|
11
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $12.2M | 2.06% |
463,300
-144,998
| -24% | -$3.57M |
|
12
Navient
NAVI
$789M
| $11.9M | 2.02% |
993,407
-3,846
| -0.4% | -$48.9K |
|
13
Unum
UNM
$13.6B
| $11.9M | 2.02% |
373,197
-3,659
| -1% | -$124K |
|
14
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $11.5M | 1.96% |
208,811
-61,060
| -23% | -$3.25M |
|
15
Prudential Financial
PRU
$42.4B
| $11.5M | 1.96% |
161,327
-1,031
| -0.6% | -$77.8K |
|
16
Valero Energy
VLO
$92.9B
| $11.5M | 1.95% |
225,206
-3,425
| -1% | -$194K |
|
17
Best Buy
BBY
$18.2B
| $11.1M | 1.89% |
363,151
-4,938
| -1% | -$155K |
|
18
Marathon Petroleum
MPC
$92.4B
| $11.1M | 1.88% |
291,857
-4,713
| -2% | -$173K |
|
19
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $11M | 1.87% |
196,539
-59,580
| -23% | -$3.32M |
|
|
ANDV
20
DELISTED
Andeavor
ANDV
| $10.9M | 1.85% |
145,373
-2,439
| -2% | -$193K |
|
|
21
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $10.8M | 1.84% |
+468,038
| New | +$10.9M |
|
|
22
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $10.5M | 1.78% |
483,324
-186,668
| -28% | -$4.05M |
|
|
23
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $10.5M | 1.78% |
+145,819
| New | +$10.3M |
|
|
24
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $9.97M | 1.69% |
255,422
-87,330
| -25% | -$3.44M |
|
25
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
| $9.62M | 1.63% |
276,200
-18,400
| -6% | -$968K |
|
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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.