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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
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$44.8M 8.5%
530,437
+89,972
+20% +$7.62M
UNM icon
2
Unum
UNM
$13.6B
$25.4M 4.81%
577,563
-110,185
-16% -$4.41M
GM icon
3
General Motors
GM
$80.4B
$21.8M 4.14%
626,529
-115,147
-16% -$3.87M
PRU icon
4
Prudential Financial
PRU
$42.4B
$13.8M 2.62%
132,921
-24,616
-16% -$2.33M
T icon
5
AT&T
T
$159B
$13.7M 2.6%
426,401
-75,052
-15% -$2.21M
NAVI icon
6
Navient
NAVI
$789M
$13.5M 2.56%
822,717
-149,194
-15% -$2.32M
FITB
7
Fifth Third Bancorp
FITB
$51.2B
$12.9M 2.45%
478,959
-89,058
-16% -$2.14M
RIG icon
8
Transocean
RIG
$5.89B
$12.5M 2.37%
847,432
-163,602
-16% -$1.94M
ADM icon
9
Archer Daniels Midland
ADM
$38.2B
$12.1M 2.3%
266,052
-49,357
-16% -$2.18M
EWJ icon
10
iShares MSCI Japan ETF
EWJ
$21.9B
$11.7M 2.23%
240,458
-4,493
-2% -$224K
PFG icon
11
Principal Financial Group
PFG
$24.3B
$11.7M 2.22%
201,827
-36,987
-15% -$2.07M
XLK icon
12
State Street Technology Select Sector SPDR ETF
XLK
$115B
$11.7M 2.21%
482,474
+21,594
+5% +$515K
XLY icon
13
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$11.5M 2.17%
281,676
+12,936
+5% +$522K
XLI icon
14
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$11.4M 2.17%
183,999
-1,063
-0.6% -$64K
XLB icon
15
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$11.4M 2.17%
460,166
+13,730
+3% +$333K
KSS icon
16
Kohl's
KSS
$2.17B
$11.2M 2.13%
227,560
-41,262
-15% -$2.04M
XNTK icon
17
CALL
State Street SPDR NYSE Technology ETF
XNTK
$2.06B
$11M 2.09%
266,100
-2,800
-1% -$168K
BBY icon
18
Best Buy
BBY
$18.2B
$11M 2.08%
257,243
-47,607
-16% -$2.02M
GLW icon
19
Corning
GLW
$119B
$10.5M 1.99%
431,228
-79,437
-16% -$1.89M
HIG icon
20
Hartford Financial Services
HIG
$38.9B
$10.3M 1.96%
216,360
-40,605
-16% -$1.86M
AIZ icon
21
Assurant
AIZ
$13.8B
$10.3M 1.95%
110,975
-20,496
-16% -$1.79M
XLU icon
22
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$10.3M 1.95%
422,450
-36,880
-8% -$881K
XLP icon
23
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$9.46M 1.79%
182,968
-16,566
-8% -$858K
WMT icon
24
Walmart Inc
WMT
$885B
$9.26M 1.76%
401,886
-73,764
-16% -$1.72M
F icon
25
Ford
F
$58.5B
$8.98M 1.7%
740,353
-134,362
-15% -$1.63M
1
2 3 4 5

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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.