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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
+2.36%
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
$622M
AUM Growth
+$43.1M
(+7.4%)
Cap. Flow
+$35.7M
Cap. Flow
% of AUM
5.74%
Top 10 Holdings %
Top 10 Hldgs %
42.97%
Holding
114
New
13
Increased
37
Reduced
37
Closed
27
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$77.8M |
| 2 |
Prudential Financial
PRU
|
+$10.8M |
| 3 |
Lumen
LUMN
|
+$10.6M |
| 4 |
WRK
WestRock Company
WRK
|
+$10.3M |
| 5 |
Phillips 66
PSX
|
+$10M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Best Buy
BBY
|
+$15.7M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$11.1M |
| 3 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$11.1M |
| 4 |
Aflac
AFL
|
+$10.9M |
| 5 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$10.8M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.05% |
| 2 | Financials | 11.57% |
| 3 | Energy | 6.4% |
| 4 | Industrials | 2.42% |
| 5 | Communication Services | 1.62% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
| $7.75M | 1.25% |
149,931
+69,835
| +87% | +$3.64M |
|
27
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $5.31M | 0.85% |
64,341
+27,179
| +73% | +$2.34M |
|
28
Progressive
PGR
$123B
| $5.27M | 0.85% |
86,568
+37,674
| +77% | +$2.15M |
|
29
iShares MSCI Italy ETF
EWI
$1.01B
| $5.21M | 0.84% |
161,991
+9,443
| +6% | +$307K |
|
30
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
| $5.18M | 0.83% |
110,629
+52,836
| +91% | +$2.48M |
|
31
iShares MSCI Austria ETF
EWO
$178M
| $5.17M | 0.83% |
203,838
+8,061
| +4% | +$207K |
|
32
iShares MSCI Netherlands ETF
EWN
$571M
| $5.16M | 0.83% |
161,481
+11,426
| +8% | +$370K |
|
33
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
| $5.16M | 0.83% |
102,942
+49,105
| +91% | +$2.48M |
|
34
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $5.15M | 0.83% |
148,160
+11,279
| +8% | +$402K |
|
35
iShares MSCI South Korea ETF
EWY
$21.9B
| $5.13M | 0.83% |
68,028
+5,922
| +10% | +$445K |
|
36
iShares MSCI Taiwan ETF
EWT
$9.86B
| $5.13M | 0.83% |
133,811
+8,140
| +6% | +$307K |
|
37
iShares MSCI France ETF
EWQ
$335M
| $5.1M | 0.82% |
162,400
+11,927
| +8% | +$382K |
|
38
iShares MSCI Malaysia ETF
EWM
$310M
| $5.07M | 0.82% |
140,200
-4,606
| -3% | -$161K |
|
39
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
| $4.98M | 0.8% |
116,989
+6,356
| +6% | +$268K |
|
40
Roper Technologies
ROP
$38.8B
| $4.93M | 0.79% |
17,569
+8,099
| +86% | +$2.23M |
|
41
Invesco S&P 500 BuyWrite ETF
PBP
$354M
| $4.91M | 0.79% |
232,922
+86,182
| +59% | +$1.84M |
|
42
iShares China Large-Cap ETF
FXI
$4.37B
| $4.91M | 0.79% |
103,859
+3,762
| +4% | +$185K |
|
43
iShares MSCI Thailand ETF
THD
$369M
| $4.86M | 0.78% |
48,779
-2,139
| -4% | -$211K |
|
44
iShares MSCI Chile ETF
ECH
$1.01B
| $4.84M | 0.78% |
91,308
+28,791
| +46% | +$1.56M |
|
45
iShares MSCI Brazil ETF
EWZ
$9.28B
| $4.84M | 0.78% |
107,831
-10,393
| -9% | -$465K |
|
46
iShares MSCI South Africa ETF
EZA
$547M
| $4.72M | 0.76% |
68,724
-2,735
| -4% | -$195K |
|
47
State Street SPDR S&P International Dividend ETF
DWX
$529M
| $4.43M | 0.71% |
110,495
+33,315
| +43% | +$1.37M |
|
|
GREK
48
Global X MSCI Greece ETF
GREK
$300M
| $4.2M | 0.67% |
144,162
-25,061
| -15% | -$794K |
|
49
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
| $3.98M | 0.64% |
65,312
+30,638
| +88% | +$1.88M |
|
50
iShares MSCI Germany ETF
EWG
$1.59B
| $3.63M | 0.58% |
113,141
-28,749
| -20% | -$957K |
|
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Mount Lucas Management's Q1 2018 Portfolio in Review
As of Q1 2018, Mount Lucas Management held 114 positions worth $622M, up 7.4% from $579M the previous quarter. Its ten largest holdings account for 43% of the portfolio.
Mount Lucas Management deployed $35.7M of net new capital in Q1 2018, opening 13 new positions and adding to 37 existing holdings. Its largest new stake was Prudential Financial: 96,171 shares worth $9.96M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 14% a quarter earlier, followed by Financials and Energy.
On the sell side, the largest reduction was Best Buy, an estimated $15.7M trimmed.
- Mount Lucas Management's largest Q1 2018 buy was Prudential Financial: 96,171 shares worth $9.96M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q1 2018, an estimated $77.8M increase.
- Mount Lucas Management's biggest Q1 2018 reduction was Best Buy, cutting an estimated $15.7M.
- Mount Lucas Management fully exited State Street Utilities Select Sector SPDR ETF in Q1 2018, selling an estimated $11.1M.
- Mount Lucas Management's ten largest holdings make up 43% of its $622M portfolio in Q1 2018.
- Mount Lucas Management opened 13 new positions and closed 27 in Q1 2018.
- Mount Lucas Management's portfolio value rose 7.4% quarter-over-quarter to $622M.
Based on Mount Lucas Management's 13F filing for Q1 2018, filed 15 May 2018.