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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
+2.81%
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
$660M
AUM Growth
+$38.3M
(+6.2%)
Cap. Flow
+$24.9M
Cap. Flow
% of AUM
3.77%
Top 10 Holdings %
Top 10 Hldgs %
56.88%
Holding
95
New
8
Increased
7
Reduced
59
Closed
21
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$119M |
| 2 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$12.4M |
| 3 |
iShares Mortgage Real Estate ETF
REM
|
+$7.53M |
| 4 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$3.26M |
| 5 |
Vanguard Real Estate ETF
VNQ
|
+$2.96M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Italy ETF
EWI
|
+$5.21M |
| 2 |
iShares MSCI Austria ETF
EWO
|
+$5.17M |
| 3 |
iShares US & Intl High Yield Corp Bond ETF
GHYG
|
+$5.16M |
| 4 |
iShares MSCI Chile ETF
ECH
|
+$4.84M |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$4.84M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.31% |
| 2 | Financials | 10.03% |
| 3 | Energy | 6.85% |
| 4 | Industrials | 2.17% |
| 5 | Communication Services | 1.75% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
| $7.42M | 1.12% |
139,896
-10,035
| -7% | -$530K |
|
27
Lincoln National
LNC
$8.73B
| $7.25M | 1.1% |
116,428
-2,372
| -2% | -$162K |
|
28
Unum
UNM
$13.6B
| $6.25M | 0.95% |
168,943
-3,268
| -2% | -$136K |
|
29
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $5.25M | 0.79% |
63,160
-1,181
| -2% | -$98.9K |
|
30
Invesco S&P 500 BuyWrite ETF
PBP
$354M
| $5.24M | 0.79% |
242,203
+9,281
| +4% | +$200K |
|
31
Progressive
PGR
$123B
| $5M | 0.76% |
84,591
-1,977
| -2% | -$121K |
|
32
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
| $4.96M | 0.75% |
106,359
-4,270
| -4% | -$200K |
|
33
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $4.94M | 0.75% |
142,151
-6,009
| -4% | -$216K |
|
|
34
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $4.94M | 0.75% |
58,112
+38,079
| +190% | +$3.26M |
|
35
Roper Technologies
ROP
$38.8B
| $4.74M | 0.72% |
17,196
-373
| -2% | -$103K |
|
36
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $3.77M | 0.57% |
99,898
+75,320
| +306% | +$2.81M |
|
37
United States Oil Fund
USO
$2.15B
| $3.34M | 0.51% |
27,695
-3,449
| -11% | -$379K |
|
|
38
Vanguard Real Estate ETF
VNQ
$39.2B
| $3.11M | 0.47% |
+38,184
| New | +$2.96M |
|
39
United States Gasoline Fund
UGA
$142M
| $3M | 0.45% |
86,942
-12,832
| -13% | -$431K |
|
|
UHN
40
DELISTED
United States Diesel-Heating Oil Fund, LP
UHN
| $3M | 0.45% |
143,025
-28,485
| -17% | -$579K |
|
41
Mastercard
MA
$502B
| $2.89M | 0.44% |
14,723
-369
| -2% | -$69.4K |
|
42
VeriSign
VRSN
$26.2B
| $2.83M | 0.43% |
20,587
-399
| -2% | -$51.2K |
|
43
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
| $2.81M | 0.43% |
71,540
-45,449
| -39% | -$1.94M |
|
44
Boeing
BA
$171B
| $2.76M | 0.42% |
8,224
-184
| -2% | -$63.3K |
|
45
Visa
V
$684B
| $2.73M | 0.41% |
20,621
-377
| -2% | -$48.5K |
|
46
UnitedHealth
UNH
$376B
| $2.63M | 0.4% |
10,740
-253
| -2% | -$60.8K |
|
47
iShares MSCI France ETF
EWQ
$335M
| $2.61M | 0.4% |
85,613
-76,787
| -47% | -$2.46M |
|
48
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
| $2.6M | 0.39% |
44,716
-20,596
| -32% | -$1.25M |
|
49
Moody's
MCO
$82.8B
| $2.59M | 0.39% |
15,191
-263
| -2% | -$44.5K |
|
50
Verisk Analytics
VRSK
$25.4B
| $2.56M | 0.39% |
23,788
-466
| -2% | -$49.6K |
|
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Mount Lucas Management's Q2 2018 Portfolio in Review
As of Q2 2018, Mount Lucas Management held 95 positions worth $660M, up 6.2% from $622M the previous quarter. Its ten largest holdings account for 57% of the portfolio.
Mount Lucas Management deployed $24.9M of net new capital in Q2 2018, opening 8 new positions and adding to 7 existing holdings. Its largest new stake was State Street Real Estate Select Sector SPDR ETF: 397,242 shares worth $13M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, up from 16% a quarter earlier, followed by Financials and Energy.
On the sell side, the largest reduction was iShares MSCI South Korea ETF, an estimated $4.73M trimmed.
- Mount Lucas Management's largest Q2 2018 buy was State Street Real Estate Select Sector SPDR ETF: 397,242 shares worth $13M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q2 2018, an estimated $119M increase.
- Mount Lucas Management's biggest Q2 2018 reduction was iShares MSCI South Korea ETF, cutting an estimated $4.73M.
- Mount Lucas Management fully exited iShares MSCI Italy ETF in Q2 2018, selling an estimated $5.21M.
- Mount Lucas Management's ten largest holdings make up 57% of its $660M portfolio in Q2 2018.
- Mount Lucas Management opened 8 new positions and closed 21 in Q2 2018.
- Mount Lucas Management's portfolio value rose 6.2% quarter-over-quarter to $660M.
Based on Mount Lucas Management's 13F filing for Q2 2018, filed 14 Aug 2018.