Mount Lucas Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$11.4M |
| 2 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$11.2M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$11.1M |
| 4 |
State Street Communication Services Select Sector SPDR ETF
XLC
|
+$10.8M |
| 5 |
WBA
Walgreens Boots Alliance
WBA
|
+$9.51M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$105M |
| 2 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$47.7M |
| 3 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$46.9M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$33.4M |
| 5 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$15.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 6.88% |
| 2 | Consumer Discretionary | 6.51% |
| 3 | Technology | 5.19% |
| 4 | Industrials | 3.83% |
| 5 | Financials | 3.82% |
Similar funds
Mount Lucas Management's Q1 2019 Portfolio in Review
As of Q1 2019, Mount Lucas Management held 101 positions worth $604M, down 23% from $788M the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Mount Lucas Management withdrew a net $205M in Q1 2019, closing 17 positions and reducing 21 holdings. Its most notable exit was State Street Energy Select Sector SPDR ETF, an estimated $33.4M position sold in full.
By sector, the portfolio is most concentrated in Energy at 6.9% of assets, up from 2.9% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Mount Lucas Management opened a new position in Walgreens Boots Alliance worth $8.81M.
- Mount Lucas Management's largest Q1 2019 buy was Walgreens Boots Alliance: 139,233 shares worth $8.81M.
- Mount Lucas Management added most to State Street Consumer Discretionary Select Sector SPDR ETF in Q1 2019, an estimated $11.4M increase.
- Mount Lucas Management's biggest Q1 2019 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $105M.
- Mount Lucas Management fully exited State Street Energy Select Sector SPDR ETF in Q1 2019, selling an estimated $33.4M.
- Mount Lucas Management's ten largest holdings make up 41% of its $604M portfolio in Q1 2019.
- Mount Lucas Management opened 46 new positions and closed 17 in Q1 2019.
- Mount Lucas Management's portfolio value fell 23% quarter-over-quarter to $604M.
Based on Mount Lucas Management's 13F filing for Q1 2019, filed 15 May 2019.