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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
+1.73%
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
$591M
AUM Growth
-$13.4M
(-2.2%)
Cap. Flow
-$19.1M
Cap. Flow
% of AUM
-3.23%
Top 10 Holdings %
Top 10 Hldgs %
36.31%
Holding
98
New
14
Increased
19
Reduced
59
Closed
6
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$10.6M |
| 2 |
iShares MSCI Netherlands ETF
EWN
|
+$5.39M |
| 3 |
iShares MSCI Thailand ETF
THD
|
+$4.72M |
| 4 |
GREK
Global X MSCI Greece ETF
GREK
|
+$4.43M |
| 5 |
iShares MSCI France ETF
EWQ
|
+$3.77M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$10.2M |
| 2 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$9.28M |
| 3 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$8.5M |
| 4 |
iShares US Home Construction ETF
ITB
|
+$7.34M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$5.58M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 6.74% |
| 2 | Consumer Discretionary | 5.5% |
| 3 | Technology | 5.32% |
| 4 | Industrials | 4.27% |
| 5 | Financials | 4.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
WBA
26
DELISTED
Walgreens Boots Alliance
WBA
| $7.51M | 1.27% |
137,335
-1,898
| -1% | -$101K |
|
27
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
| $7.4M | 1.25% |
139,957
+15,103
| +12% | +$791K |
|
28
HF Sinclair
DINO
$16.3B
| $7.22M | 1.22% |
155,980
-3,748
| -2% | -$167K |
|
29
Invesco Senior Loan ETF
BKLN
$6.97B
| $7.1M | 1.2% |
313,315
+26,625
| +9% | +$607K |
|
30
Marathon Petroleum
MPC
$92.4B
| $7.05M | 1.19% |
126,095
-2,599
| -2% | -$142K |
|
31
Kohl's
KSS
$2.17B
| $6.67M | 1.13% |
140,271
-1,997
| -1% | -$120K |
|
32
Macy's
M
$6.53B
| $6.48M | 1.1% |
302,046
-2,980
| -1% | -$67.8K |
|
33
iShares Mortgage Real Estate ETF
REM
$539M
| $6M | 1.02% |
142,214
-10,906
| -7% | -$468K |
|
|
GAP
34
The Gap Inc
GAP
$7.23B
| $5.92M | 1% |
329,184
-4,208
| -1% | -$94.4K |
|
35
Lumen
LUMN
$6.57B
| $5.66M | 0.96% |
481,142
-3,171
| -0.7% | -$35.7K |
|
36
iShares MSCI Switzerland ETF
EWL
$2.19B
| $5.42M | 0.92% |
144,447
-8,022
| -5% | -$291K |
|
|
37
iShares MSCI Netherlands ETF
EWN
$571M
| $5.42M | 0.92% |
+175,893
| New | +$5.39M |
|
38
State Street SPDR S&P International Dividend ETF
DWX
$529M
| $5.32M | 0.9% |
135,047
+12,328
| +10% | +$477K |
|
39
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
| $5.27M | 0.89% |
110,284
+11,580
| +12% | +$539K |
|
40
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $5.24M | 0.89% |
46,264
+3,705
| +9% | +$408K |
|
|
41
iShares MSCI Thailand ETF
THD
$369M
| $5M | 0.85% |
+52,353
| New | +$4.72M |
|
42
iShares MSCI Brazil ETF
EWZ
$9.28B
| $4.94M | 0.84% |
113,029
-28,253
| -20% | -$1.17M |
|
|
GREK
43
Global X MSCI Greece ETF
GREK
$300M
| $4.9M | 0.83% |
+170,863
| New | +$4.43M |
|
44
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
| $4.86M | 0.82% |
55,716
+4,861
| +10% | +$420K |
|
45
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
| $4.85M | 0.82% |
98,314
+8,787
| +10% | +$429K |
|
46
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
| $4.8M | 0.81% |
102,841
+9,272
| +10% | +$431K |
|
47
iShares MSCI Indonesia ETF
EIDO
$480M
| $4.8M | 0.81% |
184,743
-51,367
| -22% | -$1.3M |
|
48
iShares MSCI Philippines ETF
EPHE
$132M
| $4.75M | 0.8% |
133,398
-47,735
| -26% | -$1.65M |
|
49
WisdomTree India Earnings Fund ETF
EPI
$2.06B
| $4.6M | 0.78% |
176,487
+67,734
| +62% | +$1.76M |
|
50
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $4.37M | 0.74% |
50,011
-4,139
| -8% | -$358K |
|
Similar funds
MCM
RP
PCM
MAM
FCMV
VW
FDS
S
Mount Lucas Management's Q2 2019 Portfolio in Review
As of Q2 2019, Mount Lucas Management held 98 positions worth $591M, down 2.2% from $604M the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Mount Lucas Management withdrew a net $19.1M in Q2 2019, closing 6 positions and reducing 59 holdings. Its most notable exit was iShares US Home Construction ETF, an estimated $7.34M position sold in full.
By sector, the portfolio is most concentrated in Energy at 6.7% of assets, down from 6.9% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Mount Lucas Management opened a new position in State Street Materials Select Sector SPDR ETF worth $11M.
- Mount Lucas Management's largest Q2 2019 buy was State Street Materials Select Sector SPDR ETF: 377,088 shares worth $11M.
- Mount Lucas Management added most to WisdomTree India Earnings Fund ETF in Q2 2019, an estimated $1.76M increase.
- Mount Lucas Management's biggest Q2 2019 reduction was iShares 7-10 Year Treasury Bond ETF, cutting an estimated $10.2M.
- Mount Lucas Management fully exited iShares US Home Construction ETF in Q2 2019, selling an estimated $7.34M.
- Mount Lucas Management's ten largest holdings make up 36% of its $591M portfolio in Q2 2019.
- Mount Lucas Management opened 14 new positions and closed 6 in Q2 2019.
- Mount Lucas Management's portfolio value fell 2.2% quarter-over-quarter to $591M.
Based on Mount Lucas Management's 13F filing for Q2 2019, filed 14 Aug 2019.