Mount Lucas Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$98M |
| 2 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$97.8M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$37.8M |
| 4 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$14.6M |
| 5 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$14.4M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$85.7M |
| 2 |
Phillips 66
PSX
|
+$11.4M |
| 3 |
Marathon Petroleum
MPC
|
+$10.5M |
| 4 |
Valero Energy
VLO
|
+$10.3M |
| 5 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$9.97M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 7.06% |
| 2 | Communication Services | 3.39% |
| 3 | Energy | 2.88% |
| 4 | Technology | 2.85% |
| 5 | Financials | 2.5% |
Similar funds
Mount Lucas Management's Q4 2018 Portfolio in Review
As of Q4 2018, Mount Lucas Management held 80 positions worth $788M, up 16% from $682M the previous quarter. Its ten largest holdings account for 77% of the portfolio.
Mount Lucas Management deployed $367M of net new capital in Q4 2018, opening 6 new positions and adding to 32 existing holdings. Its largest new stake was iShares 3-7 Year Treasury Bond ETF: 821,442 shares worth $99.7M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 7.1% of assets, down from 10% a quarter earlier, followed by Communication Services and Energy.
On the sell side, the largest reduction was iShares 1-3 Year Treasury Bond ETF, an estimated $85.7M trimmed.
- Mount Lucas Management's largest Q4 2018 buy was iShares 3-7 Year Treasury Bond ETF: 821,442 shares worth $99.7M.
- Mount Lucas Management added most to State Street Energy Select Sector SPDR ETF in Q4 2018, an estimated $37.8M increase.
- Mount Lucas Management's biggest Q4 2018 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $85.7M.
- Mount Lucas Management fully exited Invesco Senior Loan ETF in Q4 2018, selling an estimated $7.41M.
- Mount Lucas Management's ten largest holdings make up 77% of its $788M portfolio in Q4 2018.
- Mount Lucas Management opened 6 new positions and closed 25 in Q4 2018.
- Mount Lucas Management's portfolio value rose 16% quarter-over-quarter to $788M.
Based on Mount Lucas Management's 13F filing for Q4 2018, filed 14 Feb 2019.