Mount Lucas Management Portfolio holdings
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% |
Similar funds
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.