We are live on
!
Find out more
MLM
Mount Lucas Management Portfolio holdings
AUM
$271M
1-Year Est. Return
25.49%
This Fund
S&P 500
This Quarter
Est. Return
+1.39%
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
$558M
AUM Growth
-$32.8M
(-5.5%)
Cap. Flow
-$40M
Cap. Flow
% of AUM
-7.16%
Top 10 Holdings %
Top 10 Hldgs %
35.96%
Holding
111
New
19
Increased
18
Reduced
67
Closed
7
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$12.2M |
| 2 |
iShares MSCI Japan ETF
EWJ
|
+$8.46M |
| 3 |
MetLife
MET
|
+$8.12M |
| 4 |
Prudential Financial
PRU
|
+$8.09M |
| 5 |
Lincoln National
LNC
|
+$7.95M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$14.5M |
| 2 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$13.6M |
| 3 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$12.8M |
| 4 |
AT&T
T
|
+$10.8M |
| 5 |
Hewlett Packard
HPE
|
+$8.47M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 9.29% |
| 2 | Industrials | 5.82% |
| 3 | Consumer Discretionary | 4.66% |
| 4 | Real Estate | 4.09% |
| 5 | Technology | 3.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
Eli Lilly
LLY
$1.02T
| $1.73M | 0.31% |
15,461
-1,186
| -7% | -$132K |
|
77
iShares MSCI Germany ETF
EWG
$1.59B
| $1.71M | 0.31% |
+63,429
| New | +$1.71M |
|
78
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
| $1.3M | 0.23% |
23,752
-924
| -4% | -$50.8K |
|
79
iShares Floating Rate Bond ETF
FLOT
$10.2B
| $1.3M | 0.23% |
25,466
-691
| -3% | -$35.2K |
|
80
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
| $1.3M | 0.23% |
24,190
-862
| -3% | -$46.1K |
|
81
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $1.29M | 0.23% |
10,103
-932
| -8% | -$117K |
|
82
iShares National Muni Bond ETF
MUB
$45.1B
| $1.29M | 0.23% |
11,285
-492
| -4% | -$56.1K |
|
83
iShares TIPS Bond ETF
TIP
$14.5B
| $1.28M | 0.23% |
11,030
-567
| -5% | -$65.8K |
|
|
RSX
84
DELISTED
VanEck Russia ETF
RSX
| $823K | 0.15% |
36,063
-3,153
| -8% | -$72.7K |
|
85
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $575K | 0.1% |
18,297
-50,516
| -73% | -$1.57M |
|
|
86
AT&T
T
$159B
| $399K | 0.07% |
13,956
-407,166
| -97% | -$10.8M |
|
|
87
Hewlett Packard
HPE
$63.4B
| $307K | 0.06% |
20,262
-595,663
| -97% | -$8.47M |
|
88
Kroger
KR
$35.4B
| $294K | 0.05% |
11,417
-336,234
| -97% | -$7.82M |
|
89
HF Sinclair
DINO
$16.3B
| $275K | 0.05% |
5,134
-150,846
| -97% | -$7.31M |
|
90
Valero Energy
VLO
$90.1B
| $265K | 0.05% |
3,110
-91,125
| -97% | -$7.37M |
|
91
Marathon Petroleum
MPC
$92.4B
| $253K | 0.05% |
4,163
-121,932
| -97% | -$6.43M |
|
92
Kohl's
KSS
$2.17B
| $229K | 0.04% |
4,617
-135,654
| -97% | -$6.65M |
|
93
Lumen
LUMN
$6.57B
| $200K | 0.04% |
16,050
-465,092
| -97% | -$5.52M |
|
94
Macy's
M
$6.53B
| $156K | 0.03% |
10,023
-292,023
| -97% | -$5.41M |
|
95
Motorola Solutions
MSI
$72.3B
| $113K | 0.02% |
661
-19,574
| -97% | -$3.36M |
|
96
Verisk Analytics
VRSK
$25.4B
| $111K | 0.02% |
700
-20,782
| -97% | -$3.22M |
|
97
Cintas
CTAS
$81.9B
| $107K | 0.02% |
1,600
-47,504
| -97% | -$3.04M |
|
|
FISV
98
Fiserv Inc
FISV
$28.8B
| $106K | 0.02% |
1,026
-30,492
| -97% | -$3.11M |
|
99
Costco
COST
$422B
| $104K | 0.02% |
360
-10,655
| -97% | -$3M |
|
100
Mastercard
MA
$502B
| $103K | 0.02% |
379
-11,290
| -97% | -$3.11M |
|
Similar funds
MCM
RP
PCM
MAM
FCMV
VW
FDS
S
Mount Lucas Management's Q3 2019 Portfolio in Review
As of Q3 2019, Mount Lucas Management held 111 positions worth $558M, down 5.5% from $591M the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Mount Lucas Management withdrew a net $40M in Q3 2019, closing 7 positions and reducing 67 holdings. Its most notable exit was WisdomTree India Earnings Fund ETF, an estimated $4.6M position sold in full.
By sector, the portfolio is most concentrated in Financials at 9.3% of assets, up from 4.3% a quarter earlier, followed by Industrials and Consumer Discretionary.
Against the trend, Mount Lucas Management opened a new position in iShares MSCI Japan ETF worth $8.76M.
- Mount Lucas Management's largest Q3 2019 buy was iShares MSCI Japan ETF: 154,390 shares worth $8.76M.
- Mount Lucas Management added most to State Street Financial Select Sector SPDR ETF in Q3 2019, an estimated $12.2M increase.
- Mount Lucas Management's biggest Q3 2019 reduction was iShares 7-10 Year Treasury Bond ETF, cutting an estimated $14.5M.
- Mount Lucas Management fully exited WisdomTree India Earnings Fund ETF in Q3 2019, selling an estimated $4.6M.
- Mount Lucas Management's ten largest holdings make up 36% of its $558M portfolio in Q3 2019.
- Mount Lucas Management opened 19 new positions and closed 7 in Q3 2019.
- Mount Lucas Management's portfolio value fell 5.5% quarter-over-quarter to $558M.
Based on Mount Lucas Management's 13F filing for Q3 2019, filed 14 Nov 2019.