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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
+2.81%
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
$660M
AUM Growth
+$38.3M
(+6.2%)
Cap. Flow
+$24.9M
Cap. Flow
% of AUM
3.77%
Top 10 Holdings %
Top 10 Hldgs %
56.88%
Holding
95
New
8
Increased
7
Reduced
59
Closed
21
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% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $225M | 34.06% |
2,696,836
+1,426,437
| +112% | +$119M |
|
2
Macy's
M
$6.53B
| $28.1M | 4.26% |
750,433
-17,285
| -2% | -$579K |
|
3
Kohl's
KSS
$2.17B
| $25.2M | 3.81% |
345,062
-5,834
| -2% | -$389K |
|
4
Ford
F
$58.5B
| $18.3M | 2.77% |
1,652,907
-13,023
| -0.8% | -$149K |
|
5
iShares MSCI Japan ETF
EWJ
$21.9B
| $14.7M | 2.22% |
253,210
+874
| +0.3% | +$52.7K |
|
6
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $13.1M | 1.99% |
240,496
-85,192
| -26% | -$4.5M |
|
|
7
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
| $13M | 1.97% |
+397,242
| New | +$12.4M |
|
8
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $12.9M | 1.95% |
154,507
-45,306
| -23% | -$3.75M |
|
9
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $12.7M | 1.93% |
438,176
-121,036
| -22% | -$3.55M |
|
10
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $12.7M | 1.92% |
364,258
-133,036
| -27% | -$4.56M |
|
|
ANDV
11
DELISTED
Andeavor
ANDV
| $12.6M | 1.91% |
96,200
-2,003
| -2% | -$264K |
|
|
XL
12
DELISTED
XL Group Ltd.
XL
| $11.9M | 1.8% |
212,778
-4,496
| -2% | -$250K |
|
13
Valero Energy
VLO
$92.9B
| $11.8M | 1.78% |
106,123
-1,924
| -2% | -$216K |
|
14
Best Buy
BBY
$18.2B
| $11.7M | 1.78% |
157,378
-2,816
| -2% | -$208K |
|
15
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $11.7M | 1.78% |
163,828
-57,510
| -26% | -$4.27M |
|
16
Lumen
LUMN
$6.57B
| $11.5M | 1.75% |
618,277
+6,942
| +1% | +$126K |
|
17
Phillips 66
PSX
$84.9B
| $11.4M | 1.73% |
101,893
-1,144
| -1% | -$129K |
|
|
GAP
18
The Gap Inc
GAP
$7.23B
| $9.88M | 1.5% |
305,163
-5,237
| -2% | -$161K |
|
19
Marathon Petroleum
MPC
$92.4B
| $9.42M | 1.43% |
134,231
-2,546
| -2% | -$194K |
|
20
Prudential Financial
PRU
$42.4B
| $8.91M | 1.35% |
95,297
-874
| -0.9% | -$88.3K |
|
|
WRK
21
DELISTED
WestRock Company
WRK
| $8.77M | 1.33% |
153,806
-1,631
| -1% | -$100K |
|
22
Everest Group
EG
$14.5B
| $8.57M | 1.3% |
37,195
-714
| -2% | -$168K |
|
23
Navient
NAVI
$789M
| $8M | 1.21% |
614,260
-8,394
| -1% | -$114K |
|
|
24
iShares Mortgage Real Estate ETF
REM
$539M
| $7.56M | 1.14% |
+173,907
| New | +$7.53M |
|
25
Invesco Senior Loan ETF
BKLN
$6.97B
| $7.44M | 1.13% |
324,844
-11,701
| -3% | -$270K |
|
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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.