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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
-5.57%
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
$788M
AUM Growth
+$106M
Cap. Flow
+$367M
Cap. Flow %
46.53%
Top 10 Hldgs %
77.09%
Holding
80
New
6
Increased
32
Reduced
17
Closed
25

Top Buys

Rank Stock Value
1
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$98M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$97.8M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$37.8M
4
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$14.6M
5
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$14.4M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$85.7M
2
PSX icon
Phillips 66
PSX
+$11.4M
3
MPC icon
Marathon Petroleum
MPC
+$10.5M
4
VLO icon
Valero Energy
VLO
+$10.3M
5
XLI icon
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%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$158M 20%
1,884,686
-1,031,380
-35% -$85.7M
IEF icon
2
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$101M 12.77%
+966,003
New +$97.8M
IEI icon
3
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$99.7M 12.65%
+821,442
New +$98M
OEF icon
4
CALL
iShares S&P 100 ETF
OEF
$20.1B
$97.7M 12.39%
+2,500,000
New +$301M
XLE icon
5
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$33.4M 4.24%
1,166,384
+1,130,948
+3,192% +$37.8M
XLU icon
6
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$28M 3.56%
1,059,872
+536,378
+102% +$14.6M
XLRE icon
7
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$23.8M 3.02%
768,491
+445,341
+138% +$14.4M
XLP icon
8
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$23.1M 2.94%
455,824
+253,202
+125% +$13.7M
XLV icon
9
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$23M 2.92%
265,658
+148,616
+127% +$13.5M
KSS icon
10
Kohl's
KSS
$2.17B
$20.5M 2.6%
308,866
+7,730
+3% +$542K
M icon
11
Macy's
M
$6.53B
$20.3M 2.58%
682,947
+19,757
+3% +$650K
LUMN icon
12
Lumen
LUMN
$6.57B
$17.6M 2.23%
1,162,087
+44,910
+4% +$857K
KR icon
13
Kroger
KR
$35.4B
$9.8M 1.24%
356,339
+8,305
+2% +$241K
SJNK icon
14
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
$9.37M 1.19%
+360,000
New +$9.66M
T icon
15
AT&T
T
$159B
$9.08M 1.15%
421,129
+12,543
+3% +$292K
PRU icon
16
Prudential Financial
PRU
$42.4B
$8.42M 1.07%
103,272
+2,813
+3% +$259K
HPE icon
17
Hewlett Packard
HPE
$63.4B
$8.25M 1.05%
624,654
+12,071
+2% +$181K
F icon
18
Ford
F
$58.5B
$7.62M 0.97%
995,468
+35,165
+4% +$313K
PSX icon
19
Phillips 66
PSX
$84.9B
$6.97M 0.88%
80,932
-116,269
-59% -$11.4M
ITB icon
20
iShares US Home Construction ETF
ITB
$2.26B
$6.51M 0.83%
+216,778
New +$6.83M
MPC icon
21
Marathon Petroleum
MPC
$92.4B
$6.36M 0.81%
107,785
-153,660
-59% -$10.5M
VLO icon
22
Valero Energy
VLO
$90.1B
$6.25M 0.79%
83,364
-117,557
-59% -$10.3M
VRSK icon
23
Verisk Analytics
VRSK
$25.4B
$4.82M 0.61%
44,218
+1,115
+3% +$130K
PGR icon
24
Progressive
PGR
$123B
$4.52M 0.57%
74,930
+1,950
+3% +$130K
XLB icon
25
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$3.84M 0.49%
152,148
-210,400
-58% -$5.61M
1
2 3 4

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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.