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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
+1.73%
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
$591M
AUM Growth
-$13.4M
(-2.2%)
Cap. Flow
-$19.1M
Cap. Flow
% of AUM
-3.23%
Top 10 Holdings %
Top 10 Hldgs %
36.31%
Holding
98
New
14
Increased
19
Reduced
59
Closed
6
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$10.6M |
| 2 |
iShares MSCI Netherlands ETF
EWN
|
+$5.39M |
| 3 |
iShares MSCI Thailand ETF
THD
|
+$4.72M |
| 4 |
GREK
Global X MSCI Greece ETF
GREK
|
+$4.43M |
| 5 |
iShares MSCI France ETF
EWQ
|
+$3.77M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$10.2M |
| 2 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$9.28M |
| 3 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$8.5M |
| 4 |
iShares US Home Construction ETF
ITB
|
+$7.34M |
| 5 |
iShares China Large-Cap ETF
FXI
|
+$5.58M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 6.74% |
| 2 | Consumer Discretionary | 5.5% |
| 3 | Technology | 5.32% |
| 4 | Industrials | 4.27% |
| 5 | Financials | 4.25% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
| $45.6M | 7.71% |
414,398
-95,011
| -19% | -$10.2M |
|
|
2
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
| $45.4M | 7.69% |
361,263
-75,072
| -17% | -$9.28M |
|
|
3
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $45.1M | 7.64% |
532,317
-100,893
| -16% | -$8.5M |
|
4
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $13.4M | 2.27% |
449,672
-59,918
| -12% | -$1.76M |
|
5
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $11.1M | 1.88% |
284,270
-45,718
| -14% | -$1.74M |
|
|
6
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $11M | 1.87% |
+377,088
| New | +$10.6M |
|
7
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $10.9M | 1.84% |
182,426
-30,544
| -14% | -$1.79M |
|
8
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $10.7M | 1.81% |
184,500
-31,964
| -15% | -$1.83M |
|
9
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $10.7M | 1.81% |
137,853
-16,280
| -11% | -$1.24M |
|
10
AT&T
T
$159B
| $10.7M | 1.8% |
421,122
-5,905
| -1% | -$142K |
|
11
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $10.4M | 1.77% |
112,662
-15,432
| -12% | -$1.39M |
|
12
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
| $10.3M | 1.75% |
281,420
-57,558
| -17% | -$2.1M |
|
13
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
| $10.3M | 1.74% |
208,441
-34,240
| -14% | -$1.66M |
|
14
Citigroup
C
$222B
| $9.68M | 1.64% |
138,272
-2,171
| -2% | -$145K |
|
15
Delta Air Lines
DAL
$57.5B
| $9.66M | 1.64% |
170,289
-2,667
| -2% | -$149K |
|
16
Xerox
XRX
$387M
| $9.49M | 1.61% |
267,892
-4,058
| -1% | -$136K |
|
17
Synchrony
SYF
$24.7B
| $9.31M | 1.58% |
268,655
-4,817
| -2% | -$163K |
|
18
Hewlett Packard
HPE
$63.4B
| $9.21M | 1.56% |
615,925
-13,936
| -2% | -$211K |
|
19
General Motors
GM
$80.4B
| $8.95M | 1.51% |
232,257
-2,623
| -1% | -$98.3K |
|
20
Western Digital
WDC
$188B
| $8.94M | 1.51% |
248,619
-2,984
| -1% | -$102K |
|
21
Phillips 66
PSX
$84.9B
| $8.81M | 1.49% |
94,243
-1,965
| -2% | -$176K |
|
22
Chevron
CVX
$392B
| $8.7M | 1.47% |
69,884
-882
| -1% | -$107K |
|
23
Nucor
NUE
$58.6B
| $8.2M | 1.39% |
148,901
-2,160
| -1% | -$119K |
|
24
Valero Energy
VLO
$90.1B
| $8.07M | 1.37% |
94,235
-1,825
| -2% | -$151K |
|
25
Kroger
KR
$35.4B
| $7.55M | 1.28% |
347,651
-8,285
| -2% | -$201K |
|
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Mount Lucas Management's Q2 2019 Portfolio in Review
As of Q2 2019, Mount Lucas Management held 98 positions worth $591M, down 2.2% from $604M the previous quarter. Its ten largest holdings account for 36% of the portfolio.
Mount Lucas Management withdrew a net $19.1M in Q2 2019, closing 6 positions and reducing 59 holdings. Its most notable exit was iShares US Home Construction ETF, an estimated $7.34M position sold in full.
By sector, the portfolio is most concentrated in Energy at 6.7% of assets, down from 6.9% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Mount Lucas Management opened a new position in State Street Materials Select Sector SPDR ETF worth $11M.
- Mount Lucas Management's largest Q2 2019 buy was State Street Materials Select Sector SPDR ETF: 377,088 shares worth $11M.
- Mount Lucas Management added most to WisdomTree India Earnings Fund ETF in Q2 2019, an estimated $1.76M increase.
- Mount Lucas Management's biggest Q2 2019 reduction was iShares 7-10 Year Treasury Bond ETF, cutting an estimated $10.2M.
- Mount Lucas Management fully exited iShares US Home Construction ETF in Q2 2019, selling an estimated $7.34M.
- Mount Lucas Management's ten largest holdings make up 36% of its $591M portfolio in Q2 2019.
- Mount Lucas Management opened 14 new positions and closed 6 in Q2 2019.
- Mount Lucas Management's portfolio value fell 2.2% quarter-over-quarter to $591M.
Based on Mount Lucas Management's 13F filing for Q2 2019, filed 14 Aug 2019.