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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
+1.39%
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
Cap. Flow
-$40M
Cap. Flow %
-7.16%
Top 10 Hldgs %
35.96%
Holding
111
New
19
Increased
18
Reduced
67
Closed
7

Top Buys

Rank Stock Value
1
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$12.2M
2
EWJ icon
iShares MSCI Japan ETF
EWJ
+$8.46M
3
MET icon
MetLife
MET
+$8.12M
4
PRU icon
Prudential Financial
PRU
+$8.09M
5
LNC icon
Lincoln National
LNC
+$7.95M

Top Sells

Rank Stock Value
1
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$14.5M
2
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$13.6M
3
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$12.8M
4
T icon
AT&T
T
+$10.8M
5
HPE icon
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
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$32.4M 5.8%
381,418
-150,899
-28% -$12.8M
IEI icon
2
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$32.2M 5.77%
254,013
-107,250
-30% -$13.6M
IEF icon
3
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$32M 5.74%
284,633
-129,765
-31% -$14.5M
DAL icon
4
Delta Air Lines
DAL
$57.5B
$17M 3.04%
294,872
+124,583
+73% +$7.38M
SYF icon
5
Synchrony
SYF
$24.7B
$16.7M 2.98%
488,457
+219,802
+82% +$7.54M
XLU icon
6
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$16.1M 2.89%
497,784
+48,112
+11% +$1.48M
XRX icon
7
Xerox
XRX
$387M
$15.3M 2.74%
511,327
+243,435
+91% +$7.63M
XLF icon
8
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$13.2M 2.36%
470,127
+441,898
+1,565% +$12.2M
XLB icon
9
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$13M 2.33%
446,504
+69,416
+18% +$2M
XLI icon
10
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$13M 2.32%
167,092
+29,239
+21% +$2.24M
XLP icon
11
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$12.8M 2.3%
208,627
+24,127
+13% +$1.45M
XLK icon
12
State Street Technology Select Sector SPDR ETF
XLK
$115B
$12.8M 2.29%
317,670
+33,400
+12% +$1.34M
XLY icon
13
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$12.8M 2.28%
211,318
+28,892
+16% +$1.74M
XLRE icon
14
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$12.7M 2.28%
323,333
+41,913
+15% +$1.61M
XLC icon
15
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$12.6M 2.26%
254,844
+46,403
+22% +$2.32M
XLV icon
16
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$12.5M 2.24%
138,571
+25,909
+23% +$2.37M
WDC icon
17
Western Digital
WDC
$188B
$10.4M 1.86%
230,488
-18,131
-7% -$774K
C icon
18
Citigroup
C
$222B
$8.9M 1.59%
128,886
-9,386
-7% -$638K
EWJ icon
19
iShares MSCI Japan ETF
EWJ
$21.9B
$8.76M 1.57%
+154,390
New +$8.46M
WHR icon
20
Whirlpool
WHR
$2.43B
$8.2M 1.47%
+51,767
New +$7.43M
PSX icon
21
Phillips 66
PSX
$84.9B
$8.17M 1.46%
79,769
-14,474
-15% -$1.45M
GM icon
22
General Motors
GM
$80.4B
$8.13M 1.46%
217,053
-15,204
-7% -$585K
CAH icon
23
Cardinal Health
CAH
$53.9B
$8.07M 1.45%
+171,115
New +$7.81M
PRU icon
24
Prudential Financial
PRU
$42.4B
$8.03M 1.44%
+89,310
New +$8.09M
MET icon
25
MetLife
MET
$61.9B
$8.03M 1.44%
+170,236
New +$8.12M
1
2 3 4 5

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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.