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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
+4.59%
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
$502M
AUM Growth
-$56.4M
Cap. Flow
-$77.2M
Cap. Flow %
-15.39%
Top 10 Hldgs %
31.58%
Holding
112
New
8
Increased
16
Reduced
66
Closed
22

Top Buys

Rank Stock Value
1
REM icon
iShares Mortgage Real Estate ETF
REM
+$3.71M
2
EWU icon
iShares MSCI United Kingdom ETF
EWU
+$3.36M
3
EWP icon
iShares MSCI Spain ETF
EWP
+$3.19M
4
EWW icon
iShares MSCI Mexico ETF
EWW
+$3.14M
5
EWJ icon
iShares MSCI Japan ETF
EWJ
+$2.73M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$11.3M
2
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$11.1M
3
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$10.7M
4
SYF icon
Synchrony
SYF
+$4.49M
5
XRX icon
Xerox
XRX
+$4.47M

Sector Composition

Rank Sector Weight
1 Financials 8.15%
2 Industrials 5.38%
3 Consumer Discretionary 3.68%
4 Real Estate 3.34%
5 Technology 3.28%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PSX icon
26
Phillips 66
PSX
$84.9B
$6.47M 1.29%
58,114
-21,655
-27% -$2.43M
PRU icon
27
Prudential Financial
PRU
$42.4B
$6.37M 1.27%
67,918
-21,392
-24% -$1.96M
LNC icon
28
Lincoln National
LNC
$8.73B
$5.96M 1.19%
100,916
-32,022
-24% -$1.88M
GM icon
29
General Motors
GM
$80.4B
$5.83M 1.16%
159,389
-57,664
-27% -$2.1M
WHR icon
30
Whirlpool
WHR
$2.43B
$5.79M 1.15%
39,264
-12,503
-24% -$1.89M
CVX icon
31
Chevron
CVX
$392B
$5.78M 1.15%
47,934
-17,407
-27% -$2.05M
NUE icon
32
Nucor
NUE
$58.6B
$5.72M 1.14%
101,569
-37,222
-27% -$2.03M
WBA
33
DELISTED
Walgreens Boots Alliance
WBA
$5.54M 1.1%
93,870
-34,382
-27% -$1.98M
EMHY icon
34
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$5.04M 1%
106,511
+143
+0.1% +$6.67K
VYM icon
35
Vanguard High Dividend Yield ETF
VYM
$80.9B
$5.03M 1%
53,657
-4,032
-7% -$366K
EMB icon
36
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$5.03M 1%
43,875
+855
+2% +$96.6K
DWX icon
37
State Street SPDR S&P International Dividend ETF
DWX
$529M
$5M 1%
124,252
-5,428
-4% -$216K
PBP icon
38
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$4.91M 0.98%
227,830
+256
+0.1% +$5.64K
HYG icon
39
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$4.66M 0.93%
52,985
-166
-0.3% -$14.4K
GHYG icon
40
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$4.66M 0.93%
93,412
-1,073
-1% -$52.7K
SHYG icon
41
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$4.64M 0.93%
100,024
+335
+0.3% +$15.5K
EWU icon
42
iShares MSCI United Kingdom ETF
EWU
$4.14B
$4.14M 0.83%
121,507
+103,210
+564% +$3.36M
EWD icon
43
iShares MSCI Sweden ETF
EWD
$546M
$4.13M 0.82%
125,492
+66,699
+113% +$2.1M
EWL icon
44
iShares MSCI Switzerland ETF
EWL
$2.19B
$4.11M 0.82%
101,038
-2,639
-3% -$102K
EWN icon
45
iShares MSCI Netherlands ETF
EWN
$571M
$4.1M 0.82%
121,068
-5,886
-5% -$191K
EWQ icon
46
iShares MSCI France ETF
EWQ
$335M
$4.06M 0.81%
124,144
-7,589
-6% -$238K
GAP
47
The Gap Inc
GAP
$7.23B
$4.02M 0.8%
227,465
-81,104
-26% -$1.38M
EWI icon
48
iShares MSCI Italy ETF
EWI
$1.01B
$4.01M 0.8%
136,047
-8,316
-6% -$239K
EWG icon
49
iShares MSCI Germany ETF
EWG
$1.59B
$3.99M 0.8%
135,812
+72,383
+114% +$2.06M
EWZ icon
50
iShares MSCI Brazil ETF
EWZ
$9.28B
$3.77M 0.75%
79,531
+5,538
+7% +$242K
1
2
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Mount Lucas Management's Q4 2019 Portfolio in Review

As of Q4 2019, Mount Lucas Management held 112 positions worth $502M, down 10% from $558M the previous quarter. Its ten largest holdings account for 32% of the portfolio.

Mount Lucas Management withdrew a net $77.2M in Q4 2019, closing 22 positions and reducing 66 holdings. Its most notable exit was iShares MSCI Thailand ETF, an estimated $3.3M position sold in full.

By sector, the portfolio is most concentrated in Financials at 8.2% of assets, down from 9.3% a quarter earlier, followed by Industrials and Consumer Discretionary.

Against the trend, Mount Lucas Management opened a new position in iShares MSCI Spain ETF worth $3.24M.

  • Mount Lucas Management's largest Q4 2019 buy was iShares MSCI Spain ETF: 112,149 shares worth $3.24M.
  • Mount Lucas Management added most to iShares Mortgage Real Estate ETF in Q4 2019, an estimated $3.71M increase.
  • Mount Lucas Management's biggest Q4 2019 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $11.3M.
  • Mount Lucas Management fully exited iShares MSCI Thailand ETF in Q4 2019, selling an estimated $3.3M.
  • Mount Lucas Management's ten largest holdings make up 32% of its $502M portfolio in Q4 2019.
  • Mount Lucas Management opened 8 new positions and closed 22 in Q4 2019.
  • Mount Lucas Management's portfolio value fell 10% quarter-over-quarter to $502M.

Based on Mount Lucas Management's 13F filing for Q4 2019, filed 14 Feb 2020.