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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
-8.67%
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
$486M
AUM Growth
-$15.7M
Cap. Flow
+$58.5M
Cap. Flow %
12.04%
Top 10 Hldgs %
83.1%
Holding
91
New
1
Increased
40
Reduced
–
Closed
50

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$279M
2
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$12M
3
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$9.26M
4
XRX icon
Xerox
XRX
+$4.31M
5
DAL icon
Delta Air Lines
DAL
+$3.83M

Top Sells

Rank Stock Value
1
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$20.9M
2
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$20.8M
3
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$13.2M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$13.1M
5
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$13M

Sector Composition

Rank Sector Weight
1 Financials 5.84%
2 Real Estate 3.96%
3 Industrials 3.76%
4 Healthcare 3.75%
5 Technology 3.35%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PG icon
26
Procter & Gamble
PG
$336B
$2.1M 0.43%
19,084
+4,943
+35% +$593K
MDLZ icon
27
Mondelez International
MDLZ
$79.5B
$1.85M 0.38%
37,012
+9,593
+35% +$520K
MRK icon
28
Merck
MRK
$322B
$1.84M 0.38%
25,117
+6,538
+35% +$514K
HSY icon
29
Hershey
HSY
$35.5B
$1.76M 0.36%
13,307
+3,438
+35% +$507K
EXR icon
30
Extra Space Storage
EXR
$31.3B
$1.68M 0.35%
17,548
+4,594
+35% +$478K
MAA icon
31
Mid-America Apartment Communities
MAA
$15.4B
$1.63M 0.33%
15,803
+4,110
+35% +$534K
MCD icon
32
McDonald's
MCD
$192B
$1.6M 0.33%
9,682
+2,511
+35% +$495K
UDR icon
33
UDR
UDR
$12.3B
$1.59M 0.33%
43,630
+11,357
+35% +$514K
PAYX icon
34
Paychex
PAYX
$41.6B
$1.58M 0.32%
25,080
+6,515
+35% +$520K
DOC icon
35
Healthpeak Properties
DOC
$15.1B
$1.51M 0.31%
63,480
+16,631
+35% +$542K
EQR icon
36
Equity Residential
EQR
$24.9B
$1.48M 0.3%
23,934
+6,287
+36% +$486K
AVB icon
37
AvalonBay Communities
AVB
$26.5B
$1.46M 0.3%
9,892
+2,594
+36% +$523K
O icon
38
Realty Income
O
$59.6B
$1.35M 0.28%
28,037
+7,360
+36% +$513K
CINF icon
39
Cincinnati Financial
CINF
$27.3B
$1.33M 0.27%
17,643
+4,591
+35% +$457K
GPC icon
40
Genuine Parts
GPC
$17.1B
$1.21M 0.25%
17,932
+4,695
+35% +$418K
SCHP icon
41
Schwab US TIPS ETF
SCHP
$16.3B
$353K 0.07%
+12,266
New +$351K
BKLN icon
42
Invesco Senior Loan ETF
BKLN
$6.97B
– –
-306,535
Closed -$7M
CWB icon
43
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
– –
-125,580
Closed -$6.97M
DWX icon
44
State Street SPDR S&P International Dividend ETF
DWX
$529M
– –
-124,252
Closed -$5M
EMB icon
45
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
– –
-43,875
Closed -$5.03M
EMHY icon
46
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
– –
-106,511
Closed -$5.04M
EPI icon
47
WisdomTree India Earnings Fund ETF
EPI
$2.06B
– –
-58,872
Closed -$1.47M
EWD icon
48
iShares MSCI Sweden ETF
EWD
$546M
– –
-125,492
Closed -$4.13M
EWG icon
49
iShares MSCI Germany ETF
EWG
$1.59B
– –
-135,812
Closed -$3.99M
EWI icon
50
iShares MSCI Italy ETF
EWI
$1.01B
– –
-136,047
Closed -$4.01M
1
2
3 4

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Mount Lucas Management's Q1 2020 Portfolio in Review

As of Q1 2020, Mount Lucas Management held 91 positions worth $486M, down 3.1% from $502M the previous quarter. Its ten largest holdings account for 83% of the portfolio.

Mount Lucas Management deployed $58.5M of net new capital in Q1 2020, opening 1 new position and adding to 40 existing holdings. Its largest new stake was Schwab US TIPS ETF: 12,266 shares worth $353K.

By sector, the portfolio is most concentrated in Financials at 5.8% of assets, down from 8.2% a quarter earlier, followed by Real Estate and Industrials.

On the sell side, the most notable exit was iShares 3-7 Year Treasury Bond ETF, an estimated $20.9M sold.

  • Mount Lucas Management's largest Q1 2020 buy was Schwab US TIPS ETF: 12,266 shares worth $353K.
  • Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q1 2020, an estimated $279M increase.
  • Mount Lucas Management fully exited iShares 3-7 Year Treasury Bond ETF in Q1 2020, selling an estimated $20.9M.
  • Mount Lucas Management's ten largest holdings make up 83% of its $486M portfolio in Q1 2020.
  • Mount Lucas Management opened 1 new position and closed 50 in Q1 2020.
  • Mount Lucas Management's portfolio value fell 3.1% quarter-over-quarter to $486M.

Based on Mount Lucas Management's 13F filing for Q1 2020, filed 15 May 2020.