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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
(-5.5%)
Cap. Flow
-$40M
Cap. Flow
% of AUM
-7.16%
Top 10 Holdings %
Top 10 Hldgs %
35.96%
Holding
111
New
19
Increased
18
Reduced
67
Closed
7
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$12.2M |
| 2 |
iShares MSCI Japan ETF
EWJ
|
+$8.46M |
| 3 |
MetLife
MET
|
+$8.12M |
| 4 |
Prudential Financial
PRU
|
+$8.09M |
| 5 |
Lincoln National
LNC
|
+$7.95M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$14.5M |
| 2 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$13.6M |
| 3 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$12.8M |
| 4 |
AT&T
T
|
+$10.8M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $3.49M | 0.62% |
92,881
-4,223
| -4% | -$157K |
|
|
GREK
52
Global X MSCI Greece ETF
GREK
$300M
| $3.4M | 0.61% |
121,587
-49,276
| -29% | -$1.37M |
|
53
iShares MSCI Thailand ETF
THD
$369M
| $3.3M | 0.59% |
37,245
-15,108
| -29% | -$1.38M |
|
54
iShares MSCI Philippines ETF
EPHE
$132M
| $3.26M | 0.58% |
97,333
-36,065
| -27% | -$1.25M |
|
55
iShares MSCI Brazil ETF
EWZ
$9.28B
| $3.12M | 0.56% |
73,993
-39,036
| -35% | -$1.68M |
|
56
iShares Mortgage Real Estate ETF
REM
$539M
| $3.11M | 0.56% |
73,892
-68,322
| -48% | -$2.88M |
|
57
Procter & Gamble
PG
$336B
| $2.4M | 0.43% |
19,302
-1,456
| -7% | -$172K |
|
58
Healthpeak Properties
DOC
$15.1B
| $2.27M | 0.41% |
63,709
-4,448
| -7% | -$150K |
|
59
AvalonBay Communities
AVB
$26.5B
| $2.14M | 0.38% |
9,956
-744
| -7% | -$156K |
|
60
UDR
UDR
$12.3B
| $2.13M | 0.38% |
44,017
-3,244
| -7% | -$153K |
|
61
Paychex
PAYX
$41.6B
| $2.1M | 0.38% |
25,312
-1,891
| -7% | -$157K |
|
62
Realty Income
O
$59.6B
| $2.09M | 0.38% |
28,178
-1,967
| -7% | -$138K |
|
63
Merck
MRK
$322B
| $2.04M | 0.36% |
25,347
-1,908
| -7% | -$153K |
|
64
McDonald's
MCD
$192B
| $2.03M | 0.36% |
+9,442
| New | +$2.02M |
|
65
Hershey
HSY
$35.2B
| $2.02M | 0.36% |
+13,016
| New | +$1.97M |
|
66
iShares MSCI Indonesia ETF
EIDO
$480M
| $2.02M | 0.36% |
82,375
-102,368
| -55% | -$2.6M |
|
67
Cincinnati Financial
CINF
$27.3B
| $2.01M | 0.36% |
+17,207
| New | +$1.89M |
|
68
Mid-America Apartment Communities
MAA
$15.4B
| $2M | 0.36% |
+15,379
| New | +$1.91M |
|
69
Equity Residential
EQR
$24.9B
| $2M | 0.36% |
+23,143
| New | +$1.89M |
|
70
Mondelez International
MDLZ
$79.5B
| $1.99M | 0.36% |
+36,030
| New | +$1.97M |
|
71
Extra Space Storage
EXR
$31.3B
| $1.99M | 0.36% |
+17,021
| New | +$1.97M |
|
72
SBA Communications
SBAC
$19.2B
| $1.97M | 0.35% |
+8,155
| New | +$2.02M |
|
73
Crown Castle
CCI
$33.3B
| $1.96M | 0.35% |
+14,129
| New | +$1.95M |
|
74
Genuine Parts
GPC
$17.1B
| $1.8M | 0.32% |
18,055
-1,317
| -7% | -$126K |
|
75
iShares MSCI Sweden ETF
EWD
$546M
| $1.73M | 0.31% |
58,793
-15,939
| -21% | -$468K |
|
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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.