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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
VNQI icon
51
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
$3.56M 0.71%
60,308
+164
+0.3% +$9.85K
EWT icon
52
iShares MSCI Taiwan ETF
EWT
$9.86B
$3.51M 0.7%
85,445
-10,604
-11% -$418K
GREK
53
Global X MSCI Greece ETF
GREK
$300M
$3.5M 0.7%
115,260
-6,327
-5% -$184K
PFF icon
54
iShares Preferred and Income Securities ETF
PFF
$13.3B
$3.5M 0.7%
92,972
+91
+0.1% +$3.4K
TUR icon
55
iShares MSCI Turkey ETF
TUR
$200M
$3.48M 0.69%
128,438
-10,482
-8% -$271K
VNQ icon
56
Vanguard Real Estate ETF
VNQ
$39.2B
$3.42M 0.68%
36,847
-942
-2% -$87.2K
AMT icon
57
American Tower
AMT
$80.8B
$3.29M 0.66%
14,319
-4,938
-26% -$1.08M
EWP icon
58
iShares MSCI Spain ETF
EWP
$2.11B
$3.24M 0.65%
+112,149
New +$3.19M
EWW icon
59
iShares MSCI Mexico ETF
EWW
$1.92B
$3.19M 0.63%
+70,753
New +$3.14M
EWO icon
60
iShares MSCI Austria ETF
EWO
$178M
$2.22M 0.44%
+106,875
New +$2.17M
VGK icon
61
Vanguard FTSE Europe ETF
VGK
$30.7B
$1.83M 0.36%
+31,226
New +$1.75M
PG icon
62
Procter & Gamble
PG
$336B
$1.77M 0.35%
14,141
-5,161
-27% -$631K
DOC icon
63
Healthpeak Properties
DOC
$15.1B
$1.61M 0.32%
46,849
-16,860
-26% -$590K
MRK icon
64
Merck
MRK
$322B
$1.61M 0.32%
18,579
-6,768
-27% -$556K
PAYX icon
65
Paychex
PAYX
$41.6B
$1.58M 0.31%
18,565
-6,747
-27% -$569K
MAA icon
66
Mid-America Apartment Communities
MAA
$15.4B
$1.54M 0.31%
11,693
-3,686
-24% -$493K
AVB icon
67
AvalonBay Communities
AVB
$26.5B
$1.53M 0.3%
7,298
-2,658
-27% -$569K
CCI icon
68
Crown Castle
CCI
$33.3B
$1.53M 0.3%
10,756
-3,373
-24% -$460K
MDLZ icon
69
Mondelez International
MDLZ
$79.5B
$1.51M 0.3%
27,419
-8,611
-24% -$461K
UDR icon
70
UDR
UDR
$12.3B
$1.51M 0.3%
32,273
-11,744
-27% -$564K
LLY icon
71
Eli Lilly
LLY
$1.02T
$1.49M 0.3%
11,320
-4,141
-27% -$480K
SBAC icon
72
SBA Communications
SBAC
$19.2B
$1.49M 0.3%
6,161
-1,994
-24% -$473K
O icon
73
Realty Income
O
$59.6B
$1.48M 0.29%
20,677
-7,501
-27% -$559K
EPI icon
74
WisdomTree India Earnings Fund ETF
EPI
$2.06B
$1.47M 0.29%
+58,872
New +$1.43M
HSY icon
75
Hershey
HSY
$35.2B
$1.45M 0.29%
9,869
-3,147
-24% -$467K
1 2
3
4 5

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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.