We are live on ! Find out more
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
EWJ icon
51
iShares MSCI Japan ETF
EWJ
$21.9B
– –
-200,792
Closed -$11.9M
EWL icon
52
iShares MSCI Switzerland ETF
EWL
$2.19B
– –
-101,038
Closed -$4.11M
EWN icon
53
iShares MSCI Netherlands ETF
EWN
$571M
– –
-121,068
Closed -$4.1M
EWO icon
54
iShares MSCI Austria ETF
EWO
$178M
– –
-106,875
Closed -$2.22M
EWP icon
55
iShares MSCI Spain ETF
EWP
$2.11B
– –
-112,149
Closed -$3.24M
EWQ icon
56
iShares MSCI France ETF
EWQ
$335M
– –
-124,144
Closed -$4.06M
EWT icon
57
iShares MSCI Taiwan ETF
EWT
$9.86B
– –
-85,445
Closed -$3.51M
EWU icon
58
iShares MSCI United Kingdom ETF
EWU
$4.14B
– –
-121,507
Closed -$4.14M
EWY icon
59
iShares MSCI South Korea ETF
EWY
$21.9B
– –
-13,726
Closed -$854K
EWW icon
60
iShares MSCI Mexico ETF
EWW
$1.92B
– –
-70,753
Closed -$3.19M
EWZ icon
61
iShares MSCI Brazil ETF
EWZ
$9.28B
– –
-79,531
Closed -$3.77M
FLOT icon
62
iShares Floating Rate Bond ETF
FLOT
$10.2B
– –
-25,263
Closed -$1.29M
FXI icon
63
iShares China Large-Cap ETF
FXI
$4.37B
– –
-19,603
Closed -$855K
GHYG icon
64
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
– –
-93,412
Closed -$4.66M
GREK
65
Global X MSCI Greece ETF
GREK
$300M
– –
-115,260
Closed -$3.5M
HYG icon
66
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-52,985
Closed -$4.66M
IEF icon
67
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
– –
-188,420
Closed -$20.8M
IEI icon
68
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-166,433
Closed -$20.9M
IGSB icon
69
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
– –
-24,008
Closed -$1.29M
LQD icon
70
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-10,098
Closed -$1.29M
PBP icon
71
Invesco S&P 500 BuyWrite ETF
PBP
$354M
– –
-227,830
Closed -$4.91M
PFF icon
72
iShares Preferred and Income Securities ETF
PFF
$13.3B
– –
-92,972
Closed -$3.5M
REM icon
73
iShares Mortgage Real Estate ETF
REM
$539M
– –
-159,555
Closed -$7.11M
SHYG icon
74
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
– –
-100,024
Closed -$4.64M
TIP icon
75
iShares TIPS Bond ETF
TIP
$14.5B
– –
-11,065
Closed -$1.29M
1 2
3
4

Similar funds

MCM
Moerus Capital Management New York $271M AUM 58.78% 1-Year Est. Return
RP
Ravenswood Partners Mclean, Virginia $271M AUM
PCM
Punch Card Management Winter Park, Florida $271M AUM 11.49% 1-Year Est. Return
MAM
Mullooly Asset Management Wall Township, New Jersey $271M AUM 16.93% 1-Year Est. Return
FCMV
Foresite Capital Management V Larkspur, California $271M AUM 309.87% 1-Year Est. Return
VW
Veridan Wealth West Linn, Oregon $270M AUM
FDS
First Dallas Securities Dallas, Texas $270M AUM 39.24% 1-Year Est. Return
S
Siemens Munich, Germany $272M AUM 183.71% 1-Year Est. Return

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.