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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
TUR icon
76
iShares MSCI Turkey ETF
TUR
$200M
– –
-128,438
Closed -$3.48M
VGK icon
77
Vanguard FTSE Europe ETF
VGK
$30.7B
– –
-31,226
Closed -$1.83M
VNQ icon
78
Vanguard Real Estate ETF
VNQ
$39.2B
– –
-36,847
Closed -$3.42M
VNQI icon
79
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
– –
-60,308
Closed -$3.56M
VYM icon
80
Vanguard High Dividend Yield ETF
VYM
$80.9B
– –
-53,657
Closed -$5.03M
WIP icon
81
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
– –
-23,861
Closed -$1.31M
XLB icon
82
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-423,590
Closed -$13M
XLC icon
83
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
– –
-242,464
Closed -$13M
XLF icon
84
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
– –
-423,924
Closed -$13M
XLI icon
85
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
– –
-155,000
Closed -$12.6M
XLP icon
86
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
– –
-205,099
Closed -$12.9M
XLRE icon
87
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
– –
-332,609
Closed -$12.9M
XLV icon
88
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
– –
-129,171
Closed -$13.2M
XLY icon
89
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
– –
-208,382
Closed -$13.1M
RSX
90
DELISTED
VanEck Russia ETF
RSX
– –
-32,625
Closed -$815K
IPFF
91
DELISTED
iShares International Preferred Stock ETF
IPFF
– –
-77,780
Closed -$1.2M
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.