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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
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$21M 4.18%
248,083
-133,335
-35% -$11.3M
IEI icon
2
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$20.9M 4.17%
166,433
-87,580
-34% -$11.1M
IEF icon
3
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$20.8M 4.14%
188,420
-96,213
-34% -$10.7M
XLU icon
4
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$16.1M 3.2%
497,586
-198
-0% -$6.29K
XRX icon
5
Xerox
XRX
$387M
$14.1M 2.82%
383,565
-127,762
-25% -$4.47M
XLK icon
6
State Street Technology Select Sector SPDR ETF
XLK
$115B
$13.2M 2.64%
288,478
-29,192
-9% -$1.25M
XLV icon
7
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$13.2M 2.62%
129,171
-9,400
-7% -$904K
SYF icon
8
Synchrony
SYF
$24.7B
$13.1M 2.61%
363,132
-125,325
-26% -$4.49M
XLY icon
9
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$13.1M 2.6%
208,382
-2,936
-1% -$179K
XLF icon
10
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$13M 2.6%
423,924
-46,203
-10% -$1.36M
XLB icon
11
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$13M 2.59%
423,590
-22,914
-5% -$677K
XLC icon
12
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$13M 2.59%
242,464
-12,380
-5% -$638K
XLP icon
13
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$12.9M 2.57%
205,099
-3,528
-2% -$217K
XLRE icon
14
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$12.9M 2.56%
332,609
+9,276
+3% +$359K
DAL icon
15
Delta Air Lines
DAL
$57.5B
$12.8M 2.56%
219,395
-75,477
-26% -$4.23M
XLI icon
16
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$12.6M 2.52%
155,000
-12,092
-7% -$965K
EWJ icon
17
iShares MSCI Japan ETF
EWJ
$21.9B
$11.9M 2.37%
200,792
+46,402
+30% +$2.73M
WDC icon
18
Western Digital
WDC
$188B
$8.1M 1.62%
168,930
-61,558
-27% -$2.57M
C icon
19
Citigroup
C
$222B
$7.54M 1.5%
94,330
-34,556
-27% -$2.55M
REM icon
20
iShares Mortgage Real Estate ETF
REM
$539M
$7.11M 1.42%
159,555
+85,663
+116% +$3.71M
BKLN icon
21
Invesco Senior Loan ETF
BKLN
$6.97B
$7M 1.39%
306,535
-559
-0.2% -$12.6K
CWB icon
22
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$6.97M 1.39%
125,580
-5,897
-4% -$317K
STX icon
23
Seagate
STX
$194B
$6.76M 1.35%
113,597
-35,470
-24% -$2.04M
MET icon
24
MetLife
MET
$61.9B
$6.59M 1.31%
129,292
-40,944
-24% -$1.98M
CAH icon
25
Cardinal Health
CAH
$53.9B
$6.58M 1.31%
130,002
-41,113
-24% -$2.12M
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.