Ownership history in Mount Lucas Management LP Β· 27 quarters on record
This page tracks every 13F SEC filing in which Mount Lucas Management LP reported a position in ISHARES MORTGAGE REAL ESTATE (REM). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β sourced directly from SEC EDGAR 13F filings.
π Mount Lucas Management LP underperformed the S&P 500 by β15.3% annually on this REM position. Timing score: 44% (11/25 decisions correct). Average cost basis: $21.78. Maximum drawdown during holding period: β36.4%.
β Significantly underperformed the S&P 500 by 15.3% ann.
8 quarters analyzed
β οΈ Poor timing β buys often preceded drops, trims preceded rallies.
11 of 25 add/trim decisions correct
Best entry: $17.86 (2023 Q3) Β· Worst: $25.48 (2019 Q4)
πͺ Held through 2 major drawdowns (>20%).
15 adds Β· 12 trims. Bought during 3 of 10 down-price quarters. π More buys than sells across the holding period.
π Mount Lucas Management LP has been actively increasing its REM allocation β a bullish signal from insiders.
Currently 1.19% of portfolio
β Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ 4 (annualised). Not investment advice.
As of 2025 Q4 β sorted by position size