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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
+4.68%
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
$480M
AUM Growth
-$25.5M
Cap. Flow
-$42.5M
Cap. Flow %
-8.86%
Top 10 Hldgs %
57.05%
Holding
77
New
12
Increased
7
Reduced
58
Closed
–

Top Buys

Rank Stock Value
1
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$14.9M
2
BKLN icon
Invesco Senior Loan ETF
BKLN
+$4.24M
3
EMHY icon
iShares JPMorgan EM High Yield Bond ETF
EMHY
+$3.51M
4
SHYG icon
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
+$3.35M
5
REM icon
iShares Mortgage Real Estate ETF
REM
+$2.87M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$54.5M
2
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$5.65M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$4.96M
4
XLC icon
State Street Communication Services Select Sector SPDR ETF
XLC
+$4.32M
5
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$3.42M

Sector Composition

Rank Sector Weight
1 Financials 9.64%
2 Consumer Discretionary 5.31%
3 Industrials 3.07%
4 Technology 2.95%
5 Healthcare 2.74%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XRX icon
26
Xerox
XRX
$387M
$4.73M 0.99%
252,028
-14,136
-5% -$248K
CVS icon
27
CVS Health
CVS
$133B
$4.51M 0.94%
77,314
-5,158
-6% -$321K
VLO icon
28
Valero Energy
VLO
$90.1B
$4.1M 0.85%
94,623
-5,352
-5% -$280K
LNC icon
29
Lincoln National
LNC
$8.73B
$3.9M 0.81%
124,585
-7,875
-6% -$281K
DAL icon
30
Delta Air Lines
DAL
$57.5B
$3.81M 0.79%
124,634
-9,339
-7% -$269K
PSX icon
31
Phillips 66
PSX
$84.9B
$3.74M 0.78%
72,188
-4,333
-6% -$264K
EMB icon
32
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$3.48M 0.73%
31,381
+12,332
+65% +$1.38M
EMHY icon
33
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$3.47M 0.72%
+79,496
New +$3.51M
EWD icon
34
iShares MSCI Sweden ETF
EWD
$546M
$3.43M 0.72%
97,177
-1,197
-1% -$41.6K
EWN icon
35
iShares MSCI Netherlands ETF
EWN
$571M
$3.42M 0.71%
98,139
-8,709
-8% -$303K
EWL icon
36
iShares MSCI Switzerland ETF
EWL
$2.19B
$3.41M 0.71%
83,111
-2,769
-3% -$114K
EWG icon
37
iShares MSCI Germany ETF
EWG
$1.59B
$3.36M 0.7%
115,224
+12,196
+12% +$358K
SHYG icon
38
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$3.35M 0.7%
+76,328
New +$3.35M
JNK icon
39
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$3.34M 0.7%
32,004
+20,104
+169% +$2.1M
GHYG icon
40
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$3.33M 0.69%
69,268
+20,660
+43% +$996K
EWY icon
41
iShares MSCI South Korea ETF
EWY
$21.9B
$2.92M 0.61%
44,717
-2,108
-5% -$132K
EWT icon
42
iShares MSCI Taiwan ETF
EWT
$9.86B
$2.88M 0.6%
64,169
-10,385
-14% -$460K
INDA icon
43
iShares MSCI India ETF
INDA
$6.89B
$2.86M 0.6%
+84,514
New +$2.77M
REM icon
44
iShares Mortgage Real Estate ETF
REM
$539M
$2.85M 0.59%
+110,510
New +$2.87M
FXI icon
45
iShares China Large-Cap ETF
FXI
$4.37B
$2.69M 0.56%
64,155
+13,452
+27% +$578K
PFF icon
46
iShares Preferred and Income Securities ETF
PFF
$13.3B
$2.52M 0.53%
+69,193
New +$2.49M
SBAC icon
47
SBA Communications
SBAC
$19.2B
$2.36M 0.49%
7,397
-551
-7% -$168K
IPFF
48
DELISTED
iShares International Preferred Stock ETF
IPFF
$2.25M 0.47%
+159,903
New +$2.21M
CCI icon
49
Crown Castle
CCI
$33.3B
$2.18M 0.46%
13,114
-918
-7% -$151K
AAPL icon
50
PUT
Apple
AAPL
$4.54T
$2.08M 0.43%
+18,000
New +$1.96M
1
2
3 4

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Mount Lucas Management's Q3 2020 Portfolio in Review

As of Q3 2020, Mount Lucas Management held 77 positions worth $480M, down 5% from $505M the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Mount Lucas Management withdrew a net $42.5M in Q3 2020, reducing 58 holdings. Its largest reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $54.5M.

By sector, the portfolio is most concentrated in Financials at 9.6% of assets, down from 9.7% a quarter earlier, followed by Consumer Discretionary and Industrials.

Against the trend, Mount Lucas Management opened a new position in State Street Industrial Select Sector SPDR ETF worth $15.3M.

  • Mount Lucas Management's largest Q3 2020 buy was State Street Industrial Select Sector SPDR ETF: 199,127 shares worth $15.3M.
  • Mount Lucas Management added most to Invesco Senior Loan ETF in Q3 2020, an estimated $4.24M increase.
  • Mount Lucas Management's biggest Q3 2020 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $54.5M.
  • Mount Lucas Management's ten largest holdings make up 57% of its $480M portfolio in Q3 2020.
  • Mount Lucas Management opened 12 new positions and closed 0 in Q3 2020.
  • Mount Lucas Management's portfolio value fell 5% quarter-over-quarter to $480M.

Based on Mount Lucas Management's 13F filing for Q3 2020, filed 16 Nov 2020.