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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
+18.57%
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
$475M
AUM Growth
-$4.41M
(-0.92%)
Cap. Flow
-$41M
Cap. Flow
% of AUM
-8.63%
Top 10 Holdings %
Top 10 Hldgs %
24.99%
Holding
134
New
57
Increased
39
Reduced
18
Closed
20
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$12.1M |
| 2 |
State Street Real Estate Select Sector SPDR ETF
XLRE
|
+$9.36M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$8.97M |
| 4 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$8.49M |
| 5 |
iShares Mortgage Real Estate ETF
REM
|
+$5.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$131M |
| 2 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$7.85M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$7.85M |
| 4 |
Cardinal Health
CAH
|
+$7.52M |
| 5 |
Seagate
STX
|
+$6.98M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 9.23% |
| 2 | Consumer Discretionary | 9.11% |
| 3 | Healthcare | 7.66% |
| 4 | Consumer Staples | 3.6% |
| 5 | Industrials | 2.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Valero Energy
VLO
$90.1B
| $5.47M | 1.15% |
96,663
+2,040
| +2% | +$100K |
|
27
CVS Health
CVS
$133B
| $5.34M | 1.12% |
78,214
+900
| +1% | +$58.5K |
|
28
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $4.09M | 0.86% |
+44,681
| New | +$3.88M |
|
29
State Street SPDR S&P International Dividend ETF
DWX
$529M
| $4.07M | 0.86% |
+111,381
| New | +$3.92M |
|
30
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
| $4.05M | 0.85% |
87,465
+7,969
| +10% | +$357K |
|
31
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $4.03M | 0.85% |
34,744
+3,363
| +11% | +$381K |
|
32
Morgan Stanley
MS
$331B
| $4.03M | 0.85% |
+58,750
| New | +$3.37M |
|
33
Invesco S&P 500 BuyWrite ETF
PBP
$354M
| $4.02M | 0.85% |
+196,025
| New | +$3.89M |
|
34
DaVita
DVA
$15.4B
| $3.87M | 0.81% |
+32,965
| New | +$3.36M |
|
35
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
| $3.85M | 0.81% |
75,974
+6,706
| +10% | +$331K |
|
36
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $3.83M | 0.81% |
35,189
+3,185
| +10% | +$340K |
|
37
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
| $3.82M | 0.8% |
83,974
+7,646
| +10% | +$342K |
|
38
Cigna
CI
$73.7B
| $3.6M | 0.76% |
+17,300
| New | +$3.39M |
|
39
Allstate
ALL
$68B
| $3.53M | 0.74% |
+32,080
| New | +$3.15M |
|
40
iShares MSCI Netherlands ETF
EWN
$571M
| $3.39M | 0.71% |
81,973
-16,166
| -16% | -$616K |
|
41
iShares MSCI Switzerland ETF
EWL
$2.19B
| $3.34M | 0.7% |
74,780
-8,331
| -10% | -$354K |
|
42
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $3.33M | 0.7% |
+113,839
| New | +$3.14M |
|
43
iShares MSCI Germany ETF
EWG
$1.59B
| $3.31M | 0.7% |
104,014
-11,210
| -10% | -$337K |
|
44
iShares MSCI Italy ETF
EWI
$1.01B
| $3.31M | 0.7% |
+112,269
| New | +$3.02M |
|
45
iShares MSCI Sweden ETF
EWD
$546M
| $3.28M | 0.69% |
82,341
-14,836
| -15% | -$562K |
|
46
UnitedHealth
UNH
$376B
| $3.28M | 0.69% |
+9,341
| New | +$3.13M |
|
47
iShares MSCI France ETF
EWQ
$335M
| $3.27M | 0.69% |
98,347
+58,841
| +149% | +$1.82M |
|
48
iShares MSCI Spain ETF
EWP
$2.11B
| $3.26M | 0.69% |
+120,649
| New | +$3.01M |
|
49
Target
TGT
$65.6B
| $3.25M | 0.68% |
+18,400
| New | +$3.07M |
|
50
iShares MSCI Turkey ETF
TUR
$200M
| $3.18M | 0.67% |
+119,850
| New | +$2.61M |
|
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FDS
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Mount Lucas Management's Q4 2020 Portfolio in Review
As of Q4 2020, Mount Lucas Management held 134 positions worth $475M, down 0.92% from $480M the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Mount Lucas Management withdrew a net $41M in Q4 2020, closing 20 positions and reducing 18 holdings. Its most notable exit was Cardinal Health, an estimated $7.52M position sold in full.
By sector, the portfolio is most concentrated in Financials at 9.2% of assets, down from 9.6% a quarter earlier, followed by Consumer Discretionary and Healthcare.
Against the trend, Mount Lucas Management opened a new position in State Street Utilities Select Sector SPDR ETF worth $12M.
- Mount Lucas Management's largest Q4 2020 buy was State Street Utilities Select Sector SPDR ETF: 381,618 shares worth $12M.
- Mount Lucas Management added most to iShares Mortgage Real Estate ETF in Q4 2020, an estimated $5.5M increase.
- Mount Lucas Management's biggest Q4 2020 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $131M.
- Mount Lucas Management fully exited Cardinal Health in Q4 2020, selling an estimated $7.52M.
- Mount Lucas Management's ten largest holdings make up 25% of its $475M portfolio in Q4 2020.
- Mount Lucas Management opened 57 new positions and closed 20 in Q4 2020.
- Mount Lucas Management's portfolio value fell 0.92% quarter-over-quarter to $475M.
Based on Mount Lucas Management's 13F filing for Q4 2020, filed 16 Feb 2021.