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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
+11.88%
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
$505M
AUM Growth
+$19.1M
(+3.9%)
Cap. Flow
-$7.03M
Cap. Flow
% of AUM
-1.39%
Top 10 Holdings %
Top 10 Hldgs %
65.83%
Holding
81
New
40
Increased
1
Reduced
24
Closed
16
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$16.5M |
| 2 |
State Street Communication Services Select Sector SPDR ETF
XLC
|
+$16.3M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$16.3M |
| 4 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$16.3M |
| 5 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$15.9M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$101M |
| 2 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$21.8M |
| 3 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$9.49M |
| 4 |
Western Digital
WDC
|
+$7.19M |
| 5 |
WBA
Walgreens Boots Alliance
WBA
|
+$5.82M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 9.68% |
| 2 | Consumer Discretionary | 4.53% |
| 3 | Healthcare | 3.08% |
| 4 | Technology | 3.01% |
| 5 | Industrials | 2.85% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
Eli Lilly
LLY
$1.02T
| $1.32M | 0.26% |
8,028
-7,245
| -47% | -$1.11M |
|
52
Charter Communications
CHTR
$17.3B
| $1.29M | 0.26% |
+2,526
| New | +$1.28M |
|
53
Akamai
AKAM
$16.7B
| $1.29M | 0.25% |
+12,008
| New | +$1.21M |
|
54
Costco
COST
$422B
| $1.23M | 0.24% |
+4,053
| New | +$1.23M |
|
|
CTXS
55
DELISTED
Citrix Systems Inc
CTXS
| $1.23M | 0.24% |
+8,286
| New | +$1.19M |
|
56
Campbell Soup
CPB
$6.55B
| $1.23M | 0.24% |
+24,691
| New | +$1.23M |
|
57
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $1.2M | 0.24% |
+11,900
| New | +$1.19M |
|
58
Walmart Inc
WMT
$885B
| $1.15M | 0.23% |
+28,722
| New | +$1.18M |
|
59
Cincinnati Financial
CINF
$27.3B
| $1.09M | 0.22% |
17,068
-575
| -3% | -$38K |
|
60
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
| $1.04M | 0.21% |
+7,763
| New | +$1.01M |
|
61
Schwab US TIPS ETF
SCHP
$16.3B
| $1.03M | 0.2% |
34,458
+22,192
| +181% | +$657K |
|
62
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
| $1.03M | 0.2% |
+18,843
| New | +$1.02M |
|
63
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
| $1.03M | 0.2% |
+33,732
| New | +$1.02M |
|
64
iShares National Muni Bond ETF
MUB
$45.1B
| $1.02M | 0.2% |
8,885
-16,363
| -65% | -$1.86M |
|
65
Invesco Senior Loan ETF
BKLN
$6.97B
| $780K | 0.15% |
+36,526
| New | +$772K |
|
66
AvalonBay Communities
AVB
$26.5B
| – | – |
-9,892
| Closed | -$1.46M |
|
67
Citigroup
C
$222B
| – | – |
-127,524
| Closed | -$5.37M |
|
68
Chevron
CVX
$392B
| – | – |
-65,142
| Closed | -$4.72M |
|
69
Healthpeak Properties
DOC
$15.1B
| – | – |
-63,480
| Closed | -$1.51M |
|
70
General Motors
GM
$80.4B
| – | – |
-216,697
| Closed | -$4.5M |
|
71
Genuine Parts
GPC
$17.1B
| – | – |
-17,932
| Closed | -$1.21M |
|
72
Merck
MRK
$322B
| – | – |
-25,117
| Closed | -$1.84M |
|
73
Nucor
NUE
$58.6B
| – | – |
-138,072
| Closed | -$4.97M |
|
74
Realty Income
O
$59.6B
| – | – |
-28,037
| Closed | -$1.35M |
|
75
Paychex
PAYX
$41.6B
| – | – |
-25,080
| Closed | -$1.58M |
|
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Mount Lucas Management's Q2 2020 Portfolio in Review
As of Q2 2020, Mount Lucas Management held 81 positions worth $505M, up 3.9% from $486M the previous quarter. Its ten largest holdings account for 66% of the portfolio.
Mount Lucas Management's Q2 2020 filing shows 40 new, 1 increased, 24 reduced and 16 closed positions. Its largest new stake was State Street Health Care Select Sector SPDR ETF: 166,994 shares worth $16.7M. The largest sale was iShares 1-3 Year Treasury Bond ETF, an estimated $101M.
By sector, the portfolio is most concentrated in Financials at 9.7% of assets, up from 5.8% a quarter earlier, followed by Consumer Discretionary and Healthcare.
- Mount Lucas Management's largest Q2 2020 buy was State Street Health Care Select Sector SPDR ETF: 166,994 shares worth $16.7M.
- Mount Lucas Management added most to Schwab US TIPS ETF in Q2 2020, an estimated $657K increase.
- Mount Lucas Management's biggest Q2 2020 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $101M.
- Mount Lucas Management fully exited State Street Utilities Select Sector SPDR ETF in Q2 2020, selling an estimated $21.8M.
- Mount Lucas Management's ten largest holdings make up 66% of its $505M portfolio in Q2 2020.
- Mount Lucas Management opened 40 new positions and closed 16 in Q2 2020.
- Mount Lucas Management's portfolio value rose 3.9% quarter-over-quarter to $505M.
Based on Mount Lucas Management's 13F filing for Q2 2020, filed 14 Aug 2020.