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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
(-5%)
Cap. Flow
-$42.5M
Cap. Flow
% of AUM
-8.86%
Top 10 Holdings %
Top 10 Hldgs %
57.05%
Holding
77
New
12
Increased
7
Reduced
58
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$14.9M |
| 2 |
Invesco Senior Loan ETF
BKLN
|
+$4.24M |
| 3 |
iShares JPMorgan EM High Yield Bond ETF
EMHY
|
+$3.51M |
| 4 |
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
|
+$3.35M |
| 5 |
iShares Mortgage Real Estate ETF
REM
|
+$2.87M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$54.5M |
| 2 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$5.65M |
| 3 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$4.96M |
| 4 |
State Street Communication Services Select Sector SPDR ETF
XLC
|
+$4.32M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
51
American Tower
AMT
$80.8B
| $2M | 0.42% |
8,262
-582
| -7% | -$148K |
|
52
McDonald's
MCD
$192B
| $1.92M | 0.4% |
8,723
-614
| -7% | -$126K |
|
53
Mondelez International
MDLZ
$79.5B
| $1.91M | 0.4% |
33,194
-2,476
| -7% | -$138K |
|
54
Hershey
HSY
$35.2B
| $1.72M | 0.36% |
11,984
-844
| -7% | -$120K |
|
55
Extra Space Storage
EXR
$31.3B
| $1.7M | 0.35% |
15,885
-1,088
| -6% | -$112K |
|
56
Mid-America Apartment Communities
MAA
$15.4B
| $1.66M | 0.35% |
14,326
-959
| -6% | -$111K |
|
57
Amazon
AMZN
$2.92T
| $1.54M | 0.32% |
9,760
-820
| -8% | -$129K |
|
58
Charter Communications
CHTR
$17.3B
| $1.46M | 0.3% |
2,340
-186
| -7% | -$110K |
|
59
iShares MSCI Malaysia ETF
EWM
$310M
| $1.46M | 0.3% |
+55,683
| New | +$1.49M |
|
60
Dollar General
DG
$28B
| $1.36M | 0.28% |
6,491
-508
| -7% | -$99.9K |
|
61
Costco
COST
$422B
| $1.34M | 0.28% |
3,762
-291
| -7% | -$97.8K |
|
62
Clorox
CLX
$11.6B
| $1.28M | 0.27% |
6,076
-448
| -7% | -$99.8K |
|
63
Walmart Inc
WMT
$885B
| $1.25M | 0.26% |
26,694
-2,028
| -7% | -$90.2K |
|
64
Cincinnati Financial
CINF
$27.3B
| $1.24M | 0.26% |
15,956
-1,112
| -7% | -$86.1K |
|
65
Akamai
AKAM
$16.7B
| $1.23M | 0.26% |
11,124
-884
| -7% | -$98.1K |
|
66
Equity Residential
EQR
$24.9B
| $1.12M | 0.23% |
21,775
-1,375
| -6% | -$76.1K |
|
67
State Street SPDR S&P Regional Banking ETF
KRE
$4.5B
| $1.11M | 0.23% |
+31,250
| New | +$1.18M |
|
68
Campbell Soup
CPB
$6.55B
| $1.11M | 0.23% |
23,017
-1,674
| -7% | -$82.6K |
|
69
Eli Lilly
LLY
$1.02T
| $1.11M | 0.23% |
7,474
-554
| -7% | -$85.7K |
|
70
iShares MSCI France ETF
EWQ
$335M
| $1.1M | 0.23% |
+39,506
| New | +$1.14M |
|
|
CTXS
71
DELISTED
Citrix Systems Inc
CTXS
| $1.06M | 0.22% |
7,688
-598
| -7% | -$85.4K |
|
72
iShares National Muni Bond ETF
MUB
$45.1B
| $944K | 0.2% |
8,142
-743
| -8% | -$86.3K |
|
73
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
| $943K | 0.2% |
30,843
-2,889
| -9% | -$88.3K |
|
74
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
| $941K | 0.2% |
17,142
-1,701
| -9% | -$93.4K |
|
75
Schwab US TIPS ETF
SCHP
$16.3B
| $940K | 0.2% |
30,500
-3,958
| -11% | -$121K |
|
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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.