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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 | |
|---|---|---|---|---|---|---|
51
Progressive
PGR
$123B
| $3.07M | 0.65% |
+31,048
| New | +$2.94M |
|
52
iShares MSCI South Korea ETF
EWY
$21.9B
| $3.03M | 0.64% |
35,168
-9,549
| -21% | -$707K |
|
53
iShares MSCI Chile ETF
ECH
$1.01B
| $3.01M | 0.63% |
+99,646
| New | +$2.66M |
|
54
Lennar Class A
LEN
$19.8B
| $3.01M | 0.63% |
+40,785
| New | +$3.05M |
|
55
iShares MSCI Brazil ETF
EWZ
$9.28B
| $2.98M | 0.63% |
+80,373
| New | +$2.59M |
|
56
Pultegroup
PHM
$24.1B
| $2.95M | 0.62% |
+68,463
| New | +$3.03M |
|
|
GREK
57
Global X MSCI Greece ETF
GREK
$300M
| $2.95M | 0.62% |
+115,702
| New | +$2.55M |
|
58
iShares MSCI India ETF
INDA
$6.89B
| $2.94M | 0.62% |
73,165
-11,349
| -13% | -$415K |
|
59
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
| $2.93M | 0.62% |
+53,908
| New | +$2.78M |
|
60
Humana
HUM
$43.7B
| $2.93M | 0.62% |
+7,134
| New | +$2.97M |
|
61
iShares MSCI Taiwan ETF
EWT
$9.86B
| $2.92M | 0.61% |
54,951
-9,218
| -14% | -$450K |
|
62
Centene
CNC
$30.7B
| $2.91M | 0.61% |
+48,470
| New | +$3.08M |
|
63
iShares MSCI Poland ETF
EPOL
$700M
| $2.91M | 0.61% |
+152,811
| New | +$2.64M |
|
64
Conagra Brands
CAG
$6.94B
| $2.9M | 0.61% |
+80,101
| New | +$2.91M |
|
65
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $2.9M | 0.61% |
75,295
+6,102
| +9% | +$228K |
|
66
iShares MSCI Indonesia ETF
EIDO
$480M
| $2.89M | 0.61% |
+123,486
| New | +$2.59M |
|
67
eBay
EBAY
$50.6B
| $2.89M | 0.61% |
+57,540
| New | +$2.94M |
|
68
Masco
MAS
$14.1B
| $2.88M | 0.61% |
+52,376
| New | +$2.88M |
|
69
D.R. Horton
DHI
$40B
| $2.87M | 0.6% |
+41,665
| New | +$3.04M |
|
70
iShares MSCI Mexico ETF
EWW
$1.92B
| $2.86M | 0.6% |
+66,496
| New | +$2.58M |
|
71
Vanguard Real Estate ETF
VNQ
$39.2B
| $2.86M | 0.6% |
+33,660
| New | +$2.79M |
|
72
iShares MSCI South Africa ETF
EZA
$547M
| $2.85M | 0.6% |
+64,905
| New | +$2.68M |
|
73
iShares MSCI Philippines ETF
EPHE
$132M
| $2.84M | 0.6% |
+86,837
| New | +$2.64M |
|
74
Newmont
NEM
$98.7B
| $2.82M | 0.59% |
+47,139
| New | +$2.9M |
|
75
Kroger
KR
$35.4B
| $2.8M | 0.59% |
+88,105
| New | +$2.86M |
|
Similar funds
MCM
RP
PCM
MAM
FCMV
VW
FDS
S
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.