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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
LQD icon
76
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$938K 0.2%
6,965
-798
-10% -$109K
WIP icon
77
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$923K 0.19%
+17,019
New +$929K
1 2 3
4

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MAM
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FCMV
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FDS
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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.