We are live on
!
Find out more
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 | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $203M | 40.26% |
2,347,846
-1,168,438
| -33% | -$101M |
|
|
2
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $18.3M | 3.62% |
350,406
-201,708
| -37% | -$9.49M |
|
|
3
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $17.6M | 3.49% |
+276,252
| New | +$16.3M |
|
|
4
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
| $17.2M | 3.4% |
+317,400
| New | +$16.3M |
|
|
5
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $17M | 3.36% |
+602,518
| New | +$15.9M |
|
|
6
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $16.7M | 3.31% |
+166,994
| New | +$16.5M |
|
|
7
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $16.3M | 3.24% |
+278,739
| New | +$16.3M |
|
8
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
| $9.84M | 1.95% |
+214,536
| New | +$9.44M |
|
9
Cardinal Health
CAH
$53.9B
| $8.9M | 1.76% |
170,557
-5,817
| -3% | -$300K |
|
10
Seagate
STX
$194B
| $7.28M | 1.44% |
150,297
-3,362
| -2% | -$169K |
|
11
Principal Financial Group
PFG
$24.3B
| $7.22M | 1.43% |
+173,711
| New | +$6.34M |
|
12
American International
AIG
$41.7B
| $7.04M | 1.39% |
+225,792
| New | +$6.34M |
|
13
Kohl's
KSS
$2.17B
| $6.72M | 1.33% |
+323,411
| New | +$6.23M |
|
14
Whirlpool
WHR
$2.43B
| $6.68M | 1.32% |
51,579
-1,630
| -3% | -$187K |
|
15
Alaska Air
ALK
$5.29B
| $6.56M | 1.3% |
+180,809
| New | +$5.89M |
|
16
MGM Resorts International
MGM
$11.4B
| $6.29M | 1.25% |
+374,571
| New | +$6.05M |
|
17
MetLife
MET
$61.9B
| $6.22M | 1.23% |
170,299
-4,979
| -3% | -$173K |
|
18
Invesco
IVZ
$13.1B
| $5.95M | 1.18% |
+553,277
| New | +$4.96M |
|
19
Valero Energy
VLO
$92.9B
| $5.88M | 1.16% |
+99,975
| New | +$5.97M |
|
20
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
| $5.82M | 1.15% |
+96,259
| New | +$5.27M |
|
21
Unum
UNM
$13.6B
| $5.75M | 1.14% |
+346,581
| New | +$5.47M |
|
22
Phillips 66
PSX
$84.9B
| $5.5M | 1.09% |
76,521
-2,351
| -3% | -$166K |
|
23
Prudential Financial
PRU
$42.4B
| $5.49M | 1.09% |
90,168
-2,146
| -2% | -$126K |
|
24
Hewlett Packard
HPE
$63.4B
| $5.42M | 1.07% |
+556,760
| New | +$5.47M |
|
25
CVS Health
CVS
$133B
| $5.36M | 1.06% |
+82,472
| New | +$5.19M |
|
Similar funds
MCM
RP
PCM
MAM
FCMV
VW
FDS
S
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.