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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 | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $149M | 30.98% |
1,717,618
-630,228
| -27% | -$54.5M |
|
|
2
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $15.7M | 3.27% |
492,348
-110,170
| -18% | -$3.42M |
|
|
3
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| $15.3M | 3.2% |
+199,127
| New | +$14.9M |
|
4
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| $15.2M | 3.16% |
236,742
-41,997
| -15% | -$2.65M |
|
|
5
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
| $15.1M | 3.16% |
206,104
-70,148
| -25% | -$4.96M |
|
6
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| $15.1M | 3.15% |
143,131
-23,863
| -14% | -$2.51M |
|
|
7
State Street Technology Select Sector SPDR ETF
XLK
$115B
| $14.6M | 3.05% |
250,398
-100,008
| -29% | -$5.65M |
|
|
8
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
| $14.5M | 3.03% |
244,498
-72,902
| -23% | -$4.32M |
|
9
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
| $10.6M | 2.21% |
214,797
+261
| +0.1% | +$12.5K |
|
10
Whirlpool
WHR
$2.43B
| $8.88M | 1.85% |
48,310
-3,269
| -6% | -$543K |
|
11
MGM Resorts International
MGM
$11.4B
| $7.58M | 1.58% |
348,481
-26,090
| -7% | -$517K |
|
12
Cardinal Health
CAH
$53.9B
| $7.52M | 1.57% |
160,263
-10,294
| -6% | -$528K |
|
13
Seagate
STX
$194B
| $6.98M | 1.46% |
141,697
-8,600
| -6% | -$404K |
|
14
Principal Financial Group
PFG
$24.3B
| $6.59M | 1.37% |
163,655
-10,056
| -6% | -$429K |
|
15
Alaska Air
ALK
$5.29B
| $6.16M | 1.28% |
168,193
-12,616
| -7% | -$473K |
|
16
MetLife
MET
$61.9B
| $5.96M | 1.24% |
160,343
-9,956
| -6% | -$378K |
|
17
Invesco
IVZ
$13.1B
| $5.95M | 1.24% |
521,738
-31,539
| -6% | -$334K |
|
18
American International
AIG
$41.7B
| $5.84M | 1.22% |
212,194
-13,598
| -6% | -$405K |
|
19
Synchrony
SYF
$24.7B
| $5.81M | 1.21% |
221,872
-14,448
| -6% | -$351K |
|
20
Kohl's
KSS
$2.17B
| $5.58M | 1.16% |
300,856
-22,555
| -7% | -$477K |
|
21
Unum
UNM
$13.6B
| $5.51M | 1.15% |
327,493
-19,088
| -6% | -$339K |
|
22
Prudential Financial
PRU
$42.4B
| $5.41M | 1.13% |
85,219
-4,949
| -5% | -$325K |
|
|
23
Invesco Senior Loan ETF
BKLN
$6.97B
| $5.04M | 1.05% |
231,851
+195,325
| +535% | +$4.24M |
|
24
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
| $4.93M | 1.03% |
71,530
-24,729
| -26% | -$1.64M |
|
25
Hewlett Packard
HPE
$63.4B
| $4.89M | 1.02% |
521,574
-35,186
| -6% | -$336K |
|
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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.