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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
Cap. Flow
-$41M
Cap. Flow %
-8.63%
Top 10 Hldgs %
24.99%
Holding
134
New
57
Increased
39
Reduced
18
Closed
20

Top Buys

Rank Stock Value
1
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$12.1M
2
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$9.36M
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$8.97M
4
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$8.49M
5
REM icon
iShares Mortgage Real Estate ETF
REM
+$5.5M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$131M
2
XLB icon
State Street Materials Select Sector SPDR ETF
XLB
+$7.85M
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$7.85M
4
CAH icon
Cardinal Health
CAH
+$7.52M
5
STX icon
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
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$17.5M 3.67%
202,068
-1,515,550
-88% -$131M
XLB icon
2
CALL
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$17.1M 3.59%
+900,000
New +$30.8M
KSS icon
3
Kohl's
KSS
$2.17B
$12.3M 2.58%
301,813
+957
+0.3% +$27.8K
XLU icon
4
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$12M 2.52%
+381,618
New +$12.1M
MGM icon
5
MGM Resorts International
MGM
$11.4B
$11M 2.32%
349,652
+1,171
+0.3% +$30.1K
BBJP icon
6
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
$10.1M 2.12%
179,540
-35,257
-16% -$1.85M
XLF icon
7
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$9.88M 2.08%
+335,148
New +$8.97M
XLK icon
8
State Street Technology Select Sector SPDR ETF
XLK
$115B
$9.81M 2.06%
150,838
-99,560
-40% -$6.06M
XLV icon
9
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$9.65M 2.03%
85,030
-58,101
-41% -$6.34M
XLC icon
10
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$9.6M 2.02%
142,284
-102,214
-42% -$6.5M
REM icon
11
iShares Mortgage Real Estate ETF
REM
$539M
$9.59M 2.02%
300,929
+190,419
+172% +$5.5M
XLB icon
12
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$9.52M 2%
263,140
-229,208
-47% -$7.85M
XLY icon
13
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
$9.52M 2%
118,374
-87,730
-43% -$6.76M
XLP icon
14
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$9.45M 1.99%
140,108
-96,634
-41% -$6.39M
XLRE icon
15
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$9.44M 1.99%
+258,124
New +$9.36M
XLI icon
16
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$9.39M 1.98%
106,002
-93,125
-47% -$7.85M
XLE icon
17
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$9.34M 1.96%
+492,590
New +$8.49M
IVZ icon
18
Invesco
IVZ
$13.1B
$9.22M 1.94%
528,961
+7,223
+1% +$111K
ALK icon
19
Alaska Air
ALK
$5.29B
$8.78M 1.85%
168,763
+570
+0.3% +$25.6K
PFG icon
20
Principal Financial Group
PFG
$24.3B
$8.24M 1.73%
166,038
+2,383
+1% +$109K
AIG icon
21
American International
AIG
$41.7B
$8.13M 1.71%
214,839
+2,645
+1% +$93.2K
UNM icon
22
Unum
UNM
$13.6B
$7.67M 1.61%
334,368
+6,875
+2% +$142K
HPE icon
23
Hewlett Packard
HPE
$63.4B
$6.3M 1.32%
531,349
+9,775
+2% +$103K
CWB icon
24
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$6.05M 1.27%
73,105
+1,575
+2% +$119K
BKLN icon
25
Invesco Senior Loan ETF
BKLN
$6.97B
$5.74M 1.21%
257,631
+25,780
+11% +$566K
1
2 3 4 5

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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.