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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
-1.6%
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
$331M
AUM Growth
-$45.1M
(-12%)
Cap. Flow
-$12.1M
Cap. Flow
% of AUM
-3.66%
Top 10 Holdings %
Top 10 Hldgs %
30.35%
Holding
115
New
4
Increased
3
Reduced
100
Closed
7
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$4.38M |
| 2 |
iShares Preferred and Income Securities ETF
PFF
|
+$2.6M |
| 3 |
VSXY
Victoria's Secret
VSXY
|
+$1.26M |
| 4 |
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
|
+$571K |
| 5 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$311K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
IPFF
iShares International Preferred Stock ETF
IPFF
|
+$2.88M |
| 2 |
Bath & Body Works
BBWI
|
+$1.31M |
| 3 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$1.09M |
| 4 |
iShares MSCI Brazil ETF
EWZ
|
+$932K |
| 5 |
iShares MSCI South Korea ETF
EWY
|
+$893K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 18.38% |
| 2 | Healthcare | 14.69% |
| 3 | Financials | 10.82% |
| 4 | Industrials | 5.94% |
| 5 | Consumer Staples | 5.71% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Invesco S&P 500 BuyWrite ETF
PBP
$354M
| $4.02M | 1.22% |
175,049
-21,152
| -11% | -$486K |
|
27
Quest Diagnostics
DGX
$25.7B
| $4.01M | 1.21% |
27,621
-2,017
| -7% | -$295K |
|
28
GE Aerospace
GE
$374B
| $3.99M | 1.2% |
62,104
-4,782
| -7% | -$307K |
|
29
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
| $3.96M | 1.2% |
89,333
-5,810
| -6% | -$263K |
|
30
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $3.94M | 1.19% |
38,132
-2,482
| -6% | -$262K |
|
|
31
Bath & Body Works
BBWI
$4.06B
| $3.93M | 1.19% |
62,418
-20,609
| -25% | -$1.31M |
|
32
State Street SPDR S&P International Dividend ETF
DWX
$529M
| $3.88M | 1.17% |
102,049
-5,274
| -5% | -$210K |
|
33
General Motors
GM
$80.4B
| $3.84M | 1.16% |
72,785
-5,676
| -7% | -$302K |
|
34
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
| $3.75M | 1.13% |
82,069
-4,736
| -5% | -$217K |
|
35
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $3.74M | 1.13% |
34,225
-2,327
| -6% | -$255K |
|
36
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
| $3.72M | 1.13% |
74,405
-4,012
| -5% | -$202K |
|
37
Centene
CNC
$30.7B
| $3.58M | 1.08% |
57,437
-4,479
| -7% | -$299K |
|
38
BorgWarner
BWA
$13.1B
| $3.57M | 1.08% |
93,969
-6,951
| -7% | -$276K |
|
39
Progressive
PGR
$123B
| $3.49M | 1.06% |
38,636
-2,963
| -7% | -$282K |
|
40
Masco
MAS
$14.1B
| $3.48M | 1.05% |
62,741
-4,598
| -7% | -$273K |
|
41
HP
HPQ
$24.9B
| $3.37M | 1.02% |
123,220
-8,676
| -7% | -$249K |
|
42
FedEx
FDX
$72.7B
| $3.32M | 1% |
15,156
-1,134
| -7% | -$308K |
|
43
Humana
HUM
$43.7B
| $3.3M | 1% |
8,486
-650
| -7% | -$276K |
|
44
Conagra Brands
CAG
$6.94B
| $3.29M | 1% |
97,282
-6,625
| -6% | -$224K |
|
|
45
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $3.21M | 0.97% |
29,192
-9,701
| -25% | -$1.09M |
|
46
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $3.17M | 0.96% |
99,146
-10,606
| -10% | -$354K |
|
47
Newmont
NEM
$98.7B
| $3.12M | 0.94% |
57,360
-3,896
| -6% | -$230K |
|
48
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
| $2.7M | 0.82% |
47,950
-2,758
| -5% | -$162K |
|
49
Vanguard Real Estate ETF
VNQ
$39.2B
| $2.65M | 0.8% |
26,069
-4,018
| -13% | -$426K |
|
50
Agilent Technologies
A
$39.1B
| $2.6M | 0.78% |
16,492
-1,262
| -7% | -$204K |
|
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Mount Lucas Management's Q3 2021 Portfolio in Review
As of Q3 2021, Mount Lucas Management held 115 positions worth $331M, down 12% from $376M the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Mount Lucas Management withdrew a net $12.1M in Q3 2021, closing 7 positions and reducing 100 holdings. Its most notable exit was iShares International Preferred Stock ETF, an estimated $2.88M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 18% of assets, up from 18% a quarter earlier, followed by Healthcare and Financials.
Against the trend, Mount Lucas Management opened a new position in Victoria's Secret worth $1.15M.
- Mount Lucas Management's largest Q3 2021 buy was Victoria's Secret: 20,758 shares worth $1.15M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q3 2021, an estimated $4.38M increase.
- Mount Lucas Management's biggest Q3 2021 reduction was Bath & Body Works, cutting an estimated $1.31M.
- Mount Lucas Management fully exited iShares International Preferred Stock ETF in Q3 2021, selling an estimated $2.88M.
- Mount Lucas Management's ten largest holdings make up 30% of its $331M portfolio in Q3 2021.
- Mount Lucas Management opened 4 new positions and closed 7 in Q3 2021.
- Mount Lucas Management's portfolio value fell 12% quarter-over-quarter to $331M.
Based on Mount Lucas Management's 13F filing for Q3 2021, filed 15 Nov 2021.