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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
+9.05%
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
$350M
AUM Growth
+$18.9M
(+5.7%)
Cap. Flow
+$299K
Cap. Flow
% of AUM
0.09%
Top 10 Holdings %
Top 10 Hldgs %
29.69%
Holding
168
New
60
Increased
15
Reduced
53
Closed
39
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$24.6M |
| 2 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$5.16M |
| 3 |
Raymond James Financial
RJF
|
+$4.49M |
| 4 |
Nucor
NUE
|
+$4.32M |
| 5 |
Hewlett Packard
HPE
|
+$4.19M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Morgan Stanley
MS
|
+$7.16M |
| 2 |
State Street SPDR Bloomberg Convertible Securities ETF
CWB
|
+$5.51M |
| 3 |
Target
TGT
|
+$5.44M |
| 4 |
Lennar Class A
LEN
|
+$5.1M |
| 5 |
D.R. Horton
DHI
|
+$4.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.01% |
| 2 | Consumer Discretionary | 14.99% |
| 3 | Technology | 7.28% |
| 4 | Materials | 6.96% |
| 5 | Industrials | 5.11% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
LKQ Corp
LKQ
$5.72B
| $4.09M | 1.17% |
+68,092
| New | +$3.84M |
|
27
Principal Financial Group
PFG
$24.3B
| $4.08M | 1.17% |
+56,460
| New | +$3.94M |
|
28
MetLife
MET
$61.9B
| $4.05M | 1.16% |
+64,858
| New | +$4.07M |
|
|
DFS
29
DELISTED
Discover Financial Services
DFS
| $4.02M | 1.15% |
+34,818
| New | +$4.12M |
|
30
Hartford Financial Services
HIG
$38.9B
| $3.95M | 1.13% |
+57,270
| New | +$4.04M |
|
31
Allstate
ALL
$68B
| $3.89M | 1.11% |
33,031
-39,568
| -55% | -$4.68M |
|
32
Synchrony
SYF
$24.7B
| $3.84M | 1.1% |
+82,817
| New | +$3.98M |
|
33
Invesco S&P 500 BuyWrite ETF
PBP
$354M
| $3.82M | 1.09% |
165,304
-9,745
| -6% | -$231K |
|
34
Vanguard High Dividend Yield ETF
VYM
$80.9B
| $3.82M | 1.09% |
34,087
-4,045
| -11% | -$440K |
|
35
FedEx
FDX
$72.7B
| $3.81M | 1.09% |
14,718
-438
| -3% | -$105K |
|
36
Capital One
COF
$128B
| $3.81M | 1.09% |
+26,225
| New | +$4.05M |
|
37
Invesco
IVZ
$13.1B
| $3.77M | 1.08% |
+163,616
| New | +$3.98M |
|
38
Cigna
CI
$73.8B
| $3.75M | 1.07% |
16,313
-21,228
| -57% | -$4.51M |
|
39
BorgWarner
BWA
$13.1B
| $3.62M | 1.04% |
91,320
-2,649
| -3% | -$106K |
|
40
Best Buy
BBY
$18.2B
| $3.56M | 1.02% |
35,093
-31,468
| -47% | -$3.58M |
|
41
GE Aerospace
GE
$374B
| $3.54M | 1.01% |
60,170
-1,934
| -3% | -$121K |
|
42
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $3.42M | 0.98% |
95,666
-3,480
| -4% | -$117K |
|
43
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
| $3.4M | 0.97% |
31,308
-2,917
| -9% | -$316K |
|
44
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
| $3.4M | 0.97% |
75,036
-7,033
| -9% | -$319K |
|
45
Mid-America Apartment Communities
MAA
$15.4B
| $3.2M | 0.92% |
+13,961
| New | +$2.89M |
|
46
Public Storage
PSA
$60.5B
| $3.19M | 0.91% |
+8,513
| New | +$2.84M |
|
47
Extra Space Storage
EXR
$31.3B
| $3.17M | 0.91% |
+13,989
| New | +$2.77M |
|
48
Prologis
PLD
$135B
| $3.16M | 0.9% |
+18,769
| New | +$2.8M |
|
49
Accenture
ACN
$102B
| $3.15M | 0.9% |
+7,602
| New | +$2.77M |
|
|
DRE
50
DELISTED
Duke Realty Corp.
DRE
| $3.14M | 0.9% |
+47,885
| New | +$2.77M |
|
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Mount Lucas Management's Q4 2021 Portfolio in Review
As of Q4 2021, Mount Lucas Management held 168 positions worth $350M, up 5.7% from $331M the previous quarter. Its ten largest holdings account for 30% of the portfolio.
Mount Lucas Management's Q4 2021 filing shows 60 new, 15 increased, 53 reduced and 39 closed positions. Its largest new stake was Raymond James Financial: 45,421 shares worth $4.56M. The largest sale was Morgan Stanley, an estimated $7.16M.
By sector, the portfolio is most concentrated in Financials at 18% of assets, up from 11% a quarter earlier, followed by Consumer Discretionary and Technology.
- Mount Lucas Management's largest Q4 2021 buy was Raymond James Financial: 45,421 shares worth $4.56M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2021, an estimated $24.6M increase.
- Mount Lucas Management's biggest Q4 2021 reduction was Morgan Stanley, cutting an estimated $7.16M.
- Mount Lucas Management fully exited State Street SPDR Bloomberg Convertible Securities ETF in Q4 2021, selling an estimated $5.51M.
- Mount Lucas Management's ten largest holdings make up 30% of its $350M portfolio in Q4 2021.
- Mount Lucas Management opened 60 new positions and closed 39 in Q4 2021.
- Mount Lucas Management's portfolio value rose 5.7% quarter-over-quarter to $350M.
Based on Mount Lucas Management's 13F filing for Q4 2021, filed 14 Feb 2022.