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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
Cap. Flow
-$12.1M
Cap. Flow %
-3.66%
Top 10 Hldgs %
30.35%
Holding
115
New
4
Increased
3
Reduced
100
Closed
7

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$4.38M
2
PFF icon
iShares Preferred and Income Securities ETF
PFF
+$2.6M
3
VSXY
Victoria's Secret
VSXY
+$1.26M
4
LQD icon
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
+$571K
5
IEF icon
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
BBWI icon
Bath & Body Works
BBWI
+$1.31M
3
EMB icon
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
+$1.09M
4
EWZ icon
iShares MSCI Brazil ETF
EWZ
+$932K
5
EWY icon
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
XLK icon
76
State Street Technology Select Sector SPDR ETF
XLK
$115B
$1.12M 0.34%
15,052
-3,794
-20% -$293K
XLI icon
77
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
$1.12M 0.34%
11,456
-931
-8% -$95.6K
XLC icon
78
State Street Communication Services Select Sector SPDR ETF
XLC
$22.3B
$1.12M 0.34%
13,965
-2,586
-16% -$214K
XLRE icon
79
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$1.12M 0.34%
25,161
-4,939
-16% -$230K
XLB icon
80
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
$1.11M 0.33%
27,996
-1,848
-6% -$76.8K
FLRN icon
81
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
$1.07M 0.32%
34,980
-2,167
-6% -$66.4K
IGSB icon
82
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23B
$1.07M 0.32%
19,563
-1,200
-6% -$65.7K
MUB icon
83
iShares National Muni Bond ETF
MUB
$45.1B
$1.06M 0.32%
9,156
-590
-6% -$69.2K
SCHP icon
84
Schwab US TIPS ETF
SCHP
$16.3B
$1.06M 0.32%
33,970
-2,676
-7% -$84.4K
LQD icon
85
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$1.05M 0.32%
7,931
+4,228
+114% +$571K
PDBC icon
86
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.38B
$883K 0.27%
41,943
-4,866
-10% -$97.5K
INDA icon
87
iShares MSCI India ETF
INDA
$6.89B
$821K 0.25%
16,852
-3,091
-15% -$144K
EWT icon
88
iShares MSCI Taiwan ETF
EWT
$9.86B
$782K 0.24%
12,608
-1,543
-11% -$98.4K
EPOL icon
89
iShares MSCI Poland ETF
EPOL
$700M
$777K 0.23%
35,454
-3,789
-10% -$83.7K
EWW icon
90
iShares MSCI Mexico ETF
EWW
$1.92B
$773K 0.23%
16,024
-2,442
-13% -$120K
RSX
91
DELISTED
VanEck Russia ETF
RSX
$765K 0.23%
25,238
-3,122
-11% -$91.2K
GREK
92
Global X MSCI Greece ETF
GREK
$300M
$761K 0.23%
28,164
-3,018
-10% -$84K
WIP icon
93
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$732K 0.22%
13,454
-6,401
-32% -$362K
EZA icon
94
iShares MSCI South Africa ETF
EZA
$547M
$705K 0.21%
14,993
-1,629
-10% -$77.7K
EPHE icon
95
iShares MSCI Philippines ETF
EPHE
$132M
$579K 0.17%
19,460
-9,200
-32% -$272K
THD icon
96
iShares MSCI Thailand ETF
THD
$369M
$549K 0.17%
7,356
-3,663
-33% -$276K
BBJP icon
97
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
$375K 0.11%
6,384
-404
-6% -$23.4K
IEF icon
98
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$307K 0.09%
+2,663
New +$311K
EWO icon
99
iShares MSCI Austria ETF
EWO
$178M
$120K 0.04%
4,820
-343
-7% -$8.49K
EWU icon
100
iShares MSCI United Kingdom ETF
EWU
$4.14B
$119K 0.04%
3,694
-190
-5% -$6.24K
1 2 3
4
5

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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.