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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 | |
|---|---|---|---|---|---|---|
101
Fidelity National Financial
FNF
$13.9B
| $506K | 0.14% |
+10,086
| New | +$482K |
|
102
Canadian Natural Resources
CNQ
$99.4B
| $504K | 0.14% |
+24,381
| New | +$493K |
|
|
X
103
DELISTED
US Steel
X
| $502K | 0.14% |
+21,096
| New | +$497K |
|
104
Steel Dynamics
STLD
$36B
| $500K | 0.14% |
+8,053
| New | +$504K |
|
|
PXD
105
DELISTED
Pioneer Natural Resource Co.
PXD
| $491K | 0.14% |
+2,702
| New | +$497K |
|
|
SWN
106
DELISTED
Southwestern Energy Company
SWN
| $486K | 0.14% |
+104,196
| New | +$519K |
|
107
Diamondback Energy
FANG
$57.1B
| $484K | 0.14% |
+4,492
| New | +$487K |
|
108
Occidental Petroleum
OXY
$56.8B
| $474K | 0.14% |
+16,335
| New | +$513K |
|
109
Macy's
M
$6.53B
| $468K | 0.13% |
+17,875
| New | +$488K |
|
110
AutoNation
AN
$7.11B
| $449K | 0.13% |
+3,839
| New | +$462K |
|
111
iShares Russell 1000 Growth ETF
IWF
$121B
| $412K | 0.12% |
+5,388
| New | +$399K |
|
112
iShares Russell 1000 Value ETF
IWD
$82.2B
| $411K | 0.12% |
+2,450
| New | +$401K |
|
113
Albertsons Companies
ACI
$5.62B
| $403K | 0.12% |
+13,339
| New | +$423K |
|
114
Avis
CAR
$4.86B
| $378K | 0.11% |
+1,823
| New | +$404K |
|
115
Datadog
DDOG
$95.4B
| $258K | 0.07% |
+1,449
| New | +$246K |
|
|
HZNP
116
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| $257K | 0.07% |
+2,384
| New | +$260K |
|
117
Devon Energy
DVN
$52.1B
| $256K | 0.07% |
+5,808
| New | +$242K |
|
118
iShares MSCI Switzerland ETF
EWL
$2.19B
| $251K | 0.07% |
4,764
+2,365
| +99% | +$118K |
|
119
iShares MSCI Austria ETF
EWO
$178M
| $251K | 0.07% |
9,873
+5,053
| +105% | +$129K |
|
120
iShares MSCI France ETF
EWQ
$335M
| $251K | 0.07% |
6,462
+3,308
| +105% | +$128K |
|
121
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $251K | 0.07% |
7,582
+3,888
| +105% | +$128K |
|
122
BILL Holdings
BILL
$4.49B
| $250K | 0.07% |
+1,005
| New | +$284K |
|
123
Tesla
TSLA
$1.23T
| $247K | 0.07% |
+702
| New | +$235K |
|
124
Zscaler
ZS
$24.5B
| $244K | 0.07% |
+758
| New | +$239K |
|
125
Advanced Micro Devices
AMD
$776B
| $238K | 0.07% |
+1,653
| New | +$222K |
|
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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.