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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 | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $19.4M | 5.86% |
225,274
+50,779
| +29% | +$4.38M |
|
|
KFYP
2
CALL
DELISTED
KraneShares CICC China Leaders 100 Index ETF
KFYP
| $14.2M | 4.29% |
+300,000
| New | +$9.49M |
|
3
Morgan Stanley
MS
$331B
| $12M | 3.62% |
123,030
-8,683
| -7% | -$860K |
|
4
Allstate
ALL
$68B
| $9.24M | 2.79% |
72,599
-5,202
| -7% | -$687K |
|
5
Lennar Class A
LEN
$19.8B
| $8.28M | 2.5% |
91,304
-6,858
| -7% | -$679K |
|
6
D.R. Horton
DHI
$40B
| $7.77M | 2.35% |
92,508
-6,993
| -7% | -$644K |
|
7
Cigna
CI
$73.7B
| $7.51M | 2.27% |
37,541
-2,727
| -7% | -$593K |
|
8
Target
TGT
$65.6B
| $7.38M | 2.23% |
32,256
-2,401
| -7% | -$601K |
|
9
Whirlpool
WHR
$2.43B
| $7.38M | 2.23% |
36,180
-2,568
| -7% | -$563K |
|
10
Pultegroup
PHM
$24.1B
| $7.33M | 2.21% |
159,559
-12,294
| -7% | -$639K |
|
11
Best Buy
BBY
$18.2B
| $7.04M | 2.13% |
66,561
-4,746
| -7% | -$533K |
|
12
Invesco Senior Loan ETF
BKLN
$6.97B
| $5.63M | 1.7% |
254,846
-14,135
| -5% | -$312K |
|
|
13
iShares Preferred and Income Securities ETF
PFF
$13.3B
| $5.57M | 1.68% |
143,389
+66,252
| +86% | +$2.6M |
|
14
iShares Mortgage Real Estate ETF
REM
$539M
| $5.51M | 1.67% |
152,330
-11,394
| -7% | -$415K |
|
15
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
| $5.51M | 1.66% |
64,518
-6,434
| -9% | -$555K |
|
16
HCA Healthcare
HCA
$87.2B
| $5.04M | 1.52% |
20,755
-1,581
| -7% | -$387K |
|
17
eBay
EBAY
$50.6B
| $4.79M | 1.45% |
68,781
-5,188
| -7% | -$372K |
|
18
Goldman Sachs
GS
$300B
| $4.7M | 1.42% |
12,439
-903
| -7% | -$353K |
|
19
DaVita
DVA
$15.4B
| $4.54M | 1.37% |
39,080
-3,042
| -7% | -$381K |
|
20
The Mosaic Company
MOS
$7.03B
| $4.43M | 1.34% |
123,908
-9,305
| -7% | -$298K |
|
21
UnitedHealth
UNH
$376B
| $4.37M | 1.32% |
11,185
-832
| -7% | -$345K |
|
22
Kroger
KR
$35.4B
| $4.29M | 1.29% |
106,009
-7,720
| -7% | -$324K |
|
|
DISH
23
DELISTED
DISH Network Corp.
DISH
| $4.29M | 1.29% |
98,600
-7,647
| -7% | -$326K |
|
24
Aflac
AFL
$64.9B
| $4.14M | 1.25% |
79,371
-5,679
| -7% | -$310K |
|
25
Celanese
CE
$4.9B
| $4.03M | 1.22% |
26,723
-1,968
| -7% | -$303K |
|
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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.