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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
+2.2%
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
$343M
AUM Growth
-$6.61M
(-1.9%)
Cap. Flow
-$768K
Cap. Flow
% of AUM
-0.22%
Top 10 Holdings %
Top 10 Hldgs %
41.75%
Holding
139
New
10
Increased
40
Reduced
61
Closed
28
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$25.2M |
| 2 |
iShares MSCI EAFE Value ETF
EFV
|
+$10.5M |
| 3 |
Invesco S&P 500 Pure Value ETF
RPV
|
+$10.1M |
| 4 |
JPMorgan BetaBuilders Japan ETF
BBJP
|
+$9.24M |
| 5 |
JPMorgan BetaBuilders Europe ETF
BBEU
|
+$6.57M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$5.47M |
| 2 |
Invesco Senior Loan ETF
BKLN
|
+$5.04M |
| 3 |
iShares Preferred and Income Securities ETF
PFF
|
+$5.04M |
| 4 |
State Street SPDR Bloomberg High Yield Bond ETF
JNK
|
+$3.4M |
| 5 |
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
|
+$3.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 16.64% |
| 2 | Consumer Discretionary | 10.49% |
| 3 | Materials | 8.59% |
| 4 | Technology | 6.6% |
| 5 | Real Estate | 4.36% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
Goldman Sachs
GS
$300B
| $3.66M | 1.07% |
11,090
-1,057
| -9% | -$373K |
|
27
Cigna
CI
$73.8B
| $3.58M | 1.04% |
14,924
-1,389
| -9% | -$325K |
|
|
DFS
28
DELISTED
Discover Financial Services
DFS
| $3.42M | 1% |
31,026
-3,792
| -11% | -$446K |
|
29
Celanese
CE
$4.9B
| $3.4M | 0.99% |
23,772
-2,289
| -9% | -$350K |
|
30
Invesco
IVZ
$13.1B
| $3.39M | 0.99% |
146,814
-16,802
| -10% | -$373K |
|
31
Public Storage
PSA
$60.5B
| $3.33M | 0.97% |
8,528
+15
| +0.2% | +$5.44K |
|
32
GE Aerospace
GE
$374B
| $3.13M | 0.91% |
54,843
-5,327
| -9% | -$318K |
|
33
FedEx
FDX
$72.7B
| $3.11M | 0.91% |
13,444
-1,274
| -9% | -$299K |
|
34
Capital One
COF
$128B
| $3.07M | 0.89% |
23,366
-2,859
| -11% | -$417K |
|
35
Prologis
PLD
$135B
| $3.03M | 0.88% |
18,786
+17
| +0.1% | +$2.59K |
|
36
Lennar Class A
LEN
$19.8B
| $2.97M | 0.86% |
37,775
-3,682
| -9% | -$332K |
|
37
Best Buy
BBY
$18.2B
| $2.93M | 0.85% |
32,222
-2,871
| -8% | -$284K |
|
38
Mid-America Apartment Communities
MAA
$15.4B
| $2.93M | 0.85% |
13,978
+17
| +0.1% | +$3.56K |
|
39
Pultegroup
PHM
$24.1B
| $2.9M | 0.85% |
69,237
-6,780
| -9% | -$336K |
|
40
Extra Space Storage
EXR
$31.3B
| $2.89M | 0.84% |
14,039
+50
| +0.4% | +$9.94K |
|
41
BorgWarner
BWA
$13.1B
| $2.86M | 0.83% |
83,531
-7,789
| -9% | -$291K |
|
|
MRSH
42
Marsh
MRSH
$90.5B
| $2.83M | 0.82% |
16,592
+4
| +0% | +$631 |
|
43
D.R. Horton
DHI
$40B
| $2.83M | 0.82% |
37,925
-3,723
| -9% | -$323K |
|
44
General Motors
GM
$80.4B
| $2.81M | 0.82% |
64,179
-6,491
| -9% | -$324K |
|
|
DRE
45
DELISTED
Duke Realty Corp.
DRE
| $2.79M | 0.81% |
47,980
+95
| +0.2% | +$5.38K |
|
46
LKQ Corp
LKQ
$5.72B
| $2.76M | 0.8% |
60,760
-7,332
| -11% | -$375K |
|
|
DISH
47
DELISTED
DISH Network Corp.
DISH
| $2.75M | 0.8% |
86,911
-8,533
| -9% | -$270K |
|
48
Motorola Solutions
MSI
$72.3B
| $2.7M | 0.79% |
11,136
-7
| -0.1% | -$1.63K |
|
49
Invesco S&P 500 BuyWrite ETF
PBP
$354M
| $2.62M | 0.76% |
112,482
-52,822
| -32% | -$1.19M |
|
50
Synchrony
SYF
$24.7B
| $2.57M | 0.75% |
73,885
-8,932
| -11% | -$374K |
|
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Mount Lucas Management's Q1 2022 Portfolio in Review
As of Q1 2022, Mount Lucas Management held 139 positions worth $343M, down 1.9% from $350M the previous quarter. Its ten largest holdings account for 42% of the portfolio.
Mount Lucas Management's Q1 2022 filing shows 10 new, 40 increased, 61 reduced and 28 closed positions. Its largest new stake was iShares MSCI EAFE Value ETF: 206,458 shares worth $10.4M. The largest sale was iShares 7-10 Year Treasury Bond ETF, an estimated $5.47M.
By sector, the portfolio is most concentrated in Financials at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Materials.
- Mount Lucas Management's largest Q1 2022 buy was iShares MSCI EAFE Value ETF: 206,458 shares worth $10.4M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q1 2022, an estimated $25.2M increase.
- Mount Lucas Management's biggest Q1 2022 reduction was Vanguard High Dividend Yield ETF, cutting an estimated $1.25M.
- Mount Lucas Management fully exited iShares 7-10 Year Treasury Bond ETF in Q1 2022, selling an estimated $5.47M.
- Mount Lucas Management's ten largest holdings make up 42% of its $343M portfolio in Q1 2022.
- Mount Lucas Management opened 10 new positions and closed 28 in Q1 2022.
- Mount Lucas Management's portfolio value fell 1.9% quarter-over-quarter to $343M.
Based on Mount Lucas Management's 13F filing for Q1 2022, filed 12 May 2022.