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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
Cap. Flow
-$768K
Cap. Flow %
-0.22%
Top 10 Hldgs %
41.75%
Holding
139
New
10
Increased
40
Reduced
61
Closed
28

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$25.2M
2
EFV icon
iShares MSCI EAFE Value ETF
EFV
+$10.5M
3
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$10.1M
4
BBJP icon
JPMorgan BetaBuilders Japan ETF
BBJP
+$9.24M
5
BBEU icon
JPMorgan BetaBuilders Europe ETF
BBEU
+$6.57M

Top Sells

Rank Stock Value
1
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$5.47M
2
BKLN icon
Invesco Senior Loan ETF
BKLN
+$5.04M
3
PFF icon
iShares Preferred and Income Securities ETF
PFF
+$5.04M
4
JNK icon
State Street SPDR Bloomberg High Yield Bond ETF
JNK
+$3.4M
5
SHYG icon
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
VYM icon
51
Vanguard High Dividend Yield ETF
VYM
$80.9B
$2.57M 0.75%
22,914
-11,173
-33% -$1.25M
ACN icon
52
Accenture
ACN
$102B
$2.56M 0.75%
7,596
-6
-0.1% -$2.02K
MSFT icon
53
Microsoft
MSFT
$3.45T
$2.52M 0.73%
8,176
-14
-0.2% -$4.21K
XLU icon
54
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
$2.47M 0.72%
66,418
-29,248
-31% -$1.01M
NDAQ icon
55
Nasdaq
NDAQ
$52.7B
$2.42M 0.7%
40,656
-27
-0.1% -$1.6K
AJG icon
56
Arthur J. Gallagher & Co
AJG
$64.1B
$2.37M 0.69%
13,563
-1,169
-8% -$186K
ODFL icon
57
Old Dominion Freight Line
ODFL
$44.1B
$2.15M 0.63%
14,384
-1,270
-8% -$198K
DE icon
58
Deere & Co
DE
$160B
$2.06M 0.6%
4,956
-441
-8% -$169K
JCI icon
59
Johnson Controls International
JCI
$88.8B
$1.96M 0.57%
29,909
-2,474
-8% -$170K
TGT icon
60
Target
TGT
$65.6B
$1.93M 0.56%
9,097
-768
-8% -$166K
LOW icon
61
Lowe's Companies
LOW
$117B
$1.88M 0.55%
9,304
-794
-8% -$183K
HD icon
62
Home Depot
HD
$331B
$1.74M 0.51%
5,824
-482
-8% -$167K
EL icon
63
Estee Lauder
EL
$30.4B
$1.61M 0.47%
5,931
-515
-8% -$155K
XLE icon
64
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
$1.59M 0.46%
41,494
-896
-2% -$31K
PNR icon
65
Pentair
PNR
$10.4B
$1.57M 0.46%
29,020
-2,460
-8% -$149K
XLRE icon
66
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.55B
$1.56M 0.46%
32,349
+9,643
+42% +$452K
GLW icon
67
Corning
GLW
$119B
$1.51M 0.44%
40,989
-3,227
-7% -$126K
XLP icon
68
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
$1.48M 0.43%
19,461
+4,205
+28% +$317K
XLV icon
69
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
$1.44M 0.42%
10,541
+2,192
+26% +$290K
VNQ icon
70
Vanguard Real Estate ETF
VNQ
$39.2B
$1.21M 0.35%
11,157
-10,546
-49% -$1.12M
CVE icon
71
Cenovus Energy
CVE
$55.7B
$1.07M 0.31%
64,462
+4,048
+7% +$61.4K
OXY icon
72
Occidental Petroleum
OXY
$56.8B
$989K 0.29%
17,439
+1,104
+7% +$48.8K
EPU icon
73
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
$942K 0.27%
+25,310
New +$869K
VSXY
74
Victoria's Secret
VSXY
$7.05B
$940K 0.27%
18,311
-1,866
-9% -$102K
EZA icon
75
iShares MSCI South Africa ETF
EZA
$547M
$930K 0.27%
+16,745
New +$860K
1 2
3
4 5

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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.