We are live on
!
Find out more
MLM
Mount Lucas Management Portfolio holdings
AUM
$271M
1-Year Est. Return
25.49%
This Fund
S&P 500
This Quarter
Est. Return
-8.86%
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
$299M
AUM Growth
-$44.7M
(-13%)
Cap. Flow
-$9.65M
Cap. Flow
% of AUM
-3.23%
Top 10 Holdings %
Top 10 Hldgs %
51.94%
Holding
138
New
27
Increased
47
Reduced
16
Closed
48
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$15.9M |
| 2 |
Invesco S&P 500 Pure Value ETF
RPV
|
+$13.8M |
| 3 |
Diamondback Energy
FANG
|
+$3.42M |
| 4 |
Nucor
NUE
|
+$3.38M |
| 5 |
APA Corp
APA
|
+$3.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Value ETF
EFV
|
+$10.4M |
| 2 |
JPMorgan BetaBuilders Japan ETF
BBJP
|
+$8.96M |
| 3 |
JPMorgan BetaBuilders Europe ETF
BBEU
|
+$6.39M |
| 4 |
HCA Healthcare
HCA
|
+$4.6M |
| 5 |
Aflac
AFL
|
+$4.56M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.69% |
| 2 | Energy | 10.94% |
| 3 | Consumer Staples | 9.08% |
| 4 | Materials | 7.94% |
| 5 | Technology | 6.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
Nasdaq
NDAQ
$52.7B
| $2.14M | 0.72% |
42,129
+1,473
| +4% | +$78K |
|
52
Dow Inc
DOW
$21.9B
| $2.04M | 0.68% |
+39,560
| New | +$2.53M |
|
53
iShares Russell 1000 Value ETF
IWD
$82.2B
| $1.98M | 0.66% |
13,673
+8,528
| +166% | +$1.33M |
|
54
Synchrony
SYF
$24.7B
| $1.92M | 0.64% |
69,446
-4,439
| -6% | -$154K |
|
55
Imperial Oil
IMO
$62.7B
| $1.65M | 0.55% |
35,037
+19,826
| +130% | +$1.01M |
|
|
PXD
56
DELISTED
Pioneer Natural Resource Co.
PXD
| $1.53M | 0.51% |
6,841
+3,920
| +134% | +$994K |
|
|
SWN
57
DELISTED
Southwestern Energy Company
SWN
| $1.34M | 0.45% |
213,761
+102,777
| +93% | +$795K |
|
58
Bath & Body Works
BBWI
$4.06B
| $1.17M | 0.39% |
43,467
-58,128
| -57% | -$2.52M |
|
59
Steel Dynamics
STLD
$36B
| $1.17M | 0.39% |
17,678
+9,100
| +106% | +$729K |
|
60
AutoNation
AN
$7.11B
| $1.05M | 0.35% |
9,363
+5,274
| +129% | +$598K |
|
61
Builders FirstSource
BLDR
$7.15B
| $904K | 0.3% |
16,838
+9,707
| +136% | +$595K |
|
62
Cleveland-Cliffs
CLF
$6.57B
| $852K | 0.29% |
55,438
+30,230
| +120% | +$723K |
|
63
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| $824K | 0.28% |
23,050
-18,444
| -44% | -$740K |
|
64
ConocoPhillips
COP
$147B
| $789K | 0.26% |
+8,784
| New | +$905K |
|
|
CTRA
65
DELISTED
Coterra Energy
CTRA
| $778K | 0.26% |
+30,161
| New | +$915K |
|
66
Canadian Natural Resources
CNQ
$99.4B
| $769K | 0.26% |
29,258
+3,063
| +12% | +$93.1K |
|
67
Avis
CAR
$4.86B
| $745K | 0.25% |
5,066
+3,125
| +161% | +$685K |
|
68
Teck Resources
TECK
$29.6B
| $740K | 0.25% |
+24,220
| New | +$956K |
|
69
iShares MSCI Indonesia ETF
EIDO
$480M
| $739K | 0.25% |
33,032
-3,212
| -9% | -$77.4K |
|
70
HF Sinclair
DINO
$16.3B
| $582K | 0.19% |
+12,887
| New | +$577K |
|
71
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| $503K | 0.17% |
14,336
-52,082
| -78% | -$1.89M |
|
72
CF Industries
CF
$19.2B
| $494K | 0.17% |
+5,765
| New | +$560K |
|
73
Westlake Corp
WLK
$9.03B
| $450K | 0.15% |
+4,594
| New | +$563K |
|
|
X
74
DELISTED
US Steel
X
| $447K | 0.15% |
24,953
+2,434
| +11% | +$66.5K |
|
75
Fidelity National Financial
FNF
$13.9B
| $430K | 0.14% |
12,108
+1,273
| +12% | +$49.8K |
|
Similar funds
MCM
RP
PCM
MAM
FCMV
VW
FDS
S
Mount Lucas Management's Q2 2022 Portfolio in Review
As of Q2 2022, Mount Lucas Management held 138 positions worth $299M, down 13% from $343M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Mount Lucas Management withdrew a net $9.65M in Q2 2022, closing 48 positions and reducing 16 holdings. Its most notable exit was iShares MSCI EAFE Value ETF, an estimated $10.4M position sold in full.
By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 17% a quarter earlier, followed by Energy and Consumer Staples.
Against the trend, Mount Lucas Management opened a new position in APA Corp worth $2.75M.
- Mount Lucas Management's largest Q2 2022 buy was APA Corp: 78,878 shares worth $2.75M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q2 2022, an estimated $15.9M increase.
- Mount Lucas Management's biggest Q2 2022 reduction was The Mosaic Company, cutting an estimated $4.49M.
- Mount Lucas Management fully exited iShares MSCI EAFE Value ETF in Q2 2022, selling an estimated $10.4M.
- Mount Lucas Management's ten largest holdings make up 52% of its $299M portfolio in Q2 2022.
- Mount Lucas Management opened 27 new positions and closed 48 in Q2 2022.
- Mount Lucas Management's portfolio value fell 13% quarter-over-quarter to $299M.
Based on Mount Lucas Management's 13F filing for Q2 2022, filed 10 Aug 2022.