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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 | |
|---|---|---|---|---|---|---|
76
iShares MSCI Brazil ETF
EWZ
$9.28B
| $917K | 0.27% |
+24,259
| New | +$784K |
|
77
iShares MSCI Indonesia ETF
EIDO
$480M
| $897K | 0.26% |
36,244
+1,869
| +5% | +$44.7K |
|
78
iShares MSCI Mexico ETF
EWW
$1.92B
| $871K | 0.25% |
15,849
+245
| +2% | +$12.3K |
|
79
iShares Russell 1000 Value ETF
IWD
$82.2B
| $854K | 0.25% |
5,145
+2,695
| +110% | +$443K |
|
|
X
80
DELISTED
US Steel
X
| $850K | 0.25% |
22,519
+1,423
| +7% | +$38.5K |
|
81
Invesco Actively Managed Exch-Traded Commodity Fd Tr Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
PDBC
$6.38B
| $816K | 0.24% |
46,261
-14,741
| -24% | -$237K |
|
82
Cleveland-Cliffs
CLF
$6.57B
| $812K | 0.24% |
25,208
+1,542
| +7% | +$35.1K |
|
|
SWN
83
DELISTED
Southwestern Energy Company
SWN
| $796K | 0.23% |
110,984
+6,788
| +7% | +$34.2K |
|
84
Canadian Natural Resources
CNQ
$99.4B
| $795K | 0.23% |
26,195
+1,814
| +7% | +$48.4K |
|
85
Imperial Oil
IMO
$62.7B
| $735K | 0.21% |
15,211
+1,036
| +7% | +$44.5K |
|
|
PXD
86
DELISTED
Pioneer Natural Resource Co.
PXD
| $730K | 0.21% |
2,921
+219
| +8% | +$49.5K |
|
87
Steel Dynamics
STLD
$36B
| $716K | 0.21% |
8,578
+525
| +7% | +$35.4K |
|
88
iShares MSCI Malaysia ETF
EWM
$310M
| $705K | 0.21% |
+27,529
| New | +$691K |
|
89
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
| $688K | 0.2% |
17,946
-12,179
| -40% | -$476K |
|
90
Diamondback Energy
FANG
$57.1B
| $658K | 0.19% |
4,802
+310
| +7% | +$40.3K |
|
91
Schwab US TIPS ETF
SCHP
$16.3B
| $568K | 0.17% |
18,722
-14,638
| -44% | -$449K |
|
92
Avis
CAR
$4.86B
| $511K | 0.15% |
1,941
+118
| +6% | +$23.7K |
|
93
Fidelity National Financial
FNF
$13.9B
| $509K | 0.15% |
10,835
+749
| +7% | +$35.8K |
|
94
Albertsons Companies
ACI
$5.62B
| $474K | 0.14% |
14,266
+927
| +7% | +$28.8K |
|
95
Macy's
M
$6.53B
| $467K | 0.14% |
19,166
+1,291
| +7% | +$33.1K |
|
96
Builders FirstSource
BLDR
$7.15B
| $460K | 0.13% |
7,131
+435
| +6% | +$31.6K |
|
97
Moderna
MRNA
$21.8B
| $427K | 0.12% |
2,481
+152
| +7% | +$25.6K |
|
98
AutoNation
AN
$7.11B
| $407K | 0.12% |
4,089
+250
| +7% | +$27.6K |
|
99
Devon Energy
DVN
$52.1B
| $372K | 0.11% |
6,287
+479
| +8% | +$25.9K |
|
100
iShares MSCI Thailand ETF
THD
$369M
| $369K | 0.11% |
+4,726
| New | +$367K |
|
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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.