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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
+11.06%
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
$305M
AUM Growth
+$14.8M
(+5.1%)
Cap. Flow
-$7.37M
Cap. Flow
% of AUM
-2.42%
Top 10 Holdings %
Top 10 Hldgs %
44.16%
Holding
130
New
37
Increased
16
Reduced
53
Closed
23
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Schwab Short-Term US Treasury ETF
SCHO
|
+$35.9M |
| 2 |
Cigna
CI
|
+$5.59M |
| 3 |
iShares Russell 1000 Value ETF
IWD
|
+$5.47M |
| 4 |
CTRA
Coterra Energy
CTRA
|
+$3.77M |
| 5 |
MRO
Marathon Oil Corporation
MRO
|
+$3.74M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$53.8M |
| 2 |
Nucor
NUE
|
+$4.86M |
| 3 |
HP
HPQ
|
+$4.39M |
| 4 |
Raymond James Financial
RJF
|
+$4.36M |
| 5 |
MetLife
MET
|
+$4.06M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Energy | 24.86% |
| 2 | Healthcare | 9.58% |
| 3 | Financials | 9.37% |
| 4 | Consumer Staples | 6.73% |
| 5 | Materials | 4.74% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
76
LyondellBasell Industries
LYB
$20B
| $571K | 0.19% |
6,877
-19,235
| -74% | -$1.58M |
|
77
Canadian Natural Resources
CNQ
$99.4B
| $568K | 0.19% |
20,460
-8,696
| -30% | -$249K |
|
78
Ovintiv
OVV
$17.3B
| $565K | 0.19% |
+11,150
| New | +$583K |
|
79
Antero Resources
AR
$11.1B
| $562K | 0.18% |
+18,137
| New | +$627K |
|
80
Builders FirstSource
BLDR
$7.15B
| $547K | 0.18% |
8,431
-8,078
| -49% | -$505K |
|
81
Dow Inc
DOW
$21.9B
| $524K | 0.17% |
10,389
-28,981
| -74% | -$1.42M |
|
|
82
HP
HPQ
$24.9B
| $505K | 0.17% |
18,805
-158,491
| -89% | -$4.39M |
|
|
SWN
83
DELISTED
Southwestern Energy Company
SWN
| $501K | 0.16% |
85,721
-123,829
| -59% | -$814K |
|
84
AutoNation
AN
$7.11B
| $489K | 0.16% |
4,559
-4,624
| -50% | -$511K |
|
85
Tyson Foods
TSN
$20.4B
| $476K | 0.16% |
7,649
-61,969
| -89% | -$4.03M |
|
86
United Airlines
UAL
$39.4B
| $461K | 0.15% |
+12,238
| New | +$497K |
|
87
Avis
CAR
$4.86B
| $451K | 0.15% |
2,749
-2,219
| -45% | -$445K |
|
88
Westlake Corp
WLK
$9.03B
| $446K | 0.15% |
4,354
-160
| -4% | -$16.1K |
|
89
Cleveland-Cliffs
CLF
$6.57B
| $418K | 0.14% |
25,956
-28,401
| -52% | -$428K |
|
90
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
| $296K | 0.1% |
+10,335
| New | +$286K |
|
|
HES
91
DELISTED
Hess
HES
| $295K | 0.1% |
+2,077
| New | +$285K |
|
92
Devon Energy
DVN
$52.1B
| $274K | 0.09% |
4,456
-2,607
| -37% | -$178K |
|
93
Enphase Energy
ENPH
$4.96B
| $240K | 0.08% |
907
-357
| -28% | -$104K |
|
94
Albemarle
ALB
$13.9B
| $236K | 0.08% |
+1,089
| New | +$290K |
|
95
Monolithic Power Systems
MPWR
$70.1B
| $231K | 0.08% |
654
-29
| -4% | -$10.4K |
|
96
Datadog
DDOG
$95.4B
| $190K | 0.06% |
2,588
-1,780
| -41% | -$139K |
|
97
Marvell Technology
MRVL
$168B
| $182K | 0.06% |
4,913
-194
| -4% | -$7.92K |
|
98
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| $48.9K | 0.02% |
+1,260
| New | +$48.4K |
|
|
99
Raymond James Financial
RJF
$33.8B
| $29.6K | 0.01% |
277
-38,827
| -99% | -$4.36M |
|
100
LKQ Corp
LKQ
$5.72B
| $24.9K | 0.01% |
467
-55,692
| -99% | -$2.94M |
|
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Mount Lucas Management's Q4 2022 Portfolio in Review
As of Q4 2022, Mount Lucas Management held 130 positions worth $305M, up 5.1% from $290M the previous quarter. Its ten largest holdings account for 44% of the portfolio.
Mount Lucas Management's Q4 2022 filing shows 37 new, 16 increased, 53 reduced and 23 closed positions. Its largest new stake was Schwab Short-Term US Treasury ETF: 1,488,058 shares worth $35.9M. The largest sale was iShares 1-3 Year Treasury Bond ETF, an estimated $53.8M.
By sector, the portfolio is most concentrated in Energy at 25% of assets, up from 11% a quarter earlier, followed by Healthcare and Financials.
- Mount Lucas Management's largest Q4 2022 buy was Schwab Short-Term US Treasury ETF: 1,488,058 shares worth $35.9M.
- Mount Lucas Management added most to iShares Russell 1000 Value ETF in Q4 2022, an estimated $5.47M increase.
- Mount Lucas Management's biggest Q4 2022 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $53.8M.
- Mount Lucas Management fully exited Duke Realty Corp. in Q4 2022, selling an estimated $2.34M.
- Mount Lucas Management's ten largest holdings make up 44% of its $305M portfolio in Q4 2022.
- Mount Lucas Management opened 37 new positions and closed 23 in Q4 2022.
- Mount Lucas Management's portfolio value rose 5.1% quarter-over-quarter to $305M.
Based on Mount Lucas Management's 13F filing for Q4 2022, filed 14 Feb 2023.