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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
TSLA icon
101
Tesla
TSLA
$1.23T
$268K 0.08%
747
+45
+6% +$14K
HZNP
102
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
$267K 0.08%
2,538
+154
+6% +$15K
BILL icon
103
BILL Holdings
BILL
$4.49B
$242K 0.07%
1,067
+62
+6% +$12.9K
ENPH icon
104
Enphase Energy
ENPH
$4.96B
$235K 0.07%
1,166
+69
+6% +$10.8K
DDOG icon
105
Datadog
DDOG
$95.4B
$234K 0.07%
1,542
+93
+6% +$13.6K
ZS icon
106
Zscaler
ZS
$24.5B
$195K 0.06%
807
+49
+6% +$12K
AMD icon
107
Advanced Micro Devices
AMD
$776B
$193K 0.06%
1,761
+108
+7% +$12.9K
EWU icon
108
iShares MSCI United Kingdom ETF
EWU
$4.14B
$113K 0.03%
3,352
-4,230
-56% -$142K
EPHE icon
109
iShares MSCI Philippines ETF
EPHE
$132M
$40K 0.01%
1,274
-23,681
-95% -$746K
ECH icon
110
iShares MSCI Chile ETF
ECH
$1.01B
$4K ﹤0.01%
+134
New +$3.5K
WIP icon
111
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
$3K ﹤0.01%
+47
New +$2.51K
BKLN icon
112
Invesco Senior Loan ETF
BKLN
$6.97B
– –
-227,852
Closed -$5.04M
DWX icon
113
State Street SPDR S&P International Dividend ETF
DWX
$529M
– –
-60,848
Closed -$2.37M
EWD icon
114
iShares MSCI Sweden ETF
EWD
$546M
– –
-3,357
Closed -$156K
EWI icon
115
iShares MSCI Italy ETF
EWI
$1.01B
– –
-6,929
Closed -$227K
EWL icon
116
iShares MSCI Switzerland ETF
EWL
$2.19B
– –
-4,764
Closed -$251K
EWN icon
117
iShares MSCI Netherlands ETF
EWN
$571M
– –
-4,050
Closed -$203K
EWO icon
118
iShares MSCI Austria ETF
EWO
$178M
– –
-9,873
Closed -$251K
EWQ icon
119
iShares MSCI France ETF
EWQ
$335M
– –
-6,462
Closed -$251K
EWT icon
120
iShares MSCI Taiwan ETF
EWT
$9.86B
– –
-11,854
Closed -$790K
FALN icon
121
iShares Fallen Angels USD Bond ETF
FALN
$1.63B
– –
-52,815
Closed -$1.58M
FLRN icon
122
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
– –
-17,963
Closed -$549K
HYGV icon
123
FlexShares High Yield Value-Scored Bond Index Fund
HYGV
$1.09B
– –
-32,310
Closed -$1.58M
IEF icon
124
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
– –
-47,555
Closed -$5.47M
INDA icon
125
iShares MSCI India ETF
INDA
$6.89B
– –
-17,225
Closed -$790K
2 3 4
5
6

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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.