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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
IWF icon
126
iShares Russell 1000 Growth ETF
IWF
$121B
– –
-5,388
Closed -$412K
JNK icon
127
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
– –
-31,308
Closed -$3.4M
LQD icon
128
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-7,916
Closed -$1.05M
MUB icon
129
iShares National Muni Bond ETF
MUB
$45.1B
– –
-9,021
Closed -$1.05M
PFF icon
130
iShares Preferred and Income Securities ETF
PFF
$13.3B
– –
-127,709
Closed -$5.04M
REM icon
131
iShares Mortgage Real Estate ETF
REM
$539M
– –
-76,431
Closed -$2.64M
RPG icon
132
Invesco S&P 500 Pure Growth ETF
RPG
$2.01B
– –
-46,465
Closed -$1.96M
SHYG icon
133
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
– –
-75,036
Closed -$3.4M
SJNK icon
134
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
$4.89B
– –
-58,301
Closed -$1.58M
XLB icon
135
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
– –
-25,964
Closed -$1.18M
XLI icon
136
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
– –
-11,117
Closed -$1.18M
XLK icon
137
State Street Technology Select Sector SPDR ETF
XLK
$115B
– –
-13,532
Closed -$1.18M
XLY icon
138
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.6B
– –
-11,508
Closed -$1.18M
TRQ
139
DELISTED
Turquoise Hill Resources Ltd
TRQ
– –
-34,407
Closed -$566K
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.