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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 | |
|---|---|---|---|---|---|---|
|
X
126
DELISTED
US Steel
X
| – | – |
-24,511
| Closed | -$444K |
|
127
Zscaler
ZS
$24.5B
| – | – |
-873
| Closed | -$143K |
|
|
CLR
128
DELISTED
CONTINENTAL RESOURCES INC.
CLR
| – | – |
-5,091
| Closed | -$340K |
|
|
DRE
129
DELISTED
Duke Realty Corp.
DRE
| – | – |
-48,562
| Closed | -$2.34M |
|
|
HZNP
130
DELISTED
Horizon Therapeutics Public Limited Company Ordinary Shares
HZNP
| – | – |
-2,754
| Closed | -$170K |
|
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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.