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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 | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $67.5M | 19.66% |
809,961
+298,029
| +58% | +$25.2M |
|
2
The Mosaic Company
MOS
$7.03B
| $13.8M | 4.01% |
207,204
-23,068
| -10% | -$1.15M |
|
|
3
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
| $12.5M | 3.65% |
146,192
+120,425
| +467% | +$10.1M |
|
|
4
iShares MSCI EAFE Value ETF
EFV
$28.8B
| $10.4M | 3.02% |
+206,458
| New | +$10.5M |
|
|
5
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
| $8.96M | 2.61% |
+176,638
| New | +$9.24M |
|
6
HP
HPQ
$24.9B
| $8.12M | 2.36% |
223,606
-23,878
| -10% | -$882K |
|
|
7
JPMorgan BetaBuilders Europe ETF
BBEU
$9.35B
| $6.39M | 1.86% |
+116,524
| New | +$6.57M |
|
8
Whirlpool
WHR
$2.43B
| $5.42M | 1.58% |
31,357
-3,273
| -9% | -$663K |
|
9
Nucor
NUE
$58.6B
| $5.36M | 1.56% |
36,036
-3,475
| -9% | -$426K |
|
10
Archer Daniels Midland
ADM
$38.2B
| $4.89M | 1.42% |
54,163
-6,320
| -10% | -$492K |
|
11
Bath & Body Works
BBWI
$4.06B
| $4.86M | 1.41% |
101,595
-11,052
| -10% | -$596K |
|
12
HCA Healthcare
HCA
$87.2B
| $4.6M | 1.34% |
18,368
-1,831
| -9% | -$460K |
|
13
Freeport-McMoran
FCX
$90B
| $4.59M | 1.34% |
92,276
-11,323
| -11% | -$502K |
|
14
Aflac
AFL
$64.9B
| $4.56M | 1.33% |
70,820
-6,700
| -9% | -$419K |
|
15
Raymond James Financial
RJF
$33.8B
| $4.54M | 1.32% |
41,308
-4,113
| -9% | -$436K |
|
|
TELL
16
DELISTED
Tellurian Inc.
TELL
| $4.24M | 1.24% |
800,000
+400,000
| +100% | +$1.35M |
|
17
Allstate
ALL
$68B
| $4.19M | 1.22% |
30,283
-2,748
| -8% | -$345K |
|
18
Hewlett Packard
HPE
$63.4B
| $4.15M | 1.21% |
248,275
-29,398
| -11% | -$493K |
|
19
Morgan Stanley
MS
$331B
| $4.09M | 1.19% |
46,749
-4,391
| -9% | -$424K |
|
20
MetLife
MET
$61.9B
| $4.07M | 1.19% |
57,962
-6,896
| -11% | -$466K |
|
21
American International
AIG
$41.7B
| $4.07M | 1.18% |
64,775
-7,822
| -11% | -$470K |
|
22
Tyson Foods
TSN
$20.4B
| $3.91M | 1.14% |
43,641
-5,281
| -11% | -$482K |
|
23
CVS Health
CVS
$133B
| $3.85M | 1.12% |
37,991
-4,583
| -11% | -$481K |
|
24
Principal Financial Group
PFG
$24.3B
| $3.71M | 1.08% |
50,540
-5,920
| -10% | -$429K |
|
25
Hartford Financial Services
HIG
$38.9B
| $3.67M | 1.07% |
51,108
-6,162
| -11% | -$435K |
|
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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.