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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
-8.86%
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
$299M
AUM Growth
-$44.7M
(-13%)
Cap. Flow
-$9.65M
Cap. Flow
% of AUM
-3.23%
Top 10 Holdings %
Top 10 Hldgs %
51.94%
Holding
138
New
27
Increased
47
Reduced
16
Closed
48
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$15.9M |
| 2 |
Invesco S&P 500 Pure Value ETF
RPV
|
+$13.8M |
| 3 |
Diamondback Energy
FANG
|
+$3.42M |
| 4 |
Nucor
NUE
|
+$3.38M |
| 5 |
APA Corp
APA
|
+$3.35M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI EAFE Value ETF
EFV
|
+$10.4M |
| 2 |
JPMorgan BetaBuilders Japan ETF
BBJP
|
+$8.96M |
| 3 |
JPMorgan BetaBuilders Europe ETF
BBEU
|
+$6.39M |
| 4 |
HCA Healthcare
HCA
|
+$4.6M |
| 5 |
Aflac
AFL
|
+$4.56M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.69% |
| 2 | Energy | 10.94% |
| 3 | Consumer Staples | 9.08% |
| 4 | Materials | 7.94% |
| 5 | Technology | 6.55% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $83M | 27.78% |
1,001,984
+192,023
| +24% | +$15.9M |
|
|
2
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
| $23.6M | 7.91% |
314,661
+168,469
| +115% | +$13.8M |
|
|
3
Nucor
NUE
$58.6B
| $6.37M | 2.13% |
60,990
+24,954
| +69% | +$3.38M |
|
4
Archer Daniels Midland
ADM
$38.2B
| $6.36M | 2.13% |
81,965
+27,802
| +51% | +$2.43M |
|
5
The Mosaic Company
MOS
$7.03B
| $6.33M | 2.12% |
133,935
-73,269
| -35% | -$4.49M |
|
6
Tyson Foods
TSN
$20.4B
| $6.07M | 2.03% |
70,572
+26,931
| +62% | +$2.41M |
|
7
MetLife
MET
$61.9B
| $6.05M | 2.03% |
96,313
+38,351
| +66% | +$2.54M |
|
8
HP
HPQ
$24.9B
| $5.87M | 1.97% |
179,141
-44,465
| -20% | -$1.63M |
|
9
CVS Health
CVS
$133B
| $5.82M | 1.95% |
62,839
+24,848
| +65% | +$2.43M |
|
10
Hartford Financial Services
HIG
$38.9B
| $5.64M | 1.89% |
86,273
+35,165
| +69% | +$2.47M |
|
11
American International
AIG
$41.7B
| $5.44M | 1.82% |
106,383
+41,608
| +64% | +$2.42M |
|
12
Hewlett Packard
HPE
$63.4B
| $5.32M | 1.78% |
401,208
+152,933
| +62% | +$2.32M |
|
|
13
Diamondback Energy
FANG
$57.1B
| $3.61M | 1.21% |
29,762
+24,960
| +520% | +$3.42M |
|
14
Occidental Petroleum
OXY
$56.8B
| $3.58M | 1.2% |
60,715
+43,276
| +248% | +$2.66M |
|
15
Raymond James Financial
RJF
$33.8B
| $3.56M | 1.19% |
39,770
-1,538
| -4% | -$151K |
|
16
Principal Financial Group
PFG
$24.3B
| $3.19M | 1.07% |
47,717
-2,823
| -6% | -$199K |
|
17
UnitedHealth
UNH
$376B
| $3.08M | 1.03% |
+6,001
| New | +$3.01M |
|
18
General Mills
GIS
$19.1B
| $3M | 1% |
+39,749
| New | +$2.78M |
|
19
W.R. Berkley
WRB
$26.9B
| $2.97M | 0.99% |
+65,265
| New | +$2.97M |
|
20
Republic Services
RSG
$64.8B
| $2.91M | 0.98% |
+22,268
| New | +$2.92M |
|
21
AbbVie
ABBV
$443B
| $2.9M | 0.97% |
+18,926
| New | +$2.89M |
|
|
K
22
DELISTED
Kellanova
K
| $2.86M | 0.96% |
+42,727
| New | +$2.78M |
|
23
PepsiCo
PEP
$190B
| $2.8M | 0.94% |
+16,825
| New | +$2.83M |
|
24
LKQ Corp
LKQ
$5.68B
| $2.8M | 0.94% |
57,070
-3,690
| -6% | -$182K |
|
25
Coca-Cola
KO
$377B
| $2.8M | 0.94% |
+44,503
| New | +$2.82M |
|
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Mount Lucas Management's Q2 2022 Portfolio in Review
As of Q2 2022, Mount Lucas Management held 138 positions worth $299M, down 13% from $343M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Mount Lucas Management withdrew a net $9.65M in Q2 2022, closing 48 positions and reducing 16 holdings. Its most notable exit was iShares MSCI EAFE Value ETF, an estimated $10.4M position sold in full.
By sector, the portfolio is most concentrated in Financials at 15% of assets, down from 17% a quarter earlier, followed by Energy and Consumer Staples.
Against the trend, Mount Lucas Management opened a new position in APA Corp worth $2.75M.
- Mount Lucas Management's largest Q2 2022 buy was APA Corp: 78,878 shares worth $2.75M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q2 2022, an estimated $15.9M increase.
- Mount Lucas Management's biggest Q2 2022 reduction was The Mosaic Company, cutting an estimated $4.49M.
- Mount Lucas Management fully exited iShares MSCI EAFE Value ETF in Q2 2022, selling an estimated $10.4M.
- Mount Lucas Management's ten largest holdings make up 52% of its $299M portfolio in Q2 2022.
- Mount Lucas Management opened 27 new positions and closed 48 in Q2 2022.
- Mount Lucas Management's portfolio value fell 13% quarter-over-quarter to $299M.
Based on Mount Lucas Management's 13F filing for Q2 2022, filed 10 Aug 2022.