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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
-2.85%
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
$290M
AUM Growth
-$8.23M
(-2.8%)
Cap. Flow
+$2.29M
Cap. Flow
% of AUM
0.79%
Top 10 Holdings %
Top 10 Hldgs %
51.95%
Holding
93
New
3
Increased
11
Reduced
78
Closed
–
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco S&P 500 Pure Value ETF
RPV
|
+$2.6M |
| 2 |
iShares MSCI Turkey ETF
TUR
|
+$857K |
| 3 |
State Street Utilities Select Sector SPDR ETF
XLU
|
+$757K |
| 4 |
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
|
+$586K |
| 5 |
iShares MSCI Brazil ETF
EWZ
|
+$545K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$872K |
| 2 |
Nucor
NUE
|
+$115K |
| 3 |
The Mosaic Company
MOS
|
+$114K |
| 4 |
Archer Daniels Midland
ADM
|
+$102K |
| 5 |
CVS Health
CVS
|
+$85.3K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 14.48% |
| 2 | Energy | 11.09% |
| 3 | Consumer Staples | 8.67% |
| 4 | Materials | 7.88% |
| 5 | Technology | 5.93% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $80.5M | 27.73% |
991,389
-10,595
| -1% | -$872K |
|
|
2
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
| $24.3M | 8.38% |
348,437
+33,776
| +11% | +$2.6M |
|
|
3
Archer Daniels Midland
ADM
$38.2B
| $6.49M | 2.24% |
80,724
-1,241
| -2% | -$102K |
|
|
4
Nucor
NUE
$58.6B
| $6.43M | 2.21% |
60,070
-920
| -2% | -$115K |
|
|
5
The Mosaic Company
MOS
$7.03B
| $6.37M | 2.19% |
131,728
-2,207
| -2% | -$114K |
|
|
6
CVS Health
CVS
$133B
| $5.91M | 2.04% |
61,977
-862
| -1% | -$85.3K |
|
7
MetLife
MET
$61.9B
| $5.79M | 1.99% |
95,191
-1,122
| -1% | -$71.7K |
|
8
Hartford Financial Services
HIG
$38.9B
| $5.27M | 1.82% |
85,101
-1,172
| -1% | -$76.3K |
|
9
American International
AIG
$41.7B
| $4.98M | 1.72% |
104,944
-1,439
| -1% | -$75.6K |
|
10
Hewlett Packard
HPE
$63.4B
| $4.76M | 1.64% |
397,011
-4,197
| -1% | -$57K |
|
11
Tyson Foods
TSN
$20.4B
| $4.59M | 1.58% |
69,618
-954
| -1% | -$75.4K |
|
12
HP
HPQ
$24.9B
| $4.42M | 1.52% |
177,296
-1,845
| -1% | -$56.7K |
|
13
Raymond James Financial
RJF
$33.8B
| $3.86M | 1.33% |
39,104
-666
| -2% | -$67.4K |
|
14
Occidental Petroleum
OXY
$56.8B
| $3.67M | 1.26% |
59,705
-1,010
| -2% | -$64.6K |
|
15
Diamondback Energy
FANG
$57.1B
| $3.6M | 1.24% |
29,885
+123
| +0.4% | +$15.3K |
|
16
Principal Financial Group
PFG
$24.3B
| $3.4M | 1.17% |
47,147
-570
| -1% | -$40.9K |
|
17
Marathon Petroleum
MPC
$92.4B
| $3.34M | 1.15% |
33,588
-437
| -1% | -$40.9K |
|
18
General Mills
GIS
$19.1B
| $2.99M | 1.03% |
39,073
-676
| -2% | -$51.5K |
|
19
UnitedHealth
UNH
$376B
| $2.97M | 1.02% |
5,877
-124
| -2% | -$65.2K |
|
20
Republic Services
RSG
$64.8B
| $2.97M | 1.02% |
21,813
-455
| -2% | -$63.6K |
|
21
Hershey
HSY
$35.2B
| $2.79M | 0.96% |
12,673
-249
| -2% | -$55.8K |
|
22
Valero Energy
VLO
$90.1B
| $2.75M | 0.95% |
25,763
-262
| -1% | -$28.8K |
|
|
K
23
DELISTED
Kellanova
K
| $2.75M | 0.95% |
42,052
-675
| -2% | -$46.4K |
|
24
W.R. Berkley
WRB
$26.9B
| $2.75M | 0.95% |
63,842
-1,423
| -2% | -$61.8K |
|
25
PepsiCo
PEP
$190B
| $2.7M | 0.93% |
16,542
-283
| -2% | -$48.8K |
|
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Mount Lucas Management's Q3 2022 Portfolio in Review
As of Q3 2022, Mount Lucas Management held 93 positions worth $290M, down 2.8% from $299M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Trading was light in Q3 2022: portfolio turnover was 3.2%. Mount Lucas Management opened 3 new positions and made no exits, leaving the 93-position portfolio largely intact.
By sector, the portfolio is most concentrated in Financials at 14% of assets, down from 15% a quarter earlier, followed by Energy and Consumer Staples.
- Mount Lucas Management's largest Q3 2022 buy was iShares MSCI Turkey ETF: 40,452 shares worth $893K.
- Mount Lucas Management added most to Invesco S&P 500 Pure Value ETF in Q3 2022, an estimated $2.6M increase.
- Mount Lucas Management's biggest Q3 2022 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $872K.
- Mount Lucas Management's ten largest holdings make up 52% of its $290M portfolio in Q3 2022.
- Mount Lucas Management opened 3 new positions and closed 0 in Q3 2022.
- Mount Lucas Management's portfolio value fell 2.8% quarter-over-quarter to $290M.
Based on Mount Lucas Management's 13F filing for Q3 2022, filed 10 Nov 2022.