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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
+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 | |
|---|---|---|---|---|---|---|
|
1
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| $35.9M | 11.76% |
+1,488,058
| New | +$35.9M |
|
|
2
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $26.7M | 8.74% |
328,801
-662,588
| -67% | -$53.8M |
|
3
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
| $25.3M | 8.28% |
324,248
-24,189
| -7% | -$1.89M |
|
|
4
iShares Russell 1000 Value ETF
IWD
$82.2B
| $7.88M | 2.58% |
51,963
+36,561
| +237% | +$5.47M |
|
5
Marathon Petroleum
MPC
$92.4B
| $7.1M | 2.33% |
61,002
+27,414
| +82% | +$3.12M |
|
6
APA Corp
APA
$13.2B
| $6.84M | 2.24% |
146,433
+68,719
| +88% | +$3.08M |
|
7
ExxonMobil
XOM
$644B
| $6.76M | 2.21% |
61,267
+31,757
| +108% | +$3.4M |
|
8
Valero Energy
VLO
$92.9B
| $6.52M | 2.14% |
51,367
+25,604
| +99% | +$3.21M |
|
9
Phillips 66
PSX
$84.9B
| $5.98M | 1.96% |
57,480
+29,440
| +105% | +$3.01M |
|
|
10
Cigna
CI
$73.8B
| $5.85M | 1.92% |
+17,655
| New | +$5.59M |
|
11
Diamondback Energy
FANG
$57.1B
| $5.79M | 1.9% |
42,349
+12,464
| +42% | +$1.82M |
|
12
Occidental Petroleum
OXY
$56.8B
| $5.56M | 1.82% |
88,191
+28,486
| +48% | +$1.94M |
|
13
American International
AIG
$41.7B
| $5.42M | 1.78% |
85,673
-19,271
| -18% | -$1.12M |
|
14
Archer Daniels Midland
ADM
$38.2B
| $5.41M | 1.77% |
58,276
-22,448
| -28% | -$2.07M |
|
15
Hewlett Packard
HPE
$63.4B
| $5.08M | 1.66% |
318,147
-78,864
| -20% | -$1.16M |
|
16
The Mosaic Company
MOS
$7.03B
| $4.71M | 1.54% |
107,439
-24,289
| -18% | -$1.2M |
|
17
ConocoPhillips
COP
$147B
| $4.63M | 1.52% |
39,257
+30,501
| +348% | +$3.71M |
|
|
CTRA
18
DELISTED
Coterra Energy
CTRA
| $4.1M | 1.34% |
166,777
+136,541
| +452% | +$3.77M |
|
|
PXD
19
DELISTED
Pioneer Natural Resource Co.
PXD
| $3.52M | 1.15% |
15,421
+8,514
| +123% | +$2.07M |
|
|
MRO
20
DELISTED
Marathon Oil Corporation
MRO
| $3.49M | 1.14% |
+128,769
| New | +$3.74M |
|
21
Chevron
CVX
$392B
| $3.4M | 1.11% |
+18,917
| New | +$3.3M |
|
22
General Mills
GIS
$19.1B
| $3.24M | 1.06% |
38,678
-395
| -1% | -$32.2K |
|
|
23
Nucor
NUE
$58.6B
| $3.21M | 1.05% |
24,340
-35,730
| -59% | -$4.86M |
|
24
Aflac
AFL
$64.9B
| $3.17M | 1.04% |
+43,998
| New | +$2.95M |
|
25
Globe Life
GL
$14.2B
| $3.16M | 1.04% |
+26,240
| New | +$3M |
|
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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.