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MLM

Mount Lucas Management Portfolio holdings

AUM $281M
1-Year Est. Return 36.14%
This Fund
S&P 500
This Quarter Est. Return
-0.8%
1 Year Est. Return
+36.14%
3 Year Est. Return
+109.35%
5 Year Est. Return
+140.26%
10 Year Est. Return
+507.99%
AUM
$283M
AUM Growth
-$15.9M
Cap. Flow
-$10.4M
Cap. Flow %
-3.68%
Top 10 Hldgs %
34.32%
Holding
143
New
4
Increased
21
Reduced
102
Closed
14

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$9.48M
2
REM icon
iShares Mortgage Real Estate ETF
REM
+$2.55M
3
PFF icon
iShares Preferred and Income Securities ETF
PFF
+$1.84M
4
NLY icon
Annaly Capital Management
NLY
+$870K
5
AGNC icon
AGNC Investment
AGNC
+$742K

Top Sells

Rank Stock Value
1
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$4.95M
2
EWA icon
iShares MSCI Australia ETF
EWA
+$2.99M
3
ADM icon
Archer Daniels Midland
ADM
+$1.99M
4
PBR icon
Petrobras
PBR
+$1.46M
5
ECH icon
iShares MSCI Chile ETF
ECH
+$842K

Sector Composition

Rank Sector Weight
1 Miscellaneous 39.12%
2 Energy 16.9%
3 Healthcare 11.33%
4 Consumer Discretionary 10.19%
5 Financials 6.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
UAL icon
26
United Airlines
UAL
$35B
$2.73M 0.96%
64,487
-4,550
-7% -$230K
URI icon
27
United Rentals
URI
$62.6B
$2.71M 0.96%
6,087
-239
-4% -$109K
DAL icon
28
Delta Air Lines
DAL
$52.2B
$2.64M 0.93%
71,286
-4,067
-5% -$177K
APA icon
29
APA Corp
APA
$15.8B
$2.62M 0.93%
63,844
-3,280
-5% -$135K
FANG icon
30
Diamondback Energy
FANG
$54.7B
$2.62M 0.93%
16,919
-620
-4% -$91.5K
AZO icon
31
AutoZone
AZO
$46.5B
$2.61M 0.92%
1,027
-18
-2% -$45.2K
BKLN icon
32
Invesco Senior Loan ETF
BKLN
$6.79B
$2.59M 0.92%
123,560
+3,014
+3% +$63.5K
GL icon
33
Globe Life
GL
$13.3B
$2.57M 0.91%
23,677
-344
-1% -$38.4K
BSX icon
34
Boston Scientific
BSX
$62.8B
$2.54M 0.9%
48,074
-794
-2% -$41.6K
JNJ icon
35
Johnson & Johnson
JNJ
$646B
$2.53M 0.9%
16,273
-151
-0.9% -$24.9K
CWB icon
36
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.56B
$2.52M 0.89%
37,176
+216
+0.6% +$15.1K
HPE icon
37
Hewlett Packard
HPE
$81.1B
$2.49M 0.88%
143,479
-5,030
-3% -$86.5K
ORLY icon
38
O'Reilly Automotive
ORLY
$68.6B
$2.44M 0.86%
40,335
-645
-2% -$40.5K
HUM icon
39
Humana
HUM
$46.5B
$2.44M 0.86%
5,013
-292
-6% -$137K
PXD
40
DELISTED
Pioneer Natural Resource Co.
PXD
$2.42M 0.85%
10,525
-370
-3% -$84.2K
EMHY icon
41
iShares JPMorgan EM High Yield Bond ETF
EMHY
$621M
$2.4M 0.85%
70,648
+1,556
+2% +$54.2K
REM icon
42
iShares Mortgage Real Estate ETF
REM
$493M
$2.4M 0.85%
+107,355
New +$2.55M
PBP icon
43
Invesco S&P 500 BuyWrite ETF
PBP
$384M
$2.38M 0.84%
111,618
+3,366
+3% +$74K
DWX icon
44
State Street SPDR S&P International Dividend ETF
DWX
$528M
$2.37M 0.84%
72,085
+2,452
+4% +$84.3K
TSM icon
45
TSMC
TSM
$2.23T
$2.36M 0.83%
27,200
+110
+0.4% +$10.4K
JKHY icon
46
Jack Henry & Associates
JKHY
$11B
$2.33M 0.82%
15,410
-206
-1% -$33.2K
MCD icon
47
McDonald's
MCD
$177B
$2.32M 0.82%
8,821
-98
-1% -$27.9K
MDLZ icon
48
Mondelez International
MDLZ
$79.5B
$2.32M 0.82%
33,428
-350
-1% -$25.2K
MGM icon
49
MGM Resorts International
MGM
$9.75B
$2.32M 0.82%
63,020
-3,716
-6% -$164K
AAL icon
50
American Airlines Group
AAL
$8.58B
$2.31M 0.81%
180,099
-10,490
-6% -$163K
1
2
3 4 5

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Mount Lucas Management's Q3 2023 Portfolio in Review

As of Q3 2023, Mount Lucas Management held 143 positions worth $283M, down 5.3% from $299M the previous quarter. Its ten largest holdings account for 34% of the portfolio.

Mount Lucas Management withdrew a net $10.4M in Q3 2023, closing 14 positions and reducing 102 holdings. Its most notable exit was iShares 3-7 Year Treasury Bond ETF, an estimated $4.95M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 39% of assets, up from 38% a quarter earlier, followed by Energy and Healthcare.

Against the trend, Mount Lucas Management opened a new position in iShares Mortgage Real Estate ETF worth $2.4M.

  • Mount Lucas Management's largest Q3 2023 buy was iShares Mortgage Real Estate ETF: 107,355 shares worth $2.4M.
  • Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q3 2023, an estimated $9.48M increase.
  • Mount Lucas Management's biggest Q3 2023 reduction was Marathon Petroleum, cutting an estimated $635K.
  • Mount Lucas Management fully exited iShares 3-7 Year Treasury Bond ETF in Q3 2023, selling an estimated $4.95M.
  • Mount Lucas Management's ten largest holdings make up 34% of its $283M portfolio in Q3 2023.
  • Mount Lucas Management opened 4 new positions and closed 14 in Q3 2023.
  • Mount Lucas Management's portfolio value fell 5.3% quarter-over-quarter to $283M.

Based on Mount Lucas Management's 13F filing for Q3 2023, filed 14 Nov 2023.