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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
+0.75%
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
$379M
AUM Growth
+$73.6M
Cap. Flow
+$259M
Cap. Flow %
68.47%
Top 10 Hldgs %
46.27%
Holding
133
New
26
Increased
54
Reduced
32
Closed
20

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$24M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.63M
3
BBJP icon
JPMorgan BetaBuilders Japan ETF
BBJP
+$3.36M
4
AGNC icon
AGNC Investment
AGNC
+$3.25M
5
NLY icon
Annaly Capital Management
NLY
+$3.12M

Top Sells

Rank Stock Value
1
SCHO icon
Schwab Short-Term US Treasury ETF
SCHO
+$35.9M
2
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$25.3M
3
IWD icon
iShares Russell 1000 Value ETF
IWD
+$7.88M
4
VYM icon
Vanguard High Dividend Yield ETF
VYM
+$2.62M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$1.69M

Sector Composition

Rank Sector Weight
1 Energy 19.84%
2 Healthcare 7.21%
3 Financials 7.03%
4 Consumer Staples 5.81%
5 Materials 4.94%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BKLN icon
51
Invesco Senior Loan ETF
BKLN
$6.97B
$2.57M 0.68%
123,662
+25,367
+26% +$531K
HIG icon
52
Hartford Financial Services
HIG
$38.9B
$2.56M 0.68%
36,701
+1,518
+4% +$113K
TRV icon
53
Travelers Companies
TRV
$78.1B
$2.52M 0.66%
14,692
+709
+5% +$129K
EMHY icon
54
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$2.46M 0.65%
+69,734
New +$2.48M
CF icon
55
CF Industries
CF
$19.2B
$2.42M 0.64%
33,415
+1,421
+4% +$116K
LYB icon
56
LyondellBasell Industries
LYB
$20B
$2.41M 0.64%
25,705
+18,828
+274% +$1.75M
PFG icon
57
Principal Financial Group
PFG
$24.3B
$2.38M 0.63%
32,038
+1,668
+5% +$142K
MET icon
58
MetLife
MET
$61.9B
$2.33M 0.62%
40,245
+1,712
+4% +$116K
DOW icon
59
Dow Inc
DOW
$21.9B
$2.1M 0.55%
38,216
+27,827
+268% +$1.57M
HPQ icon
60
HP
HPQ
$24.9B
$2.06M 0.54%
70,180
+51,375
+273% +$1.47M
CVS icon
61
CVS Health
CVS
$133B
$1.94M 0.51%
26,090
+1,100
+4% +$92.2K
TSN icon
62
Tyson Foods
TSN
$20.4B
$1.69M 0.45%
28,487
+20,838
+272% +$1.28M
DWX icon
63
State Street SPDR S&P International Dividend ETF
DWX
$529M
$1.55M 0.41%
+45,157
New +$1.53M
PBP icon
64
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$1.54M 0.41%
+72,441
New +$1.51M
CVE icon
65
Cenovus Energy
CVE
$55.7B
$1.47M 0.39%
84,037
-4,591
-5% -$84.3K
IMO icon
66
Imperial Oil
IMO
$62.7B
$1.36M 0.36%
26,681
-1,436
-5% -$71.7K
GHYG icon
67
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$1.26M 0.33%
+29,417
New +$1.24M
SHYG icon
68
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$1.24M 0.33%
29,853
+9,734
+48% +$403K
DINO icon
69
HF Sinclair
DINO
$16.5B
$1.07M 0.28%
22,114
-1,153
-5% -$59.9K
TELL
70
DELISTED
Tellurian Inc.
TELL
$944K 0.25%
767,240
– –
FALN icon
71
iShares Fallen Angels USD Bond ETF
FALN
$1.63B
$891K 0.24%
+35,274
New +$885K
EPU icon
72
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
$868K 0.23%
28,468
+18,133
+175% +$546K
EWW icon
73
iShares MSCI Mexico ETF
EWW
$1.92B
$854K 0.23%
14,343
-3,012
-17% -$171K
ECH icon
74
iShares MSCI Chile ETF
ECH
$1.01B
$846K 0.22%
29,410
-5,047
-15% -$143K
STLD icon
75
Steel Dynamics
STLD
$36B
$825K 0.22%
7,297
-404
-5% -$47K
1 2
3
4 5

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Mount Lucas Management's Q1 2023 Portfolio in Review

As of Q1 2023, Mount Lucas Management held 133 positions worth $379M, up 24% from $305M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

Mount Lucas Management deployed $259M of net new capital in Q1 2023, opening 26 new positions and adding to 54 existing holdings. Its largest new stake was Invesco QQQ Trust: 81,482 shares worth $26.2M.

By sector, the portfolio is most concentrated in Energy at 20% of assets, down from 25% a quarter earlier, followed by Healthcare and Financials.

On the sell side, the largest reduction was iShares MSCI Thailand ETF, an estimated $820K trimmed.

  • Mount Lucas Management's largest Q1 2023 buy was Invesco QQQ Trust: 81,482 shares worth $26.2M.
  • Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q1 2023, an estimated $7.63M increase.
  • Mount Lucas Management's biggest Q1 2023 reduction was iShares MSCI Thailand ETF, cutting an estimated $820K.
  • Mount Lucas Management fully exited Schwab Short-Term US Treasury ETF in Q1 2023, selling an estimated $35.9M.
  • Mount Lucas Management's ten largest holdings make up 46% of its $379M portfolio in Q1 2023.
  • Mount Lucas Management opened 26 new positions and closed 20 in Q1 2023.
  • Mount Lucas Management's portfolio value rose 24% quarter-over-quarter to $379M.

Based on Mount Lucas Management's 13F filing for Q1 2023, filed 12 May 2023.