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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
+5.62%
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
-$79.8M
Cap. Flow
-$83.5M
Cap. Flow %
-27.93%
Top 10 Hldgs %
30.8%
Holding
172
New
59
Increased
25
Reduced
52
Closed
33

Top Buys

Rank Stock Value
1
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$24.2M
2
CAH icon
Cardinal Health
CAH
+$5.23M
3
EWA icon
iShares MSCI Australia ETF
EWA
+$3.03M
4
MGM icon
MGM Resorts International
MGM
+$2.85M
5
AAL icon
American Airlines Group
AAL
+$2.79M

Top Sells

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$26.2M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$20.9M
3
MPC icon
Marathon Petroleum
MPC
+$3.85M
4
NUE icon
Nucor
NUE
+$3.84M
5
FANG icon
Diamondback Energy
FANG
+$3.64M

Sector Composition

Rank Sector Weight
1 Energy 15.69%
2 Consumer Discretionary 11.37%
3 Healthcare 11.21%
4 Financials 6.26%
5 Industrials 5.6%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
EMHY icon
51
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$2.43M 0.81%
69,092
-642
-0.9% -$22.2K
HCA icon
52
HCA Healthcare
HCA
$87.2B
$2.42M 0.81%
+7,987
New +$2.22M
HSY icon
53
Hershey
HSY
$35.2B
$2.41M 0.81%
9,665
-3,360
-26% -$881K
EMB icon
54
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$2.4M 0.8%
27,701
+20,869
+305% +$1.78M
DWX icon
55
State Street SPDR S&P International Dividend ETF
DWX
$529M
$2.39M 0.8%
69,633
+24,476
+54% +$855K
PBP icon
56
Invesco S&P 500 BuyWrite ETF
PBP
$354M
$2.39M 0.8%
108,252
+35,811
+49% +$773K
HUM icon
57
Humana
HUM
$43.7B
$2.37M 0.79%
+5,305
New +$2.67M
IWD icon
58
iShares Russell 1000 Value ETF
IWD
$82.2B
$2.37M 0.79%
+15,005
New +$2.29M
BMY icon
59
Bristol-Myers Squibb
BMY
$133B
$2.32M 0.78%
36,270
-4,903
-12% -$329K
FANG icon
60
Diamondback Energy
FANG
$57.1B
$2.3M 0.77%
17,539
-27,181
-61% -$3.64M
APA icon
61
APA Corp
APA
$13.2B
$2.29M 0.77%
67,124
-84,675
-56% -$2.95M
AMGN icon
62
Amgen
AMGN
$208B
$2.28M 0.76%
10,255
-1,367
-12% -$317K
PXD
63
DELISTED
Pioneer Natural Resource Co.
PXD
$2.26M 0.75%
10,895
-5,269
-33% -$1.11M
AIG icon
64
American International
AIG
$41.7B
$2.24M 0.75%
38,941
-51,490
-57% -$2.76M
TPR icon
65
Tapestry
TPR
$30.8B
$2.22M 0.74%
+51,952
New +$2.16M
HIG icon
66
Hartford Financial Services
HIG
$38.9B
$2.19M 0.73%
30,458
-6,243
-17% -$438K
MOS icon
67
The Mosaic Company
MOS
$7.03B
$2.18M 0.73%
62,209
-50,042
-45% -$1.93M
PFG icon
68
Principal Financial Group
PFG
$24.3B
$2.03M 0.68%
26,795
-5,243
-16% -$378K
EG icon
69
Everest Group
EG
$14.5B
$2.01M 0.67%
+5,867
New +$2.12M
ADM icon
70
Archer Daniels Midland
ADM
$38.2B
$1.99M 0.66%
26,303
-35,049
-57% -$2.65M
BWA icon
71
BorgWarner
BWA
$13.1B
$1.97M 0.66%
+52,100
New +$2.14M
CF icon
72
CF Industries
CF
$19.2B
$1.63M 0.55%
23,515
-9,900
-30% -$690K
PBR icon
73
Petrobras
PBR
$125B
$1.46M 0.49%
+105,300
New +$1.28M
FALN icon
74
iShares Fallen Angels USD Bond ETF
FALN
$1.63B
$1.2M 0.4%
47,387
+12,113
+34% +$303K
HYGV icon
75
FlexShares High Yield Value-Scored Bond Index Fund
HYGV
$1.09B
$1.2M 0.4%
+29,722
New +$1.19M
1 2
3
4 5

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Mount Lucas Management's Q2 2023 Portfolio in Review

As of Q2 2023, Mount Lucas Management held 172 positions worth $299M, down 21% from $379M the previous quarter. Its ten largest holdings account for 31% of the portfolio.

Mount Lucas Management withdrew a net $83.5M in Q2 2023, closing 33 positions and reducing 52 holdings. Its most notable exit was Invesco QQQ Trust, an estimated $26.2M position sold in full.

By sector, the portfolio is most concentrated in Energy at 16% of assets, down from 20% a quarter earlier, followed by Consumer Discretionary and Healthcare.

Against the trend, Mount Lucas Management opened a new position in Invesco S&P 500 Pure Value ETF worth $25.2M.

  • Mount Lucas Management's largest Q2 2023 buy was Invesco S&P 500 Pure Value ETF: 324,323 shares worth $25.2M.
  • Mount Lucas Management added most to United Airlines in Q2 2023, an estimated $2.71M increase.
  • Mount Lucas Management's biggest Q2 2023 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $20.9M.
  • Mount Lucas Management fully exited Invesco QQQ Trust in Q2 2023, selling an estimated $26.2M.
  • Mount Lucas Management's ten largest holdings make up 31% of its $299M portfolio in Q2 2023.
  • Mount Lucas Management opened 59 new positions and closed 33 in Q2 2023.
  • Mount Lucas Management's portfolio value fell 21% quarter-over-quarter to $299M.

Based on Mount Lucas Management's 13F filing for Q2 2023, filed 14 Aug 2023.