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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
-0.8%
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
$283M
AUM Growth
-$15.9M
Cap. Flow
+$81.3M
Cap. Flow %
28.7%
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 Energy 16.9%
2 Healthcare 11.33%
3 Consumer Discretionary 10.19%
4 Financials 6.22%
5 Industrials 4.73%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MNST icon
51
Monster Beverage
MNST
$94.3B
$2.3M 0.81%
43,360
-722
-2% -$41K
AIG icon
52
American International
AIG
$41.7B
$2.28M 0.8%
37,597
-1,344
-3% -$80.2K
GPC icon
53
Genuine Parts
GPC
$17.1B
$2.26M 0.8%
15,631
-164
-1% -$25.5K
F icon
54
Ford
F
$58.5B
$2.24M 0.79%
180,739
-5,593
-3% -$72.6K
IWD icon
55
iShares Russell 1000 Value ETF
IWD
$82.2B
$2.15M 0.76%
14,193
-812
-5% -$129K
LW icon
56
Lamb Weston
LW
$7.22B
$2.12M 0.75%
22,893
-324
-1% -$32.9K
LEN icon
57
Lennar Class A
LEN
$19.8B
$2.11M 0.75%
19,452
-761
-4% -$89.3K
MOS icon
58
The Mosaic Company
MOS
$7.03B
$2.1M 0.74%
59,071
-3,138
-5% -$120K
EG icon
59
Everest Group
EG
$14.5B
$2.1M 0.74%
5,654
-213
-4% -$77.3K
BMY icon
60
Bristol-Myers Squibb
BMY
$133B
$2.09M 0.74%
36,009
-261
-0.7% -$16K
HIG icon
61
Hartford Financial Services
HIG
$38.9B
$2.08M 0.74%
29,398
-1,060
-3% -$76.9K
SJM icon
62
J.M. Smucker
SJM
$12.7B
$2.08M 0.73%
16,928
-160
-0.9% -$22.7K
GM icon
63
General Motors
GM
$80.4B
$2.08M 0.73%
63,069
-2,503
-4% -$88.9K
CF icon
64
CF Industries
CF
$19.2B
$1.94M 0.69%
22,675
-840
-4% -$66.4K
HSY icon
65
Hershey
HSY
$35.2B
$1.91M 0.68%
9,562
-103
-1% -$23.1K
HCA icon
66
HCA Healthcare
HCA
$87.2B
$1.89M 0.67%
7,678
-309
-4% -$84.6K
PFG icon
67
Principal Financial Group
PFG
$24.3B
$1.87M 0.66%
25,916
-879
-3% -$68.2K
PFF icon
68
iShares Preferred and Income Securities ETF
PFF
$13.3B
$1.81M 0.64%
+60,125
New +$1.84M
BWA icon
69
BorgWarner
BWA
$13.1B
$1.75M 0.62%
43,342
-8,758
-17% -$371K
EMB icon
70
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
$1.7M 0.6%
20,561
-7,140
-26% -$609K
VYM icon
71
Vanguard High Dividend Yield ETF
VYM
$80.9B
$1.7M 0.6%
16,410
+6,522
+66% +$700K
TPR icon
72
Tapestry
TPR
$30.8B
$1.45M 0.51%
50,367
-1,585
-3% -$58K
SHYG icon
73
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$1.22M 0.43%
29,786
+964
+3% +$39.8K
HYGV icon
74
FlexShares High Yield Value-Scored Bond Index Fund
HYGV
$1.09B
$1.22M 0.43%
30,591
+869
+3% +$34.9K
JNK icon
75
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$1.21M 0.43%
13,405
+396
+3% +$36.3K
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 deployed $81.3M of net new capital in Q3 2023, opening 4 new positions and adding to 21 existing holdings. Its largest new stake was iShares Mortgage Real Estate ETF: 107,355 shares worth $2.4M.

By sector, the portfolio is most concentrated in Energy at 17% of assets, up from 16% a quarter earlier, followed by Healthcare and Consumer Discretionary.

On the sell side, the largest reduction was Marathon Petroleum, an estimated $635K trimmed.

  • 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.