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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
(+24%)
Cap. Flow
+$259M
Cap. Flow
% of AUM
68.47%
Top 10 Holdings %
Top 10 Hldgs %
46.27%
Holding
133
New
26
Increased
54
Reduced
32
Closed
20
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$24M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$7.63M |
| 3 |
JPMorgan BetaBuilders Japan ETF
BBJP
|
+$3.36M |
| 4 |
AGNC Investment
AGNC
|
+$3.25M |
| 5 |
Annaly Capital Management
NLY
|
+$3.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Schwab Short-Term US Treasury ETF
SCHO
|
+$35.9M |
| 2 |
Invesco S&P 500 Pure Value ETF
RPV
|
+$25.3M |
| 3 |
iShares Russell 1000 Value ETF
IWD
|
+$7.88M |
| 4 |
Vanguard High Dividend Yield ETF
VYM
|
+$2.62M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
76
Teck Resources
TECK
$29.6B
| $802K | 0.21% |
21,983
-962
| -4% | -$38.2K |
|
|
GREK
77
Global X MSCI Greece ETF
GREK
$300M
| $771K | 0.2% |
25,390
-10,061
| -28% | -$304K |
|
78
iShares MSCI Germany ETF
EWG
$1.59B
| $766K | 0.2% |
+26,927
| New | +$742K |
|
79
iShares MSCI France ETF
EWQ
$335M
| $761K | 0.2% |
20,122
-4,137
| -17% | -$151K |
|
80
iShares MSCI Turkey ETF
TUR
$200M
| $760K | 0.2% |
23,301
-3,637
| -14% | -$125K |
|
81
iShares MSCI Netherlands ETF
EWN
$571M
| $760K | 0.2% |
+18,011
| New | +$743K |
|
82
iShares MSCI Spain ETF
EWP
$2.11B
| $747K | 0.2% |
26,809
-6,664
| -20% | -$179K |
|
83
iShares MSCI Italy ETF
EWI
$1.01B
| $745K | 0.2% |
24,487
-5,242
| -18% | -$156K |
|
84
iShares MSCI United Kingdom ETF
EWU
$4.14B
| $734K | 0.19% |
22,766
+1,749
| +8% | +$56.1K |
|
85
EOG Resources
EOG
$79.2B
| $732K | 0.19% |
6,388
-271
| -4% | -$32.9K |
|
86
Builders FirstSource
BLDR
$7.15B
| $707K | 0.19% |
7,958
-473
| -6% | -$37.5K |
|
87
iShares MSCI Taiwan ETF
EWT
$9.86B
| $694K | 0.18% |
+15,318
| New | +$677K |
|
88
iShares MSCI Austria ETF
EWO
$178M
| $694K | 0.18% |
+34,276
| New | +$706K |
|
89
iShares MSCI Sweden ETF
EWD
$546M
| $669K | 0.18% |
+18,824
| New | +$657K |
|
90
iShares MSCI Poland ETF
EPOL
$700M
| $657K | 0.17% |
+42,438
| New | +$674K |
|
91
iShares MSCI Switzerland ETF
EWL
$2.19B
| $622K | 0.16% |
+13,716
| New | +$606K |
|
92
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$15B
| $589K | 0.16% |
+6,832
| New | +$589K |
|
93
AutoNation
AN
$7.11B
| $578K | 0.15% |
4,302
-257
| -6% | -$33K |
|
94
iShares National Muni Bond ETF
MUB
$45.1B
| $549K | 0.15% |
+5,097
| New | +$545K |
|
95
Canadian Natural Resources
CNQ
$99.4B
| $541K | 0.14% |
19,558
-902
| -4% | -$25.5K |
|
96
State Street SPDR Bloomberg Investment Grade Floating Rate ETF
FLRN
$3.08B
| $535K | 0.14% |
17,569
-2,105
| -11% | -$64.2K |
|
97
United Airlines
UAL
$39.4B
| $511K | 0.14% |
11,553
-685
| -6% | -$32.8K |
|
98
Avis
CAR
$4.86B
| $506K | 0.13% |
2,596
-153
| -6% | -$30.7K |
|
99
Westlake Corp
WLK
$9.03B
| $478K | 0.13% |
4,123
-231
| -5% | -$26.7K |
|
100
Cleveland-Cliffs
CLF
$6.57B
| $449K | 0.12% |
24,505
-1,451
| -6% | -$28.7K |
|
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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.