We are live on ! Find out more
MLM

Mount Lucas Management Portfolio holdings

AUM $271M
1-Year Est. Return 25.49%
This Fund
S&P 500
This Quarter Est. Return
+10.46%
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
$348M
AUM Growth
+$64.5M
Cap. Flow
+$45.5M
Cap. Flow %
13.09%
Top 10 Hldgs %
34.62%
Holding
181
New
52
Increased
50
Reduced
39
Closed
39

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$17.1M
2
L icon
Loews
L
+$4.77M
3
ACGL icon
Arch Capital
ACGL
+$3.43M
4
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$3.4M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$3.35M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$19.6M
2
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$18.1M
3
CI icon
Cigna
CI
+$4.52M
4
MPC icon
Marathon Petroleum
MPC
+$3.9M
5
XOM icon
ExxonMobil
XOM
+$3.5M

Sector Composition

Rank Sector Weight
1 Financials 11.97%
2 Consumer Discretionary 11.11%
3 Industrials 9.33%
4 Healthcare 6.92%
5 Consumer Staples 4.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
VNQI icon
76
Vanguard Global ex-US Real Estate ETF
VNQI
$3.52B
$1.3M 0.37%
+30,488
New +$1.22M
GHYG icon
77
iShares US & Intl High Yield Corp Bond ETF
GHYG
$194M
$1.24M 0.36%
27,960
-1,160
-4% -$49K
SHYG icon
78
iShares 0-5 Year High Yield Corporate Bond ETF
SHYG
$7.62B
$1.24M 0.36%
29,292
-494
-2% -$20.4K
JNK icon
79
State Street SPDR Bloomberg High Yield Bond ETF
JNK
$7.07B
$1.24M 0.36%
13,055
-350
-3% -$32K
HYGV icon
80
FlexShares High Yield Value-Scored Bond Index Fund
HYGV
$1.09B
$1.24M 0.36%
30,259
-332
-1% -$13.2K
FALN icon
81
iShares Fallen Angels USD Bond ETF
FALN
$1.63B
$1.24M 0.36%
46,843
-1,830
-4% -$46.3K
RCL icon
82
Royal Caribbean
RCL
$85.1B
$1.23M 0.35%
9,520
+3,974
+72% +$405K
CCL icon
83
Carnival Corporation Ltd
CCL
$38.1B
$1.2M 0.35%
64,912
+26,162
+68% +$380K
UBER icon
84
Uber
UBER
$143B
$1.2M 0.34%
19,420
-7
-0% -$366
NCLH icon
85
Norwegian Cruise Line
NCLH
$8.51B
$1.07M 0.31%
53,582
+23,913
+81% +$384K
MELI icon
86
Mercado Libre
MELI
$95.2B
$889K 0.26%
566
+150
+36% +$213K
DKNG icon
87
DraftKings
DKNG
$11.6B
$841K 0.24%
23,852
+13,776
+137% +$461K
INDA icon
88
iShares MSCI India ETF
INDA
$6.89B
$833K 0.24%
17,057
-1,783
-9% -$81.1K
EWT icon
89
iShares MSCI Taiwan ETF
EWT
$9.86B
$833K 0.24%
18,087
-80
-0.4% -$3.71K
EPHE icon
90
iShares MSCI Philippines ETF
EPHE
$132M
$833K 0.24%
+32,033
New +$796K
EWZ icon
91
iShares MSCI Brazil ETF
EWZ
$9.28B
$833K 0.24%
23,814
-3,039
-11% -$98.4K
EWM icon
92
iShares MSCI Malaysia ETF
EWM
$310M
$833K 0.24%
+39,178
New +$823K
EPOL icon
93
iShares MSCI Poland ETF
EPOL
$700M
$833K 0.24%
36,756
-6,503
-15% -$134K
EWW icon
94
iShares MSCI Mexico ETF
EWW
$1.92B
$833K 0.24%
12,270
-1,165
-9% -$70.4K
GREK
95
Global X MSCI Greece ETF
GREK
$300M
$833K 0.24%
22,470
+426
+2% +$15K
EPU icon
96
iShares MSCI Peru and Global Exposure ETF
EPU
$537M
$833K 0.24%
24,215
-1,649
-6% -$50.4K
PR
97
Permian Resources
PR
$17.8B
$746K 0.21%
+54,860
New +$751K
EWQ icon
98
iShares MSCI France ETF
EWQ
$335M
$740K 0.21%
18,889
+1,198
+7% +$43.8K
EWO icon
99
iShares MSCI Austria ETF
EWO
$178M
$740K 0.21%
34,245
+1,312
+4% +$26.7K
EWD icon
100
iShares MSCI Sweden ETF
EWD
$546M
$740K 0.21%
+18,749
New +$656K
2 3
4
5 6

Similar funds

MCM
Moerus Capital Management New York $271M AUM 58.78% 1-Year Est. Return
RP
Ravenswood Partners Mclean, Virginia $271M AUM
PCM
Punch Card Management Winter Park, Florida $271M AUM 11.49% 1-Year Est. Return
MAM
Mullooly Asset Management Wall Township, New Jersey $271M AUM 16.93% 1-Year Est. Return
FCMV
Foresite Capital Management V Larkspur, California $271M AUM 309.87% 1-Year Est. Return
VW
Veridan Wealth West Linn, Oregon $270M AUM
FDS
First Dallas Securities Dallas, Texas $270M AUM 39.24% 1-Year Est. Return
S
Siemens Munich, Germany $272M AUM 183.71% 1-Year Est. Return

Mount Lucas Management's Q4 2023 Portfolio in Review

As of Q4 2023, Mount Lucas Management held 181 positions worth $348M, up 23% from $283M the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Mount Lucas Management deployed $45.5M of net new capital in Q4 2023, opening 52 new positions and adding to 50 existing holdings. Its largest new stake was Invesco QQQ Trust: 45,165 shares worth $18.5M.

By sector, the portfolio is most concentrated in Financials at 12% of assets, up from 6.2% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was iShares 1-3 Year Treasury Bond ETF, an estimated $19.6M trimmed.

  • Mount Lucas Management's largest Q4 2023 buy was Invesco QQQ Trust: 45,165 shares worth $18.5M.
  • Mount Lucas Management added most to PACCAR in Q4 2023, an estimated $3M increase.
  • Mount Lucas Management's biggest Q4 2023 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $19.6M.
  • Mount Lucas Management fully exited Marathon Petroleum in Q4 2023, selling an estimated $3.9M.
  • Mount Lucas Management's ten largest holdings make up 35% of its $348M portfolio in Q4 2023.
  • Mount Lucas Management opened 52 new positions and closed 39 in Q4 2023.
  • Mount Lucas Management's portfolio value rose 23% quarter-over-quarter to $348M.

Based on Mount Lucas Management's 13F filing for Q4 2023, filed 7 Feb 2024.