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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 | |
|---|---|---|---|---|---|---|
|
126
Schwab Short-Term US Treasury ETF
SCHO
$12.8B
| – | – |
-1,488,058
| Closed | -$35.9M |
|
|
127
Vanguard High Dividend Yield ETF
VYM
$80.9B
| – | – |
-24,200
| Closed | -$2.62M |
|
128
State Street Materials Select Sector SPDR ETF
XLB
$8.5B
| – | – |
-1,260
| Closed | -$48.9K |
|
129
State Street Energy Select Sector SPDR ETF
XLE
$39.6B
| – | – |
-22,766
| Closed | -$996K |
|
130
State Street Industrial Select Sector SPDR ETF
XLI
$32.8B
| – | – |
-10,159
| Closed | -$998K |
|
131
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.2B
| – | – |
-13,410
| Closed | -$1,000K |
|
|
132
State Street Utilities Select Sector SPDR ETF
XLU
$22.8B
| – | – |
-48,032
| Closed | -$1.69M |
|
133
State Street Health Care Select Sector SPDR ETF
XLV
$41.9B
| – | – |
-7,429
| Closed | -$1.01M |
|
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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.