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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
DVN icon
126
Devon Energy
DVN
$52.1B
$197K 0.07%
4,126
-483
-10% -$24.3K
SWAV
127
DELISTED
Shockwave Medical, Inc. Common Stock
SWAV
$175K 0.06%
878
-114
-11% -$27K
ALB icon
128
Albemarle
ALB
$13.9B
$165K 0.06%
971
-124
-11% -$24.7K
ENPH icon
129
Enphase Energy
ENPH
$4.96B
$96.7K 0.03%
805
-102
-11% -$14.5K
ACGL icon
130
Arch Capital
ACGL
$34.3B
– –
-8,000
Closed -$599K
ADM icon
131
Archer Daniels Midland
ADM
$38.2B
– –
-26,303
Closed -$1.99M
DIS icon
132
CALL
Walt Disney
DIS
$167B
– –
-140,000
Closed -$12.5M
ECH icon
133
iShares MSCI Chile ETF
ECH
$1.01B
– –
-28,870
Closed -$842K
EIDO icon
134
iShares MSCI Indonesia ETF
EIDO
$480M
– –
-34,347
Closed -$792K
EPHE icon
135
iShares MSCI Philippines ETF
EPHE
$132M
– –
-103
Closed -$2.68K
EWA icon
136
iShares MSCI Australia ETF
EWA
$1.39B
– –
-132,471
Closed -$2.99M
EWD icon
137
iShares MSCI Sweden ETF
EWD
$546M
– –
-20,440
Closed -$724K
EWN icon
138
iShares MSCI Netherlands ETF
EWN
$571M
– –
-16,917
Closed -$732K
FHN icon
139
First Horizon
FHN
$12.2B
– –
-60,750
Closed -$685K
IEI icon
140
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
– –
-42,958
Closed -$4.95M
LQD icon
141
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-4,789
Closed -$518K
PBR icon
142
Petrobras
PBR
$125B
– –
-105,300
Closed -$1.46M
WIP icon
143
State Street SPDR FTSE International Government Inflation-Protected Bond ETF
WIP
$473M
– –
-11,358
Closed -$474K
2 3 4 5
6

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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.