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
+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
Cap. Flow
+$259M
Cap. Flow %
68.47%
Top 10 Hldgs %
46.27%
Holding
133
New
26
Increased
54
Reduced
32
Closed
20

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$24M
2
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.63M
3
BBJP icon
JPMorgan BetaBuilders Japan ETF
BBJP
+$3.36M
4
AGNC icon
AGNC Investment
AGNC
+$3.25M
5
NLY icon
Annaly Capital Management
NLY
+$3.12M

Top Sells

Rank Stock Value
1
SCHO icon
Schwab Short-Term US Treasury ETF
SCHO
+$35.9M
2
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$25.3M
3
IWD icon
iShares Russell 1000 Value ETF
IWD
+$7.88M
4
VYM icon
Vanguard High Dividend Yield ETF
VYM
+$2.62M
5
XLU icon
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
OEF icon
1
CALL
iShares S&P 100 ETF
OEF
$20.1B
$51.3M 13.54%
+1,300,000
New +$233M
SHY icon
2
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$34.7M 9.16%
422,402
+93,601
+28% +$7.63M
QQQ icon
3
Invesco QQQ Trust
QQQ
$453B
$26.2M 6.9%
+81,482
New +$24M
DIS icon
4
CALL
Walt Disney
DIS
$167B
$14M 3.7%
+140,000
New +$14.1M
SE icon
5
CALL
Sea Limited
SE
$65.4B
$10.4M 2.74%
+120,000
New +$8.19M
PYPL icon
6
CALL
PayPal
PYPL
$48.9B
$9.49M 2.51%
+125,000
New +$9.63M
MPC icon
7
Marathon Petroleum
MPC
$92.4B
$8.55M 2.26%
63,432
+2,430
+4% +$304K
VLO icon
8
Valero Energy
VLO
$92.9B
$7.47M 1.97%
53,543
+2,176
+4% +$292K
XOM icon
9
ExxonMobil
XOM
$644B
$7.04M 1.86%
64,196
+2,929
+5% +$324K
PSX icon
10
Phillips 66
PSX
$84.9B
$6.14M 1.62%
60,587
+3,107
+5% +$316K
FANG icon
11
Diamondback Energy
FANG
$57.1B
$6.04M 1.6%
44,720
+2,371
+6% +$330K
OXY icon
12
Occidental Petroleum
OXY
$56.8B
$5.75M 1.52%
92,133
+3,942
+4% +$245K
APA icon
13
APA Corp
APA
$13.2B
$5.47M 1.45%
151,799
+5,366
+4% +$215K
HPE icon
14
Hewlett Packard
HPE
$63.4B
$5.41M 1.43%
339,852
+21,705
+7% +$341K
MOS icon
15
The Mosaic Company
MOS
$7.03B
$5.15M 1.36%
112,251
+4,812
+4% +$233K
ADM icon
16
Archer Daniels Midland
ADM
$38.2B
$4.89M 1.29%
61,352
+3,076
+5% +$251K
CI icon
17
Cigna
CI
$73.8B
$4.76M 1.26%
18,630
+975
+6% +$284K
AIG icon
18
American International
AIG
$41.7B
$4.55M 1.2%
90,431
+4,758
+6% +$278K
CTRA
19
DELISTED
Coterra Energy
CTRA
$4.25M 1.12%
173,050
+6,273
+4% +$154K
COP icon
20
ConocoPhillips
COP
$147B
$3.99M 1.05%
40,188
+931
+2% +$102K
NUE icon
21
Nucor
NUE
$58.6B
$3.84M 1.02%
24,890
+550
+2% +$87.5K
PGR icon
22
Progressive
PGR
$123B
$3.57M 0.94%
24,944
+1,061
+4% +$146K
BBJP icon
23
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
$3.47M 0.92%
+71,654
New +$3.36M
GIS icon
24
General Mills
GIS
$19.1B
$3.45M 0.91%
40,331
+1,653
+4% +$132K
HSY icon
25
Hershey
HSY
$35.5B
$3.31M 0.87%
13,025
+509
+4% +$120K
1
2 3 4 5

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 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.