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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
(-5.3%)
Cap. Flow
+$81.3M
Cap. Flow
% of AUM
28.7%
Top 10 Holdings %
Top 10 Hldgs %
34.32%
Holding
143
New
4
Increased
21
Reduced
102
Closed
14
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$9.48M |
| 2 |
iShares Mortgage Real Estate ETF
REM
|
+$2.55M |
| 3 |
iShares Preferred and Income Securities ETF
PFF
|
+$1.84M |
| 4 |
Annaly Capital Management
NLY
|
+$870K |
| 5 |
AGNC Investment
AGNC
|
+$742K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 3-7 Year Treasury Bond ETF
IEI
|
+$4.95M |
| 2 |
iShares MSCI Australia ETF
EWA
|
+$2.99M |
| 3 |
Archer Daniels Midland
ADM
|
+$1.99M |
| 4 |
Petrobras
PBR
|
+$1.46M |
| 5 |
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 | |
|---|---|---|---|---|---|---|
1
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
| $23.3M | 8.22% |
316,482
-7,841
| -2% | -$607K |
|
|
2
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
| $23M | 8.11% |
283,452
+117,118
| +70% | +$9.48M |
|
3
CALL
iShares S&P 100 ETF
OEF
$20.1B
| $13.3M | 4.68% |
+500,000
| New | +$104M |
|
4
CALL
PayPal
PYPL
$48.9B
| $7.31M | 2.58% |
125,000
| – | – |
|
5
Cigna
CI
$73.7B
| $6.8M | 2.4% |
23,762
-684
| -3% | -$195K |
|
6
McKesson
MCK
$100B
| $5.47M | 1.93% |
12,577
-321
| -2% | -$135K |
|
7
EQT Corp
EQT
$33.3B
| $5.34M | 1.88% |
131,479
-6,254
| -5% | -$259K |
|
8
Cardinal Health
CAH
$53.9B
| $5.18M | 1.83% |
59,609
-2,257
| -4% | -$204K |
|
9
Marathon Petroleum
MPC
$92.4B
| $3.9M | 1.38% |
25,739
-4,557
| -15% | -$635K |
|
|
10
Annaly Capital Management
NLY
$17.1B
| $3.7M | 1.31% |
196,600
+43,800
| +29% | +$870K |
|
|
11
AGNC Investment
AGNC
$12.4B
| $3.63M | 1.28% |
384,900
+75,000
| +24% | +$742K |
|
12
ExxonMobil
XOM
$644B
| $3.5M | 1.23% |
29,725
-1,629
| -5% | -$179K |
|
13
Valero Energy
VLO
$90.1B
| $3.38M | 1.19% |
23,818
-4,286
| -15% | -$561K |
|
14
Phillips 66
PSX
$84.9B
| $3.32M | 1.17% |
27,629
-1,342
| -5% | -$151K |
|
|
CTRA
15
DELISTED
Coterra Energy
CTRA
| $3.28M | 1.16% |
121,248
-6,803
| -5% | -$185K |
|
16
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
| $3.24M | 1.14% |
64,468
-59
| -0.1% | -$3.04K |
|
17
ConocoPhillips
COP
$147B
| $3.23M | 1.14% |
26,976
-1,412
| -5% | -$164K |
|
18
Aflac
AFL
$64.9B
| $3.08M | 1.09% |
40,183
-430
| -1% | -$31.9K |
|
19
PACCAR
PCAR
$69.8B
| $3.02M | 1.07% |
35,489
-1,973
| -5% | -$168K |
|
20
Progressive
PGR
$123B
| $2.99M | 1.06% |
21,472
-335
| -2% | -$44.1K |
|
|
MRO
21
DELISTED
Marathon Oil Corporation
MRO
| $2.97M | 1.05% |
111,083
-6,650
| -6% | -$172K |
|
22
Occidental Petroleum
OXY
$56.8B
| $2.82M | 1% |
43,536
-2,393
| -5% | -$151K |
|
23
Pultegroup
PHM
$24.1B
| $2.81M | 0.99% |
38,008
-2,141
| -5% | -$171K |
|
24
Chevron
CVX
$392B
| $2.79M | 0.98% |
16,526
-792
| -5% | -$128K |
|
25
Amgen
AMGN
$208B
| $2.73M | 0.97% |
10,168
-87
| -0.8% | -$21.7K |
|
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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.