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MLM

Mount Lucas Management Portfolio holdings

AUM $281M
1-Year Est. Return 36.14%
This Fund
S&P 500
This Quarter Est. Return
-0.8%
1 Year Est. Return
+36.14%
3 Year Est. Return
+109.35%
5 Year Est. Return
+140.26%
10 Year Est. Return
+507.99%
AUM
$283M
AUM Growth
-$15.9M
Cap. Flow
-$10.4M
Cap. Flow %
-3.68%
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 Miscellaneous 39.12%
2 Energy 16.9%
3 Healthcare 11.33%
4 Consumer Discretionary 10.19%
5 Financials 6.22%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
RPV icon
1
Invesco S&P 500 Pure Value ETF
RPV
$1.74B
$23.3M 8.22%
316,482
-7,841
-2% -$607K
SHY icon
2
iShares 1-3 Year Treasury Bond ETF
SHY
$26B
$23M 8.11%
283,452
+117,118
+70% +$9.48M
OEF icon
3
CALL
iShares S&P 100 ETF
OEF
$20.3B
$13.3M 4.68%
+500,000
New +$104M
PYPL icon
4
CALL
PayPal
PYPL
$45.6B
$7.31M 2.58%
125,000
– –
CI icon
5
Cigna
CI
$73.4B
$6.8M 2.4%
23,762
-684
-3% -$195K
MCK icon
6
McKesson
MCK
$102B
$5.47M 1.93%
12,577
-321
-2% -$135K
EQT icon
7
EQT Corp
EQT
$31.4B
$5.34M 1.88%
131,479
-6,254
-5% -$259K
CAH icon
8
Cardinal Health
CAH
$53B
$5.18M 1.83%
59,609
-2,257
-4% -$204K
MPC icon
9
Marathon Petroleum
MPC
$119B
$3.9M 1.38%
25,739
-4,557
-15% -$635K
NLY icon
10
Annaly Capital Management
NLY
$16.1B
$3.7M 1.31%
196,600
+43,800
+29% +$870K
AGNC icon
11
AGNC Investment
AGNC
$11.8B
$3.63M 1.28%
384,900
+75,000
+24% +$742K
XOM icon
12
ExxonMobil
XOM
$668B
$3.5M 1.23%
29,725
-1,629
-5% -$179K
VLO icon
13
Valero Energy
VLO
$118B
$3.38M 1.19%
23,818
-4,286
-15% -$561K
PSX icon
14
Phillips 66
PSX
$108B
$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
BBJP icon
16
JPMorgan BetaBuilders Japan ETF
BBJP
$19.8B
$3.24M 1.14%
64,468
-59
-0.1% -$3.04K
COP icon
17
ConocoPhillips
COP
$159B
$3.23M 1.14%
26,976
-1,412
-5% -$164K
AFL icon
18
Aflac
AFL
$58.5B
$3.08M 1.09%
40,183
-430
-1% -$31.9K
PCAR icon
19
PACCAR
PCAR
$62.3B
$3.02M 1.07%
35,489
-1,973
-5% -$168K
PGR icon
20
Progressive
PGR
$125B
$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
OXY icon
22
Occidental Petroleum
OXY
$59.2B
$2.82M 1%
43,536
-2,393
-5% -$151K
PHM icon
23
Pultegroup
PHM
$22.6B
$2.81M 0.99%
38,008
-2,141
-5% -$171K
CVX icon
24
Chevron
CVX
$413B
$2.79M 0.98%
16,526
-792
-5% -$128K
AMGN icon
25
Amgen
AMGN
$206B
$2.73M 0.97%
10,168
-87
-0.8% -$21.7K
1
2 3 4 5

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MWM
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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 withdrew a net $10.4M in Q3 2023, closing 14 positions and reducing 102 holdings. Its most notable exit was iShares 3-7 Year Treasury Bond ETF, an estimated $4.95M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 39% of assets, up from 38% a quarter earlier, followed by Energy and Healthcare.

Against the trend, Mount Lucas Management opened a new position in iShares Mortgage Real Estate ETF worth $2.4M.

  • 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.