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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
+10.46%
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
$348M
AUM Growth
+$64.5M
Cap. Flow
+$45.5M
Cap. Flow %
13.09%
Top 10 Hldgs %
34.62%
Holding
181
New
52
Increased
50
Reduced
39
Closed
39

Top Buys

Rank Stock Value
1
QQQ icon
Invesco QQQ Trust
QQQ
+$17.1M
2
L icon
Loews
L
+$4.77M
3
ACGL icon
Arch Capital
ACGL
+$3.43M
4
IEI icon
iShares 3-7 Year Treasury Bond ETF
IEI
+$3.4M
5
IEF icon
iShares 7-10 Year Treasury Bond ETF
IEF
+$3.35M

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$19.6M
2
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$18.1M
3
CI icon
Cigna
CI
+$4.52M
4
MPC icon
Marathon Petroleum
MPC
+$3.9M
5
XOM icon
ExxonMobil
XOM
+$3.5M

Sector Composition

Rank Sector Weight
1 Financials 11.97%
2 Consumer Discretionary 11.11%
3 Industrials 9.33%
4 Healthcare 6.92%
5 Consumer Staples 4.13%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
BABA icon
1
CALL
Alibaba
BABA
$293B
$38.8M 11.15%
+500,000
New +$39.8M
QQQ icon
2
Invesco QQQ Trust
QQQ
$453B
$18.5M 5.32%
+45,165
New +$17.1M
KWEB icon
3
CALL
KraneShares CSI China Internet ETF
KWEB
$5.64B
$13.5M 3.88%
+500,000
New +$13.5M
FXI icon
4
CALL
iShares China Large-Cap ETF
FXI
$4.37B
$12M 3.46%
+500,000
New +$12.7M
PCAR icon
5
PACCAR
PCAR
$69.8B
$6.73M 1.94%
68,919
+33,430
+94% +$3M
CAH icon
6
Cardinal Health
CAH
$53.9B
$6.59M 1.9%
65,383
+5,774
+10% +$573K
PHM icon
7
Pultegroup
PHM
$24.1B
$6.37M 1.83%
61,692
+23,684
+62% +$2.01M
RPV icon
8
Invesco S&P 500 Pure Value ETF
RPV
$1.65B
$6.17M 1.77%
75,114
-241,368
-76% -$18.1M
URI icon
9
United Rentals
URI
$67.2B
$6.13M 1.76%
10,696
+4,609
+76% +$2.17M
DAL icon
10
Delta Air Lines
DAL
$57.5B
$5.59M 1.61%
139,045
+67,759
+95% +$2.46M
L icon
11
Loews
L
$23.9B
$4.99M 1.44%
+71,771
New +$4.77M
UAL icon
12
United Airlines
UAL
$39.4B
$4.95M 1.42%
119,853
+55,366
+86% +$2.18M
NLY icon
13
Annaly Capital Management
NLY
$17.1B
$4.74M 1.36%
244,632
+48,032
+24% +$857K
F icon
14
Ford
F
$58.5B
$4.74M 1.36%
388,644
+207,905
+115% +$2.31M
AGNC icon
15
AGNC Investment
AGNC
$12.4B
$4.72M 1.36%
480,920
+96,020
+25% +$844K
HIG icon
16
Hartford Financial Services
HIG
$38.9B
$4.7M 1.35%
58,475
+29,077
+99% +$2.19M
EG icon
17
Everest Group
EG
$14.5B
$4.57M 1.31%
12,922
+7,268
+129% +$2.81M
HCA icon
18
HCA Healthcare
HCA
$87.2B
$4.46M 1.28%
16,480
+8,802
+115% +$2.18M
IEI icon
19
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$3.49M 1%
+29,779
New +$3.4M
SHY icon
20
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$3.49M 1%
42,516
-240,936
-85% -$19.6M
IEF icon
21
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$3.49M 1%
+36,184
New +$3.35M
MGM icon
22
MGM Resorts International
MGM
$11.4B
$3.35M 0.96%
74,866
+11,846
+19% +$465K
EWA icon
23
iShares MSCI Australia ETF
EWA
$1.39B
$3.33M 0.96%
+136,817
New +$3.03M
BBJP icon
24
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
$3.33M 0.96%
63,406
-1,062
-2% -$54K
MTBA icon
25
Simplify MBS ETF
MTBA
$1.52B
$3.19M 0.92%
+61,750
New +$3.15M
1
2 3 4 5

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Mount Lucas Management's Q4 2023 Portfolio in Review

As of Q4 2023, Mount Lucas Management held 181 positions worth $348M, up 23% from $283M the previous quarter. Its ten largest holdings account for 35% of the portfolio.

Mount Lucas Management deployed $45.5M of net new capital in Q4 2023, opening 52 new positions and adding to 50 existing holdings. Its largest new stake was Invesco QQQ Trust: 45,165 shares worth $18.5M.

By sector, the portfolio is most concentrated in Financials at 12% of assets, up from 6.2% a quarter earlier, followed by Consumer Discretionary and Industrials.

On the sell side, the largest reduction was iShares 1-3 Year Treasury Bond ETF, an estimated $19.6M trimmed.

  • Mount Lucas Management's largest Q4 2023 buy was Invesco QQQ Trust: 45,165 shares worth $18.5M.
  • Mount Lucas Management added most to PACCAR in Q4 2023, an estimated $3M increase.
  • Mount Lucas Management's biggest Q4 2023 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $19.6M.
  • Mount Lucas Management fully exited Marathon Petroleum in Q4 2023, selling an estimated $3.9M.
  • Mount Lucas Management's ten largest holdings make up 35% of its $348M portfolio in Q4 2023.
  • Mount Lucas Management opened 52 new positions and closed 39 in Q4 2023.
  • Mount Lucas Management's portfolio value rose 23% quarter-over-quarter to $348M.

Based on Mount Lucas Management's 13F filing for Q4 2023, filed 7 Feb 2024.