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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
+14.58%
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
$294M
AUM Growth
-$55.8M
Cap. Flow
-$90.1M
Cap. Flow %
-30.68%
Top 10 Hldgs %
43.62%
Holding
165
New
9
Increased
79
Reduced
55
Closed
20

Top Buys

Rank Stock Value
1
KWEB icon
KraneShares CSI China Internet ETF
KWEB
+$35M
2
BABA icon
Alibaba
BABA
+$16.4M
3
QQQ icon
Invesco QQQ Trust
QQQ
+$6.63M
4
JD icon
JD.com
JD
+$5.49M
5
SVOL icon
Simplify Volatility Premium ETF
SVOL
+$1.85M

Top Sells

Rank Stock Value
1
RPV icon
Invesco S&P 500 Pure Value ETF
RPV
+$5.76M
2
HIG icon
Hartford Financial Services
HIG
+$4.39M
3
L icon
Loews
L
+$3.98M
4
SYF icon
Synchrony
SYF
+$3.12M
5
PHM icon
Pultegroup
PHM
+$3.12M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 14.05%
2 Financials 13.76%
3 Industrials 6.48%
4 Real Estate 3.61%
5 Technology 2.79%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
KWEB icon
1
KraneShares CSI China Internet ETF
KWEB
$5.64B
$47.1M 16.05%
1,385,000
+1,300,000
+1,529% +$35M
QQQ icon
2
Invesco QQQ Trust
QQQ
$453B
$26M 8.86%
53,283
+14,015
+36% +$6.63M
BABA icon
3
Alibaba
BABA
$293B
$21.2M 7.23%
+200,000
New +$16.4M
JD icon
4
JD.com
JD
$44.6B
$8M 2.72%
+200,000
New +$5.49M
AGNC icon
5
AGNC Investment
AGNC
$12.4B
$5.33M 1.82%
509,500
+17,500
+4% +$178K
NLY icon
6
Annaly Capital Management
NLY
$17.1B
$5.26M 1.79%
262,000
+8,000
+3% +$160K
HIG icon
7
Hartford Financial Services
HIG
$38.9B
$4.52M 1.54%
38,431
-40,050
-51% -$4.39M
EWA icon
8
iShares MSCI Australia ETF
EWA
$1.39B
$3.58M 1.22%
132,087
+554
+0.4% +$14K
COST icon
9
Costco
COST
$422B
$3.57M 1.22%
4,031
-3,161
-44% -$2.74M
L icon
10
Loews
L
$23.9B
$3.47M 1.18%
43,879
-50,724
-54% -$3.98M
BBJP icon
11
JPMorgan BetaBuilders Japan ETF
BBJP
$17.5B
$3.4M 1.16%
57,391
+1,176
+2% +$67.7K
ACGL icon
12
Arch Capital
ACGL
$34.3B
$3.38M 1.15%
30,208
-28,195
-48% -$2.93M
RSG icon
13
Republic Services
RSG
$64.8B
$3.28M 1.12%
16,332
-12,811
-44% -$2.58M
JPM icon
14
JPMorgan Chase
JPM
$935B
$3.16M 1.08%
14,999
-13,407
-47% -$2.82M
DAL icon
15
Delta Air Lines
DAL
$57.5B
$2.99M 1.02%
58,813
-55,767
-49% -$2.43M
SYF icon
16
Synchrony
SYF
$24.7B
$2.78M 0.95%
55,684
-64,513
-54% -$3.12M
CWB icon
17
State Street SPDR Bloomberg Convertible Securities ETF
CWB
$5.6B
$2.75M 0.94%
35,946
+1,046
+3% +$76.8K
PFF icon
18
iShares Preferred and Income Securities ETF
PFF
$13.3B
$2.75M 0.94%
82,800
+3,742
+5% +$120K
IEF icon
19
iShares 7-10 Year Treasury Bond ETF
IEF
$47.1B
$2.69M 0.92%
27,411
-1,104
-4% -$107K
REM icon
20
iShares Mortgage Real Estate ETF
REM
$539M
$2.69M 0.91%
113,160
+12,677
+13% +$298K
IEI icon
21
iShares 3-7 Year Treasury Bond ETF
IEI
$18.1B
$2.68M 0.91%
22,412
-6,091
-21% -$720K
BKLN icon
22
Invesco Senior Loan ETF
BKLN
$6.97B
$2.68M 0.91%
127,414
+8,506
+7% +$179K
SHY icon
23
iShares 1-3 Year Treasury Bond ETF
SHY
$25.5B
$2.67M 0.91%
32,136
-15,631
-33% -$1.29M
UAL icon
24
United Airlines
UAL
$39.4B
$2.65M 0.9%
46,491
-54,341
-54% -$2.52M
EMHY icon
25
iShares JPMorgan EM High Yield Bond ETF
EMHY
$620M
$2.59M 0.88%
66,307
+2,942
+5% +$111K
1
2 3 4 5

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Mount Lucas Management's Q3 2024 Portfolio in Review

As of Q3 2024, Mount Lucas Management held 165 positions worth $294M, down 16% from $349M the previous quarter. Its ten largest holdings account for 44% of the portfolio.

Mount Lucas Management withdrew a net $90.1M in Q3 2024, closing 20 positions and reducing 55 holdings. Its most notable exit was Invesco S&P 500 Pure Value ETF, an estimated $5.76M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 14% of assets, up from 5.5% a quarter earlier, followed by Financials and Industrials.

Against the trend, Mount Lucas Management opened a new position in Alibaba worth $21.2M.

  • Mount Lucas Management's largest Q3 2024 buy was Alibaba: 200,000 shares worth $21.2M.
  • Mount Lucas Management added most to KraneShares CSI China Internet ETF in Q3 2024, an estimated $35M increase.
  • Mount Lucas Management's biggest Q3 2024 reduction was Hartford Financial Services, cutting an estimated $4.39M.
  • Mount Lucas Management fully exited Invesco S&P 500 Pure Value ETF in Q3 2024, selling an estimated $5.76M.
  • Mount Lucas Management's ten largest holdings make up 44% of its $294M portfolio in Q3 2024.
  • Mount Lucas Management opened 9 new positions and closed 20 in Q3 2024.
  • Mount Lucas Management's portfolio value fell 16% quarter-over-quarter to $294M.

Based on Mount Lucas Management's 13F filing for Q3 2024, filed 6 Nov 2024.