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Mount Lucas Management LP
405 SOUTH STATE STREET, NEWTOWN, PA 18940 • 267-759-3500
Market Value
$205M
-1.1%
Holdings
186
+2
New Purchases
43
Added To
30
Closed
31
Reduced
80
Top 10 Concentration
30.3%
Turnover
39.8%
Top Buys (by % of Portfolio)
| Symbol | Cur % | Prior % | Chg % | Value |
|---|---|---|---|---|
| EWA | 1.75% | 0.00% | +1.75% | $4M |
| QQQ | 13.35% | 11.63% | +1.72% | $27M |
| T | 1.05% | 0.00% | +1.05% | $2M |
| ABC | 0.96% | 0.00% | +0.96% | $2M |
| NEM | 0.76% | 0.00% | +0.76% | $2M |
| CSCO | 0.69% | 0.00% | +0.69% | $1M |
| NDAQ | 0.69% | 0.00% | +0.69% | $1M |
| VRSN | 0.68% | 0.00% | +0.68% | $1M |
| CAH | 0.68% | 0.00% | +0.68% | $1M |
| ICE | 0.68% | 0.00% | +0.68% | $1M |
| ABT | 0.68% | 0.00% | +0.68% | $1M |
| COF | 0.67% | 0.00% | +0.67% | $1M |
| CME | 0.67% | 0.00% | +0.67% | $1M |
| EWY | 0.50% | 0.00% | +0.50% | $1M |
| EWZ | 0.74% | 0.25% | +0.49% | $2M |
Top Sells (by % of Portfolio)
| Symbol | Cur % | Prior % | Chg % | Value |
|---|---|---|---|---|
| HIG | 0.42% | 2.04% | -1.62% | $861K |
| REM | 0.00% | 1.25% | -1.25% | $0 |
| SHY | 2.30% | 3.31% | -1.01% | $5M |
| IEI | 2.31% | 3.32% | -1.00% | $5M |
| IEF | 2.33% | 3.31% | -0.98% | $5M |
| TMUS | 0.00% | 0.94% | -0.94% | $0 |
| BRO | 0.00% | 0.87% | -0.87% | $0 |
| JPM | 0.00% | 0.78% | -0.78% | $0 |
| CTAS | 0.00% | 0.76% | -0.76% | $0 |
| SYF | 0.36% | 1.11% | -0.74% | $743K |
| ACGL | 0.36% | 1.08% | -0.72% | $734K |
| MCK | 0.00% | 0.72% | -0.72% | $0 |
| TJX | 0.00% | 0.72% | -0.72% | $0 |
| COST | 0.00% | 0.70% | -0.70% | $0 |
| TRGP | 0.00% | 0.66% | -0.66% | $0 |
Sector Allocation Over Time
Industry Breakdown
| Industry | Weight |
|---|---|
| Financial Services | 66.2% |
| Technology | 8.2% |
| Healthcare | 6.1% |
| Communication Services | 4.3% |
| Basic Materials | 3.9% |
Market Cap Concentration
| Tier | Holdings | Value | Weight |
|---|---|---|---|
| Mega Cap | 11 | $33M | 16.0% |
| Large Cap | 116 | $113M | 55.5% |
| Mid Cap | 23 | $23M | 11.3% |
| Small Cap | 24 | $27M | 13.0% |
| Micro Cap | 12 | $9M | 4.2% |
Portfolio Analytics
Avg Market Cap
$96.6B
Median Market Cap
$24.0B
Avg P/E
28.5
Median P/E
19.4
Avg Dividend Yield
0.01%
Avg Beta
0.98
# Stocks
132
# ETFs / Funds
54
Top Holdings (186 total)
| # | Symbol | % Port | Shares | Value | Avg Price | Q/Q Value Chg | Share Chg | Chg % | Status |
|---|---|---|---|---|---|---|---|---|---|
| 1 | QQQ | 13.35% | 49,539 | $27M | $551.64 | $3M | -1,778 | -3.5% | |
| 2 | AGNCZ | 2.56% | 570,800 | $5M | $9.19 | -$10K | +22,200 | +4.0% | |
| 3 | IEF | 2.33% | 49,686 | $5M | $95.77 | -$2M | -22,096 | -30.8% | |
| 4 | IEI | 2.31% | 39,756 | $5M | $119.09 | -$2M | -18,333 | -31.6% | |
| 5 | SHY | 2.30% | 56,853 | $5M | $82.86 | -$2M | -25,964 | -31.4% | |
| 6 | EWA | 1.75% | 136,206 | $4M | $26.32 | — | +136,206 | — | NEW |
| 7 | BBJP | 1.73% | 57,160 | $4M | $61.78 | $880 | -5,738 | -9.1% | |
| 8 | CWB | 1.36% | 33,775 | $3M | $82.66 | $146K | -754 | -2.2% | |
| 9 | BKLN | 1.32% | 129,518 | $3M | $20.92 | $4K | -1,185 | -0.9% | |
| 10 | VYM | 1.30% | 19,969 | $3M | $133.31 | $148K | +471 | +2.4% | |
| 11 | PGR | 1.29% | 9,887 | $3M | $266.86 | $300K | +1,625 | +19.7% | |
| 12 | EMB | 1.29% | 28,405 | $3M | $92.62 | $61K | +41 | +0.1% | |
| 13 | EMHY | 1.28% | 67,401 | $3M | $38.97 | $60K | +259 | +0.4% | |
| 14 | PBP | 1.28% | 119,538 | $3M | $21.86 | $146K | +8,269 | +7.4% | |
| 15 | DWX | 1.28% | 61,944 | $3M | $42.15 | -$110K | -8,978 | -12.7% | |
| 16 | FOXA | 1.18% | 43,002 | $2M | $56.04 | -$511K | -8,604 | -16.7% | |
| 17 | QQQM | 1.07% | 9,628 | $2M | $227.10 | $223K | -543 | -5.3% | |
| 18 | T | 1.05% | 74,397 | $2M | $28.94 | — | +74,397 | — | NEW |
| 19 | MET | 0.99% | 25,252 | $2M | $80.42 | $173K | +2,112 | +9.1% | |
| 20 | ABC | 0.96% | 6,569 | $2M | $299.85 | — | +6,569 | — | NEW |
| 21 | FALN | 0.90% | 67,806 | $2M | $27.14 | $36K | +467 | +0.7% | |
| 22 | GHYG | 0.90% | 39,688 | $2M | $46.31 | $25K | -1,007 | -2.5% | |
| 23 | HYGV | 0.89% | 44,564 | $2M | $41.03 | $37K | +193 | +0.4% | |
| 24 | JNK | 0.89% | 18,765 | $2M | $97.27 | $31K | -59 | -0.3% | |
| 25 | SHYG | 0.89% | 42,231 | $2M | $43.14 | $25K | -35 | -0.1% | |
| 26 | UAL | 0.84% | 21,467 | $2M | $79.63 | $305K | +1,129 | +5.5% | |
| 27 | WELL | 0.83% | 11,014 | $2M | $153.73 | -$255K | -1,699 | -13.4% | |
| 28 | CCL | 0.82% | 59,962 | $2M | $28.12 | $402K | -5,792 | -8.8% | |
| 29 | BK | 0.80% | 18,064 | $2M | $91.11 | -$100K | -2,750 | -13.2% | |
| 30 | NTRS | 0.77% | 12,353 | $2M | $126.79 | $661K | +3,173 | +34.6% | |
| 31 | NEM | 0.76% | 26,783 | $2M | $58.26 | — | +26,783 | — | NEW |
| 32 | WMB | 0.76% | 24,687 | $2M | $62.81 | -$142K | -3,641 | -12.8% | |
| 33 | EWZ | 0.74% | 52,761 | $2M | $28.85 | $1M | +32,761 | +163.8% | |
| 34 | WAB | 0.74% | 7,228 | $2M | $209.35 | -$5K | -1,142 | -13.6% | |
| 35 | WMT | 0.73% | 15,205 | $1M | $97.78 | -$57K | -2,375 | -13.5% | |
| 36 | ADP | 0.72% | 4,753 | $1M | $308.40 | -$208K | -727 | -13.3% | |
| 37 | KMI | 0.71% | 49,637 | $1M | $29.40 | -$165K | -7,288 | -12.8% | |
| 38 | RFIX | 0.71% | 30,000 | $1M | $48.62 | -$146K | — | — | |
| 39 | GM | 0.70% | 28,982 | $1M | $49.21 | -$257K | -6,798 | -19.0% | |
| 40 | CSCO | 0.69% | 20,494 | $1M | $69.38 | — | +20,494 | — | NEW |
| 41 | NDAQ | 0.69% | 15,786 | $1M | $89.42 | — | +15,786 | — | NEW |
| 42 | VNQI | 0.69% | 30,437 | $1M | $46.15 | $818K | +15,942 | +110.0% | |
| 43 | VRSN | 0.68% | 4,842 | $1M | $288.80 | — | +4,842 | — | NEW |
| 44 | CAH | 0.68% | 8,319 | $1M | $168.00 | — | +8,319 | — | NEW |
| 45 | ICE | 0.68% | 7,616 | $1M | $183.47 | — | +7,616 | — | NEW |
| 46 | ABT | 0.68% | 10,221 | $1M | $136.01 | — | +10,221 | — | NEW |
| 47 | COF | 0.67% | 6,435 | $1M | $212.76 | — | +6,435 | — | NEW |
| 48 | CME | 0.67% | 4,962 | $1M | $275.62 | — | +4,962 | — | NEW |
| 49 | DAL | 0.66% | 27,531 | $1M | $49.18 | -$432K | -13,442 | -32.8% | |
| 50 | RSG | 0.66% | 5,476 | $1M | $246.61 | -$339K | -1,502 | -21.5% | |
| 51 | ALL | 0.64% | 6,483 | $1M | $201.31 | -$895K | -4,143 | -39.0% | |
| 52 | MSI | 0.61% | 2,987 | $1M | $420.46 | -$256K | -467 | -13.5% | |
| 53 | AEM | 0.61% | 10,515 | $1M | $118.93 | $527K | +3,840 | +57.5% | |
| 54 | PKG | 0.57% | 6,151 | $1M | $188.45 | -$243K | -929 | -13.1% | |
| 55 | SFM | 0.56% | 6,977 | $1M | $164.64 | $556K | +3,095 | +79.7% | |
| 56 | HOOD | 0.54% | 11,790 | $1M | $93.63 | $550K | -1,509 | -11.3% | |
| 57 | HLI | 0.54% | 6,106 | $1M | $179.95 | $587K | +2,937 | +92.7% | |
| 58 | FTI | 0.53% | 31,279 | $1M | $34.44 | -$26K | -3,525 | -10.1% | |
| 59 | EWY | 0.50% | 14,308 | $1M | $71.78 | — | +14,308 | — | NEW |
| 60 | EWT | 0.46% | 16,562 | $951K | $57.40 | — | +16,562 | — | NEW |
| 61 | WRB | 0.46% | 12,745 | $936K | $73.47 | -$1M | -18,752 | -59.5% | |
| 62 | EPOL | 0.46% | 28,991 | $935K | $32.26 | -$40K | -5,829 | -16.7% | |
| 63 | GREK | 0.45% | 15,976 | $927K | $58.04 | -$44K | -4,697 | -22.7% | |
| 64 | FXI | 0.45% | 25,084 | $922K | $36.76 | $27K | +98 | +0.4% | |
| 65 | EPU | 0.45% | 18,901 | $918K | $48.59 | -$25K | -2,599 | -12.1% | |
| 66 | EZA | 0.44% | 16,786 | $902K | $53.75 | -$52K | -3,039 | -15.3% | |
| 67 | FMCC | 0.44% | 108,677 | $895K | $8.24 | $240K | -13,913 | -11.3% | |
| 68 | UWMC | 0.43% | 215,000 | $890K | $4.14 | -$153K | +24,000 | +12.6% | |
| 69 | EWW | 0.43% | 14,639 | $887K | $60.56 | — | +14,639 | — | NEW |
| 70 | ECH | 0.43% | 28,046 | $882K | $31.45 | -$35K | -2,710 | -8.8% | |
| 71 | EPHE | 0.43% | 32,171 | $872K | $27.12 | — | +32,171 | — | NEW |
| 72 | HIG | 0.42% | 6,786 | $861K | $126.87 | -$3M | -27,342 | -80.1% | |
| 73 | KGC | 0.42% | 54,662 | $854K | $15.63 | -$270K | -34,474 | -38.7% | |
| 74 | TRV | 0.40% | 3,064 | $820K | $267.54 | -$213K | -842 | -21.6% | |
| 75 | EWM | 0.40% | 33,418 | $813K | $24.34 | — | +33,418 | — | NEW |
| 76 | EWN | 0.39% | 14,756 | $804K | $54.50 | $693K | +12,386 | +522.6% | |
| 77 | L | 0.39% | 8,751 | $802K | $91.66 | -$1M | -13,039 | -59.8% | |
| 78 | EWO | 0.39% | 27,249 | $801K | $29.40 | -$21K | -5,476 | -16.7% | |
| 79 | EWP | 0.39% | 17,985 | $792K | $44.03 | -$33K | -3,701 | -17.1% | |
| 80 | EWQ | 0.39% | 18,501 | $792K | $42.80 | $4K | -1,287 | -6.5% | |
| 81 | EWD | 0.39% | 17,295 | $791K | $45.74 | $28K | -843 | -4.7% | |
| 82 | CB | 0.39% | 2,727 | $790K | $289.72 | -$1M | -3,760 | -58.0% | |
| 83 | EWI | 0.39% | 16,384 | $789K | $48.14 | -$23K | -2,793 | -14.6% | |
| 84 | EWG | 0.39% | 18,633 | $788K | $42.31 | -$16K | -3,060 | -14.1% | |
| 85 | EWU | 0.38% | 19,653 | $781K | $39.72 | -$11K | -1,470 | -7.0% | |
| 86 | EWL | 0.38% | 14,199 | $778K | $54.81 | -$5K | -926 | -6.1% | |
| 87 | WIP | 0.38% | 19,501 | $778K | $39.88 | $377K | +8,808 | +82.4% | |
| 88 | CINF | 0.38% | 5,217 | $777K | $148.92 | -$207K | -1,447 | -21.7% | |
| 89 | LQD | 0.37% | 6,945 | $761K | $109.61 | $7K | +9 | +0.1% | |
| 90 | IGSB | 0.37% | 14,291 | $754K | $52.76 | -$7K | -232 | -1.6% | |
| 91 | IVZ | 0.37% | 47,704 | $752K | $15.77 | — | +47,704 | — | NEW |
| 92 | FLRN | 0.37% | 24,358 | $751K | $30.83 | -$9K | -289 | -1.2% | |
| 93 | SCHP | 0.37% | 28,086 | $749K | $26.68 | -$14K | -293 | -1.0% | |
| 94 | RF | 0.37% | 31,822 | $748K | $23.52 | — | +31,822 | — | NEW |
| 95 | UHS | 0.37% | 4,127 | $748K | $181.15 | -$1M | -5,399 | -56.7% | |
| 96 | HBAN | 0.37% | 44,600 | $747K | $16.76 | — | +44,600 | — | NEW |
| 97 | CHTR | 0.36% | 1,827 | $747K | $408.81 | — | +1,827 | — | NEW |
| 98 | USB | 0.36% | 16,457 | $745K | $45.25 | — | +16,457 | — | NEW |
| 99 | SYF | 0.36% | 11,139 | $743K | $66.74 | -$2M | -32,051 | -74.2% | |
| 100 | MTB | 0.36% | 3,816 | $740K | $193.99 | — | +3,816 | — | NEW |