Managers / Q4 2018 · view latest →
Mount Lucas Management LP
CIK 0001185072 · 405 SOUTH STATE STREET, NEWTOWN, PA, 18940 · 267-759-3500
Reported Value
$788M
Q4 2018
Positions
93
Filings on Record
31
2019–present window
Filed
Feb 14, 2019
original filing
Summary
Mount Lucas Management LP reported $788M in U.S.-listed holdings across 93 positions for Q4 2018.
Its largest position, Ishares 1 3 Year Treasury Bo, represents 20.0% of the portfolio.
Portfolio Metrics
Top-10 Concentration
+67.1%
share of reported value
Largest Position
+20.0%
Ishares 1 3 Year Treasury Bo
Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.
Reported Value by Quarter
13F Reported Value
Portfolio Composition
By security type
- ETP · 65.8% · $519M
- Common Stock · 21.8% · $172M
- Other · 12.4% · $98M
Quarter-over-Quarter Changes full breakdown →
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| ISHARES 1-3 YEAR TREASURY BO | NEW | +1.88M | 1.88M | +$158M | $158M |
| ISHARES 7-10 YEAR TREASURY B | NEW | +966.0K | 966.0K | +$101M | $101M |
| ISHARES 3-7 YEAR TREASURY BO | NEW | +821.4K | 821.4K | +$100M | $100M |
| ISHARES MSCI EMERGING MARKET | NEW | +2.50M | 2.50M | +$98M | $98M |
| XLEENERGY SELECT SECTOR SPDR | NEW | +583.2K | 583.2K | +$33M | $33M |
| XLUUTILITIES SELECT SECTOR SPDR | NEW | +529.9K | 529.9K | +$28M | $28M |
| REAL ESTATE SELECT SECT SPDR | NEW | +768.5K | 768.5K | +$24M | $24M |
| CONSUMER STAPLES SPDR | NEW | +455.8K | 455.8K | +$23M | $23M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q4 2018
49 positions
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | ISHARES 1-3 YEAR TREASURY BO | ETP | 20.00% | $158M | 1.88M |
| 2 | ISHARES 7-10 YEAR TREASURY B | ETP | 12.77% | $101M | 966.0K |
| 3 | ISHARES 3-7 YEAR TREASURY BO | ETP | 12.65% | $100M | 821.4K |
| 4 | XLEENERGY SELECT SECTOR SPDRhistory → | ETP | 4.20% | $33M | 577.6K |
| 5 | XLUUTILITIES SELECT SECTOR SPDRhistory → | ETP | 3.56% | $28M | 529.9K |
| 6 | REAL ESTATE SELECT SECT SPDR | ETP | 3.02% | $24M | 768.5K |
| 7 | CONSUMER STAPLES SPDR | ETP | 2.93% | $23M | 454.8K |
| 8 | HEALTH CARE SELECT SECTOR | ETP | 2.92% | $23M | 265.7K |
| 9 | KSSKOHLS CORPhistory → | Common Stock | 2.53% | $20M | 300.9K |
| 10 | MMACY'S INChistory → | Common Stock | 2.51% | $20M | 664.0K |
| 11 | CTLEURCENTURYLINK INChistory → | Common Stock | 2.18% | $17M | 1.13M |
| 12 | KRKROGER COhistory → | Common Stock | 1.21% | $10M | 347.0K |
| 13 | SPDR BBG BARC ST HIGH YIELD | ETP | 1.19% | $9M | 360.0K |
| 14 | TAT&T INChistory → | Common Stock | 1.13% | $9M | 311.1K |
| 15 | PRUPRUDENTIAL FINANCIAL INChistory → | Common Stock | 1.04% | $8M | 100.8K |
| 16 | HPEHEWLETT PACKARD ENTERPRISEhistory → | Common Stock | 1.03% | $8M | 611.8K |
| 17 | FFORD MOTOR CO | Common Stock | 0.94% | $7M | 970.7K |
| 18 | PSXPHILLIPS 66 | Common Stock | 0.83% | $7M | 75.8K |
| 19 | ISHARES U.S. HOME CONSTRUCTI | ETP | 0.83% | $7M | 216.8K |
| 20 | MPCMARATHON PETROLEUM CORP | Common Stock | 0.76% | $6M | 101.1K |
| 21 | VLOVALERO ENERGY CORP | Common Stock | 0.74% | $6M | 77.9K |
| 22 | VRSKVERISK ANALYTICS INC | Common Stock | 0.59% | $5M | 42.9K |
| 23 | PGRPROGRESSIVE CORP | Common Stock | 0.56% | $4M | 72.7K |
| 24 | XLBMATERIALS SELECT SECTOR SPDR | ETP | 0.48% | $4M | 75.2K |
| 25 | HFCUSDHOLLYFRONTIER CORP | Common Stock | 0.38% | $3M | 58.4K |
| 26 | VRSNVERISIGN INC | Common Stock | 0.35% | $3M | 18.5K |
| 27 | UNGUSDUS NATURAL GAS FUND LP | ETP | 0.31% | $2M | 99.5K |
| 28 | VVISA INC-CLASS A SHARES | Common Stock | 0.31% | $2M | 18.6K |
| 29 | YUMYUM! BRANDS INC | Common Stock | 0.31% | $2M | 26.3K |
| 30 | WRKUSDWESTROCK CO | Common Stock | 0.31% | $2M | 63.8K |
| 31 | CTXSEURCITRIX SYSTEMS INC | Common Stock | 0.30% | $2M | 23.4K |
| 32 | FISVFISERV INC | Common Stock | 0.29% | $2M | 31.6K |
| 33 | MSIMOTOROLA SOLUTIONS INC | Common Stock | 0.29% | $2M | 20.1K |
| 34 | COSTCOSTCO WHOLESALE CORP | Common Stock | 0.28% | $2M | 11.0K |
| 35 | MAMASTERCARD INC - A | Common Stock | 0.28% | $2M | 11.7K |
| 36 | TJXTJX COMPANIES INC | Common Stock | 0.27% | $2M | 47.1K |
| 37 | ROPROPER TECHNOLOGIES INC | Common Stock | 0.27% | $2M | 7.9K |
| 38 | CITCINTAS CORP | Common Stock | 0.26% | $2M | 12.3K |
| 39 | AMEAMETEK INC | Common Stock | 0.25% | $2M | 29.2K |
| 40 | DUTMOODY'S CORP | Common Stock | 0.24% | $2M | 13.7K |
| 41 | XYLXYLEM INC | Common Stock | 0.24% | $2M | 28.8K |
| 42 | BRBROADRIDGE FINANCIAL SOLUTIO | Common Stock | 0.24% | $2M | 19.5K |
| 43 | CB1ACONSTELLATION BRANDS INC-A | Common Stock | 0.21% | $2M | 10.1K |
| 44 | ISHARES NATIONAL MUNI BOND E | ETP | 0.17% | $1M | 12.1K |
| 45 | ISHARES SHORT-TERM CORPORATE | ETP | 0.17% | $1M | 25.4K |
| 46 | ISHARES FLOATING RATE BOND E | ETP | 0.15% | $1M | 23.4K |
| 47 | ISHARES MORTGAGE REAL ESTATE | ETP | 0.14% | $1M | 26.9K |
| 48 | VANGUARD REAL ESTATE ETF | ETP | 0.10% | $796,000 | 10.7K |
| 49 | ISHARES 0-5 YR HY CORP BOND | ETP | 0.09% | $699,000 | 15.7K |
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q1 2026 | $271M | 167 | May 5, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q4 2025 | $250M | 171 | Feb 5, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q3 2025 | $243M | 163 | Nov 10, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q2 2025 | $235M | 159 | Aug 11, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q1 2025 | $311M | 150 | May 6, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q4 2024 | $287M | 137 | Feb 7, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q3 2024 | $294M | 146 | Nov 6, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q2 2024 | $349M | 158 | Aug 6, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q1 2024 | $366M | 145 | May 10, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q4 2023 | $348M | 142 | Feb 7, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q3 2023 | $283M | 129 | Nov 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q2 2023 | $299M | 139 | Aug 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q1 2023 | $379M | 113 | May 12, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q4 2022 | $305M | 107 | Feb 14, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q3 2022 | $290M | 93 | Nov 14, 2022 | RESTATEMENT | changes · EDGAR ↗ |
| Q2 2022 | $299M | 90 | Aug 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q1 2022 | $343M | 111 | May 12, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q4 2021 | $350M | 129 | Feb 14, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q3 2021 | $331M | 108 | Nov 15, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q2 2021 | $376M | 111 | Aug 16, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q1 2021 | $340M | 111 | May 17, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q4 2020 | $475M | 114 | Feb 16, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q3 2020 | $480M | 77 | Nov 16, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q2 2020 | $505M | 65 | Aug 14, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q1 2020 | $486M | 41 | May 15, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q4 2019 | $502M | 90 | Feb 14, 2020 | 13F-HR | changes · EDGAR ↗ |
| Q3 2019 | $558M | 140 | Nov 14, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q2 2019 | $591M | 132 | Aug 14, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q1 2019 | $604M | 124 | May 15, 2019 | 13F-HR | changes · EDGAR ↗ |
| Q4 2018 | $788M | 93 | Feb 14, 2019 | 13F-HR | changes · EDGAR ↗ |
13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.