SEC 13F Intelligence

Managers / Q1 2019 · view latest →

Mount Lucas Management LP

CIK 0001185072 · 405 SOUTH STATE STREET, NEWTOWN, PA, 18940 · 267-759-3500

Reported Value
$604M
Q1 2019
Positions
124
Filings on Record
31
2019–present window
Filed
May 15, 2019
original filing

Summary

Mount Lucas Management LP reported $604M in U.S.-listed holdings across 124 positions for Q1 2019.

Its largest position, Ishares 7 10 Year Treasury B, represents 9.0% of the portfolio.

Compared with Q4 2018, the fund opened 46 new positions and exited 17.

Portfolio Metrics

Turnover
+40.7%
vs prior filed quarter
Top-10 Concentration
+41.1%
share of reported value
Largest Position
+9.0%
Ishares 7 10 Year Treasury B
New / Exited
46 / 17
positions this quarter

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
Q4 ’18: $788MQ4 ’18Q1 ’19: $604MQ2 ’19: $591MQ3 ’19: $558MQ4 ’19: $502MQ4 ’19Q1 ’20: $486MQ2 ’20: $505MQ3 ’20: $480MQ4 ’20: $475MQ4 ’20Q1 ’21: $340MQ2 ’21: $376MQ3 ’21: $331MQ4 ’21: $350MQ4 ’21Q1 ’22: $343MQ2 ’22: $299MQ3 ’22: $290MQ4 ’22: $305MQ4 ’22Q1 ’23: $379MQ2 ’23: $299MQ3 ’23: $283MQ4 ’23: $348MQ4 ’23Q1 ’24: $366MQ2 ’24: $349MQ3 ’24: $294MQ4 ’24: $287MQ4 ’24Q1 ’25: $311MQ2 ’25: $235MQ3 ’25: $243MQ4 ’25: $250MQ4 ’25Q1 ’26: $271Mfilingsflow.com

Portfolio Composition

By security type
ETP: 63.1%Common Stock: 35.1%REIT: 1.4%Other: 0.4%
  • ETP · 63.1% · $381M
  • Common Stock · 35.1% · $212M
  • REIT · 1.4% · $9M
  • Other · 0.4% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2018 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
WDCWESTERN DIGITAL CORPNEW+190.2K190.2K+$9M$9M
DALDELTA AIR LINES INCNEW+173.0K173.0K+$9M$9M
NUENUCOR CORPNEW+151.1K151.1K+$9M$9M
WBAWALGREENS BOOTS ALLIANCE INCNEW+139.2K139.2K+$9M$9M
TRVCCITIGROUP INCNEW+140.4K140.4K+$9M$9M
GAPGAP INC/THENEW+333.4K333.4K+$9M$9M
SYFSYNCHRONY FINANCIALNEW+273.5K273.5K+$9M$9M
CHVCHEVRON CORPNEW+70.8K70.8K+$9M$9M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q1 2019

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 7-10 YEAR TREASURY BETP8.99%$54M509.4K
2ISHARES 3-7 YEAR TREASURY BOETP8.89%$54M436.3K
3ISHARES 1-3 YEAR TREASURY BOETP8.81%$53M633.2K
4XLUUTILITIES SELECT SECTOR SPDRhistory →ETP2.45%$15M254.8K
5REAL ESTATE SELECT SECT SPDRETP2.03%$12M339.0K
6TECHNOLOGY SELECT SECT SPDRETP2.02%$12M165.0K
7CONSUMER STAPLES SPDRETP2.01%$12M216.5K
8CONSUMER DISCRETIONARY SELTETP2.01%$12M106.5K
9HEALTH CARE SELECT SECTORETP1.94%$12M128.1K
10INDUSTRIAL SELECT SECT SPDRETP1.91%$12M154.1K
11XLCCOMM SERV SELECT SECTOR SPDRhistory →ETP1.88%$11M242.7K
12TAT&T INChistory →Common Stock1.64%$10M316.1K
13KSSKOHLS CORPhistory →Common Stock1.59%$10M139.4K
14HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.58%$10M617.4K
15PSXPHILLIPS 66history →Common Stock1.48%$9M94.3K
16WDCWESTERN DIGITAL CORPhistory →Common Stock1.48%$9M186.5K
17DALDELTA AIR LINES INChistory →Common Stock1.45%$9M169.5K
18NUENUCOR CORPhistory →Common Stock1.43%$9M148.1K
19WBAWALGREENS BOOTS ALLIANCE INChistory →Common Stock1.43%$9M136.5K
20KRKROGER COhistory →Common Stock1.42%$9M348.9K
21TRVCCITIGROUP INChistory →Common Stock1.42%$9M137.6K
22GAPGAP INC/THEhistory →Common Stock1.42%$9M326.7K
23SYFSYNCHRONY FINANCIALhistory →Common Stock1.41%$9M268.0K
24CHVCHEVRON CORPhistory →Common Stock1.41%$9M69.3K
25GMGENERAL MOTORS COhistory →Common Stock1.41%$9M230.2K
26XEROX CORPCommon Stock1.41%$9M266.5K
27VLOVALERO ENERGY CORPhistory →Common Stock1.32%$8M94.1K
28HFCUSDHOLLYFRONTIER CORPhistory →Common Stock1.28%$8M156.5K
29MPCMARATHON PETROLEUM CORPhistory →Common Stock1.25%$8M126.1K
30ISHARES U.S. HOME CONSTRUCTIETP1.22%$7M208.4K
31MMACY'S INChistory →Common Stock1.19%$7M298.9K
32ISHARES MORTGAGE REAL ESTATEETP1.10%$7M153.1K
33SPDR BBG BARC CONVERTIBLEETP1.08%$7M124.9K
34INVESCO SENIOR LOAN ETFETP1.07%$6M286.7K
35ISHARES MSCI PHILIPPINES ETFETP1.03%$6M181.1K
36ISHARES MSCI INDONESIA ETFETP1.00%$6M236.1K
37ISHARES MSCI BRAZIL ETFETP0.96%$6M141.3K
38CTLEURCENTURYLINK INCCommon Stock0.94%$6M474.7K
39ISHARES CHINA LARGE-CAP ETFETP0.92%$6M126.0K
40ISHARES MSCI SWITZERLAND ETFETP0.89%$5M152.5K
41ISHARES JP MORGAN USD EMERGIETP0.78%$5M42.6K
42SPDR S&P INTER DVD ETFETP0.77%$5M122.7K
43VANGUARD HIGH DVD YIELD ETFETP0.77%$5M54.1K
44ISHARES EMERGING MARKETS HIGETP0.76%$5M98.7K
45ISHARES MSCI PERU ETFETP0.73%$4M112.1K
46ISHARES IBOXX HIGH YLD CORPETP0.73%$4M50.9K
47ISHARES US&INTL HIGH YIELD CETP0.72%$4M89.5K
48ISHARES 0-5 YR HY CORP BONDETP0.72%$4M93.6K
49GQ9SPDR GOLD SHARESETP0.57%$3M28.3K
50VANGUARD GLBL EX-US REAL ESTETP0.56%$3M57.2K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$271M167May 5, 202613F-HRchanges · EDGAR ↗
Q4 2025$250M171Feb 5, 202613F-HRchanges · EDGAR ↗
Q3 2025$243M163Nov 10, 202513F-HRchanges · EDGAR ↗
Q2 2025$235M159Aug 11, 202513F-HRchanges · EDGAR ↗
Q1 2025$311M150May 6, 202513F-HRchanges · EDGAR ↗
Q4 2024$287M137Feb 7, 202513F-HRchanges · EDGAR ↗
Q3 2024$294M146Nov 6, 202413F-HRchanges · EDGAR ↗
Q2 2024$349M158Aug 6, 202413F-HRchanges · EDGAR ↗
Q1 2024$366M145May 10, 202413F-HRchanges · EDGAR ↗
Q4 2023$348M142Feb 7, 202413F-HRchanges · EDGAR ↗
Q3 2023$283M129Nov 14, 202313F-HRchanges · EDGAR ↗
Q2 2023$299M139Aug 14, 202313F-HRchanges · EDGAR ↗
Q1 2023$379M113May 12, 202313F-HRchanges · EDGAR ↗
Q4 2022$305M107Feb 14, 202313F-HRchanges · EDGAR ↗
Q3 2022$290M93Nov 14, 2022RESTATEMENTchanges · EDGAR ↗
Q2 2022$299M90Aug 10, 202213F-HRchanges · EDGAR ↗
Q1 2022$343M111May 12, 202213F-HRchanges · EDGAR ↗
Q4 2021$350M129Feb 14, 202213F-HRchanges · EDGAR ↗
Q3 2021$331M108Nov 15, 202113F-HRchanges · EDGAR ↗
Q2 2021$376M111Aug 16, 202113F-HRchanges · EDGAR ↗
Q1 2021$340M111May 17, 202113F-HRchanges · EDGAR ↗
Q4 2020$475M114Feb 16, 202113F-HRchanges · EDGAR ↗
Q3 2020$480M77Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$505M65Aug 14, 202013F-HRchanges · EDGAR ↗
Q1 2020$486M41May 15, 202013F-HRchanges · EDGAR ↗
Q4 2019$502M90Feb 14, 202013F-HRchanges · EDGAR ↗
Q3 2019$558M140Nov 14, 201913F-HRchanges · EDGAR ↗
Q2 2019$591M132Aug 14, 201913F-HRchanges · EDGAR ↗
Q1 2019$604M124May 15, 201913F-HRchanges · EDGAR ↗
Q4 2018$788M93Feb 14, 201913F-HRchanges · 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 ↗.