SEC 13F Intelligence

Managers / Q2 2019 · view latest →

Mount Lucas Management LP

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

Reported Value
$591M
Q2 2019
Positions
132
Filings on Record
31
2019–present window
Filed
Aug 14, 2019
original filing

Summary

Mount Lucas Management LP reported $591M in U.S.-listed holdings across 132 positions for Q2 2019.

Its largest position, Ishares 7 10 Year Treasury B, represents 7.7% of the portfolio.

Compared with Q1 2019, the fund opened 14 new positions and exited 6.

Portfolio Metrics

Turnover
+10.5%
vs prior filed quarter
Top-10 Concentration
+36.3%
share of reported value
Largest Position
+7.7%
Ishares 7 10 Year Treasury B
New / Exited
14 / 6
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: 63.8%Common Stock: 34.3%REIT: 1.4%Other: 0.4%
  • ETP · 63.8% · $377M
  • Common Stock · 34.3% · $203M
  • REIT · 1.4% · $9M
  • Other · 0.4% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLBMATERIALS SELECT SECTOR SPDRNEW+188.5K188.5K+$11M$11M
ISHARES MSCI NETHERLANDS ETFNEW+175.9K175.9K+$5M$5M
ISHARES MSCI THAILAND ETFNEW+52.4K52.4K+$5M$5M
GREKUSDGLOBAL X MSCI GREECE ETFNEW+512.6K512.6K+$5M$5M
ISHARES MSCI FRANCE ETFNEW+125.3K125.3K+$4M$4M
TEUCRIUM CORN FUNDNEW+203.0K203.0K+$3M$3M
INVESCO S&P 500 BUYWRITE ETFNEW+151.0K151.0K+$3M$3M
ISHARES MSCI ITALY ETFNEW+84.1K84.1K+$2M$2M

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

Holdings — Q2 2019

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 7-10 YEAR TREASURY BETP7.71%$46M414.4K
2ISHARES 3-7 YEAR TREASURY BOETP7.69%$45M361.3K
3ISHARES 1-3 YEAR TREASURY BOETP7.64%$45M532.3K
4XLUUTILITIES SELECT SECTOR SPDRhistory →ETP2.27%$13M224.8K
5TECHNOLOGY SELECT SECT SPDRETP1.88%$11M142.1K
6XLBMATERIALS SELECT SECTOR SPDRhistory →ETP1.87%$11M188.5K
7CONSUMER DISCRETIONARY SELTETP1.84%$11M91.2K
8CONSUMER STAPLES SPDRETP1.81%$11M184.5K
9INDUSTRIAL SELECT SECT SPDRETP1.81%$11M137.9K
10TAT&T INChistory →Common Stock1.78%$10M313.1K
11HEALTH CARE SELECT SECTORETP1.77%$10M112.7K
12REAL ESTATE SELECT SECT SPDRETP1.75%$10M281.4K
13XLCCOMM SERV SELECT SECTOR SPDRhistory →ETP1.74%$10M208.4K
14TRVCCITIGROUP INChistory →Common Stock1.61%$10M136.1K
15DALDELTA AIR LINES INChistory →Common Stock1.61%$10M167.6K
16XEROX HOLDINGS CORPCommon Stock1.58%$9M263.6K
17SYFSYNCHRONY FINANCIALhistory →Common Stock1.55%$9M264.4K
18HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.53%$9M606.2K
19GMGENERAL MOTORS COhistory →Common Stock1.49%$9M228.6K
20WDCWESTERN DIGITAL CORPhistory →Common Stock1.49%$9M185.0K
21PSXPHILLIPS 66history →Common Stock1.47%$9M92.7K
22CHVCHEVRON CORPhistory →Common Stock1.45%$9M68.8K
23NUENUCOR CORPhistory →Common Stock1.37%$8M146.6K
24VLOVALERO ENERGY CORPhistory →Common Stock1.34%$8M92.7K
25KRKROGER COhistory →Common Stock1.26%$7M342.1K
26SPDR BBG BARC CONVERTIBLEETP1.25%$7M140.0K
27WBAWALGREENS BOOTS ALLIANCE INChistory →Common Stock1.25%$7M135.2K
28HFCUSDHOLLYFRONTIER CORPhistory →Common Stock1.20%$7M153.5K
29INVESCO SENIOR LOAN ETFETP1.20%$7M313.3K
30MPCMARATHON PETROLEUM CORPhistory →Common Stock1.17%$7M124.1K
31KSSKOHLS CORPhistory →Common Stock1.11%$7M138.1K
32MMACY'S INChistory →Common Stock1.08%$6M297.3K
33ISHARES MORTGAGE REAL ESTATEETP1.02%$6M142.2K
34GAPGAP INC/THECommon Stock0.99%$6M324.0K
35CTLEURCENTURYLINK INCCommon Stock0.94%$6M473.6K
36ISHARES MSCI NETHERLANDS ETFETP0.92%$5M175.9K
37ISHARES MSCI SWITZERLAND ETFETP0.92%$5M144.4K
38SPDR S&P INTER DVD ETFETP0.90%$5M135.0K
39ISHARES EMERGING MARKETS HIGETP0.89%$5M110.3K
40ISHARES JP MORGAN USD EMERGIETP0.89%$5M46.3K
41ISHARES MSCI THAILAND ETFETP0.85%$5M52.4K
42ISHARES MSCI BRAZIL ETFETP0.84%$5M113.0K
43GREKUSDGLOBAL X MSCI GREECE ETFETP0.83%$5M512.6K
44ISHARES IBOXX HIGH YLD CORPETP0.82%$5M55.7K
45ISHARES US&INTL HIGH YIELD CETP0.82%$5M98.3K
46ISHARES 0-5 YR HY CORP BONDETP0.81%$5M102.8K
47ISHARES MSCI INDONESIA ETFETP0.81%$5M184.7K
48ISHARES MSCI PHILIPPINES ETFETP0.80%$5M133.4K
49WISDOMTREE INDIA EARNINGSETP0.78%$5M176.5K
50VANGUARD HIGH DVD YIELD ETFETP0.74%$4M50.0K

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 ↗.