SEC 13F Intelligence

Managers / Q4 2019 · view latest →

Mount Lucas Management LP

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

Reported Value
$502M
Q4 2019
Positions
90
Filings on Record
31
2019–present window
Filed
Feb 14, 2020
original filing

Summary

Mount Lucas Management LP reported $502M in U.S.-listed holdings across 90 positions for Q4 2019.

Its largest position, Ishares 1 3 Year Treasury Bo, represents 4.2% of the portfolio.

Compared with Q3 2019, the fund opened 9 new positions and exited 23.

Portfolio Metrics

Turnover
+6.7%
vs prior filed quarter
Top-10 Concentration
+31.6%
share of reported value
Largest Position
+4.2%
Ishares 1 3 Year Treasury Bo
New / Exited
9 / 23
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: 68.6%Common Stock: 26.7%REIT: 3.3%Other: 1.3%
  • ETP · 68.6% · $344M
  • Common Stock · 26.7% · $134M
  • REIT · 3.3% · $17M
  • Other · 1.3% · $7M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
ISHARES MSCI SPAIN ETFNEW+112.1K112.1K+$3M$3M
ISHARES MSCI MEXICO ETFNEW+70.8K70.8K+$3M$3M
ISHARES MSCI AUSTRIA ETFNEW+106.9K106.9K+$2M$2M
VANGUARD FTSE EUROPE ETFNEW+31.2K31.2K+$2M$2M
DOCHEALTHPEAK PROPERTIES INCNEW+46.8K46.8K+$2M$2M
WISDOMTREE INDIA EARNINGSNEW+58.9K58.9K+$1M$1M
ISHARES INTERNATIONAL PREFERNEW+77.8K77.8K+$1M$1M
ISHARES CHINA LARGE-CAP ETFNEW+19.6K19.6K+$855,000$855,000

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

Holdings — Q4 2019

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP4.18%$21M248.1K
2ISHARES 3-7 YEAR TREASURY BOETP4.17%$21M166.4K
3ISHARES 7-10 YEAR TREASURY BETP4.14%$21M188.4K
4XLUUTILITIES SELECT SECTOR SPDRhistory →ETP3.20%$16M248.8K
5XRXXEROX HOLDINGS CORPhistory →Common Stock2.82%$14M383.6K
6TECHNOLOGY SELECT SECT SPDRETP2.64%$13M144.2K
7HEALTH CARE SELECT SECTORETP2.62%$13M129.2K
8SYFSYNCHRONY FINANCIALhistory →Common Stock2.61%$13M363.1K
9CONSUMER DISCRETIONARY SELTETP2.60%$13M104.2K
10XLFFINANCIAL SELECT SECTOR SPDRhistory →ETP2.60%$13M423.9K
11XLBMATERIALS SELECT SECTOR SPDRhistory →ETP2.59%$13M211.8K
12XLCCOMM SERV SELECT SECTOR SPDRhistory →ETP2.59%$13M242.5K
13CONSUMER STAPLES SPDRETP2.57%$13M205.1K
14REAL ESTATE SELECT SECT SPDRETP2.56%$13M332.6K
15DALDELTA AIR LINES INChistory →Common Stock2.56%$13M219.4K
16INDUSTRIAL SELECT SECT SPDRETP2.52%$13M155.0K
17ISHARES MSCI JAPAN ETFETP2.37%$12M200.8K
18WDCWESTERN DIGITAL CORPhistory →Common Stock1.62%$8M127.7K
19TRVCCITIGROUP INChistory →Common Stock1.50%$8M94.3K
20ISHARES MORTGAGE REAL ESTATEETP1.42%$7M159.6K
21INVESCO SENIOR LOAN ETFETP1.39%$7M306.5K
22SPDR BBG BARC CONVERTIBLEETP1.39%$7M125.6K
23SEAGATE TECHNOLOGYCommon Stock1.35%$7M113.6K
24METMETLIFE INChistory →Common Stock1.31%$7M129.3K
25CAHCARDINAL HEALTH INChistory →Common Stock1.31%$7M130.0K
26PSXPHILLIPS 66history →Common Stock1.29%$6M58.1K
27PRUPRUDENTIAL FINANCIAL INChistory →Common Stock1.27%$6M67.9K
28LNCLINCOLN NATIONAL CORPhistory →Common Stock1.19%$6M100.9K
29GMGENERAL MOTORS COhistory →Common Stock1.16%$6M159.4K
30WHRWHIRLPOOL CORPhistory →Common Stock1.15%$6M39.3K
31CHVCHEVRON CORPhistory →Common Stock1.15%$6M47.9K
32NUENUCOR CORPhistory →Common Stock1.14%$6M101.6K
33WBAWALGREENS BOOTS ALLIANCE INChistory →Common Stock1.10%$6M93.9K
34ISHARES EMERGING MARKETS HIGETP1.00%$5M106.5K
35VANGUARD HIGH DVD YIELD ETFETP1.00%$5M53.7K
36ISHARES JP MORGAN USD EMERGIETP1.00%$5M43.9K
37SPDR S&P INTER DVD ETFETP1.00%$5M124.3K
38INVESCO S&P 500 BUYWRITE ETFETP0.98%$5M227.8K
39ISHARES IBOXX HIGH YLD CORPETP0.93%$5M53.0K
40ISHARES US&INTL HIGH YIELD CETP0.93%$5M93.4K
41ISHARES 0-5 YR HY CORP BONDETP0.93%$5M100.0K
42ISHARES MSCI UNITED KINGDOMETP0.83%$4M121.5K
43ISHARES MSCI SWEDEN ETFETP0.82%$4M125.5K
44ISHARES MSCI SWITZERLAND ETFETP0.82%$4M101.0K
45ISHARES MSCI NETHERLANDS ETFETP0.82%$4M121.1K
46ISHARES MSCI FRANCE ETFETP0.81%$4M124.1K
47GAPGAP INC/THECommon Stock0.80%$4M227.5K
48ISHARES MSCI ITALY ETFETP0.80%$4M136.0K
49ISHARES MSCI GERMANY ETFETP0.80%$4M135.8K
50ISHARES MSCI BRAZIL ETFETP0.75%$4M79.5K

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 ↗.