SEC 13F Intelligence

Managers / Q1 2020 · view latest →

Mount Lucas Management LP

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

Reported Value
$486M
Q1 2020
Positions
41
Filings on Record
31
2019–present window
Filed
May 15, 2020
original filing

Summary

Mount Lucas Management LP reported $486M in U.S.-listed holdings across 41 positions for Q1 2020.

The portfolio is heavily concentrated: Ishares 1 3 Year Treasury Bo alone accounts for 62.7% of reported value.

Compared with Q4 2019, the fund opened 1 new position and exited 50.

Portfolio Metrics

Turnover
+62.4%
vs prior filed quarter
Top-10 Concentration
+83.1%
share of reported value
Largest Position
+62.7%
Ishares 1 3 Year Treasury Bo
New / Exited
1 / 50
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: 72.4%Common Stock: 22.1%REIT: 4.0%Other: 1.5%
  • ETP · 72.4% · $352M
  • Common Stock · 22.1% · $107M
  • REIT · 4.0% · $19M
  • Other · 1.5% · $7M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2019 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SCHWAB U.S. TIPS ETFNEW+6.1K6.1K+$353,000$353,000
ISHARES 1-3 YEAR TREASURY BOADDED+3.27M3.52M+$284M$305M
ISHARES NATIONAL MUNI BOND EADDED+13.9K25.2K+$2M$3M
ISHARES 3-7 YEAR TREASURY BOSOLD OUT−166.4K0−$21M$0
ISHARES 7-10 YEAR TREASURY BSOLD OUT−188.4K0−$21M$0
HEALTH CARE SELECT SECTORSOLD OUT−129.2K0−$13M$0
CONSUMER DISCRETIONARY SELTSOLD OUT−104.2K0−$13M$0
XLFFINANCIAL SELECT SECTOR SPDRSOLD OUT−423.9K0−$13M$0

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

Holdings — Q1 2020

41 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP62.70%$305M3.52M
2TECHNOLOGY SELECT SECT SPDRETP4.56%$22M276.1K
3XLUUTILITIES SELECT SECTOR SPDRhistory →ETP4.49%$22M393.6K
4XRXXEROX HOLDINGS CORPhistory →Common Stock2.02%$10M519.2K
5DALDELTA AIR LINES INChistory →Common Stock1.74%$8M296.7K
6CAHCARDINAL HEALTH INChistory →Common Stock1.74%$8M176.4K
7SYFSYNCHRONY FINANCIALhistory →Common Stock1.63%$8M491.2K
8SEAGATE TECHNOLOGYCommon Stock1.54%$7M153.7K
9WDCWESTERN DIGITAL CORPhistory →Common Stock1.48%$7M172.8K
10WBAWALGREENS BOOTS ALLIANCE INChistory →Common Stock1.20%$6M127.2K
11TRVCCITIGROUP INChistory →Common Stock1.11%$5M127.5K
12METMETLIFE INChistory →Common Stock1.10%$5M175.3K
13NUENUCOR CORPhistory →Common Stock1.02%$5M138.1K
14PRUPRUDENTIAL FINANCIAL INCCommon Stock0.99%$5M92.3K
15CHVCHEVRON CORPCommon Stock0.97%$5M65.1K
16WHRWHIRLPOOL CORPCommon Stock0.94%$5M53.2K
17GMGENERAL MOTORS COCommon Stock0.93%$5M216.7K
18PSXPHILLIPS 66Common Stock0.87%$4M78.9K
19AMTAMERICAN TOWER CORPREIT0.86%$4M19.2K
20LNCLINCOLN NATIONAL CORPCommon Stock0.74%$4M136.5K
21ISHARES NATIONAL MUNI BOND EETP0.59%$3M25.2K
22SBACSBA COMMUNICATIONS CORPREIT0.46%$2M8.3K
23GAPGAP INC/THECommon Stock0.45%$2M309.7K
24LLYELI LILLY & COCommon Stock0.44%$2M15.3K
258CWCROWN CASTLE INTL CORPREIT0.43%$2M14.5K
26PGPROCTER & GAMBLE CO/THECommon Stock0.43%$2M19.1K
27MDLZMONDELEZ INTERNATIONAL INC-ACommon Stock0.38%$2M37.0K
28MRKMERCK & CO. INC.Common Stock0.38%$2M24.0K
29HSYHERSHEY CO/THECommon Stock0.36%$2M13.3K
30EXREXTRA SPACE STORAGE INCREIT0.35%$2M17.5K
31MID-AMERICA APARTMENT COMMREIT0.33%$2M15.8K
32MCDMCDONALD'S CORPCommon Stock0.33%$2M9.7K
33UDRUDR INCREIT0.33%$2M43.6K
34PAYXPAYCHEX INCCommon Stock0.32%$2M25.1K
35DOCHEALTHPEAK PROPERTIES INCREIT0.31%$2M63.5K
36EQREQUITY RESIDENTIALREIT0.30%$1M23.9K
37AVALONBAY COMMUNITIES INCREIT0.30%$1M9.9K
38OREALTY INCOME CORPREIT0.28%$1M27.2K
39CINFCINCINNATI FINANCIAL CORPCommon Stock0.27%$1M17.6K
40GPCGENUINE PARTS COCommon Stock0.25%$1M17.9K
41SCHWAB U.S. TIPS ETFETP0.07%$353,0006.1K

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 ↗.