SEC 13F Intelligence

Managers / Q2 2020 · view latest →

Mount Lucas Management LP

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

Reported Value
$505M
Q2 2020
Positions
65
Filings on Record
31
2019–present window
Filed
Aug 14, 2020
original filing

Summary

Mount Lucas Management LP reported $505M in U.S.-listed holdings across 65 positions for Q2 2020.

The portfolio is heavily concentrated: Ishares 1 3 Year Treasury Bo alone accounts for 40.3% of reported value.

Compared with Q1 2020, the fund opened 40 new positions and exited 16.

Portfolio Metrics

Turnover
+38.9%
vs prior filed quarter
Top-10 Concentration
+65.8%
share of reported value
Largest Position
+40.3%
Ishares 1 3 Year Treasury Bo
New / Exited
40 / 16
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: 68.1%Common Stock: 25.0%Other: 4.6%REIT: 2.3%
  • ETP · 68.1% · $344M
  • Common Stock · 25.0% · $126M
  • Other · 4.6% · $23M
  • REIT · 2.3% · $12M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
CONSUMER DISCRETIONARY SELTNEW+138.1K138.1K+$18M$18M
XLCCOMM SERV SELECT SECTOR SPDRNEW+317.4K317.4K+$17M$17M
XLBMATERIALS SELECT SECTOR SPDRNEW+301.3K301.3K+$17M$17M
HEALTH CARE SELECT SECTORNEW+167.0K167.0K+$17M$17M
CONSUMER STAPLES SPDRNEW+278.7K278.7K+$16M$16M
JPMORGAN BETABUILDERS JAPANNEW+429.1K429.1K+$10M$10M
PG4PRINCIPAL FINANCIAL GROUPNEW+173.7K173.7K+$7M$7M
AIGAMERICAN INTERNATIONAL GROUPNEW+225.8K225.8K+$7M$7M

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

Holdings — Q2 2020

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP40.26%$203M2.35M
2TECHNOLOGY SELECT SECT SPDRETP3.62%$18M175.2K
3CONSUMER DISCRETIONARY SELTETP3.49%$18M138.1K
4XLCCOMM SERV SELECT SECTOR SPDRhistory →ETP3.40%$17M317.4K
5XLBMATERIALS SELECT SECTOR SPDRhistory →ETP3.36%$17M301.3K
6HEALTH CARE SELECT SECTORETP3.31%$17M167.0K
7CONSUMER STAPLES SPDRETP3.24%$16M278.7K
8JPMORGAN BETABUILDERS JAPANETP1.95%$10M429.1K
9CAHCARDINAL HEALTH INChistory →Common Stock1.76%$9M170.6K
10SEAGATE TECHNOLOGYCommon Stock1.44%$7M150.3K
11PG4PRINCIPAL FINANCIAL GROUPhistory →Common Stock1.43%$7M173.7K
12AIGAMERICAN INTERNATIONAL GROUPhistory →Common Stock1.39%$7M225.8K
13KSSKOHLS CORPhistory →Common Stock1.33%$7M323.4K
14WHRWHIRLPOOL CORPhistory →Common Stock1.32%$7M51.6K
15ALKALASKA AIR GROUP INChistory →Common Stock1.30%$7M180.8K
16MGMMGM RESORTS INTERNATIONALhistory →Common Stock1.25%$6M374.6K
17METMETLIFE INChistory →Common Stock1.23%$6M170.3K
18INVESCO LTDCommon Stock1.18%$6M553.3K
19VLOVALERO ENERGY CORPhistory →Common Stock1.16%$6M100.0K
20SPDR BBG BARC CONVERTIBLEETP1.15%$6M96.3K
21UNMUNUM GROUPhistory →Common Stock1.14%$6M346.6K
22PSXPHILLIPS 66history →Common Stock1.09%$6M76.5K
23PRUPRUDENTIAL FINANCIAL INChistory →Common Stock1.09%$5M90.2K
24HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.07%$5M556.8K
25CVSCVS HEALTH CORPhistory →Common Stock1.06%$5M82.5K
26SYFSYNCHRONY FINANCIALhistory →Common Stock1.04%$5M236.3K
27LNCLINCOLN NATIONAL CORPCommon Stock0.96%$5M132.5K
28XRXXEROX HOLDINGS CORPCommon Stock0.81%$4M266.2K
29DALDELTA AIR LINES INCCommon Stock0.74%$4M134.0K
30ISHARES MSCI NETHERLANDS ETFETP0.69%$3M106.8K
31ISHARES MSCI SWITZERLAND ETFETP0.66%$3M85.9K
32ISHARES MSCI SWEDEN ETFETP0.61%$3M98.4K
33ISHARES MSCI TAIWAN ETFETP0.59%$3M74.6K
34ISHARES MSCI GERMANY ETFETP0.55%$3M103.0K
35ISHARES MSCI SOUTH KOREA ETFETP0.53%$3M46.8K
36SBACSBA COMMUNICATIONS CORPREIT0.47%$2M7.9K
378CWCROWN CASTLE INTL CORPREIT0.46%$2M14.0K
38AMTAMERICAN TOWER CORPREIT0.45%$2M8.8K
39ISHARES US&INTL HIGH YIELD CETP0.45%$2M48.6K
40ISHARES JP MORGAN USD EMERGIETP0.41%$2M19.0K
41ISHARES CHINA LARGE-CAP ETFETP0.40%$2M50.7K
42MDLZMONDELEZ INTERNATIONAL INC-ACommon Stock0.36%$2M35.7K
43MID-AMERICA APARTMENT COMMREIT0.35%$2M15.3K
44MCDMCDONALD'S CORPCommon Stock0.34%$2M9.3K
45HSYHERSHEY CO/THECommon Stock0.33%$2M12.8K
46EXREXTRA SPACE STORAGE INCREIT0.31%$2M17.0K
47AMZNAMAZON.COM INCCommon Stock0.29%$1M529
48CLXCLOROX COMPANYCommon Stock0.28%$1M6.5K
49EQREQUITY RESIDENTIALREIT0.27%$1M23.1K
50DGDOLLAR GENERAL CORPCommon Stock0.26%$1M7.0K

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 ↗.