SEC 13F Intelligence

Managers / Q3 2020 · view latest →

Mount Lucas Management LP

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

Reported Value
$480M
Q3 2020
Positions
77
Filings on Record
31
2019–present window
Filed
Nov 16, 2020
original filing

Summary

Mount Lucas Management LP reported $480M in U.S.-listed holdings across 77 positions for Q3 2020.

The portfolio is heavily concentrated: Ishares 1 3 Year Treasury Bo alone accounts for 31.0% of reported value.

Compared with Q2 2020, the fund opened 12 new positions and exited 0.

Portfolio Metrics

Turnover
+11.5%
vs prior filed quarter
Top-10 Concentration
+57.0%
share of reported value
Largest Position
+31.0%
Ishares 1 3 Year Treasury Bo

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: 67.3%Common Stock: 25.0%Other: 5.3%REIT: 2.3%
  • ETP · 67.3% · $323M
  • Common Stock · 25.0% · $120M
  • Other · 5.3% · $26M
  • REIT · 2.3% · $11M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
INDUSTRIAL SELECT SECT SPDRNEW+199.1K199.1K+$15M$15M
ISHARES J.P. MORGAN EM HIGHNEW+79.5K79.5K+$3M$3M
ISHARES 0-5 YR HY CORP BONDNEW+76.3K76.3K+$3M$3M
ISHARES MSCI INDIA ETFNEW+84.5K84.5K+$3M$3M
ISHARES MORTGAGE REAL ESTATENEW+110.5K110.5K+$3M$3M
ISHARES PREFERRED & INCOME SNEW+69.2K69.2K+$3M$3M
ISHARES INTERNATIONAL PREFERNEW+159.9K159.9K+$2M$2M
APPLE INCNEW+18.0K18.0K+$2M$2M

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

Holdings — Q3 2020

49 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP30.98%$149M1.72M
2XLBMATERIALS SELECT SECTOR SPDRhistory →ETP3.27%$16M246.2K
3INDUSTRIAL SELECT SECT SPDRETP3.20%$15M199.1K
4CONSUMER STAPLES SPDRETP3.16%$15M236.7K
5CONSUMER DISCRETIONARY SELTETP3.16%$15M103.1K
6HEALTH CARE SELECT SECTORETP3.15%$15M143.1K
7TECHNOLOGY SELECT SECT SPDRETP3.05%$15M125.2K
8XLCCOMM SERV SELECT SECTOR SPDRhistory →ETP3.03%$15M244.5K
9JPMORGAN BETABUILDERS JAPANETP2.21%$11M429.6K
10WHRWHIRLPOOL CORPhistory →Common Stock1.85%$9M48.3K
11MGMMGM RESORTS INTERNATIONALhistory →Common Stock1.58%$8M348.5K
12CAHCARDINAL HEALTH INChistory →Common Stock1.57%$8M160.3K
13SEAGATE TECHNOLOGYCommon Stock1.46%$7M141.7K
14PG4PRINCIPAL FINANCIAL GROUPhistory →Common Stock1.37%$7M163.7K
15ALKALASKA AIR GROUP INChistory →Common Stock1.28%$6M168.2K
16METMETLIFE INChistory →Common Stock1.24%$6M160.3K
17INVESCO LTDCommon Stock1.24%$6M521.7K
18AIGAMERICAN INTERNATIONAL GROUPhistory →Common Stock1.22%$6M212.2K
19SYFSYNCHRONY FINANCIALhistory →Common Stock1.21%$6M221.9K
20KSSKOHLS CORPhistory →Common Stock1.16%$6M300.9K
21UNMUNUM GROUPhistory →Common Stock1.15%$6M327.5K
22PRUPRUDENTIAL FINANCIAL INChistory →Common Stock1.13%$5M85.2K
23INVESCO SENIOR LOAN ETFETP1.05%$5M231.9K
24SPDR BBG BARC CONVERTIBLEETP1.03%$5M71.5K
25HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.02%$5M521.6K
26XRXXEROX HOLDINGS CORPCommon Stock0.99%$5M252.0K
27CVSCVS HEALTH CORPCommon Stock0.94%$5M77.3K
28VLOVALERO ENERGY CORPCommon Stock0.85%$4M94.6K
29LNCLINCOLN NATIONAL CORPCommon Stock0.81%$4M124.6K
30DALDELTA AIR LINES INCCommon Stock0.79%$4M124.6K
31PSXPHILLIPS 66Common Stock0.78%$4M72.2K
32ISHARES JP MORGAN USD EMERGIETP0.73%$3M31.4K
33ISHARES J.P. MORGAN EM HIGHETP0.72%$3M79.5K
34ISHARES MSCI SWEDEN ETFETP0.72%$3M97.2K
35ISHARES MSCI NETHERLANDS ETFETP0.71%$3M98.1K
36ISHARES MSCI SWITZERLAND ETFETP0.71%$3M83.1K
37ISHARES MSCI GERMANY ETFETP0.70%$3M115.2K
38ISHARES 0-5 YR HY CORP BONDETP0.70%$3M76.3K
39SPDR BBG BARC HIGH YIELD BNDETP0.70%$3M32.0K
40ISHARES US&INTL HIGH YIELD CETP0.69%$3M69.3K
41ISHARES MSCI SOUTH KOREA ETFETP0.61%$3M44.7K
42ISHARES MSCI TAIWAN ETFETP0.60%$3M64.2K
43ISHARES MSCI INDIA ETFETP0.60%$3M84.5K
44ISHARES MORTGAGE REAL ESTATEETP0.59%$3M110.5K
45ISHARES CHINA LARGE-CAP ETFETP0.56%$3M64.2K
46ISHARES PREFERRED & INCOME SETP0.53%$3M69.2K
47SBACSBA COMMUNICATIONS CORPREIT0.49%$2M7.4K
48ISHARES INTERNATIONAL PREFERETP0.47%$2M159.9K
498CWCROWN CASTLE INTL CORPREIT0.46%$2M13.1K

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 ↗.