SEC 13F Intelligence

Managers / Q4 2020 · view latest →

Mount Lucas Management LP

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

Reported Value
$475M
Q4 2020
Positions
114
Filings on Record
31
2019–present window
Filed
Feb 16, 2021
original filing

Summary

Mount Lucas Management LP reported $475M in U.S.-listed holdings across 114 positions for Q4 2020.

Its largest position, Ishares 1 3 Year Treasury Bo, represents 3.7% of the portfolio.

Compared with Q3 2020, the fund opened 57 new positions and exited 20.

Portfolio Metrics

Turnover
+50.3%
vs prior filed quarter
Top-10 Concentration
+23.4%
share of reported value
Largest Position
+3.7%
Ishares 1 3 Year Treasury Bo
New / Exited
57 / 20
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: 57.7%Common Stock: 34.3%Other: 8.0%
  • ETP · 57.7% · $274M
  • Common Stock · 34.3% · $163M
  • Other · 8.0% · $38M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
ENERGY SELECT SECTOR SPDRNEW+450.0K450.0K+$17M$17M
XLUUTILITIES SELECT SECTOR SPDRNEW+190.8K190.8K+$12M$12M
XLFFINANCIAL SELECT SECTOR SPDRNEW+335.1K335.1K+$10M$10M
REAL ESTATE SELECT SECT SPDRNEW+258.1K258.1K+$9M$9M
XLEENERGY SELECT SECTOR SPDRNEW+246.3K246.3K+$9M$9M
VANGUARD HIGH DVD YIELD ETFNEW+44.7K44.7K+$4M$4M
SPDR S&P INTER DVD ETFNEW+111.4K111.4K+$4M$4M
DWDMORGAN STANLEYNEW+58.8K58.8K+$4M$4M

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

Holdings — Q4 2020

49 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP3.67%$17M202.1K
2KSSKOHLS CORPhistory →Common Stock2.58%$12M301.8K
3XLUUTILITIES SELECT SECTOR SPDRhistory →ETP2.52%$12M190.8K
4MGMMGM RESORTS INTERNATIONALhistory →Common Stock2.32%$11M349.7K
5JPMORGAN BETABUILDERS JAPANETP2.12%$10M359.1K
6XLFFINANCIAL SELECT SECTOR SPDRhistory →ETP2.08%$10M335.1K
7TECHNOLOGY SELECT SECT SPDRETP2.06%$10M75.4K
8HEALTH CARE SELECT SECTORETP2.03%$10M85.0K
9XLCCOMM SERV SELECT SECTOR SPDRhistory →ETP2.02%$10M142.3K
10ISHARES MORTGAGE REAL ESTATEETP2.02%$10M300.9K
11XLBMATERIALS SELECT SECTOR SPDRhistory →ETP2.00%$10M131.6K
12CONSUMER DISCRETIONARY SELTETP2.00%$10M59.2K
13CONSUMER STAPLES SPDRETP1.99%$9M140.1K
14REAL ESTATE SELECT SECT SPDRETP1.99%$9M258.1K
15INDUSTRIAL SELECT SECT SPDRETP1.97%$9M106.0K
16XLEENERGY SELECT SECTOR SPDRhistory →ETP1.96%$9M246.3K
17INVESCO LTDCommon Stock1.94%$9M529.0K
18ALKALASKA AIR GROUP INChistory →Common Stock1.85%$9M168.8K
19PG4PRINCIPAL FINANCIAL GROUPhistory →Common Stock1.73%$8M166.0K
20AIGAMERICAN INTERNATIONAL GROUPhistory →Common Stock1.71%$8M214.8K
21UNMUNUM GROUPhistory →Common Stock1.61%$8M334.4K
22HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.32%$6M531.3K
23SPDR BBG BARC CONVERTIBLEETP1.27%$6M73.1K
24INVESCO SENIOR LOAN ETFETP1.21%$6M257.6K
25VLOVALERO ENERGY CORPhistory →Common Stock1.15%$5M96.7K
26CVSCVS HEALTH CORPhistory →Common Stock1.12%$5M78.2K
27VANGUARD HIGH DVD YIELD ETFETP0.86%$4M44.7K
28SPDR S&P INTER DVD ETFETP0.86%$4M111.4K
29ISHARES J.P. MORGAN EM HIGHETP0.85%$4M87.5K
30ISHARES JP MORGAN USD EMERGIETP0.85%$4M34.7K
31DWDMORGAN STANLEYCommon Stock0.85%$4M58.8K
32INVESCO S&P 500 BUYWRITE ETFETP0.85%$4M196.0K
33TRLDAVITA INCCommon Stock0.81%$4M33.0K
34ISHARES US&INTL HIGH YIELD CETP0.81%$4M76.0K
35SPDR BBG BARC HIGH YIELD BNDETP0.81%$4M35.2K
36ISHARES 0-5 YR HY CORP BONDETP0.80%$4M84.0K
37CICIGNA CORPCommon Stock0.76%$4M17.3K
38ALSALLSTATE CORPCommon Stock0.74%$4M32.1K
39ISHARES MSCI NETHERLANDS ETFETP0.71%$3M82.0K
40ISHARES MSCI SWITZERLAND ETFETP0.70%$3M74.8K
41ISHARES MSCI UNITED KINGDOMETP0.70%$3M113.8K
42ISHARES MSCI GERMANY ETFETP0.70%$3M104.0K
43ISHARES MSCI ITALY ETFETP0.70%$3M112.3K
44ISHARES MSCI SWEDEN ETFETP0.69%$3M82.3K
45UNHUNITEDHEALTH GROUP INCCommon Stock0.69%$3M9.3K
46ISHARES MSCI FRANCE ETFETP0.69%$3M98.3K
47ISHARES MSCI SPAIN ETFETP0.69%$3M120.6K
48DYHTARGET CORPCommon Stock0.68%$3M18.4K
49ISHARES MSCI TURKEY ETFETP0.67%$3M119.8K

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 ↗.