SEC 13F Intelligence

Managers / Q2 2021 · view latest →

Mount Lucas Management LP

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

Reported Value
$376M
Q2 2021
Positions
111
Filings on Record
31
2019–present window
Filed
Aug 16, 2021
original filing

Summary

Mount Lucas Management LP reported $376M in U.S.-listed holdings across 111 positions for Q2 2021.

Its largest position, General Electric, represents 9.5% of the portfolio.

Compared with Q1 2021, the fund opened 23 new positions and exited 23.

Portfolio Metrics

Turnover
+38.8%
vs prior filed quarter
Top-10 Concentration
+33.9%
share of reported value
Largest Position
+9.5%
General Electric
New / Exited
23 / 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
Common Stock: 68.1%ETP: 30.7%Other: 1.3%
  • Common Stock · 68.1% · $256M
  • ETP · 30.7% · $115M
  • Other · 1.3% · $5M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
GENERAL ELECTRIC CONEW+333.4K333.4K+$36M$36M
GSGOLDMAN SACHS GROUP INCNEW+13.3K13.3K+$5M$5M
FDXFEDEX CORPNEW+16.3K16.3K+$5M$5M
GMGENERAL MOTORS CONEW+78.5K78.5K+$5M$5M
HCAHCA HEALTHCARE INCNEW+22.3K22.3K+$5M$5M
AFLAFLAC INCNEW+85.0K85.0K+$5M$5M
DISHDISH NETWORK CORP-ANEW+106.2K106.2K+$4M$4M
CECELANESE CORPNEW+28.7K28.7K+$4M$4M

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

Holdings — Q2 2021

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1GENERAL ELECTRIC COCommon Stock9.54%$36M333.4K
2ISHARES 1-3 YEAR TREASURY BOETP4.00%$15M174.5K
3DWDMORGAN STANLEYhistory →Common Stock3.21%$12M131.7K
4ALSALLSTATE CORPhistory →Common Stock2.70%$10M77.8K
5CICIGNA CORPhistory →Common Stock2.54%$10M40.3K
6LENLENNAR CORP-Ahistory →Common Stock2.51%$9M95.0K
7PHMPULTEGROUP INChistory →Common Stock2.49%$9M171.9K
8DHIDR HORTON INChistory →Common Stock2.39%$9M99.5K
9WHRWHIRLPOOL CORPhistory →Common Stock2.25%$8M38.7K
10DYHTARGET CORPhistory →Common Stock2.23%$8M34.7K
11BBYBEST BUY CO INChistory →Common Stock2.18%$8M71.3K
12SPDR BBG BARC CONVERTIBLEETP1.64%$6M71.0K
13ISHARES MORTGAGE REAL ESTATEETP1.62%$6M163.7K
14INVESCO SENIOR LOAN ETFETP1.58%$6M269.0K
15EBAEBAY INChistory →Common Stock1.38%$5M74.0K
16TRLDAVITA INChistory →Common Stock1.35%$5M42.1K
17GSGOLDMAN SACHS GROUP INChistory →Common Stock1.35%$5M13.3K
18FDXFEDEX CORPhistory →Common Stock1.29%$5M16.3K
19UNHUNITEDHEALTH GROUP INChistory →Common Stock1.28%$5M12.0K
20GMGENERAL MOTORS COhistory →Common Stock1.23%$5M78.5K
21HCAHCA HEALTHCARE INChistory →Common Stock1.23%$5M22.3K
22AFLAFLAC INChistory →Common Stock1.21%$5M85.0K
23CNCCENTENE CORPhistory →Common Stock1.20%$5M61.9K
24INVESCO S&P 500 BUYWRITE ETFETP1.18%$4M196.2K
25DISHDISH NETWORK CORP-Ahistory →Common Stock1.18%$4M106.2K
26ISHARES JP MORGAN USD EMERGIETP1.16%$4M38.9K
27KRKROGER COhistory →Common Stock1.16%$4M113.7K
28ISHARES J.P. MORGAN EM HIGHETP1.16%$4M95.1K
29CECELANESE CORPhistory →Common Stock1.16%$4M28.7K
30BWABORGWARNER INChistory →Common Stock1.15%$4M88.8K
31VANGUARD HIGH DVD YIELD ETFETP1.13%$4M40.6K
32MOSMOSAIC CO/THEhistory →Common Stock1.13%$4M133.2K
33SPDR S&P INTER DVD ETFETP1.12%$4M107.3K
34PGRPROGRESSIVE CORPhistory →Common Stock1.09%$4M41.6K
35HUMHUMANA INChistory →Common Stock1.08%$4M9.1K
36SPDR BBG BARC HIGH YIELD BNDETP1.07%$4M36.6K
37ISHARES 0-5 YR HY CORP BONDETP1.06%$4M86.8K
38ISHARES US&INTL HIGH YIELD CETP1.06%$4M78.4K
397HPHP INChistory →Common Stock1.06%$4M131.9K
40MASMASCO CORPhistory →Common Stock1.05%$4M67.3K
41DGXQUEST DIAGNOSTICS INChistory →Common Stock1.04%$4M29.6K
42LBEURL BRANDS INChistory →Common Stock1.04%$4M67.1K
43NEMNEWMONT CORPhistory →Common Stock1.03%$4M61.3K
44CAGCONAGRA BRANDS INChistory →Common Stock1.01%$4M103.9K
45XLUUTILITIES SELECT SECTOR SPDRETP0.92%$3M54.9K
46VANGUARD REAL ESTATE ETFETP0.81%$3M30.1K
47ISHARES PREFERRED & INCOME SETP0.81%$3M77.1K
48VANGUARD GLBL EX-US REAL ESTETP0.79%$3M50.7K
49ISHARES INTERNATIONAL PREFERETP0.77%$3M167.5K
50AG8AGILENT TECHNOLOGIES INCCommon Stock0.70%$3M17.8K

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 ↗.