SEC 13F Intelligence

Managers / Q3 2021 · view latest →

Mount Lucas Management LP

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

Reported Value
$331M
Q3 2021
Positions
108
Filings on Record
31
2019–present window
Filed
Nov 15, 2021
original filing

Summary

Mount Lucas Management LP reported $331M in U.S.-listed holdings across 108 positions for Q3 2021.

Its largest position, Ishares 1 3 Year Treasury Bo, represents 5.9% of the portfolio.

Compared with Q2 2021, the fund opened 5 new positions and exited 8.

Portfolio Metrics

Turnover
+8.5%
vs prior filed quarter
Top-10 Concentration
+28.2%
share of reported value
Largest Position
+5.9%
Ishares 1 3 Year Treasury Bo
New / Exited
5 / 8
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: 61.5%ETP: 32.3%Other: 5.7%ADR: 0.5%
  • Common Stock · 61.5% · $204M
  • ETP · 32.3% · $107M
  • Other · 5.7% · $19M
  • ADR · 0.5% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
KRANESHARES CSI CHINA INTERNNEW+300.0K300.0K+$14M$14M
BBWIBATH & BODY WORKS INCNEW+62.4K62.4K+$4M$4M
PING AN INSURANCE-ADRNEW+109.4K109.4K+$2M$2M
VSXYVICTORIA'S SECRET & CONEW+20.8K20.8K+$1M$1M
ISHARES 7-10 YEAR TREASURY BNEW+2.7K2.7K+$307,000$307,000
ISHARES IBOXX INVESTMENT GRAADDED+4.2K7.9K+$557,000$1M
LBEURL BRANDS INCSOLD OUT−67.1K0−$4M$0
ISHARES INTERNATIONAL PREFERSOLD OUT−167.5K0−$3M$0

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

Holdings — Q3 2021

49 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP5.86%$19M225.3K
2DWDMORGAN STANLEYhistory →Common Stock3.62%$12M123.0K
3ALSALLSTATE CORPhistory →Common Stock2.79%$9M72.6K
4LENLENNAR CORP-Ahistory →Common Stock2.50%$8M88.4K
5DHIDR HORTON INChistory →Common Stock2.35%$8M92.5K
6CICIGNA CORPhistory →Common Stock2.27%$8M37.5K
7DYHTARGET CORPhistory →Common Stock2.23%$7M32.3K
8WHRWHIRLPOOL CORPhistory →Common Stock2.23%$7M36.2K
9PHMPULTEGROUP INChistory →Common Stock2.21%$7M159.6K
10BBYBEST BUY CO INChistory →Common Stock2.13%$7M66.6K
11INVESCO SENIOR LOAN ETFETP1.70%$6M254.8K
12ISHARES PREFERRED & INCOME SETP1.68%$6M143.4K
13ISHARES MORTGAGE REAL ESTATEETP1.66%$6M152.3K
14SPDR BLOOMBERG CONVERTIBLE SETP1.66%$6M64.5K
15HCAHCA HEALTHCARE INChistory →Common Stock1.52%$5M20.8K
16EBAEBAY INChistory →Common Stock1.45%$5M68.8K
17GSGOLDMAN SACHS GROUP INChistory →Common Stock1.42%$5M12.4K
18TRLDAVITA INChistory →Common Stock1.37%$5M39.1K
19MOSMOSAIC CO/THEhistory →Common Stock1.34%$4M123.9K
20UNHUNITEDHEALTH GROUP INChistory →Common Stock1.32%$4M11.2K
21KRKROGER COhistory →Common Stock1.29%$4M106.0K
22DISHDISH NETWORK CORP-Ahistory →Common Stock1.29%$4M98.6K
23AFLAFLAC INChistory →Common Stock1.25%$4M79.4K
24CECELANESE CORPhistory →Common Stock1.22%$4M26.7K
25INVESCO S&P 500 BUYWRITE ETFETP1.22%$4M175.0K
26DGXQUEST DIAGNOSTICS INChistory →Common Stock1.21%$4M27.6K
27GENERAL ELECTRIC COCommon Stock1.20%$4M38.7K
28ISHARES J.P. MORGAN EM HIGHETP1.20%$4M89.3K
29VANGUARD HIGH DVD YIELD ETFETP1.19%$4M38.1K
30BBWIBATH & BODY WORKS INChistory →Common Stock1.19%$4M62.4K
31SPDR S&P INTER DVD ETFETP1.17%$4M102.0K
32GMGENERAL MOTORS COhistory →Common Stock1.16%$4M72.8K
33ISHARES 0-5 YR HY CORP BONDETP1.13%$4M82.1K
34SPDR BLOOMBERG HIGH YIELD BOETP1.13%$4M34.2K
35ISHARES US&INTL HIGH YIELD CETP1.13%$4M74.4K
36CNCCENTENE CORPhistory →Common Stock1.08%$4M57.4K
37BWABORGWARNER INChistory →Common Stock1.08%$4M82.7K
38PGRPROGRESSIVE CORPhistory →Common Stock1.05%$3M38.6K
39MASMASCO CORPhistory →Common Stock1.05%$3M62.7K
407HPHP INChistory →Common Stock1.02%$3M123.2K
41FDXFEDEX CORPhistory →Common Stock1.00%$3M15.2K
42HUMHUMANA INCCommon Stock1.00%$3M8.5K
43CAGCONAGRA BRANDS INCCommon Stock1.00%$3M97.3K
44ISHARES JP MORGAN USD EMERGIETP0.97%$3M29.2K
45XLUUTILITIES SELECT SECTOR SPDRETP0.96%$3M49.6K
46NEMNEWMONT CORPCommon Stock0.94%$3M57.4K
47VANGUARD GLBL EX-US REAL ESTETP0.82%$3M48.0K
48VANGUARD REAL ESTATE ETFETP0.80%$3M26.1K
49AG8AGILENT TECHNOLOGIES INCCommon Stock0.78%$3M16.5K

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 ↗.