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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q4 2021

Holdings as of Dec 31, 2021, filed Feb 14, 2022. Long positions only; changes compare share counts with Q3 2021.

Institution overview
Positions
129
+22 vs. Q3 2021
Portfolio value
$349.9M
+$33.1M (+10.5%) vs. Q3 2021
Filed
Feb 14, 2022
SEC
Holdings of Mount Lucas Management LP in Q4 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr4642874571 3 YR TREAS BD511,932$43.8M12.5%+286,658+127.2%Added–
HPQHP IncStock247,484$9.32M2.7%+124,264+100.8%AddedHistory
MOSMosaic CoCOM230,272$9.05M2.6%+106,364+85.8%AddedHistory
WHRWhirlpool CorpStock34,630$8.13M2.3%−1,550−4.3%ReducedHistory
BBWIBath & Body Works, Inc.COM112,647$7.86M2.2%+50,229+80.5%AddedHistory
iShares Tr4642874407-10 YR TRSY BD47,555$5.47M1.6%+44,892+1,685.8%Added–
HCAHCA Healthcare, Inc.COM20,199$5.19M1.5%−556−2.7%ReducedHistory
Invesco Exch Traded FD Tr II46138G508SR LN ETF227,852$5.04M1.4%−26,994−10.6%Reduced–
iShares Tr464288687PFD AND INCM SEC127,709$5.04M1.4%−15,680−10.9%Reduced–
MSMorgan StanleyStock51,140$5.02M1.4%−71,890−58.4%ReducedHistory
LENLennar CorpCL A40,133$4.66M1.3%−48,254−54.6%ReducedHistory
GSGoldman Sachs Group IncStock12,147$4.65M1.3%−292−2.3%ReducedHistory
RJFRaymond James Financial IncCOM45,421$4.56M1.3%+45,421NewHistory
AFLAflac IncStock77,520$4.53M1.3%−1,851−2.3%ReducedHistory
DHIHorton D R IncCOM41,648$4.52M1.3%−50,860−55.0%ReducedHistory
NUENucor CorpCOM39,511$4.51M1.3%+39,511NewHistory
CVSCVS Health CorpStock42,574$4.39M1.3%+42,574NewHistory
CECelanese CorpStock26,061$4.38M1.3%−662−2.5%ReducedHistory
HPEHewlett Packard Enterprise CoCOM277,673$4.38M1.3%+277,673NewHistory
PHMPultegroup IncCOM76,017$4.34M1.2%−83,542−52.4%ReducedHistory
FCXFreeport-McMoran IncStock103,599$4.32M1.2%+103,599NewHistory
TSNTyson Foods, Inc.Stock48,922$4.26M1.2%+48,922NewHistory
GMGeneral Motors CoCOM70,670$4.14M1.2%−2,115−2.9%ReducedHistory
AIGAmerican International Group, Inc.Stock72,597$4.13M1.2%+72,597NewHistory
ADMArcher-Daniels-Midland CoStock60,483$4.09M1.2%+60,483NewHistory
LKQLKQ CorpCOM68,092$4.09M1.2%+68,092NewHistory
PFGPrincipal Financial Group IncCOM56,460$4.08M1.2%+56,460NewHistory
METMetlife IncStock64,858$4.05M1.2%+64,858NewHistory
DFSDiscover Financial ServicesCOM34,818$4.02M1.1%+34,818NewHistory
HIGHartford Insurance Group, Inc.Stock57,270$3.95M1.1%+57,270NewHistory
ALLAllstate CorpStock33,031$3.89M1.1%−39,568−54.5%ReducedHistory
SYFSynchrony FinancialCOM82,817$3.84M1.1%+82,817NewHistory
Vanguard High Dividend Yield Index ETF921946406ETF34,087$3.82M1.1%−4,045−10.6%Reduced–
Invesco Exchange Traded FD T46137V399S&P500 BUY WRT165,304$3.82M1.1%−9,745−5.6%Reduced–
FDXFedEx CorpStock14,718$3.81M1.1%−438−2.9%ReducedHistory
COFCapital One Financial CorpStock26,225$3.81M1.1%+26,225NewHistory
IVZInvesco Ltd.Stock163,616$3.77M1.1%+163,616NewHistory
CICigna GroupStock16,313$3.75M1.1%−21,228−56.5%ReducedHistory
BWABorgwarner IncCOM80,387$3.62M1.0%−2,332−2.8%ReducedHistory
BBYBest Buy Co IncStock35,093$3.56M1.0%−31,468−47.3%ReducedHistory
GEGeneral Electric CoStock37,487$3.54M1.0%−1,205−3.1%ReducedHistory
State Street Utilities Select Sector SPDR ETF81369Y886ETF47,833$3.42M1.0%−1,740−3.5%Reduced–
iShares Tr46434V4070-5YR HI YL CP75,036$3.40M1.0%−7,033−8.6%Reduced–
SPDR Series Trust78468R622ST BLOO HIGH ETF31,308$3.40M1.0%−2,917−8.5%Reduced–
MAAMid America Apartment Communities Inc.COM13,961$3.20M0.9%+13,961NewHistory
PSAPublic StorageCOM8,513$3.19M0.9%+8,513NewHistory
EXRExtra Space Storage Inc.COM13,989$3.17M0.9%+13,989NewHistory
PLDPrologis, Inc.REIT18,769$3.16M0.9%+18,769NewHistory
ACNAccenture plcStock7,602$3.15M0.9%+7,602NewHistory
DREDuke Realty CorpCOM NEW47,885$3.14M0.9%+47,885NewHistory
DISHDISH Network CORPCL A95,444$3.10M0.9%−3,156−3.2%ReducedHistory
MSIMotorola Solutions, Inc.Stock11,143$3.03M0.9%+11,143NewHistory
MRSHMarsh & McLennan Companies, Inc.Stock16,588$2.88M0.8%+16,588NewHistory
NDAQNasdaq, Inc.COM13,561$2.85M0.8%+13,561NewHistory
ODFLOld Dominion Freight Line, Inc.COM7,827$2.81M0.8%−305−3.8%ReducedHistory
MSFTMicrosoft CorpStock8,190$2.75M0.8%+8,190NewHistory
iShares Tr46435G342MORTGE REL ETF76,431$2.64M0.8%−75,899−49.8%Reduced–
JCIJohnson Controls International plcStock32,383$2.63M0.8%−1,154−3.4%ReducedHistory
HDHome Depot, Inc.Stock6,306$2.62M0.7%−222−3.4%ReducedHistory
LOWLowes Companies IncStock10,098$2.61M0.7%−365−3.5%ReducedHistory
Vanguard Real Estate ETF922908553ETF21,703$2.52M0.7%−4,366−16.7%Reduced–
AJGArthur J. Gallagher & Co.COM14,732$2.50M0.7%−540−3.5%ReducedHistory
ELEstee Lauder Companies IncCL A6,446$2.39M0.7%−247−3.7%ReducedHistory
SPDR Index Shs FDS78463X772ST S&P INTL ETF60,848$2.37M0.7%−41,201−40.4%Reduced–
PNRPENTAIR plcSHS31,480$2.30M0.7%−1,170−3.6%ReducedHistory
TGTTarget CorpStock9,865$2.28M0.7%−22,391−69.4%ReducedHistory
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL25,767$2.08M0.6%+25,767New–
Invesco Exchange Traded FD T46137V266S&P500 PUR GWT9,293$1.96M0.6%+9,293New–
DEDeere & CoStock5,397$1.85M0.5%−201−3.6%ReducedHistory
GLWCorning IncCOM44,216$1.65M0.5%−1,610−3.5%ReducedHistory
Flexshares Tr33939L662HIG YLD VL ETF32,310$1.58M0.5%+32,310New–
iShares Tr46435G474FALN ANGLS USD52,815$1.58M0.5%+52,815New–
SPDR Series Trust78468R408ST TERM HIGH ETF58,301$1.58M0.5%+58,301New–
TELLTellurian Inc.COM400,000$1.23M0.4%00.0%UnchangedHistory
State Street Technology Select Sector SPDR ETF81369Y803ETF6,766$1.18M0.3%−760−10.1%Reduced–
State Street Real Estate Select Sector SPDR ETF81369Y860ETF22,706$1.18M0.3%−2,455−9.8%Reduced–
State Street Health Care Select Sector SPDR ETF81369Y209ETF8,349$1.18M0.3%−507−5.7%Reduced–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF15,256$1.18M0.3%−1,356−8.2%Reduced–
State Street Financial Select Sector SPDR ETF81369Y605ETF30,125$1.18M0.3%−1,085−3.5%Reduced–
State Street Energy Select Sector SPDR ETF81369Y506ETF21,195$1.18M0.3%−3,729−15.0%Reduced–
State Street Materials Select Sector SPDR ETF81369Y100ETF12,982$1.18M0.3%−1,016−7.3%Reduced–
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF5,754$1.18M0.3%−755−11.6%Reduced–
State Street Industrial Select Sector SPDR ETF81369Y704ETF11,117$1.18M0.3%−339−3.0%Reduced–
VSXYVictoria's Secret & Co.COMMON STOCK20,177$1.12M0.3%−581−2.8%ReducedHistory
Schwab US Tips ETF808524870ETF16,680$1.05M0.3%−305−1.8%Reduced–
iShares Iboxx $ Investment Grade Corporate Bond ETF464287242ETF7,916$1.05M0.3%−15−0.2%Reduced–
iShares Tr464288414NATIONAL MUN ETF9,021$1.05M0.3%−135−1.5%Reduced–
Invesco Actvely MNGD Etc FD46090F100OPTIMUM YIELD61,002$858.0K0.2%+19,059+45.4%Added–
iShares MSCI India ETF46429B598ETF17,225$790.0K0.2%+373+2.2%Added–
iShares Inc46434G772MSCI TAIWAN ETF11,854$790.0K0.2%−754−6.0%Reduced–
iShares Tr46429B408MSCI PHILIPS ETF24,955$790.0K0.2%+5,495+28.2%Added–
iShares Inc464286822MSCI MEXICO ETF15,604$790.0K0.2%−420−2.6%Reduced–
iShares Tr46429B309MSCI INDONIA ETF34,375$790.0K0.2%+34,375New–
CVECenovus Energy Inc.COM60,414$742.0K0.2%+60,414NewHistory
MRNAModerna, Inc.Stock2,329$592.0K0.2%+2,329NewHistory
BLDRBuilders FirstSource, Inc.Stock6,696$574.0K0.2%+6,696NewHistory
Turquoise Hill Res Ltd900435207COM34,407$566.0K0.2%+34,407New–
SPDR Series Trust78468R200ST STR RATE ETF17,963$549.0K0.2%−17,017−48.6%Reduced–
CLFCleveland-Cliffs Inc.COM23,666$515.0K0.1%+23,666NewHistory
IMOImperial Oil LtdCOM NEW14,175$512.0K0.1%+14,175NewHistory

Sold out since Q3 2021 (38)

Positions held at the end of Q3 2021 that are gone from this filing.

Positions of Mount Lucas Management LP sold out since Q3 2021
SecurityClassShares in Q3 2021Value in Q3 2021% of portfolio in Q3 2021History
State Street SPDR Bloomberg Convertible Securities ETF78464A359ETF64,518$5.51M1.7%–
EBAYeBay IncCOM68,781$4.79M1.5%History
DVADavita Inc.COM39,080$4.54M1.4%History
UNHUnitedHealth Group IncStock11,185$4.37M1.4%History
KRKroger CoStock106,009$4.29M1.4%History
DGXQuest Diagnostics IncCOM27,621$4.01M1.3%History
iShares Inc464286285JP MRGN EM HI BD89,333$3.96M1.3%–
iShares Inc464286178US INTL HGH YLD74,405$3.72M1.2%–
CNCCentene CorpStock57,437$3.58M1.1%History
PGRProgressive CorpStock38,636$3.49M1.1%History
MASMasco CorpCOM62,741$3.48M1.1%History
HUMHumana IncStock8,486$3.30M1.0%History
CAGConagra Brands Inc.Stock97,282$3.29M1.0%History
iShares Tr464288281JPMORGAN USD EMG29,192$3.21M1.0%–
NEMNEWMONT CorpStock57,360$3.12M1.0%History
Vanguard Intl Equity Index F922042676GLB EX US ETF47,950$2.70M0.9%–
AAgilent Technologies, Inc.COM16,492$2.60M0.8%History
WSTWest Pharmaceutical Services IncCOM6,096$2.59M0.8%History
IDXXIDEXX Laboratories IncCOM3,795$2.36M0.7%History
RVTYRevvity, Inc.COM13,016$2.26M0.7%History
DHRDanaher CorpStock7,299$2.22M0.7%History
BIOBio-Rad Laboratories, Inc.CL A2,950$2.20M0.7%History
TMOThermo Fisher Scientific Inc.Stock3,555$2.03M0.6%History
TYLTyler Technologies IncCOM4,310$1.98M0.6%History
MNSTMonster Beverage CorpCOM21,607$1.92M0.6%History
ROLRollins IncCOM42,903$1.52M0.5%History
Ping An Ins Group Co China Ltd72341E304ADR109,400$1.50M0.5%–
State Street Communication Services Select Sector SPDR ETF81369Y852ETF13,965$1.12M0.4%–
iShares Tr464288646ISHS 1-5YR INVS19,563$1.07M0.3%–
iShares Tr46429B606MSCI POLAND ETF35,454$777.0K0.2%–
VanEck Vectors ETF Tr92189F403RUSSIA ETF25,238$765.0K0.2%–
Global X FDS37954Y319MSCI GREECE ETF28,164$761.0K0.2%–
SPDR Series Trust78464A490ST STR FTSE ETF13,454$732.0K0.2%–
iShares Inc464286780MSCI STH AFR ETF14,993$705.0K0.2%–
iShares Inc464286624MSCI THAILND ETF7,356$549.0K0.2%–
J P Morgan Exchange Traded F46641Q217BETABULDRS JAPAN6,384$375.0K0.1%–
iShares Inc464286806MSCI GERMANY ETF3,489$115.0K<0.1%–
iShares Inc464286764MSCI SPAIN ETF3,925$106.0K<0.1%–