Mount Lucas Management LP
- SEC CIK
- 0001185072
- Latest filing
- Aug 10, 2026
Holdings in Q1 2022
Holdings as of Mar 31, 2022, filed May 12, 2022. Long positions only; changes compare share counts with Q4 2021.
- Positions
- 111
- −18 vs. Q4 2021
- Portfolio value
- $343.3M
- −$6.61M (−1.9%) vs. Q4 2021
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| iShares Tr464287457 | 1 3 YR TREAS BD | 809,961 | $67.5M | 19.7% | +298,029+58.2% | Added | – |
| MOSMosaic Co | COM | 207,204 | $13.8M | 4.0% | −23,068−10.0% | Reduced | History |
| Invesco Exchange Traded FD T46137V258 | S&P500 PUR VAL | 146,192 | $12.5M | 3.6% | +120,425+467.4% | Added | – |
| iShares Tr464288877 | EAFE VALUE ETF | 206,458 | $10.4M | 3.0% | +206,458 | New | – |
| J P Morgan Exchange Traded F46641Q217 | BETABULDRS JAPAN | 176,638 | $8.96M | 2.6% | +176,638 | New | – |
| HPQHP Inc | Stock | 223,606 | $8.12M | 2.4% | −23,878−9.6% | Reduced | History |
| J P Morgan Exchange Traded F46641Q191 | BETA EURO ET NE | 116,524 | $6.39M | 1.9% | +116,524 | New | – |
| WHRWhirlpool Corp | Stock | 31,357 | $5.42M | 1.6% | −3,273−9.5% | Reduced | History |
| NUENucor Corp | COM | 36,036 | $5.36M | 1.6% | −3,475−8.8% | Reduced | History |
| ADMArcher-Daniels-Midland Co | Stock | 54,163 | $4.89M | 1.4% | −6,320−10.4% | Reduced | History |
| BBWIBath & Body Works, Inc. | COM | 101,595 | $4.86M | 1.4% | −11,052−9.8% | Reduced | History |
| HCAHCA Healthcare, Inc. | COM | 18,368 | $4.60M | 1.3% | −1,831−9.1% | Reduced | History |
| FCXFreeport-McMoran Inc | Stock | 92,276 | $4.59M | 1.3% | −11,323−10.9% | Reduced | History |
| AFLAflac Inc | Stock | 70,820 | $4.56M | 1.3% | −6,700−8.6% | Reduced | History |
| RJFRaymond James Financial Inc | COM | 41,308 | $4.54M | 1.3% | −4,113−9.1% | Reduced | History |
| TELLTellurian Inc. | COM | 800,000 | $4.24M | 1.2% | +400,000+100.0% | Added | History |
| ALLAllstate Corp | Stock | 30,283 | $4.19M | 1.2% | −2,748−8.3% | Reduced | History |
| HPEHewlett Packard Enterprise Co | COM | 248,275 | $4.15M | 1.2% | −29,398−10.6% | Reduced | History |
| MSMorgan Stanley | Stock | 46,749 | $4.09M | 1.2% | −4,391−8.6% | Reduced | History |
| METMetlife Inc | Stock | 57,962 | $4.07M | 1.2% | −6,896−10.6% | Reduced | History |
| AIGAmerican International Group, Inc. | Stock | 64,775 | $4.07M | 1.2% | −7,822−10.8% | Reduced | History |
| TSNTyson Foods, Inc. | Stock | 43,641 | $3.91M | 1.1% | −5,281−10.8% | Reduced | History |
| CVSCVS Health Corp | Stock | 37,991 | $3.85M | 1.1% | −4,583−10.8% | Reduced | History |
| PFGPrincipal Financial Group Inc | COM | 50,540 | $3.71M | 1.1% | −5,920−10.5% | Reduced | History |
| HIGHartford Insurance Group, Inc. | Stock | 51,108 | $3.67M | 1.1% | −6,162−10.8% | Reduced | History |
| GSGoldman Sachs Group Inc | Stock | 11,090 | $3.66M | 1.1% | −1,057−8.7% | Reduced | History |
| CICigna Group | Stock | 14,924 | $3.58M | 1.0% | −1,389−8.5% | Reduced | History |
| DFSDiscover Financial Services | COM | 31,026 | $3.42M | 1.0% | −3,792−10.9% | Reduced | History |
| CECelanese Corp | Stock | 23,772 | $3.40M | 1.0% | −2,289−8.8% | Reduced | History |
| IVZInvesco Ltd. | Stock | 146,814 | $3.39M | 1.0% | −16,802−10.3% | Reduced | History |
| PSAPublic Storage | COM | 8,528 | $3.33M | 1.0% | +15+0.2% | Added | History |
| GEGeneral Electric Co | Stock | 34,168 | $3.13M | 0.9% | −3,319−8.9% | Reduced | History |
| FDXFedEx Corp | Stock | 13,444 | $3.11M | 0.9% | −1,274−8.7% | Reduced | History |
| COFCapital One Financial Corp | Stock | 23,366 | $3.07M | 0.9% | −2,859−10.9% | Reduced | History |
| PLDPrologis, Inc. | REIT | 18,786 | $3.03M | 0.9% | +17+0.1% | Added | History |
| LENLennar Corp | CL A | 36,568 | $2.97M | 0.9% | −3,565−8.9% | Reduced | History |
| BBYBest Buy Co Inc | Stock | 32,222 | $2.93M | 0.9% | −2,871−8.2% | Reduced | History |
| MAAMid America Apartment Communities Inc. | COM | 13,978 | $2.93M | 0.9% | +17+0.1% | Added | History |
| PHMPultegroup Inc | COM | 69,237 | $2.90M | 0.8% | −6,780−8.9% | Reduced | History |
| EXRExtra Space Storage Inc. | COM | 14,039 | $2.89M | 0.8% | +50+0.4% | Added | History |
| BWABorgwarner Inc | COM | 73,531 | $2.86M | 0.8% | −6,856−8.5% | Reduced | History |
| MRSHMarsh & McLennan Companies, Inc. | Stock | 16,592 | $2.83M | 0.8% | +40.0% | Added | History |
| DHIHorton D R Inc | COM | 37,925 | $2.83M | 0.8% | −3,723−8.9% | Reduced | History |
| GMGeneral Motors Co | COM | 64,179 | $2.81M | 0.8% | −6,491−9.2% | Reduced | History |
| DREDuke Realty Corp | COM NEW | 47,980 | $2.79M | 0.8% | +95+0.2% | Added | History |
| LKQLKQ Corp | COM | 60,760 | $2.76M | 0.8% | −7,332−10.8% | Reduced | History |
| DISHDISH Network CORP | CL A | 86,911 | $2.75M | 0.8% | −8,533−8.9% | Reduced | History |
| MSIMotorola Solutions, Inc. | Stock | 11,136 | $2.70M | 0.8% | −7−0.1% | Reduced | History |
| Invesco Exchange Traded FD T46137V399 | S&P500 BUY WRT | 112,482 | $2.62M | 0.8% | −52,822−32.0% | Reduced | – |
| Vanguard High Dividend Yield Index ETF921946406 | ETF | 22,914 | $2.57M | 0.7% | −11,173−32.8% | Reduced | – |
| SYFSynchrony Financial | COM | 73,885 | $2.57M | 0.7% | −8,932−10.8% | Reduced | History |
| ACNAccenture plc | Stock | 7,596 | $2.56M | 0.7% | −6−0.1% | Reduced | History |
| MSFTMicrosoft Corp | Stock | 8,176 | $2.52M | 0.7% | −14−0.2% | Reduced | History |
| State Street Utilities Select Sector SPDR ETF81369Y886 | ETF | 33,209 | $2.47M | 0.7% | −14,624−30.6% | Reduced | – |
| NDAQNasdaq, Inc. | COM | 13,552 | $2.42M | 0.7% | −9−0.1% | Reduced | History |
| AJGArthur J. Gallagher & Co. | COM | 13,563 | $2.37M | 0.7% | −1,169−7.9% | Reduced | History |
| ODFLOld Dominion Freight Line, Inc. | COM | 7,192 | $2.15M | 0.6% | −635−8.1% | Reduced | History |
| DEDeere & Co | Stock | 4,956 | $2.06M | 0.6% | −441−8.2% | Reduced | History |
| JCIJohnson Controls International plc | Stock | 29,909 | $1.96M | 0.6% | −2,474−7.6% | Reduced | History |
| TGTTarget Corp | Stock | 9,097 | $1.93M | 0.6% | −768−7.8% | Reduced | History |
| LOWLowes Companies Inc | Stock | 9,304 | $1.88M | 0.5% | −794−7.9% | Reduced | History |
| HDHome Depot, Inc. | Stock | 5,824 | $1.74M | 0.5% | −482−7.6% | Reduced | History |
| ELEstee Lauder Companies Inc | CL A | 5,931 | $1.61M | 0.5% | −515−8.0% | Reduced | History |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 20,747 | $1.59M | 0.5% | −448−2.1% | Reduced | – |
| PNRPENTAIR plc | SHS | 29,020 | $1.57M | 0.5% | −2,460−7.8% | Reduced | History |
| State Street Real Estate Select Sector SPDR ETF81369Y860 | ETF | 32,349 | $1.56M | 0.5% | +9,643+42.5% | Added | – |
| GLWCorning Inc | COM | 40,989 | $1.51M | 0.4% | −3,227−7.3% | Reduced | History |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 19,461 | $1.48M | 0.4% | +4,205+27.6% | Added | – |
| State Street Health Care Select Sector SPDR ETF81369Y209 | ETF | 10,541 | $1.44M | 0.4% | +2,192+26.3% | Added | – |
| Vanguard Real Estate ETF922908553 | ETF | 11,157 | $1.21M | 0.4% | −10,546−48.6% | Reduced | – |
| CVECenovus Energy Inc. | COM | 64,462 | $1.07M | 0.3% | +4,048+6.7% | Added | History |
| OXYOccidental Petroleum Corp | Stock | 17,439 | $989.0K | 0.3% | +1,104+6.8% | Added | History |
| iShares Tr464289842 | MSCI PERU GL ETF | 25,310 | $942.0K | 0.3% | +25,310 | New | – |
| VSXYVictoria's Secret & Co. | COMMON STOCK | 18,311 | $940.0K | 0.3% | −1,866−9.2% | Reduced | History |
| iShares Inc464286780 | MSCI STH AFR ETF | 16,745 | $930.0K | 0.3% | +16,745 | New | – |
| iShares Inc464286400 | MSCI BRAZIL ETF | 24,259 | $917.0K | 0.3% | +24,259 | New | – |
| iShares Tr46429B309 | MSCI INDONIA ETF | 36,244 | $897.0K | 0.3% | +1,869+5.4% | Added | – |
| iShares Inc464286822 | MSCI MEXICO ETF | 15,849 | $871.0K | 0.3% | +245+1.6% | Added | – |
| iShares Russell 1000 Value ETF464287598 | ETF | 5,145 | $854.0K | 0.2% | +2,695+110.0% | Added | – |
| XUnited States Steel Corp | COM | 22,519 | $850.0K | 0.2% | +1,423+6.7% | Added | History |
| Invesco Actvely MNGD Etc FD46090F100 | OPTIMUM YIELD | 46,261 | $816.0K | 0.2% | −14,741−24.2% | Reduced | – |
| CLFCleveland-Cliffs Inc. | COM | 25,208 | $812.0K | 0.2% | +1,542+6.5% | Added | History |
| SWNSouthwestern Energy Co | COM | 110,984 | $796.0K | 0.2% | +6,788+6.5% | Added | History |
| CNQCanadian Natural Resources Ltd | COM | 12,828 | $795.0K | 0.2% | +888+7.4% | Added | History |
| IMOImperial Oil Ltd | COM NEW | 15,211 | $735.0K | 0.2% | +1,036+7.3% | Added | History |
| PXDPioneer Natural Resources Co | COM | 2,921 | $730.0K | 0.2% | +219+8.1% | Added | History |
| STLDSteel Dynamics Inc | COM | 8,578 | $716.0K | 0.2% | +525+6.5% | Added | History |
| iShares Inc46434G814 | MSCI MLY ETF NEW | 27,529 | $705.0K | 0.2% | +27,529 | New | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 17,946 | $688.0K | 0.2% | −12,179−40.4% | Reduced | – |
| FANGDiamondback Energy, Inc. | Stock | 4,802 | $658.0K | 0.2% | +310+6.9% | Added | History |
| Schwab US Tips ETF808524870 | ETF | 9,361 | $568.0K | 0.2% | −7,319−43.9% | Reduced | – |
| CARAvis Budget Group, Inc. | COM | 1,941 | $511.0K | 0.1% | +118+6.5% | Added | History |
| FNFFidelity National Financial, Inc. | COM SHS | 10,418 | $509.0K | 0.1% | +720+7.4% | Added | History |
| ACIAlbertsons Companies, Inc. | COMMON STOCK | 14,266 | $474.0K | 0.1% | +927+6.9% | Added | History |
| MMacy's, Inc. | COM | 19,166 | $467.0K | 0.1% | +1,291+7.2% | Added | History |
| BLDRBuilders FirstSource, Inc. | Stock | 7,131 | $460.0K | 0.1% | +435+6.5% | Added | History |
| MRNAModerna, Inc. | Stock | 2,481 | $427.0K | 0.1% | +152+6.5% | Added | History |
| ANAutonation, Inc. | COM | 4,089 | $407.0K | 0.1% | +250+6.5% | Added | History |
| DVNDevon Energy Corp | Stock | 6,287 | $372.0K | 0.1% | +479+8.2% | Added | History |
| iShares Inc464286624 | MSCI THAILND ETF | 4,726 | $369.0K | 0.1% | +4,726 | New | – |
Sold out since Q4 2021 (28)
Positions held at the end of Q4 2021 that are gone from this filing.
| Security | Class | Shares in Q4 2021 | Value in Q4 2021 | % of portfolio in Q4 2021 | History |
|---|---|---|---|---|---|
| iShares Tr464287440 | 7-10 YR TRSY BD | 47,555 | $5.47M | 1.6% | – |
| Invesco Exch Traded FD Tr II46138G508 | SR LN ETF | 227,852 | $5.04M | 1.4% | – |
| iShares Tr464288687 | PFD AND INCM SEC | 127,709 | $5.04M | 1.4% | – |
| iShares Tr46434V407 | 0-5YR HI YL CP | 75,036 | $3.40M | 1.0% | – |
| SPDR Series Trust78468R622 | ST BLOO HIGH ETF | 31,308 | $3.40M | 1.0% | – |
| iShares Tr46435G342 | MORTGE REL ETF | 76,431 | $2.64M | 0.8% | – |
| SPDR Index Shs FDS78463X772 | ST S&P INTL ETF | 60,848 | $2.37M | 0.7% | – |
| Invesco Exchange Traded FD T46137V266 | S&P500 PUR GWT | 9,293 | $1.96M | 0.6% | – |
| Flexshares Tr33939L662 | HIG YLD VL ETF | 32,310 | $1.58M | 0.5% | – |
| iShares Tr46435G474 | FALN ANGLS USD | 52,815 | $1.58M | 0.5% | – |
| SPDR Series Trust78468R408 | ST TERM HIGH ETF | 58,301 | $1.58M | 0.5% | – |
| State Street Technology Select Sector SPDR ETF81369Y803 | ETF | 6,766 | $1.18M | 0.3% | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 12,982 | $1.18M | 0.3% | – |
| State Street Consumer Discretionary Select Sector SPDR ETF81369Y407 | ETF | 5,754 | $1.18M | 0.3% | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 11,117 | $1.18M | 0.3% | – |
| iShares Iboxx $ Investment Grade Corporate Bond ETF464287242 | ETF | 7,916 | $1.05M | 0.3% | – |
| iShares Tr464288414 | NATIONAL MUN ETF | 9,021 | $1.05M | 0.3% | – |
| iShares MSCI India ETF46429B598 | ETF | 17,225 | $790.0K | 0.2% | – |
| iShares Inc46434G772 | MSCI TAIWAN ETF | 11,854 | $790.0K | 0.2% | – |
| Turquoise Hill Res Ltd900435207 | COM | 34,407 | $566.0K | 0.2% | – |
| SPDR Series Trust78468R200 | ST STR RATE ETF | 17,963 | $549.0K | 0.2% | – |
| iShares Russell 1000 Growth ETF464287614 | ETF | 1,347 | $412.0K | 0.1% | – |
| iShares Inc464286749 | MSCI SWITZERLAND | 4,764 | $251.0K | 0.1% | – |
| iShares Inc464286202 | MSCI AUSTRIA ETF | 9,873 | $251.0K | 0.1% | – |
| iShares Inc464286707 | MSCI FRANCE ETF | 6,462 | $251.0K | 0.1% | – |
| iShares Inc46434G830 | MSCI ITALY ETF | 6,929 | $227.0K | 0.1% | – |
| iShares Inc464286814 | MSCI NETHERL ETF | 4,050 | $203.0K | 0.1% | – |
| iShares Inc464286756 | MSCI SWEDEN ETF | 3,357 | $156.0K | <0.1% | – |