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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q2 2022

Holdings as of Jun 30, 2022, filed Aug 10, 2022. Long positions only; changes compare share counts with Q1 2022.

Institution overview
Positions
90
−21 vs. Q1 2022
Portfolio value
$298.6M
−$44.7M (−13.0%) vs. Q1 2022
Filed
Aug 10, 2022
SEC
Holdings of Mount Lucas Management LP in Q2 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr4642874571 3 YR TREAS BD1,001,984$83.0M27.8%+192,023+23.7%Added–
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL314,661$23.6M7.9%+168,469+115.2%Added–
NUENucor CorpCOM60,990$6.37M2.1%+24,954+69.2%AddedHistory
ADMArcher-Daniels-Midland CoStock81,965$6.36M2.1%+27,802+51.3%AddedHistory
MOSMosaic CoCOM133,935$6.33M2.1%−73,269−35.4%ReducedHistory
TSNTyson Foods, Inc.Stock70,572$6.07M2.0%+26,931+61.7%AddedHistory
METMetlife IncStock96,313$6.05M2.0%+38,351+66.2%AddedHistory
HPQHP IncStock179,141$5.87M2.0%−44,465−19.9%ReducedHistory
CVSCVS Health CorpStock62,839$5.82M2.0%+24,848+65.4%AddedHistory
HIGHartford Insurance Group, Inc.Stock86,273$5.64M1.9%+35,165+68.8%AddedHistory
AIGAmerican International Group, Inc.Stock106,383$5.44M1.8%+41,608+64.2%AddedHistory
HPEHewlett Packard Enterprise CoCOM401,208$5.32M1.8%+152,933+61.6%AddedHistory
FANGDiamondback Energy, Inc.Stock29,762$3.61M1.2%+24,960+519.8%AddedHistory
OXYOccidental Petroleum CorpStock60,715$3.58M1.2%+43,276+248.2%AddedHistory
RJFRaymond James Financial IncCOM39,770$3.56M1.2%−1,538−3.7%ReducedHistory
PFGPrincipal Financial Group IncCOM47,717$3.19M1.1%−2,823−5.6%ReducedHistory
UNHUnitedHealth Group IncStock6,001$3.08M1.0%+6,001NewHistory
GISGeneral Mills IncStock39,749$3.00M1.0%+39,749NewHistory
WRBBerkley W R CorpCOM43,510$2.97M1.0%+43,510NewHistory
RSGRepublic Services, Inc.COM22,268$2.91M1.0%+22,268NewHistory
ABBVAbbVie Inc.Stock18,926$2.90M1.0%+18,926NewHistory
KKellanovaStock40,119$2.86M1.0%+40,119NewHistory
PEPPepsiCo IncStock16,825$2.80M0.9%+16,825NewHistory
LKQLKQ CorpCOM57,070$2.80M0.9%−3,690−6.1%ReducedHistory
KOCoca Cola CoStock44,503$2.80M0.9%+44,503NewHistory
MPCMarathon Petroleum CorpStock34,025$2.80M0.9%+34,025NewHistory
HSYHershey CoCOM12,922$2.78M0.9%+12,922NewHistory
PSAPublic StorageCOM8,861$2.77M0.9%+333+3.9%AddedHistory
VLOValero Energy CorpStock26,025$2.77M0.9%+26,025NewHistory
DFSDiscover Financial ServicesCOM29,163$2.76M0.9%−1,863−6.0%ReducedHistory
APAAPA CorpStock78,878$2.75M0.9%+78,878NewHistory
DREDuke Realty CorpCOM NEW49,649$2.73M0.9%+1,669+3.5%AddedHistory
CORCencora, Inc.Stock19,004$2.69M0.9%+19,004NewHistory
MRSHMarsh & McLennan Companies, Inc.Stock17,181$2.67M0.9%+589+3.5%AddedHistory
TRVTravelers Companies, Inc.Stock15,394$2.60M0.9%+15,394NewHistory
XOMExxonMobil Holdings CorpCOM29,772$2.55M0.9%+29,772NewHistory
MAAMid America Apartment Communities Inc.COM14,502$2.53M0.8%+524+3.7%AddedHistory
FCXFreeport-McMoran IncStock86,480$2.53M0.8%−5,796−6.3%ReducedHistory
EXRExtra Space Storage Inc.COM14,622$2.49M0.8%+583+4.2%AddedHistory
MSIMotorola Solutions, Inc.Stock11,546$2.42M0.8%+410+3.7%AddedHistory
PSXPhillips 66Stock28,253$2.32M0.8%+28,253NewHistory
PLDPrologis, Inc.REIT19,530$2.30M0.8%+744+4.0%AddedHistory
LYBLyondellBasell Industries N.V.SHS - A -26,185$2.29M0.8%+26,185NewHistory
TELLTellurian Inc.COM767,240$2.29M0.8%−32,760−4.1%ReducedHistory
COFCapital One Financial CorpStock21,852$2.28M0.8%−1,514−6.5%ReducedHistory
WHRWhirlpool CorpStock14,620$2.26M0.8%−16,737−53.4%ReducedHistory
IVZInvesco Ltd.Stock138,662$2.24M0.7%−8,152−5.6%ReducedHistory
CVECenovus Energy Inc.COM116,282$2.21M0.7%+51,820+80.4%AddedHistory
ACNAccenture plcStock7,866$2.18M0.7%+270+3.6%AddedHistory
MSFTMicrosoft CorpStock8,462$2.17M0.7%+286+3.5%AddedHistory
NDAQNasdaq, Inc.COM14,043$2.14M0.7%+491+3.6%AddedHistory
DOWDow Inc.Stock39,560$2.04M0.7%+39,560NewHistory
iShares Russell 1000 Value ETF464287598ETF13,673$1.98M0.7%+8,528+165.8%Added–
SYFSynchrony FinancialCOM69,446$1.92M0.6%−4,439−6.0%ReducedHistory
IMOImperial Oil LtdCOM NEW35,037$1.65M0.6%+19,826+130.3%AddedHistory
PXDPioneer Natural Resources CoCOM6,841$1.53M0.5%+3,920+134.2%AddedHistory
SWNSouthwestern Energy CoCOM213,761$1.34M0.4%+102,777+92.6%AddedHistory
BBWIBath & Body Works, Inc.COM43,467$1.17M0.4%−58,128−57.2%ReducedHistory
STLDSteel Dynamics IncCOM17,678$1.17M0.4%+9,100+106.1%AddedHistory
ANAutonation, Inc.COM9,363$1.05M0.4%+5,274+129.0%AddedHistory
BLDRBuilders FirstSource, Inc.Stock16,838$904.0K0.3%+9,707+136.1%AddedHistory
CLFCleveland-Cliffs Inc.COM55,438$852.0K0.3%+30,230+119.9%AddedHistory
State Street Energy Select Sector SPDR ETF81369Y506ETF11,525$824.0K0.3%−9,222−44.4%Reduced–
COPConocoPhillipsStock8,784$789.0K0.3%+8,784NewHistory
CTRACoterra Energy Inc.Stock30,161$778.0K0.3%+30,161NewHistory
CNQCanadian Natural Resources LtdCOM14,328$769.0K0.3%+1,500+11.7%AddedHistory
CARAvis Budget Group, Inc.COM5,066$745.0K0.2%+3,125+161.0%AddedHistory
TECKTeck Resources LtdCL B24,220$740.0K0.2%+24,220NewHistory
iShares Tr46429B309MSCI INDONIA ETF33,032$739.0K0.2%−3,212−8.9%Reduced–
DINOHF Sinclair CorpCOM12,887$582.0K0.2%+12,887NewHistory
State Street Utilities Select Sector SPDR ETF81369Y886ETF7,168$503.0K0.2%−26,041−78.4%Reduced–
CFCF Industries Holdings, Inc.COM5,765$494.0K0.2%+5,765NewHistory
WLKWestlake CorpCOM4,594$450.0K0.2%+4,594NewHistory
XUnited States Steel CorpCOM24,953$447.0K0.1%+2,434+10.8%AddedHistory
FNFFidelity National Financial, Inc.COM SHS11,642$430.0K0.1%+1,224+11.7%AddedHistory
DDOGDatadog, Inc.CL A COM4,454$424.0K0.1%+2,912+188.8%AddedHistory
ACIAlbertsons Companies, Inc.COMMON STOCK15,839$423.0K0.1%+1,573+11.0%AddedHistory
MRNAModerna, Inc.Stock2,746$392.0K0.1%+265+10.7%AddedHistory
MMacy's, Inc.COM21,337$391.0K0.1%+2,171+11.3%AddedHistory
DVNDevon Energy CorpStock7,052$389.0K0.1%+765+12.2%AddedHistory
iShares Inc464286640MSCI CHILE ETF15,504$373.0K0.1%+15,370+11,470.1%Added–
CLRContinental Resources, IncCOM5,174$338.0K0.1%+5,174NewHistory
MPWRMonolithic Power Systems, Inc.COM694$267.0K0.1%+694NewHistory
ENPHEnphase Energy, Inc.Stock1,288$251.0K0.1%+122+10.5%AddedHistory
MRVLMarvell Technology, Inc.COM5,201$226.0K0.1%+5,201NewHistory
HZNPHorizon Therapeutics Public Ltd CoSHS2,808$224.0K0.1%+270+10.6%AddedHistory
TSLATesla, Inc.Stock273$184.0K0.1%+24+9.6%AddedHistory
AMDAdvanced Micro Devices IncStock1,948$149.0K<0.1%+187+10.6%AddedHistory
ZSZscaler, Inc.Stock892$133.0K<0.1%+85+10.5%AddedHistory
BILLBILL Holdings, Inc.Stock1,180$130.0K<0.1%+113+10.6%AddedHistory

Sold out since Q1 2022 (48)

Positions held at the end of Q1 2022 that are gone from this filing.

Positions of Mount Lucas Management LP sold out since Q1 2022
SecurityClassShares in Q1 2022Value in Q1 2022% of portfolio in Q1 2022History
iShares Tr464288877EAFE VALUE ETF206,458$10.4M3.0%–
J P Morgan Exchange Traded F46641Q217BETABULDRS JAPAN176,638$8.96M2.6%–
J P Morgan Exchange Traded F46641Q191BETA EURO ET NE116,524$6.39M1.9%–
HCAHCA Healthcare, Inc.COM18,368$4.60M1.3%History
AFLAflac IncStock70,820$4.56M1.3%History
ALLAllstate CorpStock30,283$4.19M1.2%History
MSMorgan StanleyStock46,749$4.09M1.2%History
GSGoldman Sachs Group IncStock11,090$3.66M1.1%History
CICigna GroupStock14,924$3.58M1.0%History
CECelanese CorpStock23,772$3.40M1.0%History
GEGeneral Electric CoStock34,168$3.13M0.9%History
FDXFedEx CorpStock13,444$3.11M0.9%History
LENLennar CorpCL A36,568$2.97M0.9%History
BBYBest Buy Co IncStock32,222$2.93M0.9%History
PHMPultegroup IncCOM69,237$2.90M0.8%History
BWABorgwarner IncCOM73,531$2.86M0.8%History
DHIHorton D R IncCOM37,925$2.83M0.8%History
GMGeneral Motors CoCOM64,179$2.81M0.8%History
DISHDISH Network CORPCL A86,911$2.75M0.8%History
Invesco Exchange Traded FD T46137V399S&P500 BUY WRT112,482$2.62M0.8%–
Vanguard High Dividend Yield Index ETF921946406ETF22,914$2.57M0.7%–
AJGArthur J. Gallagher & Co.COM13,563$2.37M0.7%History
ODFLOld Dominion Freight Line, Inc.COM7,192$2.15M0.6%History
DEDeere & CoStock4,956$2.06M0.6%History
JCIJohnson Controls International plcStock29,909$1.96M0.6%History
TGTTarget CorpStock9,097$1.93M0.6%History
LOWLowes Companies IncStock9,304$1.88M0.5%History
HDHome Depot, Inc.Stock5,824$1.74M0.5%History
ELEstee Lauder Companies IncCL A5,931$1.61M0.5%History
PNRPENTAIR plcSHS29,020$1.57M0.5%History
State Street Real Estate Select Sector SPDR ETF81369Y860ETF32,349$1.56M0.5%–
GLWCorning IncCOM40,989$1.51M0.4%History
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF19,461$1.48M0.4%–
State Street Health Care Select Sector SPDR ETF81369Y209ETF10,541$1.44M0.4%–
Vanguard Real Estate ETF922908553ETF11,157$1.21M0.4%–
iShares Tr464289842MSCI PERU GL ETF25,310$942.0K0.3%–
VSXYVictoria's Secret & Co.COMMON STOCK18,311$940.0K0.3%History
iShares Inc464286780MSCI STH AFR ETF16,745$930.0K0.3%–
iShares Inc464286400MSCI BRAZIL ETF24,259$917.0K0.3%–
iShares Inc464286822MSCI MEXICO ETF15,849$871.0K0.3%–
Invesco Actvely MNGD Etc FD46090F100OPTIMUM YIELD46,261$816.0K0.2%–
iShares Inc46434G814MSCI MLY ETF NEW27,529$705.0K0.2%–
State Street Financial Select Sector SPDR ETF81369Y605ETF17,946$688.0K0.2%–
Schwab US Tips ETF808524870ETF9,361$568.0K0.2%–
iShares Inc464286624MSCI THAILND ETF4,726$369.0K0.1%–
iShares Tr46435G334MSCI UK ETF NEW3,352$113.0K<0.1%–
iShares Tr46429B408MSCI PHILIPS ETF1,274$40.0K<0.1%–
SPDR Series Trust78464A490ST STR FTSE ETF47$3.00K<0.1%–