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Livermore
Livermore
ZHEN

Mount Lucas Management LP

SEC CIK
0001185072
Latest filing
Aug 10, 2026

Holdings in Q3 2022

Holdings as of Sep 30, 2022, filed Nov 14, 2022. Long positions only; changes compare share counts with Q2 2022.

Institution overview
Positions
93
+3 vs. Q2 2022
Portfolio value
$290.4M
−$8.23M (−2.8%) vs. Q2 2022
Filed
Nov 14, 2022
AmendedSEC
Holdings of Mount Lucas Management LP in Q3 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr4642874571 3 YR TREAS BD991,389$80.5M27.7%−10,595−1.1%Reduced–
Invesco Exchange Traded FD T46137V258S&P500 PUR VAL348,437$24.3M8.4%+33,776+10.7%Added–
ADMArcher-Daniels-Midland CoStock80,724$6.49M2.2%−1,241−1.5%ReducedHistory
NUENucor CorpCOM60,070$6.43M2.2%−920−1.5%ReducedHistory
MOSMosaic CoCOM131,728$6.37M2.2%−2,207−1.6%ReducedHistory
CVSCVS Health CorpStock61,977$5.91M2.0%−862−1.4%ReducedHistory
METMetlife IncStock95,191$5.79M2.0%−1,122−1.2%ReducedHistory
HIGHartford Insurance Group, Inc.Stock85,101$5.27M1.8%−1,172−1.4%ReducedHistory
AIGAmerican International Group, Inc.Stock104,944$4.98M1.7%−1,439−1.4%ReducedHistory
HPEHewlett Packard Enterprise CoCOM397,011$4.76M1.6%−4,197−1.0%ReducedHistory
TSNTyson Foods, Inc.Stock69,618$4.59M1.6%−954−1.4%ReducedHistory
HPQHP IncStock177,296$4.42M1.5%−1,845−1.0%ReducedHistory
RJFRaymond James Financial IncCOM39,104$3.86M1.3%−666−1.7%ReducedHistory
OXYOccidental Petroleum CorpStock59,705$3.67M1.3%−1,010−1.7%ReducedHistory
FANGDiamondback Energy, Inc.Stock29,885$3.60M1.2%+123+0.4%AddedHistory
PFGPrincipal Financial Group IncCOM47,147$3.40M1.2%−570−1.2%ReducedHistory
MPCMarathon Petroleum CorpStock33,588$3.34M1.1%−437−1.3%ReducedHistory
GISGeneral Mills IncStock39,073$2.99M1.0%−676−1.7%ReducedHistory
UNHUnitedHealth Group IncStock5,877$2.97M1.0%−124−2.1%ReducedHistory
RSGRepublic Services, Inc.COM21,813$2.97M1.0%−455−2.0%ReducedHistory
HSYHershey CoCOM12,673$2.79M1.0%−249−1.9%ReducedHistory
VLOValero Energy CorpStock25,763$2.75M0.9%−262−1.0%ReducedHistory
KKellanovaStock39,485$2.75M0.9%−634−1.6%ReducedHistory
WRBBerkley W R CorpCOM42,561$2.75M0.9%−949−2.2%ReducedHistory
PEPPepsiCo IncStock16,542$2.70M0.9%−283−1.7%ReducedHistory
APAAPA CorpStock77,714$2.66M0.9%−1,164−1.5%ReducedHistory
PSAPublic StorageCOM9,045$2.65M0.9%+184+2.1%AddedHistory
LKQLKQ CorpCOM56,159$2.65M0.9%−911−1.6%ReducedHistory
DFSDiscover Financial ServicesCOM28,733$2.61M0.9%−430−1.5%ReducedHistory
XOMExxonMobil Holdings CorpCOM29,510$2.58M0.9%−262−0.9%ReducedHistory
MSIMotorola Solutions, Inc.Stock11,286$2.53M0.9%−260−2.3%ReducedHistory
CORCencora, Inc.Stock18,604$2.52M0.9%−400−2.1%ReducedHistory
MRSHMarsh & McLennan Companies, Inc.Stock16,826$2.51M0.9%−355−2.1%ReducedHistory
ABBVAbbVie Inc.Stock18,645$2.50M0.9%−281−1.5%ReducedHistory
EXRExtra Space Storage Inc.COM14,333$2.48M0.9%−289−2.0%ReducedHistory
KOCoca Cola CoStock43,773$2.45M0.8%−730−1.6%ReducedHistory
DREDuke Realty CorpCOM NEW48,562$2.34M0.8%−1,087−2.2%ReducedHistory
NDAQNasdaq, Inc.COM41,249$2.34M0.8%−880−2.1%ReducedConverted for a 3-for-1 splitHistory
FCXFreeport-McMoran IncStock85,235$2.33M0.8%−1,245−1.4%ReducedHistory
TRVTravelers Companies, Inc.Stock15,196$2.33M0.8%−198−1.3%ReducedHistory
PSXPhillips 66Stock28,040$2.26M0.8%−213−0.8%ReducedHistory
MAAMid America Apartment Communities Inc.COM14,251$2.21M0.8%−251−1.7%ReducedHistory
iShares Russell 1000 Value ETF464287598ETF15,402$2.10M0.7%+1,729+12.6%Added–
COFCapital One Financial CorpStock21,523$1.98M0.7%−329−1.5%ReducedHistory
ACNAccenture plcStock7,697$1.98M0.7%−169−2.1%ReducedHistory
LYBLyondellBasell Industries N.V.SHS - A -26,112$1.97M0.7%−73−0.3%ReducedHistory
WHRWhirlpool CorpStock14,464$1.95M0.7%−156−1.1%ReducedHistory
PLDPrologis, Inc.REIT19,135$1.94M0.7%−395−2.0%ReducedHistory
SYFSynchrony FinancialCOM68,501$1.93M0.7%−945−1.4%ReducedHistory
MSFTMicrosoft CorpStock8,268$1.93M0.7%−194−2.3%ReducedHistory
IVZInvesco Ltd.Stock137,242$1.88M0.6%−1,420−1.0%ReducedHistory
TELLTellurian Inc.COM767,240$1.83M0.6%00.0%UnchangedHistory
CVECenovus Energy Inc.COM114,488$1.76M0.6%−1,794−1.5%ReducedHistory
DOWDow Inc.Stock39,370$1.73M0.6%−190−0.5%ReducedHistory
PXDPioneer Natural Resources CoCOM6,907$1.50M0.5%+66+1.0%AddedHistory
IMOImperial Oil LtdCOM NEW34,505$1.49M0.5%−532−1.5%ReducedHistory
BBWIBath & Body Works, Inc.COM42,774$1.39M0.5%−693−1.6%ReducedHistory
SWNSouthwestern Energy CoCOM209,550$1.28M0.4%−4,211−2.0%ReducedHistory
STLDSteel Dynamics IncCOM17,410$1.24M0.4%−268−1.5%ReducedHistory
State Street Utilities Select Sector SPDR ETF81369Y886ETF17,502$1.15M0.4%+10,334+144.2%Added–
BLDRBuilders FirstSource, Inc.Stock16,509$973.0K0.3%−329−2.0%ReducedHistory
ANAutonation, Inc.COM9,183$935.0K0.3%−180−1.9%ReducedHistory
State Street Energy Select Sector SPDR ETF81369Y506ETF12,725$916.0K0.3%+1,200+10.4%Added–
COPConocoPhillipsStock8,756$896.0K0.3%−28−0.3%ReducedHistory
iShares Inc464286715MSCI TURKEY ETF40,452$893.0K0.3%+40,452New–
iShares Tr46429B309MSCI INDONIA ETF38,290$893.0K0.3%+5,258+15.9%Added–
CTRACoterra Energy Inc.Stock30,236$790.0K0.3%+75+0.2%AddedHistory
CARAvis Budget Group, Inc.COM4,968$738.0K0.3%−98−1.9%ReducedHistory
CLFCleveland-Cliffs Inc.COM54,357$732.0K0.3%−1,081−1.9%ReducedHistory
TECKTeck Resources LtdCL B23,809$724.0K0.2%−411−1.7%ReducedHistory
DINOHF Sinclair CorpCOM12,721$685.0K0.2%−166−1.3%ReducedHistory
CNQCanadian Natural Resources LtdCOM14,578$679.0K0.2%+250+1.7%AddedHistory
SPDR Series Trust78468R200ST STR RATE ETF19,340$586.0K0.2%+19,340New–
iShares Inc464286400MSCI BRAZIL ETF18,453$547.0K0.2%+18,453New–
CFCF Industries Holdings, Inc.COM5,671$546.0K0.2%−94−1.6%ReducedHistory
XUnited States Steel CorpCOM24,511$444.0K0.2%−442−1.8%ReducedHistory
DVNDevon Energy CorpStock7,063$425.0K0.1%+11+0.2%AddedHistory
FNFFidelity National Financial, Inc.COM SHS11,540$418.0K0.1%−102−0.9%ReducedHistory
iShares Inc464286640MSCI CHILE ETF17,161$412.0K0.1%+1,657+10.7%Added–
WLKWestlake CorpCOM4,514$392.0K0.1%−80−1.7%ReducedHistory
ACIAlbertsons Companies, Inc.COMMON STOCK15,598$388.0K0.1%−241−1.5%ReducedHistory
DDOGDatadog, Inc.CL A COM4,368$388.0K0.1%−86−1.9%ReducedHistory
ENPHEnphase Energy, Inc.Stock1,264$351.0K0.1%−24−1.9%ReducedHistory
CLRContinental Resources, IncCOM5,091$340.0K0.1%−83−1.6%ReducedHistory
MMacy's, Inc.COM21,106$331.0K0.1%−231−1.1%ReducedHistory
MRNAModerna, Inc.Stock2,693$318.0K0.1%−53−1.9%ReducedHistory
MPWRMonolithic Power Systems, Inc.COM683$248.0K0.1%−11−1.6%ReducedHistory
MRVLMarvell Technology, Inc.COM5,107$219.0K0.1%−94−1.8%ReducedHistory
TSLATesla, Inc.Stock809$215.0K0.1%−10−1.2%ReducedConverted for a 3-for-1 splitHistory
HZNPHorizon Therapeutics Public Ltd CoSHS2,754$170.0K0.1%−54−1.9%ReducedHistory
BILLBILL Holdings, Inc.Stock1,156$153.0K0.1%−24−2.0%ReducedHistory
ZSZscaler, Inc.Stock873$143.0K<0.1%−19−2.1%ReducedHistory
AMDAdvanced Micro Devices IncStock1,909$121.0K<0.1%−39−2.0%ReducedHistory