SEC 13F Intelligence

Managers / Q4 2021 · view latest →

Mount Lucas Management LP

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

Reported Value
$350M
Q4 2021
Positions
129
Filings on Record
31
2019–present window
Filed
Feb 14, 2022
original filing

Summary

Mount Lucas Management LP reported $350M in U.S.-listed holdings across 129 positions for Q4 2021.

Its largest position, Ishares 1 3 Year Treasury Bo, represents 12.5% of the portfolio.

Compared with Q3 2021, the fund opened 60 new positions and exited 39.

Portfolio Metrics

Turnover
+44.0%
vs prior filed quarter
Top-10 Concentration
+29.7%
share of reported value
Largest Position
+12.5%
Ishares 1 3 Year Treasury Bo
New / Exited
60 / 39
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: 59.1%ETP: 32.9%REIT: 4.5%Other: 3.5%
  • Common Stock · 59.1% · $207M
  • ETP · 32.9% · $115M
  • REIT · 4.5% · $16M
  • Other · 3.5% · $12M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
RJFRAYMOND JAMES FINANCIAL INCNEW+45.4K45.4K+$5M$5M
NUENUCOR CORPNEW+39.5K39.5K+$5M$5M
CVSCVS HEALTH CORPNEW+42.6K42.6K+$4M$4M
HPEHEWLETT PACKARD ENTERPRISENEW+277.7K277.7K+$4M$4M
FCXFREEPORT-MCMORAN INCNEW+103.6K103.6K+$4M$4M
TSNTYSON FOODS INC-CL ANEW+48.9K48.9K+$4M$4M
AIGAMERICAN INTERNATIONAL GROUPNEW+72.6K72.6K+$4M$4M
ADMARCHER-DANIELS-MIDLAND CONEW+60.5K60.5K+$4M$4M

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

Holdings — Q4 2021

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP12.51%$44M511.9K
27HPHP INChistory →Common Stock2.66%$9M247.5K
3MOSMOSAIC CO/THEhistory →Common Stock2.59%$9M230.3K
4WHRWHIRLPOOL CORPhistory →Common Stock2.32%$8M34.6K
5BBWIBATH & BODY WORKS INChistory →Common Stock2.25%$8M112.6K
6ISHARES 7-10 YEAR TREASURY BETP1.56%$5M47.6K
7HCAHCA HEALTHCARE INChistory →Common Stock1.48%$5M20.2K
8INVESCO SENIOR LOAN ETFETP1.44%$5M227.9K
9ISHARES PREFERRED & INCOME SETP1.44%$5M127.7K
10DWDMORGAN STANLEYhistory →Common Stock1.43%$5M51.1K
11LENLENNAR CORP-Ahistory →Common Stock1.33%$5M40.1K
12GSGOLDMAN SACHS GROUP INChistory →Common Stock1.33%$5M12.1K
13RJFRAYMOND JAMES FINANCIAL INChistory →Common Stock1.30%$5M45.4K
14AFLAFLAC INChistory →Common Stock1.29%$5M77.5K
15DHIDR HORTON INChistory →Common Stock1.29%$5M41.6K
16NUENUCOR CORPhistory →Common Stock1.29%$5M39.5K
17CVSCVS HEALTH CORPhistory →Common Stock1.26%$4M42.6K
18CECELANESE CORPhistory →Common Stock1.25%$4M26.1K
19HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.25%$4M277.7K
20PHMPULTEGROUP INChistory →Common Stock1.24%$4M76.0K
21FCXFREEPORT-MCMORAN INChistory →Common Stock1.24%$4M103.6K
22TSNTYSON FOODS INC-CL Ahistory →Common Stock1.22%$4M48.9K
23GMGENERAL MOTORS COhistory →Common Stock1.18%$4M70.7K
24AIGAMERICAN INTERNATIONAL GROUPhistory →Common Stock1.18%$4M72.6K
25ADMARCHER-DANIELS-MIDLAND COhistory →Common Stock1.17%$4M60.5K
26LKQ1LKQ CORPhistory →Common Stock1.17%$4M68.1K
27PG4PRINCIPAL FINANCIAL GROUPhistory →Common Stock1.17%$4M56.5K
28METMETLIFE INChistory →Common Stock1.16%$4M64.9K
29DFSEURDISCOVER FINANCIAL SERVICEShistory →Common Stock1.15%$4M34.8K
30HIGHARTFORD FINANCIAL SVCS GRPhistory →Common Stock1.13%$4M57.3K
31ALSALLSTATE CORPhistory →Common Stock1.11%$4M33.0K
32SYFSYNCHRONY FINANCIALhistory →Common Stock1.10%$4M82.8K
33INVESCO S&P 500 BUYWRITE ETFETP1.09%$4M165.3K
34VANGUARD HIGH DVD YIELD ETFETP1.09%$4M34.1K
35FDXFEDEX CORPhistory →Common Stock1.09%$4M14.7K
36COFCAPITAL ONE FINANCIAL CORPhistory →Common Stock1.09%$4M26.2K
37INVESCO LTDCommon Stock1.08%$4M163.6K
38CICIGNA CORPhistory →Common Stock1.07%$4M16.3K
39BWABORGWARNER INChistory →Common Stock1.04%$4M80.4K
40BBYBEST BUY CO INChistory →Common Stock1.02%$4M35.1K
41GENERAL ELECTRIC COCommon Stock1.01%$4M37.5K
42XLUUTILITIES SELECT SECTOR SPDRETP0.98%$3M47.8K
43SPDR BLOOMBERG HIGH YIELD BOETP0.97%$3M31.3K
44ISHARES 0-5 YR HY CORP BONDETP0.97%$3M75.0K
45MID-AMERICA APARTMENT COMMCommon Stock0.92%$3M14.0K
46PSAPUBLIC STORAGECommon Stock0.91%$3M8.5K
47EXREXTRA SPACE STORAGE INCCommon Stock0.91%$3M14.0K
48PLDPROLOGIS INCCommon Stock0.90%$3M18.8K
49ACCENTURE PLC-CL ACommon Stock0.90%$3M7.6K
50DREUSDDUKE REALTY CORPCommon Stock0.90%$3M47.9K

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 ↗.