SEC 13F Intelligence

Managers / Q1 2022 · view latest →

Mount Lucas Management LP

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

Reported Value
$343M
Q1 2022
Positions
111
Filings on Record
31
2019–present window
Filed
May 12, 2022
original filing

Summary

Mount Lucas Management LP reported $343M in U.S.-listed holdings across 111 positions for Q1 2022.

Its largest position, Ishares 1 3 Year Treasury Bo, represents 19.7% of the portfolio.

Compared with Q4 2021, the fund opened 10 new positions and exited 28.

Portfolio Metrics

Turnover
+22.9%
vs prior filed quarter
Top-10 Concentration
+41.7%
share of reported value
Largest Position
+19.7%
Ishares 1 3 Year Treasury Bo
New / Exited
10 / 28
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: 55.1%ETP: 37.7%REIT: 4.4%Other: 2.8%
  • Common Stock · 55.1% · $189M
  • ETP · 37.7% · $129M
  • REIT · 4.4% · $15M
  • Other · 2.8% · $10M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
ISHARES MSCI EAFE VALUE ETFNEW+206.5K206.5K+$10M$10M
JPMORGAN BETABUILDERS JAPANNEW+176.6K176.6K+$9M$9M
JPMORGAN BETABUILDERS EUROPENEW+116.5K116.5K+$6M$6M
ISHARES MSCI PERU ETFNEW+25.3K25.3K+$942,000$942,000
ISHARES MSCI SOUTH AFRICA ETNEW+16.7K16.7K+$930,000$930,000
ISHARES MSCI BRAZIL ETFNEW+24.3K24.3K+$917,000$917,000
ISHARES MSCI MALAYSIA ETFNEW+27.5K27.5K+$705,000$705,000
ISHARES MSCI THAILAND ETFNEW+4.7K4.7K+$369,000$369,000

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

Holdings — Q1 2022

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP19.66%$68M810.0K
2MOSMOSAIC CO/THEhistory →Common Stock4.01%$14M207.2K
3INVESCO S&P 500 PURE VALUE EETP3.65%$13M146.2K
4ISHARES MSCI EAFE VALUE ETFETP3.02%$10M206.5K
5JPMORGAN BETABUILDERS JAPANETP2.61%$9M176.6K
67HPHP INChistory →Common Stock2.36%$8M223.6K
7JPMORGAN BETABUILDERS EUROPEETP1.86%$6M116.5K
8WHRWHIRLPOOL CORPhistory →Common Stock1.58%$5M31.4K
9NUENUCOR CORPhistory →Common Stock1.56%$5M36.0K
10ADMARCHER-DANIELS-MIDLAND COhistory →Common Stock1.42%$5M54.2K
11BBWIBATH & BODY WORKS INChistory →Common Stock1.41%$5M101.6K
12HCAHCA HEALTHCARE INChistory →Common Stock1.34%$5M18.4K
13FCXFREEPORT-MCMORAN INChistory →Common Stock1.34%$5M92.3K
14AFLAFLAC INChistory →Common Stock1.33%$5M70.8K
15RJFRAYMOND JAMES FINANCIAL INChistory →Common Stock1.32%$5M41.3K
16TELLEURTELLURIAN INChistory →Common Stock1.23%$4M800.0K
17ALSALLSTATE CORPhistory →Common Stock1.22%$4M30.3K
18HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.21%$4M248.3K
19DWDMORGAN STANLEYhistory →Common Stock1.19%$4M46.7K
20METMETLIFE INChistory →Common Stock1.19%$4M58.0K
21AIGAMERICAN INTERNATIONAL GROUPhistory →Common Stock1.18%$4M64.8K
22TSNTYSON FOODS INC-CL Ahistory →Common Stock1.14%$4M43.6K
23CVSCVS HEALTH CORPhistory →Common Stock1.12%$4M38.0K
24PG4PRINCIPAL FINANCIAL GROUPhistory →Common Stock1.08%$4M50.5K
25HIGHARTFORD FINANCIAL SVCS GRPhistory →Common Stock1.07%$4M51.1K
26GSGOLDMAN SACHS GROUP INChistory →Common Stock1.07%$4M11.1K
27CICIGNA CORPhistory →Common Stock1.04%$4M14.9K
28DFSEURDISCOVER FINANCIAL SERVICESCommon Stock1.00%$3M31.0K
29CECELANESE CORPCommon Stock0.99%$3M23.8K
30INVESCO LTDCommon Stock0.99%$3M146.8K
31PSAPUBLIC STORAGECommon Stock0.97%$3M8.5K
32GENERAL ELECTRIC COCommon Stock0.91%$3M34.2K
33FDXFEDEX CORPCommon Stock0.91%$3M13.4K
34COFCAPITAL ONE FINANCIAL CORPCommon Stock0.89%$3M23.4K
35PLDPROLOGIS INCCommon Stock0.88%$3M18.8K
36LENLENNAR CORP-ACommon Stock0.86%$3M36.6K
37BBYBEST BUY CO INCCommon Stock0.85%$3M32.2K
38MID-AMERICA APARTMENT COMMCommon Stock0.85%$3M14.0K
39PHMPULTEGROUP INCCommon Stock0.84%$3M69.2K
40EXREXTRA SPACE STORAGE INCCommon Stock0.84%$3M14.0K
41BWABORGWARNER INCCommon Stock0.83%$3M73.5K
42MRSHMARSH & MCLENNAN COSCommon Stock0.82%$3M16.6K
43DHIDR HORTON INCCommon Stock0.82%$3M37.9K
44GMGENERAL MOTORS COCommon Stock0.82%$3M64.2K
45DREUSDDUKE REALTY CORPCommon Stock0.81%$3M48.0K
46LKQ1LKQ CORPCommon Stock0.80%$3M60.8K
47DISHDISH NETWORK CORP-ACommon Stock0.80%$3M86.9K
48MSIMOTOROLA SOLUTIONS INCCommon Stock0.79%$3M11.1K
49INVESCO S&P 500 BUYWRITE ETFETP0.76%$3M112.5K
50SYFSYNCHRONY FINANCIALCommon Stock0.75%$3M73.9K

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 ↗.