SEC 13F Intelligence

Managers / Q2 2022 · view latest →

Mount Lucas Management LP

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

Reported Value
$299M
Q2 2022
Positions
90
Filings on Record
31
2019–present window
Filed
Aug 10, 2022
original filing

Summary

Mount Lucas Management LP reported $299M in U.S.-listed holdings across 90 positions for Q2 2022.

The portfolio is heavily concentrated: Ishares 1 3 Year Treasury Bo alone accounts for 27.8% of reported value.

Compared with Q1 2022, the fund opened 27 new positions and exited 48.

Portfolio Metrics

Turnover
+32.9%
vs prior filed quarter
Top-10 Concentration
+51.9%
share of reported value
Largest Position
+27.8%
Ishares 1 3 Year Treasury Bo
New / Exited
27 / 48
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: 56.2%ETP: 37.2%REIT: 4.3%Other: 2.3%
  • Common Stock · 56.2% · $168M
  • ETP · 37.2% · $111M
  • REIT · 4.3% · $13M
  • Other · 2.3% · $7M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
UNHUNITEDHEALTH GROUP INCNEW+6.0K6.0K+$3M$3M
GISGENERAL MILLS INCNEW+39.7K39.7K+$3M$3M
WRBWR BERKLEY CORPNEW+43.5K43.5K+$3M$3M
RSGREPUBLIC SERVICES INCNEW+22.3K22.3K+$3M$3M
ABBVABBVIE INCNEW+18.9K18.9K+$3M$3M
KELKELLOGG CONEW+40.1K40.1K+$3M$3M
PEPPEPSICO INCNEW+16.8K16.8K+$3M$3M
KOCOCA-COLA CO/THENEW+44.5K44.5K+$3M$3M

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

Holdings — Q2 2022

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP27.78%$83M1.00M
2INVESCO S&P 500 PURE VALUE EETP7.91%$24M314.7K
3NUENUCOR CORPhistory →Common Stock2.13%$6M61.0K
4ADMARCHER-DANIELS-MIDLAND COhistory →Common Stock2.13%$6M82.0K
5MOSMOSAIC CO/THEhistory →Common Stock2.12%$6M133.9K
6TSNTYSON FOODS INC-CL Ahistory →Common Stock2.03%$6M70.6K
7METMETLIFE INChistory →Common Stock2.03%$6M96.3K
87HPHP INChistory →Common Stock1.97%$6M179.1K
9CVSCVS HEALTH CORPhistory →Common Stock1.95%$6M62.8K
10HIGHARTFORD FINANCIAL SVCS GRPhistory →Common Stock1.89%$6M86.3K
11AIGAMERICAN INTERNATIONAL GROUPhistory →Common Stock1.82%$5M106.4K
12HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.78%$5M401.2K
13FANGDIAMONDBACK ENERGY INChistory →Common Stock1.21%$4M29.8K
14OXYOCCIDENTAL PETROLEUM CORPhistory →Common Stock1.20%$4M60.7K
15RJFRAYMOND JAMES FINANCIAL INChistory →Common Stock1.19%$4M39.8K
16PG4PRINCIPAL FINANCIAL GROUPhistory →Common Stock1.07%$3M47.7K
17UNHUNITEDHEALTH GROUP INChistory →Common Stock1.03%$3M6.0K
18GISGENERAL MILLS INChistory →Common Stock1.00%$3M39.7K
19WRBWR BERKLEY CORPCommon Stock0.99%$3M43.5K
20RSGREPUBLIC SERVICES INCCommon Stock0.98%$3M22.3K
21ABBVABBVIE INCCommon Stock0.97%$3M18.9K
22KELKELLOGG COCommon Stock0.96%$3M40.1K
23PEPPEPSICO INCCommon Stock0.94%$3M16.8K
24LKQ1LKQ CORPCommon Stock0.94%$3M57.1K
25KOCOCA-COLA CO/THECommon Stock0.94%$3M44.5K
26MPCMARATHON PETROLEUM CORPCommon Stock0.94%$3M34.0K
27HSYHERSHEY CO/THECommon Stock0.93%$3M12.9K
28PSAPUBLIC STORAGECommon Stock0.93%$3M8.9K
29VLOVALERO ENERGY CORPCommon Stock0.93%$3M26.0K
30DFSEURDISCOVER FINANCIAL SERVICESCommon Stock0.92%$3M29.2K
31APAAPA CORPCommon Stock0.92%$3M78.9K
32DREUSDDUKE REALTY CORPCommon Stock0.91%$3M49.6K
33ABGAMERISOURCEBERGEN CORPCommon Stock0.90%$3M19.0K
34MRSHMARSH & MCLENNAN COSCommon Stock0.89%$3M17.2K
35TRVTRAVELERS COS INC/THECommon Stock0.87%$3M15.4K
36EXMOCEXXON MOBIL CORPCommon Stock0.85%$3M29.8K
37MID-AMERICA APARTMENT COMMCommon Stock0.85%$3M14.5K
38FCXFREEPORT-MCMORAN INCCommon Stock0.85%$3M86.5K
39EXREXTRA SPACE STORAGE INCCommon Stock0.83%$2M14.6K
40MSIMOTOROLA SOLUTIONS INCCommon Stock0.81%$2M11.5K
41PSXPHILLIPS 66Common Stock0.78%$2M28.3K
42PLDPROLOGIS INCCommon Stock0.77%$2M19.5K
43LYONDELLBASELL INDU-CL ACommon Stock0.77%$2M26.2K
44TELLEURTELLURIAN INCCommon Stock0.77%$2M767.2K
45COFCAPITAL ONE FINANCIAL CORPCommon Stock0.76%$2M21.9K
46WHRWHIRLPOOL CORPCommon Stock0.76%$2M14.6K
47INVESCO LTDCommon Stock0.75%$2M138.7K
48CVECENOVUS ENERGY INCCommon Stock0.74%$2M116.3K
49ACCENTURE PLC-CL ACommon Stock0.73%$2M7.9K
50MSFTMICROSOFT CORPCommon Stock0.73%$2M8.5K

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 ↗.