SEC 13F Intelligence

Managers / Q3 2022 · view latest →

Mount Lucas Management LP

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

Reported Value
$290M
Q3 2022
Positions
93
Filings on Record
31
2019–present window
Filed
Nov 14, 2022
amendment (RESTATEMENT)

Summary

Mount Lucas Management LP reported $290M in U.S.-listed holdings across 93 positions for Q3 2022.

The portfolio is heavily concentrated: Ishares 1 3 Year Treasury Bo alone accounts for 27.7% of reported value.

Compared with Q2 2022, the fund opened 3 new positions and exited 0.

Portfolio Metrics

Turnover
+2.2%
vs prior filed quarter
Top-10 Concentration
+51.9%
share of reported value
Largest Position
+27.7%
Ishares 1 3 Year Treasury Bo

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: 55.2%ETP: 38.7%REIT: 4.0%Other: 2.1%
  • Common Stock · 55.2% · $160M
  • ETP · 38.7% · $112M
  • REIT · 4.0% · $12M
  • Other · 2.1% · $6M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
ISHARES MSCI TURKEY ETFNEW+40.5K40.5K+$893,000$893,000
SPDR BLOOMBERG INVESTMENT GRNEW+19.3K19.3K+$586,000$586,000
ISHARES MSCI BRAZIL ETFNEW+18.5K18.5K+$547,000$547,000
TSLATESLA INCADDED+536809+$31,000$215,000
NDAQNASDAQ INCADDED+27.2K41.2K+$196,000$2M
XLUUTILITIES SELECT SECTOR SPDRADDED+10.3K17.5K+$644,000$1M
ISHARES MSCI INDONESIA ETFADDED+5.3K38.3K+$154,000$893,000
ISHARES RUSSELL 1000 VALUE EADDED+1.7K15.4K+$113,000$2M

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

Holdings — Q3 2022

50 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES 1-3 YEAR TREASURY BOETP27.73%$81M991.4K
2INVESCO S&P 500 PURE VALUE EETP8.38%$24M348.4K
3ADMARCHER-DANIELS-MIDLAND COhistory →Common Stock2.24%$6M80.7K
4NUENUCOR CORPhistory →Common Stock2.21%$6M60.1K
5MOSMOSAIC CO/THEhistory →Common Stock2.19%$6M131.7K
6CVSCVS HEALTH CORPhistory →Common Stock2.04%$6M62.0K
7METMETLIFE INChistory →Common Stock1.99%$6M95.2K
8HIGHARTFORD FINANCIAL SVCS GRPhistory →Common Stock1.82%$5M85.1K
9AIGAMERICAN INTERNATIONAL GROUPhistory →Common Stock1.72%$5M104.9K
10HPEHEWLETT PACKARD ENTERPRISEhistory →Common Stock1.64%$5M397.0K
11TSNTYSON FOODS INC-CL Ahistory →Common Stock1.58%$5M69.6K
127HPHP INChistory →Common Stock1.52%$4M177.3K
13RJFRAYMOND JAMES FINANCIAL INChistory →Common Stock1.33%$4M39.1K
14OXYOCCIDENTAL PETROLEUM CORPhistory →Common Stock1.26%$4M59.7K
15FANGDIAMONDBACK ENERGY INChistory →Common Stock1.24%$4M29.9K
16PG4PRINCIPAL FINANCIAL GROUPhistory →Common Stock1.17%$3M47.1K
17MPCMARATHON PETROLEUM CORPhistory →Common Stock1.15%$3M33.6K
18GISGENERAL MILLS INChistory →Common Stock1.03%$3M39.1K
19UNHUNITEDHEALTH GROUP INChistory →Common Stock1.02%$3M5.9K
20RSGREPUBLIC SERVICES INChistory →Common Stock1.02%$3M21.8K
21HSYHERSHEY CO/THECommon Stock0.96%$3M12.7K
22VLOVALERO ENERGY CORPCommon Stock0.95%$3M25.8K
23KELKELLOGG COCommon Stock0.95%$3M39.5K
24WRBWR BERKLEY CORPCommon Stock0.95%$3M42.6K
25PEPPEPSICO INCCommon Stock0.93%$3M16.5K
26APAAPA CORPCommon Stock0.92%$3M77.7K
27PSAPUBLIC STORAGECommon Stock0.91%$3M9.0K
28LKQ1LKQ CORPCommon Stock0.91%$3M56.2K
29DFSEURDISCOVER FINANCIAL SERVICESCommon Stock0.90%$3M28.7K
30EXMOCEXXON MOBIL CORPCommon Stock0.89%$3M29.5K
31MSIMOTOROLA SOLUTIONS INCCommon Stock0.87%$3M11.3K
32ABGAMERISOURCEBERGEN CORPCommon Stock0.87%$3M18.6K
33MRSHMARSH & MCLENNAN COSCommon Stock0.87%$3M16.8K
34ABBVABBVIE INCCommon Stock0.86%$3M18.6K
35EXREXTRA SPACE STORAGE INCCommon Stock0.85%$2M14.3K
36KOCOCA-COLA CO/THECommon Stock0.84%$2M43.8K
37DREUSDDUKE REALTY CORPCommon Stock0.81%$2M48.6K
38NDAQNASDAQ INCCommon Stock0.81%$2M41.2K
39FCXFREEPORT-MCMORAN INCCommon Stock0.80%$2M85.2K
40TRVTRAVELERS COS INC/THECommon Stock0.80%$2M15.2K
41PSXPHILLIPS 66Common Stock0.78%$2M28.0K
42MID-AMERICA APARTMENT COMMCommon Stock0.76%$2M14.3K
43ISHARES RUSSELL 1000 VALUE EETP0.72%$2M15.4K
44COFCAPITAL ONE FINANCIAL CORPCommon Stock0.68%$2M21.5K
45ACCENTURE PLC-CL ACommon Stock0.68%$2M7.7K
46LYONDELLBASELL INDU-CL ACommon Stock0.68%$2M26.1K
47WHRWHIRLPOOL CORPCommon Stock0.67%$2M14.5K
48PLDPROLOGIS INCCommon Stock0.67%$2M19.1K
49SYFSYNCHRONY FINANCIALCommon Stock0.67%$2M68.5K
50MSFTMICROSOFT CORPCommon Stock0.66%$2M8.3K

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 ↗.