MOUNT LUCAS MANAGEMENT LP Holdings

MOUNT LUCAS MANAGEMENT LP is an investment fund managing more than 290.37M US dollars. The largest holdings include iShares 1-3 Year Treasury Bond ETF, Invesco S&P 500 Pure Value ETF and Archer-Daniels-Midland Company. In Q3 2022 the fund bought assets of total value of 3.66M US dollars and sold assets of total value of 11.45M US dollars.

$290.36M

portfolio value

-4.98%

quarter

-15.01%

1 year

+5.77%

3 years

+16.42%

5 years

MOUNT LUCAS MANAGEMENT LP portfolio changes

Portfolio changes (number of shares)
Period	Buy	Sel
Q1 2016	181719000	232285000
Q2 2016	80696000	64976000
Q3 2016	186344000	202326000
Q4 2016	63317000	99417000
Q1 2017	146181000	168397000
Q2 2017	48481000	22358000
Q3 2017	162483000	138061000
Q4 2017	23649000	1828000
Q1 2018	234586000	192785000
Q2 2018	167275000	128512000
Q3 2018	183420000	144363000
Q4 2018	280934000	272318000
Q1 2019	278345000	366647000
Q2 2019	56223000	69634000
Q3 2019	151963000	184812000
Q4 2019	32957000	87111000
Q1 2020	277017000	292743000
Q2 2020	204767000	185711000
Q3 2020	48106000	75651000
Q4 2020	221206000	242205000
Q1 2021	56803000	173688000
Q2 2021	169749000	138163000
Q3 2021	14351000	66568000
Q4 2021	163272000	129807000
Q1 2022	70283000	76888000
Q2 2022	101100000	145826000
Q3 2022	3664000	11445000

MOUNT LUCAS MANAGEMENT LP 13F holdings

Stock	Position type	Portfolio share	Portfolio value	Avg. open price	Current price	P/L	Last change
iShares 1-3 Year Treasury Bond ETF Portfolio share: 27.73% Portfolio value: 80.51M Avg. open price: $82.25 Current price: $81.18 P/L: -1.31% Sold -1.06% shares Q3 2022	share	27.73%	80.51M	$82.25	$81.18	-1.31%	Sold -1.06% shares Q3 2022
Invesco S&P 500 Pure Value ETF Portfolio share: 8.38% Portfolio value: 24.33M Avg. open price: $82.73 Current price: $80.76 P/L: -2.39% Bought +10.73% shares Q3 2022	share	8.38%	24.33M	$82.73	$80.76	-2.39%	Bought +10.73% shares Q3 2022
Farm Products Archer-Daniels-Midland Company Portfolio share: 2.24% Portfolio value: 6.49M Avg. open price: $90.26 Current price: $90.79 P/L: +0.59% Sold -1.51% shares Q3 2022	share	2.24%	6.49M	$90.26	$90.79	+0.59%	Sold -1.51% shares Q3 2022
Steel Nucor Corporation Portfolio share: 2.21% Portfolio value: 6.42M Avg. open price: $92.12 Current price: $151.01 P/L: +63.93% Sold -1.51% shares Q3 2022	share	2.21%	6.42M	$92.12	$151.01	+63.93%	Sold -1.51% shares Q3 2022
Agricultural Inputs The Mosaic Company Portfolio share: 2.19% Portfolio value: 6.36M Avg. open price: $35.64 Current price: $48.19 P/L: +35.21% Sold -1.65% shares Q3 2022	share	2.19%	6.36M	$35.64	$48.19	+35.21%	Sold -1.65% shares Q3 2022
Healthcare Plans CVS Health Corporation Portfolio share: 2.04% Portfolio value: 5.91M Avg. open price: $91.3 Current price: $102.01 P/L: +11.74% Sold -1.37% shares Q3 2022	share	2.04%	5.91M	$91.3	$102.01	+11.74%	Sold -1.37% shares Q3 2022
Insurance—Life MetLife, Inc. Portfolio share: 1.99% Portfolio value: 5.78M Avg. open price: $57.68 Current price: $75.4 P/L: +30.73% Sold -1.16% shares Q3 2022	share	1.99%	5.78M	$57.68	$75.4	+30.73%	Sold -1.16% shares Q3 2022
Insurance—Diversified The Hartford Financial Services Group, Inc. Portfolio share: 1.82% Portfolio value: 5.27M Avg. open price: $43.04 Current price: $74.68 P/L: +73.53% Sold -1.36% shares Q3 2022	share	1.82%	5.27M	$43.04	$74.68	+73.53%	Sold -1.36% shares Q3 2022
Insurance—Diversified American International Group, Inc. Portfolio share: 1.72% Portfolio value: 4.98M Avg. open price: $52.39 Current price: $61.48 P/L: +17.35% Sold -1.35% shares Q3 2022	share	1.72%	4.98M	$52.39	$61.48	+17.35%	Sold -1.35% shares Q3 2022
Communication Equipment Hewlett Packard Enterprise Company Portfolio share: 1.64% Portfolio value: 4.75M Avg. open price: $14.89 Current price: $16.21 P/L: +8.88% Sold -1.05% shares Q3 2022	share	1.64%	4.75M	$14.89	$16.21	+8.88%	Sold -1.05% shares Q3 2022
Farm Products Tyson Foods, Inc. Portfolio share: 1.58% Portfolio value: 4.59M Avg. open price: $89.63 Current price: $64.77 P/L: -27.74% Sold -1.35% shares Q3 2022	share	1.58%	4.59M	$89.63	$64.77	-27.74%	Sold -1.35% shares Q3 2022
Computer Hardware HP Inc. Portfolio share: 1.52% Portfolio value: 4.41M Avg. open price: $27.36 Current price: $29.21 P/L: +6.76% Sold -1.03% shares Q3 2022	share	1.52%	4.41M	$27.36	$29.21	+6.76%	Sold -1.03% shares Q3 2022
Capital Markets Raymond James Financial, Inc. Portfolio share: 1.33% Portfolio value: 3.86M Avg. open price: N/A Current price: $116.17 P/L: N/A Sold -1.67% shares Q3 2022	share	1.33%	3.86M	N/A	$116.17	N/A	Sold -1.67% shares Q3 2022
Oil & Gas E&P Occidental Petroleum Corporation Portfolio share: 1.26% Portfolio value: 3.66M Avg. open price: $56.05 Current price: $66.36 P/L: +18.40% Sold -1.66% shares Q3 2022	share	1.26%	3.66M	$56.05	$66.36	+18.40%	Sold -1.66% shares Q3 2022
Oil & Gas E&P Diamondback Energy, Inc. Portfolio share: 1.24% Portfolio value: 3.6M Avg. open price: $136.64 Current price: $142 P/L: +3.92% Bought +0.41% shares Q3 2022	share	1.24%	3.6M	$136.64	$142	+3.92%	Bought +0.41% shares Q3 2022
Asset Management Principal Financial Group, Inc. Portfolio share: 1.17% Portfolio value: 3.40M Avg. open price: $47.51 Current price: $89.92 P/L: +89.28% Sold -1.19% shares Q3 2022	share	1.17%	3.40M	$47.51	$89.92	+89.28%	Sold -1.19% shares Q3 2022
Oil & Gas Refining & Marketing Marathon Petroleum Corporation Portfolio share: 1.15% Portfolio value: 3.33M Avg. open price: $59.11 Current price: $112.45 P/L: +90.24% Sold -1.28% shares Q3 2022	share	1.15%	3.33M	$59.11	$112.45	+90.24%	Sold -1.28% shares Q3 2022
Packaged Foods General Mills, Inc. Portfolio share: 1.03% Portfolio value: 2.99M Avg. open price: N/A Current price: $86.3 P/L: N/A Sold -1.70% shares Q3 2022	share	1.03%	2.99M	N/A	$86.3	N/A	Sold -1.70% shares Q3 2022
Healthcare Plans UnitedHealth Group Incorporated Portfolio share: 1.02% Portfolio value: 2.96M Avg. open price: $208.11 Current price: $535.04 P/L: +157.10% Sold -2.07% shares Q3 2022	share	1.02%	2.96M	$208.11	$535.04	+157.10%	Sold -2.07% shares Q3 2022
Waste Management Republic Services, Inc. Portfolio share: 1.02% Portfolio value: 2.96M Avg. open price: $58.81 Current price: $139.11 P/L: +136.54% Sold -2.04% shares Q3 2022	share	1.02%	2.96M	$58.81	$139.11	+136.54%	Sold -2.04% shares Q3 2022
Confectioners The Hershey Company Portfolio share: 0.96% Portfolio value: 2.79M Avg. open price: $141.01 Current price: $233.25 P/L: +65.42% Sold -1.93% shares Q3 2022	share	0.96%	2.79M	$141.01	$233.25	+65.42%	Sold -1.93% shares Q3 2022
Oil & Gas Refining & Marketing Valero Energy Corporation Portfolio share: 0.95% Portfolio value: 2.75M Avg. open price: $84.62 Current price: $120.96 P/L: +42.94% Sold -1.01% shares Q3 2022	share	0.95%	2.75M	$84.62	$120.96	+42.94%	Sold -1.01% shares Q3 2022
Packaged Foods Kellogg Company Portfolio share: 0.95% Portfolio value: 2.75M Avg. open price: N/A Current price: $73.35 P/L: N/A Sold -1.58% shares Q3 2022	share	0.95%	2.75M	N/A	$73.35	N/A	Sold -1.58% shares Q3 2022
Insurance—Property & Casualty W. R. Berkley Corporation Portfolio share: 0.95% Portfolio value: 2.74M Avg. open price: N/A Current price: $74.33 P/L: N/A Sold -2.18% shares Q3 2022	share	0.95%	2.74M	N/A	$74.33	N/A	Sold -2.18% shares Q3 2022
Beverages—Non-Alcoholic PepsiCo, Inc. Portfolio share: 0.93% Portfolio value: 2.70M Avg. open price: N/A Current price: $183.12 P/L: N/A Sold -1.68% shares Q3 2022	share	0.93%	2.70M	N/A	$183.12	N/A	Sold -1.68% shares Q3 2022
Oil & Gas E&P APA Corporation Portfolio share: 0.92% Portfolio value: 2.65M Avg. open price: N/A Current price: $45.72 P/L: N/A Sold -1.48% shares Q3 2022	share	0.92%	2.65M	N/A	$45.72	N/A	Sold -1.48% shares Q3 2022
REIT—Industrial Public Storage Portfolio share: 0.91% Portfolio value: 2.64M Avg. open price: $212.56 Current price: $289.45 P/L: +36.17% Bought +2.08% shares Q3 2022	share	0.91%	2.64M	$212.56	$289.45	+36.17%	Bought +2.08% shares Q3 2022
Auto Parts LKQ Corporation Portfolio share: 0.91% Portfolio value: 2.64M Avg. open price: N/A Current price: $53.93 P/L: N/A Sold -1.60% shares Q3 2022	share	0.91%	2.64M	N/A	$53.93	N/A	Sold -1.60% shares Q3 2022
Credit Services Discover Financial Services Portfolio share: 0.90% Portfolio value: 2.61M Avg. open price: N/A Current price: $103.51 P/L: N/A Sold -1.47% shares Q3 2022	share	0.90%	2.61M	N/A	$103.51	N/A	Sold -1.47% shares Q3 2022
Oil & Gas Integrated Exxon Mobil Corporation Portfolio share: 0.89% Portfolio value: 2.57M Avg. open price: N/A Current price: $106.85 P/L: N/A Sold -0.88% shares Q3 2022	share	0.89%	2.57M	N/A	$106.85	N/A	Sold -0.88% shares Q3 2022
Communication Equipment Motorola Solutions, Inc. Portfolio share: 0.87% Portfolio value: 2.52M Avg. open price: $173.14 Current price: $268.23 P/L: +54.92% Sold -2.25% shares Q3 2022	share	0.87%	2.52M	$173.14	$268.23	+54.92%	Sold -2.25% shares Q3 2022
Medical Distribution AmerisourceBergen Corporation Portfolio share: 0.87% Portfolio value: 2.51M Avg. open price: N/A Current price: $171.25 P/L: N/A Sold -2.10% shares Q3 2022	share	0.87%	2.51M	N/A	$171.25	N/A	Sold -2.10% shares Q3 2022
Insurance Brokers Marsh & McLennan Companies, Inc. Portfolio share: 0.87% Portfolio value: 2.51M Avg. open price: $157.59 Current price: $171.67 P/L: +8.93% Sold -2.07% shares Q3 2022	share	0.87%	2.51M	$157.59	$171.67	+8.93%	Sold -2.07% shares Q3 2022
Drug Manufacturers—General AbbVie Inc. Portfolio share: 0.86% Portfolio value: 2.50M Avg. open price: N/A Current price: $163.96 P/L: N/A Sold -1.48% shares Q3 2022	share	0.86%	2.50M	N/A	$163.96	N/A	Sold -1.48% shares Q3 2022
REIT—Industrial Extra Space Storage Inc. Portfolio share: 0.85% Portfolio value: 2.47M Avg. open price: $112.92 Current price: $156.85 P/L: +38.90% Sold -1.98% shares Q3 2022	share	0.85%	2.47M	$112.92	$156.85	+38.90%	Sold -1.98% shares Q3 2022
Beverages—Non-Alcoholic The Coca-Cola Company Portfolio share: 0.84% Portfolio value: 2.45M Avg. open price: N/A Current price: $63.47 P/L: N/A Sold -1.64% shares Q3 2022	share	0.84%	2.45M	N/A	$63.47	N/A	Sold -1.64% shares Q3 2022
REIT—Industrial Duke Realty Corporation Portfolio share: 0.81% Portfolio value: 2.34M Avg. open price: $58.44 Current price: $48.2 P/L: -17.52% Sold -2.19% shares Q3 2022	share	0.81%	2.34M	$58.44	$48.2	-17.52%	Sold -2.19% shares Q3 2022
Financial Data & Stock Exchanges Nasdaq, Inc. Portfolio share: 0.81% Portfolio value: 2.33M Avg. open price: $178.2 Current price: $67.86 P/L: -61.92% Sold -2.09% shares Q3 2022	share	0.81%	2.33M	$178.2	$67.86	-61.92%	Sold -2.09% shares Q3 2022
Copper Freeport-McMoRan Inc. Portfolio share: 0.80% Portfolio value: 2.32M Avg. open price: N/A Current price: $38.86 P/L: N/A Sold -1.44% shares Q3 2022	share	0.80%	2.32M	N/A	$38.86	N/A	Sold -1.44% shares Q3 2022
Insurance—Property & Casualty The Travelers Companies, Inc. Portfolio share: 0.80% Portfolio value: 2.32M Avg. open price: N/A Current price: $187.21 P/L: N/A Sold -1.29% shares Q3 2022	share	0.80%	2.32M	N/A	$187.21	N/A	Sold -1.29% shares Q3 2022
Oil & Gas Refining & Marketing Phillips 66 Portfolio share: 0.78% Portfolio value: 2.26M Avg. open price: $95.03 Current price: $104.15 P/L: +9.59% Sold -0.75% shares Q3 2022	share	0.78%	2.26M	$95.03	$104.15	+9.59%	Sold -0.75% shares Q3 2022
REIT—Residential Mid-America Apartment Communities, Inc. Portfolio share: 0.76% Portfolio value: 2.21M Avg. open price: $134.3 Current price: $159.4 P/L: +18.69% Sold -1.73% shares Q3 2022	share	0.76%	2.21M	$134.3	$159.4	+18.69%	Sold -1.73% shares Q3 2022
iShares Russell 1000 Value ETF Portfolio share: 0.72% Portfolio value: 2.09M Avg. open price: $163.59 Current price: $155.77 P/L: -4.78% Bought +12.65% shares Q3 2022	share	0.72%	2.09M	$163.59	$155.77	-4.78%	Bought +12.65% shares Q3 2022
Credit Services Capital One Financial Corporation Portfolio share: 0.68% Portfolio value: 1.98M Avg. open price: N/A Current price: $95.02 P/L: N/A Sold -1.51% shares Q3 2022	share	0.68%	1.98M	N/A	$95.02	N/A	Sold -1.51% shares Q3 2022
Information Technology Services Accenture plc Portfolio share: 0.68% Portfolio value: 1.98M Avg. open price: $337.23 Current price: $292.93 P/L: -13.14% Sold -2.15% shares Q3 2022	share	0.68%	1.98M	$337.23	$292.93	-13.14%	Sold -2.15% shares Q3 2022
Specialty Chemicals LyondellBasell Industries N.V. Portfolio share: 0.68% Portfolio value: 1.96M Avg. open price: N/A Current price: $83.47 P/L: N/A Sold -0.28% shares Q3 2022	share	0.68%	1.96M	N/A	$83.47	N/A	Sold -0.28% shares Q3 2022
Furnishings, Fixtures & Appliances Whirlpool Corporation Portfolio share: 0.67% Portfolio value: 1.95M Avg. open price: $185.78 Current price: $141.46 P/L: -23.85% Sold -1.07% shares Q3 2022	share	0.67%	1.95M	$185.78	$141.46	-23.85%	Sold -1.07% shares Q3 2022
REIT—Industrial Prologis, Inc. Portfolio share: 0.67% Portfolio value: 1.94M Avg. open price: $161.62 Current price: $114.26 P/L: -29.31% Sold -2.02% shares Q3 2022	share	0.67%	1.94M	$161.62	$114.26	-29.31%	Sold -2.02% shares Q3 2022
Credit Services Synchrony Financial Portfolio share: 0.67% Portfolio value: 1.93M Avg. open price: $32.95 Current price: $34.39 P/L: +4.38% Sold -1.36% shares Q3 2022	share	0.67%	1.93M	$32.95	$34.39	+4.38%	Sold -1.36% shares Q3 2022
Software—Infrastructure Microsoft Corporation Portfolio share: 0.66% Portfolio value: 1.92M Avg. open price: $308.31 Current price: $250.2 P/L: -18.85% Sold -2.29% shares Q3 2022	share	0.66%	1.92M	$308.31	$250.2	-18.85%	Sold -2.29% shares Q3 2022
Asset Management Invesco Ltd. Portfolio share: 0.65% Portfolio value: 1.88M Avg. open price: $16.33 Current price: $18.59 P/L: +13.86% Sold -1.02% shares Q3 2022	share	0.65%	1.88M	$16.33	$18.59	+13.86%	Sold -1.02% shares Q3 2022
Oil & Gas E&P Tellurian Inc. Portfolio share: 0.63% Portfolio value: 1.83M Avg. open price: $2.99 Current price: $2.4 P/L: -19.73% Sold -4.09% shares Q2 2022	share	0.63%	1.83M	$2.99	$2.4	-19.73%	Sold -4.09% shares Q2 2022
Oil & Gas Integrated Cenovus Energy Inc. Portfolio share: 0.61% Portfolio value: 1.76M Avg. open price: $16.35 Current price: $19.16 P/L: +17.16% Sold -1.54% shares Q3 2022	share	0.61%	1.76M	$16.35	$19.16	+17.16%	Sold -1.54% shares Q3 2022
Chemicals Dow Inc. Portfolio share: 0.60% Portfolio value: 1.73M Avg. open price: N/A Current price: $51.25 P/L: N/A Sold -0.48% shares Q3 2022	share	0.60%	1.73M	N/A	$51.25	N/A	Sold -0.48% shares Q3 2022
Oil & Gas E&P Pioneer Natural Resources Company Portfolio share: 0.52% Portfolio value: 1.49M Avg. open price: $246.03 Current price: $230.37 P/L: -6.36% Bought +0.96% shares Q3 2022	share	0.52%	1.49M	$246.03	$230.37	-6.36%	Bought +0.96% shares Q3 2022
Oil & Gas Integrated Imperial Oil Limited Portfolio share: 0.51% Portfolio value: 1.49M Avg. open price: $47.67 Current price: $53.39 P/L: +12.01% Sold -1.52% shares Q3 2022	share	0.51%	1.49M	$47.67	$53.39	+12.01%	Sold -1.52% shares Q3 2022
Specialty Retail Bath & Body Works, Inc. Portfolio share: 0.48% Portfolio value: 1.39M Avg. open price: $62.91 Current price: $43.83 P/L: -30.33% Sold -1.59% shares Q3 2022	share	0.48%	1.39M	$62.91	$43.83	-30.33%	Sold -1.59% shares Q3 2022
Oil & Gas E&P Southwestern Energy Company Portfolio share: 0.44% Portfolio value: 1.28M Avg. open price: $7.02 Current price: $6.09 P/L: -13.29% Sold -1.97% shares Q3 2022	share	0.44%	1.28M	$7.02	$6.09	-13.29%	Sold -1.97% shares Q3 2022
Steel Steel Dynamics, Inc. Portfolio share: 0.43% Portfolio value: 1.23M Avg. open price: $82.25 Current price: $106.74 P/L: +29.77% Sold -1.52% shares Q3 2022	share	0.43%	1.23M	$82.25	$106.74	+29.77%	Sold -1.52% shares Q3 2022
Utilities Select Sector SPDR Fund Portfolio share: 0.40% Portfolio value: 1.14M Avg. open price: $52.71 Current price: $70.63 P/L: +33.99% Bought +144.17% shares Q3 2022	share	0.40%	1.14M	$52.71	$70.63	+33.99%	Bought +144.17% shares Q3 2022
Building Products & Equipment Builders FirstSource, Inc. Portfolio share: 0.34% Portfolio value: 973K Avg. open price: $65.38 Current price: $61.33 P/L: -6.19% Sold -1.95% shares Q3 2022	share	0.34%	973K	$65.38	$61.33	-6.19%	Sold -1.95% shares Q3 2022
Auto & Truck Dealerships AutoNation, Inc. Portfolio share: 0.32% Portfolio value: 935K Avg. open price: $100.32 Current price: $117.37 P/L: +16.99% Sold -1.92% shares Q3 2022	share	0.32%	935K	$100.32	$117.37	+16.99%	Sold -1.92% shares Q3 2022
Energy Select Sector SPDR Fund Portfolio share: 0.32% Portfolio value: 916K Avg. open price: $63.55 Current price: $87.63 P/L: +37.89% Bought +10.41% shares Q3 2022	share	0.32%	916K	$63.55	$87.63	+37.89%	Bought +10.41% shares Q3 2022
Oil & Gas E&P ConocoPhillips Portfolio share: 0.31% Portfolio value: 896K Avg. open price: N/A Current price: $119.37 P/L: N/A Sold -0.32% shares Q3 2022	share	0.31%	896K	N/A	$119.37	N/A	Sold -0.32% shares Q3 2022
iShares MSCI Turkey ETF Portfolio share: 0.31% Portfolio value: 893K Avg. open price: N/A Current price: $33.2 P/L: N/A N/A Q3 2022	share	0.31%	893K	N/A	$33.2	N/A	N/A Q3 2022
iShares MSCI Indonesia ETF Portfolio share: 0.31% Portfolio value: 893K Avg. open price: $22.42 Current price: $23.45 P/L: +4.59% Bought +15.92% shares Q3 2022	share	0.31%	893K	$22.42	$23.45	+4.59%	Bought +15.92% shares Q3 2022
Oil & Gas E&P Coterra Energy Inc. Portfolio share: 0.27% Portfolio value: 790K Avg. open price: $25.79 Current price: $26.2 P/L: +1.59% Bought +0.25% shares Q3 2022	share	0.27%	790K	$25.79	$26.2	+1.59%	Bought +0.25% shares Q3 2022
Rental & Leasing Services Avis Budget Group, Inc. Portfolio share: 0.25% Portfolio value: 738K Avg. open price: $261.18 Current price: $196.45 P/L: -24.78% Sold -1.93% shares Q3 2022	share	0.25%	738K	$261.18	$196.45	-24.78%	Sold -1.93% shares Q3 2022
Steel Cleveland-Cliffs Inc. Portfolio share: 0.25% Portfolio value: 732K Avg. open price: $31.68 Current price: $15.78 P/L: -50.19% Sold -1.95% shares Q3 2022	share	0.25%	732K	$31.68	$15.78	-50.19%	Sold -1.95% shares Q3 2022
Other Industrial Metals & Mining Teck Resources Limited Portfolio share: 0.25% Portfolio value: 724K Avg. open price: N/A Current price: $36.19 P/L: N/A Sold -1.70% shares Q3 2022	share	0.25%	724K	N/A	$36.19	N/A	Sold -1.70% shares Q3 2022
Oil & Gas Refining & Marketing HF Sinclair Corporation Portfolio share: 0.24% Portfolio value: 685K Avg. open price: N/A Current price: $52.49 P/L: N/A Sold -1.29% shares Q3 2022	share	0.24%	685K	N/A	$52.49	N/A	Sold -1.29% shares Q3 2022
Oil & Gas E&P Canadian Natural Resources Limited Portfolio share: 0.23% Portfolio value: 679K Avg. open price: $54.49 Current price: $57.13 P/L: +4.84% Sold -0.35% shares Q3 2022	share	0.23%	679K	$54.49	$57.13	+4.84%	Sold -0.35% shares Q3 2022
SPDR Bloomberg Investment Grade Floating Rate ETF Portfolio share: 0.20% Portfolio value: 586K Avg. open price: $30.46 Current price: $30.31 P/L: -0.50% N/A Q3 2022	share	0.20%	586K	$30.46	$30.31	-0.50%	N/A Q3 2022
iShares MSCI Brazil ETF Portfolio share: 0.19% Portfolio value: 547K Avg. open price: $38.08 Current price: $30.25 P/L: -20.56% N/A Q3 2022	share	0.19%	547K	$38.08	$30.25	-20.56%	N/A Q3 2022
Agricultural Inputs CF Industries Holdings, Inc. Portfolio share: 0.19% Portfolio value: 546K Avg. open price: N/A Current price: $103.48 P/L: N/A Sold -1.63% shares Q3 2022	share	0.19%	546K	N/A	$103.48	N/A	Sold -1.63% shares Q3 2022
Steel United States Steel Corporation Portfolio share: 0.15% Portfolio value: 444K Avg. open price: $32.39 Current price: $26.27 P/L: -18.89% Sold -1.77% shares Q3 2022	share	0.15%	444K	$32.39	$26.27	-18.89%	Sold -1.77% shares Q3 2022
Oil & Gas E&P Devon Energy Corporation Portfolio share: 0.15% Portfolio value: 425K Avg. open price: $53.19 Current price: $66.55 P/L: +25.11% Bought +0.16% shares Q3 2022	share	0.15%	425K	$53.19	$66.55	+25.11%	Bought +0.16% shares Q3 2022
Insurance—Specialty Fidelity National Financial, Inc. Portfolio share: 0.14% Portfolio value: 418K Avg. open price: $50.01 Current price: $37.46 P/L: -25.10% Sold -0.88% shares Q3 2022	share	0.14%	418K	$50.01	$37.46	-25.10%	Sold -0.88% shares Q3 2022
ISHARES MSCI CHILE ETF Portfolio share: 0.14% Portfolio value: 412K Avg. open price: N/A Current price: N/A P/L: N/A Bought +10.69% shares Q3 2022	share	0.14%	412K	N/A	N/A	N/A	Bought +10.69% shares Q3 2022
Specialty Chemicals Westlake Corporation Portfolio share: 0.14% Portfolio value: 392K Avg. open price: N/A Current price: $107.36 P/L: N/A Sold -1.74% shares Q3 2022	share	0.14%	392K	N/A	$107.36	N/A	Sold -1.74% shares Q3 2022
Software—Application Datadog, Inc. Portfolio share: 0.13% Portfolio value: 388K Avg. open price: $152.32 Current price: $70.26 P/L: -53.87% Sold -1.93% shares Q3 2022	share	0.13%	388K	$152.32	$70.26	-53.87%	Sold -1.93% shares Q3 2022
Grocery Stores Albertsons Companies, Inc. Portfolio share: 0.13% Portfolio value: 388K Avg. open price: $32.11 Current price: $20.96 P/L: -34.72% Sold -1.52% shares Q3 2022	share	0.13%	388K	$32.11	$20.96	-34.72%	Sold -1.52% shares Q3 2022
Solar Enphase Energy, Inc. Portfolio share: 0.12% Portfolio value: 351K Avg. open price: $196.23 Current price: $335.82 P/L: +71.14% Sold -1.86% shares Q3 2022	share	0.12%	351K	$196.23	$335.82	+71.14%	Sold -1.86% shares Q3 2022
Oil & Gas E&P Continental Resources, Inc. Portfolio share: 0.12% Portfolio value: 340K Avg. open price: N/A Current price: $74.27 P/L: N/A Sold -1.60% shares Q3 2022	share	0.12%	340K	N/A	$74.27	N/A	Sold -1.60% shares Q3 2022
Department Stores Macy's, Inc. Portfolio share: 0.11% Portfolio value: 331K Avg. open price: $21.57 Current price: $22.69 P/L: +5.20% Sold -1.08% shares Q3 2022	share	0.11%	331K	$21.57	$22.69	+5.20%	Sold -1.08% shares Q3 2022
Biotechnology Moderna, Inc. Portfolio share: 0.11% Portfolio value: 318K Avg. open price: $201.18 Current price: $175.93 P/L: -12.55% Sold -1.93% shares Q3 2022	share	0.11%	318K	$201.18	$175.93	-12.55%	Sold -1.93% shares Q3 2022
Semiconductors Monolithic Power Systems, Inc. Portfolio share: 0.09% Portfolio value: 248K Avg. open price: N/A Current price: $375.06 P/L: N/A Sold -1.59% shares Q3 2022	share	0.09%	248K	N/A	$375.06	N/A	Sold -1.59% shares Q3 2022
Semiconductors Marvell Technology, Inc. Portfolio share: 0.08% Portfolio value: 219K Avg. open price: N/A Current price: $42.97 P/L: N/A Sold -1.81% shares Q3 2022	share	0.08%	219K	N/A	$42.97	N/A	Sold -1.81% shares Q3 2022
Auto Manufacturers Tesla, Inc. Portfolio share: 0.07% Portfolio value: 215K Avg. open price: $1,074.81 Current price: $182.45 P/L: -83.02% Sold -1.22% shares Q3 2022	share	0.07%	215K	$1,074.81	$182.45	-83.02%	Sold -1.22% shares Q3 2022
Drug Manufacturers—General Horizon Therapeutics Public Limited Company Portfolio share: 0.06% Portfolio value: 170K Avg. open price: $106.32 Current price: $98.48 P/L: -7.37% Sold -1.92% shares Q3 2022	share	0.06%	170K	$106.32	$98.48	-7.37%	Sold -1.92% shares Q3 2022
Software—Application Bill.com Holdings, Inc. Portfolio share: 0.05% Portfolio value: 153K Avg. open price: $235.42 Current price: $110.45 P/L: -53.08% Sold -2.03% shares Q3 2022	share	0.05%	153K	$235.42	$110.45	-53.08%	Sold -2.03% shares Q3 2022
Software—Infrastructure Zscaler, Inc. Portfolio share: 0.05% Portfolio value: 143K Avg. open price: $271.74 Current price: $120.81 P/L: -55.54% Sold -2.13% shares Q3 2022	share	0.05%	143K	$271.74	$120.81	-55.54%	Sold -2.13% shares Q3 2022
Semiconductors Advanced Micro Devices, Inc. Portfolio share: 0.04% Portfolio value: 121K Avg. open price: $122.45 Current price: $73.62 P/L: -39.88% Sold -2.00% shares Q3 2022	share	0.04%	121K	$122.45	$73.62	-39.88%	Sold -2.00% shares Q3 2022

Showing TOP 93 MOUNT LUCAS MANAGEMENT LP's 13F holdings.

Frequently Asked Questions (FAQ)

What is the biggest position of MOUNT LUCAS MANAGEMENT LP?

The biggest position of the MOUNT LUCAS MANAGEMENT LP is iShares 1-3 Year Treasury Bond ETF (SHY) with 27.73% portfolio share worth of 80.51M US dollars.

Top 5 MOUNT LUCAS MANAGEMENT LP's holdings represent 42.75% of the portfolio:

iShares 1-3 Year Treasury Bond ETF (SHY) – 27.73%
Invesco S&P 500 Pure Value ETF (RPV) – 8.38%
Archer-Daniels-Midland Company (ADM) – 2.24%
Nucor Corporation (NUE) – 2.21%
The Mosaic Company (MOS) – 2.19%

Who is the portfolio manager of MOUNT LUCAS MANAGEMENT LP?

The portfolio manager of the MOUNT LUCAS MANAGEMENT LP is .

What is the total asset value of the MOUNT LUCAS MANAGEMENT LP portfolio?

MOUNT LUCAS MANAGEMENT LP total asset value (portfolio value) is 290.37M US dollars.

Who is ?

is the portfolio manager of the MOUNT LUCAS MANAGEMENT LP.

What is (MOUNT LUCAS MANAGEMENT LP) fund performance?

MOUNT LUCAS MANAGEMENT LP's quarterly performance is -4.98%, annualy -15.01%. In the past 3 years, the value of 's portfolio has increased by +6%. In the past 5 years, the value of the portfolio has increased by +16%.

What is the MOUNT LUCAS MANAGEMENT LP CIK?

MOUNT LUCAS MANAGEMENT LP's Central Index Key is 0001185072 .

MOUNT LUCAS MANAGEMENT LP Holdings

MOUNT LUCAS MANAGEMENT LP portfolio value:

MOUNT LUCAS MANAGEMENT LP quarter portfolio value change:

MOUNT LUCAS MANAGEMENT LP 1 year portfolio value change:

MOUNT LUCAS MANAGEMENT LP 3 years portfolio value change:

MOUNT LUCAS MANAGEMENT LP 5 years portfolio value change: