MOUNT LUCAS MANAGEMENT LP
Q3 2022 Form 13-F
NEWTOWN, PENNSYLVANIA
CIK 0001185072
· CRD 108255
· SEC-registered investment adviser
$290.4M Reported Value Total
MOUNT LUCAS MANAGEMENT LP reports 19 total accounts under management (AUM). There are 19 discretionary accounts valued at $1,288,800,000, and 0 non-discretionary accounts.
Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
Private funds (Form ADV)
6 funds
· $633.7M gross asset value
Hedge Fund: $626.1M · Other: $4.9M · Private Equity Fund: $2.6M
Source: Form ADV filed 2026-06-10
Reported value
$290.4M
Quarter over quarter
-3.5%
Holdings
93
Top-10 concentration
52.0%
Filing Structure
Key People
Form ADV owners & control persons
Roger Ellis Alcaly
DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER
David Aspell
CHIEF INVESTMENT OFFICER; DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER
Raymond Edward IX
DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER
Filing Navigation
Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.
13F Metrics
Loading 13F Metrics
Q3 2022 13F record
Q3 2022 13F filing summary
| Period of report | September 30, 2022 |
|---|---|
| Filed | November 10, 2022 |
| Form | 13F-HR |
| Reported value | $290.4M |
| Positions | 93 |
| Change in reported value | -2.8% |
| New positions | 3 |
| Exited positions | 0 |
| Position turnover | 3.2% |
| Top-10 concentration | 52.0% |
13F filings by quarter
| Quarter | Positions | Value |
|---|---|---|
|
Q3 2026 13F
Filed Nov 9, 2026
|
153 | $332.6M |
|
Q2 2026 13F
Filed Aug 10, 2026
|
166 | $280.7M |
|
Q1 2026 13F
Filed May 5, 2026
|
165 | $270.8M |
|
Q4 2025 13F
Filed Feb 5, 2026
|
167 | $250.0M |
|
Q3 2025 13F
Filed Nov 10, 2025
|
159 | $243.5M |
|
Q2 2025 13F
Filed Aug 11, 2025
|
156 | $234.6M |
|
Q1 2025 13F
Filed May 6, 2025
|
144 | $311.0M |
|
Q4 2024 13F
Filed Feb 7, 2025
|
135 | $287.3M |
|
Q3 2024 13F
Filed Nov 6, 2024
|
145 | $293.6M |
|
Q2 2024 13F
Filed Aug 6, 2024
|
154 | $349.4M |
|
Q1 2024 13F
Filed May 10, 2024
|
142 | $366.0M |
|
Q4 2023 13F
Filed Feb 7, 2024
|
139 | $347.6M |
|
Q3 2023 13F
Filed Nov 14, 2023
|
127 | $283.1M |
|
Q2 2023 13F
Filed Aug 14, 2023
|
137 | $299.1M |
|
Q1 2023 13F
Filed May 12, 2023
|
109 | $378.8M |
|
Q4 2022 13F
Filed Feb 14, 2023
|
107 | $305.2M |
|
Q3 2022 13F
Filed Nov 10, 2022
|
93 | $290.4M |
|
Q2 2022 13F
Filed Aug 10, 2022
|
90 | $298.6M |
|
Q1 2022 13F
Filed May 12, 2022
|
111 | $343.3M |
|
Q4 2021 13F
Filed Feb 14, 2022
|
129 | $349.9M |
34 earlier quarters on file — choose one from the quarter menu above.
Top 20 holdings · Q3 2022
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | SHY ISHARES 1-3 YEAR TREASURY BO | $80.5M | 27.73% |
| 2 | RPV INVESCO S&P 500 PURE VALUE E | $24.3M | 8.38% |
| 3 | ADM ARCHER-DANIELS-MIDLAND CO | $6.5M | 2.24% |
| 4 | NUE NUCOR CORP | $6.4M | 2.21% |
| 5 | MOS MOSAIC CO/THE | $6.4M | 2.19% |
| 6 | CVS CVS HEALTH CORP | $5.9M | 2.04% |
| 7 | MET METLIFE INC | $5.8M | 1.99% |
| 8 | HIG HARTFORD FINANCIAL SVCS GRP | $5.3M | 1.82% |
| 9 | AIG AMERICAN INTERNATIONAL GROUP | $5.0M | 1.72% |
| 10 | HPE HEWLETT PACKARD ENTERPRISE | $4.8M | 1.64% |
| 11 | TSN TYSON FOODS INC-CL A | $4.6M | 1.58% |
| 12 | HPQ HP INC | $4.4M | 1.52% |
| 13 | RJF RAYMOND JAMES FINANCIAL INC | $3.9M | 1.33% |
| 14 | OXY OCCIDENTAL PETROLEUM CORP | $3.7M | 1.26% |
| 15 | FANG DIAMONDBACK ENERGY INC | $3.6M | 1.24% |
| 16 | PFG PRINCIPAL FINANCIAL GROUP | $3.4M | 1.17% |
| 17 | MPC MARATHON PETROLEUM CORP | $3.3M | 1.15% |
| 18 | GIS GENERAL MILLS INC | $3.0M | 1.03% |
| 19 | UNH UNITEDHEALTH GROUP INC | $3.0M | 1.02% |
| 20 | RSG REPUBLIC SERVICES INC | $3.0M | 1.02% |
Values as reported on the Q3 2022 Form 13F. Every position is in the holdings table below.