0001140361-22-041231.txt : 20221114 0001140361-22-041231.hdr.sgml : 20221114 20221114122321 ACCESSION NUMBER: 0001140361-22-041231 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221114 DATE AS OF CHANGE: 20221114 EFFECTIVENESS DATE: 20221114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mount Lucas Management LP CENTRAL INDEX KEY: 0001185072 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-11021 FILM NUMBER: 221382766 BUSINESS ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 BUSINESS PHONE: 267-759-3500 MAIL ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT LP DATE OF NAME CHANGE: 20111130 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT CORP DATE OF NAME CHANGE: 20020903 13F-HR/A 1 primary_doc.xml 13F-HR/A LIVE 0001185072 XXXXXXXX 09-30-2022 09-30-2022 true 1 RESTATEMENT Mount Lucas Management LP

405 South State Street Newtown PA 18940

13F HOLDINGS REPORT 028-11021 N Timothy J. Rudderow 267-759-3500 /s/ Timothy J. Rudderow Newtown PA 11-08-2022 0 93 290369 INFORMATION TABLE 2 informationtable.xml ABBVIE INC Common Stock 00287Y109 2502 18645 SH SOLE 18645 0 0 AMERISOURCEBERGEN CORP Common Stock 03073E105 2518 18604 SH SOLE 18604 0 0 ALBERTSONS COS INC - CLASS A Common Stock 013091103 388 15598 SH SOLE 15598 0 0 ACCENTURE PLC-CL A Common Stock G1151C101 1980 7697 SH SOLE 7697 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 6494 80724 SH SOLE 80724 0 0 AMERICAN INTERNATIONAL GROUP Common Stock 026874784 4983 104944 SH SOLE 104944 0 0 ADVANCED MICRO DEVICES Common Stock 007903107 121 1909 SH SOLE 1909 0 0 AUTONATION INC Common Stock 05329W102 935 9183 SH SOLE 9183 0 0 APA CORP Common Stock 03743Q108 2657 77714 SH SOLE 77714 0 0 BATH & BODY WORKS INC Common Stock 070830104 1394 42774 SH SOLE 42774 0 0 BILL.COM HOLDINGS INC Common Stock 090043100 153 1156 SH SOLE 1156 0 0 BUILDERS FIRSTSOURCE INC Common Stock 12008R107 973 16509 SH SOLE 16509 0 0 AVIS BUDGET GROUP INC Common Stock 053774105 738 4968 SH SOLE 4968 0 0 CF INDUSTRIES HOLDINGS INC Common Stock 125269100 546 5671 SH SOLE 5671 0 0 CLEVELAND-CLIFFS INC Common Stock 185899101 732 54357 SH SOLE 54357 0 0 CONTINENTAL RESOURCES INC/OK Common Stock 212015101 340 5091 SH SOLE 5091 0 0 CANADIAN NATURAL RESOURCES Common Stock 136385101 679 14578 SH SOLE 14578 0 0 CAPITAL ONE FINANCIAL CORP Common Stock 14040H105 1984 21523 SH SOLE 21523 0 0 CONOCOPHILLIPS Common Stock 20825C104 896 8756 SH SOLE 8756 0 0 COTERRA ENERGY INC Common Stock 127097103 790 30236 SH SOLE 30236 0 0 CENOVUS ENERGY INC Common Stock 15135U109 1760 114488 SH SOLE 114488 0 0 CVS HEALTH CORP Common Stock 126650100 5911 61977 SH SOLE 61977 0 0 DATADOG INC - CLASS A Common Stock 23804L103 388 4368 SH SOLE 4368 0 0 DISCOVER FINANCIAL SERVICES Common Stock 254709108 2612 28733 SH SOLE 28733 0 0 HF SINCLAIR CORP Common Stock 403949100 685 12721 SH SOLE 12721 0 0 DOW INC Common Stock 260557103 1730 39370 SH SOLE 39370 0 0 DUKE REALTY CORP Common Stock 264411505 2341 48562 SH SOLE 48562 0 0 DEVON ENERGY CORP Common Stock 25179M103 425 7063 SH SOLE 7063 0 0 ISHARES MSCI CHILE ETF ETP 464286640 412 17161 SH SOLE 17161 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 893 38290 SH SOLE 38290 0 0 ENPHASE ENERGY INC Common Stock 29355A107 351 1264 SH SOLE 1264 0 0 ISHARES MSCI BRAZIL ETF ETP 464286400 547 18453 SH SOLE 18453 0 0 EXTRA SPACE STORAGE INC Common Stock 30225T102 2475 14333 SH SOLE 14333 0 0 DIAMONDBACK ENERGY INC Common Stock 25278X109 3600 29885 SH SOLE 29885 0 0 FREEPORT-MCMORAN INC Common Stock 35671D857 2329 85235 SH SOLE 85235 0 0 SPDR BLOOMBERG INVESTMENT GR ETP 78468R200 586 19340 SH SOLE 19340 0 0 FIDELITY NATIONAL FINANCIAL Common Stock 31620R303 418 11540 SH SOLE 11540 0 0 GENERAL MILLS INC Common Stock 370334104 2993 39073 SH SOLE 39073 0 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 5271 85101 SH SOLE 85101 0 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 4756 397011 SH SOLE 397011 0 0 HP INC Common Stock 40434L105 4418 177296 SH SOLE 177296 0 0 HERSHEY CO/THE Common Stock 427866108 2794 12673 SH SOLE 12673 0 0 HORIZON THERAPEUTICS PLC Common Stock G46188101 170 2754 SH SOLE 2754 0 0 IMPERIAL OIL LTD Common Stock 453038408 1493 34505 SH SOLE 34505 0 0 INVESCO LTD Common Stock G491BT108 1880 137242 SH SOLE 137242 0 0 ISHARES RUSSELL 1000 VALUE E ETP 464287598 2095 15402 SH SOLE 15402 0 0 KELLOGG CO Common Stock 487836108 2751 39485 SH SOLE 39485 0 0 COCA-COLA CO/THE Common Stock 191216100 2452 43773 SH SOLE 43773 0 0 LKQ CORP Common Stock 501889208 2648 56159 SH SOLE 56159 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 1966 26112 SH SOLE 26112 0 0 MACY'S INC Common Stock 55616P104 331 21106 SH SOLE 21106 0 0 MID-AMERICA APARTMENT COMM Common Stock 59522J103 2210 14251 SH SOLE 14251 0 0 METLIFE INC Common Stock 59156R108 5786 95191 SH SOLE 95191 0 0 MARSH & MCLENNAN COS Common Stock 571748102 2512 16826 SH SOLE 16826 0 0 MOSAIC CO/THE Common Stock 61945C103 6366 131728 SH SOLE 131728 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 3336 33588 SH SOLE 33588 0 0 MONOLITHIC POWER SYSTEMS INC Common Stock 609839105 248 683 SH SOLE 683 0 0 MODERNA INC Common Stock 60770K107 318 2693 SH SOLE 2693 0 0 MARVELL TECHNOLOGY INC Common Stock 573874104 219 5107 SH SOLE 5107 0 0 MICROSOFT CORP Common Stock 594918104 1926 8268 SH SOLE 8268 0 0 MOTOROLA SOLUTIONS INC Common Stock 620076307 2528 11286 SH SOLE 11286 0 0 NASDAQ INC Common Stock 631103108 2338 41249 SH SOLE 41249 0 0 NUCOR CORP Common Stock 670346105 6427 60070 SH SOLE 60070 0 0 OCCIDENTAL PETROLEUM CORP Common Stock 674599105 3669 59705 SH SOLE 59705 0 0 PEPSICO INC Common Stock 713448108 2701 16542 SH SOLE 16542 0 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 3402 47147 SH SOLE 47147 0 0 PROLOGIS INC Common Stock 74340W103 1944 19135 SH SOLE 19135 0 0 PUBLIC STORAGE Common Stock 74460D109 2648 9045 SH SOLE 9045 0 0 PHILLIPS 66 Common Stock 718546104 2263 28040 SH SOLE 28040 0 0 PIONEER NATURAL RESOURCES CO Common Stock 723787107 1496 6907 SH SOLE 6907 0 0 RAYMOND JAMES FINANCIAL INC Common Stock 754730109 3864 39104 SH SOLE 39104 0 0 INVESCO S&P 500 PURE VALUE E ETP 46137V258 24335 348437 SH SOLE 348437 0 0 REPUBLIC SERVICES INC Common Stock 760759100 2967 21813 SH SOLE 21813 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 80511 991389 SH SOLE 991389 0 0 STEEL DYNAMICS INC Common Stock 858119100 1235 17410 SH SOLE 17410 0 0 SOUTHWESTERN ENERGY CO Common Stock 845467109 1282 209550 SH SOLE 209550 0 0 SYNCHRONY FINANCIAL Common Stock 87165B103 1931 68501 SH SOLE 68501 0 0 TECK RESOURCES LTD-CLS B Common Stock 878742204 724 23809 SH SOLE 23809 0 0 TELLURIAN INC Common Stock 87968A104 1834 767240 SH SOLE 767240 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 2328 15196 SH SOLE 15196 0 0 TESLA INC Common Stock 88160R101 215 809 SH SOLE 809 0 0 TYSON FOODS INC-CL A Common Stock 902494103 4590 69618 SH SOLE 69618 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 893 40452 SH SOLE 40452 0 0 UNITEDHEALTH GROUP INC Common Stock 91324P102 2968 5877 SH SOLE 5877 0 0 VALERO ENERGY CORP Common Stock 91913Y100 2753 25763 SH SOLE 25763 0 0 WHIRLPOOL CORP Common Stock 963320106 1950 14464 SH SOLE 14464 0 0 WESTLAKE CORP Common Stock 960413102 392 4514 SH SOLE 4514 0 0 WR BERKLEY CORP Common Stock 084423102 2749 42561 SH SOLE 42561 0 0 UNITED STATES STEEL CORP Common Stock 912909108 444 24511 SH SOLE 24511 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 916 12725 SH SOLE 12725 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 1147 17502 SH SOLE 17502 0 0 EXXON MOBIL CORP Common Stock 30231G102 2577 29510 SH SOLE 29510 0 0 ZSCALER INC Common Stock 98980G102 143 873 SH SOLE 873 0 0