Mount Lucas Management LP's Q2 2022 13F: 27 new positions, 48 exits
Form 13F-HR for the quarter ended Jun 30, 2022 · filed Aug 10, 2022 · 90 reported positions · accession 0001567619-22-015436
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Increased | ISHARES 1-3 YEAR TREASURY BO (SHY) | 19.7% | 27.8% | +8.1 pts | +192K sh | +24% |
| Increased | INVESCO S&P 500 PURE VALUE E (RPV) | 3.6% | 7.9% | +4.3 pts | +168K sh | +115% |
| Exited | ISHARES MSCI EAFE VALUE ETF (EFV) | 3.0% | — | −3.0 pts | −206K sh | −100% |
| Exited | JPMORGAN BETABUILDERS JAPAN (BBJP) | 2.6% | — | −2.6 pts | −177K sh | −100% |
| Exited | JPMORGAN BETABUILDERS EUROPE (BBEU) | 1.9% | — | −1.9 pts | −117K sh | −100% |
| Exited | HCA HEALTHCARE INC (HCA) | 1.3% | — | −1.3 pts | −18,368 sh | −100% |
| Exited | AFLAC INC (AFL) | 1.3% | — | −1.3 pts | −70,820 sh | −100% |
| Exited | ALLSTATE CORP (ALL) | 1.2% | — | −1.2 pts | −30,283 sh | −100% |
| Exited | MORGAN STANLEY (MS) | 1.2% | — | −1.2 pts | −46,749 sh | −100% |
| Reduced | MOSAIC CO/THE (MOS) | 4.0% | 2.1% | −1.9 pts | −73,269 sh | −35% |
| Exited | GOLDMAN SACHS GROUP INC (GS) | 1.1% | — | −1.1 pts | −11,090 sh | −100% |
| Exited | CIGNA CORP (CI) | 1.0% | — | −1.0 pts | −14,924 sh | −100% |
| New | UNITEDHEALTH GROUP INC (UNH) | — | 1.0% | +1.0 pts | +6,001 sh | new |
| Increased | DIAMONDBACK ENERGY INC (FANG) | 0.2% | 1.2% | +1.0 pts | +24,960 sh | +520% |
| New | GENERAL MILLS INC (GIS) | — | 1.0% | +1.0 pts | +39,749 sh | new |
| New | WR BERKLEY CORP (WRB) | — | 1.0% | +1.0 pts | +43,510 sh | new |
| Exited | CELANESE CORP (CE) | 1.0% | — | −1.0 pts | −23,772 sh | −100% |
| New | REPUBLIC SERVICES INC (RSG) | — | 1.0% | +1.0 pts | +22,268 sh | new |
| New | ABBVIE INC (ABBV) | — | 1.0% | +1.0 pts | +18,926 sh | new |
| New | KELLOGG CO (K) | — | 1.0% | +1.0 pts | +40,119 sh | new |
| New | PEPSICO INC (PEP) | — | 0.9% | +0.9 pts | +16,825 sh | new |
| New | COCA-COLA CO/THE (KO) | — | 0.9% | +0.9 pts | +44,503 sh | new |
| New | MARATHON PETROLEUM CORP (MPC) | — | 0.9% | +0.9 pts | +34,025 sh | new |
| New | HERSHEY CO/THE (HSY) | — | 0.9% | +0.9 pts | +12,922 sh | new |
| New | VALERO ENERGY CORP (VLO) | — | 0.9% | +0.9 pts | +26,025 sh | new |
| New | APA CORP (APA) | — | 0.9% | +0.9 pts | +78,878 sh | new |
| Exited | GENERAL ELECTRIC CO (GE) | 0.9% | — | −0.9 pts | −34,168 sh | −100% |
| Exited | FEDEX CORP (FDX) | 0.9% | — | −0.9 pts | −13,444 sh | −100% |
| New | AMERISOURCEBERGEN CORP (COR) | — | 0.9% | +0.9 pts | +19,004 sh | new |
| Increased | NUCOR CORP (NUE) | 1.6% | 2.1% | +0.6 pts | +24,954 sh | +69% |
| New | TRAVELERS COS INC/THE (TRV) | — | 0.9% | +0.9 pts | +15,394 sh | new |
| Reduced | WHIRLPOOL CORP (WHR) | 1.6% | 0.8% | −0.8 pts | −16,737 sh | −53% |
| Exited | LENNAR CORP-A (LEN) | 0.9% | — | −0.9 pts | −36,568 sh | −100% |
| New | EXXON MOBIL CORP (XOM) | — | 0.9% | +0.9 pts | +29,772 sh | new |
| Increased | OCCIDENTAL PETROLEUM CORP (OXY) | 0.3% | 1.2% | +0.9 pts | +43,276 sh | +248% |
| Exited | BEST BUY CO INC (BBY) | 0.9% | — | −0.9 pts | −32,222 sh | −100% |
| Exited | PULTEGROUP INC (PHM) | 0.8% | — | −0.8 pts | −69,237 sh | −100% |
| Exited | BORGWARNER INC (BWA) | 0.8% | — | −0.8 pts | −73,531 sh | −100% |
| Exited | DR HORTON INC (DHI) | 0.8% | — | −0.8 pts | −37,925 sh | −100% |
| Exited | GENERAL MOTORS CO (GM) | 0.8% | — | −0.8 pts | −64,179 sh | −100% |
| Increased | METLIFE INC (MET) | 1.2% | 2.0% | +0.8 pts | +38,351 sh | +66% |
| Exited | DISH NETWORK CORP-A (DISH) | 0.8% | — | −0.8 pts | −86,911 sh | −100% |
| Increased | TYSON FOODS INC-CL A (TSN) | 1.1% | 2.0% | +0.9 pts | +26,931 sh | +62% |
| New | PHILLIPS 66 (PSX) | — | 0.8% | +0.8 pts | +28,253 sh | new |
| Increased | CVS HEALTH CORP (CVS) | 1.1% | 2.0% | +0.8 pts | +24,848 sh | +65% |
| Increased | HARTFORD FINANCIAL SVCS GRP (HIG) | 1.1% | 1.9% | +0.8 pts | +35,165 sh | +69% |
| New | LYONDELLBASELL INDU-CL A (LYB) | — | 0.8% | +0.8 pts | +26,185 sh | new |
| Exited | INVESCO S&P 500 BUYWRITE ETF (PBP) | 0.8% | — | −0.8 pts | −112K sh | −100% |
| Exited | VANGUARD HIGH DVD YIELD ETF (VYM) | 0.7% | — | −0.7 pts | −22,914 sh | −100% |
| Increased | ARCHER-DANIELS-MIDLAND CO (ADM) | 1.4% | 2.1% | +0.7 pts | +27,802 sh | +51% |
The 50 largest of 138 changes, by size of the trade. Full holdings for this quarter.
Reported by the fund in its Form 13F filed with the SEC; holdings are as of the quarter-end report date and may have changed since. For informational purposes only — not investment advice or a recommendation to buy or sell any security. FilingExplorer is not affiliated with or endorsed by this fund. How this brief is compiled
Top 10 positions — 51.9% of the equity book
Changes in the top 10 this quarter: TSN entered · MET entered · CVS entered · HIG entered · EFV left · BBJP left · BBEU left · WHR left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | ISHARES 1-3 YEAR TREASURY BO (SHY) | 19.7% | 27.8% | |
| 2 | INVESCO S&P 500 PURE VALUE E (RPV) | 3.6% | 7.9% | |
| 3 | NUCOR CORP (NUE) | 1.6% | 2.1% | |
| 4 | ARCHER-DANIELS-MIDLAND CO (ADM) | 1.4% | 2.1% | |
| 5 | MOSAIC CO/THE (MOS) | 4.0% | 2.1% | |
| 6 | TYSON FOODS INC-CL A (TSN) | 1.1% | 2.0% | Entered the top 10 |
| 7 | METLIFE INC (MET) | 1.2% | 2.0% | Entered the top 10 |
| 8 | HP INC (HPQ) | 2.4% | 2.0% | |
| 9 | CVS HEALTH CORP (CVS) | 1.1% | 2.0% | Entered the top 10 |
| 10 | HARTFORD FINANCIAL SVCS GRP (HIG) | 1.1% | 1.9% | Entered the top 10 |
| — | ISHARES MSCI EAFE VALUE ETF (EFV) | 3.0% | 0.0% | Left the top 10 |
| — | JPMORGAN BETABUILDERS JAPAN (BBJP) | 2.6% | 0.0% | Left the top 10 |
| — | JPMORGAN BETABUILDERS EUROPE (BBEU) | 1.9% | 0.0% | Left the top 10 |
| — | WHIRLPOOL CORP (WHR) | 1.6% | 0.8% | Left the top 10 |
Weights are each position's reported value as a share of the fund's reported equity positions (options and principal-amount holdings excluded).