Mount Lucas Management LP's Q3 2022 13F: 3 new positions
Form 13F-HR for the quarter ended Sep 30, 2022 · filed Nov 10, 2022 · 93 reported positions · accession 0001140361-22-040847 · Amended
What changed this quarter
| Activity | Security | Weight before | Weight now | Change | Shares | Shares % |
|---|---|---|---|---|---|---|
| Increased | INVESCO S&P 500 PURE VALUE E (RPV) | 7.9% | 8.4% | +0.5 pts | +33,776 sh | +11% |
| New | ISHARES MSCI TURKEY ETF (TUR) | — | 0.3% | +0.3 pts | +40,452 sh | new |
| Reduced | ISHARES 1-3 YEAR TREASURY BO (SHY) | 27.8% | 27.7% | −0.1 pts | −10,595 sh | −1% |
| Increased | UTILITIES SELECT SECTOR SPDR (XLU) | 0.2% | 0.4% | +0.2 pts | +10,334 sh | +144% |
| New | SPDR BLOOMBERG INVESTMENT GR (FLRN) | — | 0.2% | +0.2 pts | +19,340 sh | new |
| New | ISHARES MSCI BRAZIL ETF (EWZ) | — | 0.2% | +0.2 pts | +18,453 sh | new |
| Increased | ISHARES RUSSELL 1000 VALUE E (IWD) | 0.7% | 0.7% | +0.1 pts | +1,729 sh | +13% |
| Increased | ISHARES MSCI INDONESIA ETF (EIDO) | 0.2% | 0.3% | +0.1 pts | +5,258 sh | +16% |
| Reduced | MOSAIC CO/THE (MOS) | 2.1% | 2.2% | +0.1 pts | −2,207 sh | −2% |
| Reduced | ARCHER-DANIELS-MIDLAND CO (ADM) | 2.1% | 2.2% | +0.1 pts | −1,241 sh | −2% |
| Reduced | NUCOR CORP (NUE) | 2.1% | 2.2% | +0.1 pts | −920 sh | −2% |
| Increased | ENERGY SELECT SECTOR SPDR (XLE) | 0.3% | 0.3% | 0.0 pts | +1,200 sh | +10% |
| Reduced | CVS HEALTH CORP (CVS) | 2.0% | 2.0% | +0.1 pts | −862 sh | −1% |
| Reduced | HARTFORD FINANCIAL SVCS GRP (HIG) | 1.9% | 1.8% | −0.1 pts | −1,172 sh | −1% |
| Reduced | AMERICAN INTERNATIONAL GROUP (AIG) | 1.8% | 1.7% | −0.1 pts | −1,439 sh | −1% |
| Reduced | METLIFE INC (MET) | 2.0% | 2.0% | 0.0 pts | −1,122 sh | −1% |
| Reduced | RAYMOND JAMES FINANCIAL INC (RJF) | 1.2% | 1.3% | +0.1 pts | −666 sh | −2% |
| Reduced | TYSON FOODS INC-CL A (TSN) | 2.0% | 1.6% | −0.5 pts | −954 sh | −1% |
| Reduced | UNITEDHEALTH GROUP INC (UNH) | 1.0% | 1.0% | 0.0 pts | −124 sh | −2% |
| Reduced | OCCIDENTAL PETROLEUM CORP (OXY) | 1.2% | 1.3% | +0.1 pts | −1,010 sh | −2% |
| Reduced | REPUBLIC SERVICES INC (RSG) | 1.0% | 1.0% | 0.0 pts | −455 sh | −2% |
| Reduced | WR BERKLEY CORP (WRB) | 1.0% | 0.9% | 0.0 pts | −949 sh | −2% |
| Reduced | MOTOROLA SOLUTIONS INC (MSI) | 0.8% | 0.9% | +0.1 pts | −260 sh | −2% |
| Reduced | HERSHEY CO/THE (HSY) | 0.9% | 1.0% | 0.0 pts | −249 sh | −2% |
| Reduced | AMERISOURCEBERGEN CORP (COR) | 0.9% | 0.9% | 0.0 pts | −400 sh | −2% |
| Increased | PUBLIC STORAGE (PSA) | 0.9% | 0.9% | 0.0 pts | +184 sh | +2% |
| Reduced | MARSH & MCLENNAN COS (MRSH) | 0.9% | 0.9% | 0.0 pts | −355 sh | −2% |
| Reduced | DUKE REALTY CORP (DRE) | 0.9% | 0.8% | −0.1 pts | −1,087 sh | −2% |
| Reduced | GENERAL MILLS INC (GIS) | 1.0% | 1.0% | 0.0 pts | −676 sh | −2% |
| Reduced | HEWLETT PACKARD ENTERPRISE (HPE) | 1.8% | 1.6% | −0.1 pts | −4,197 sh | −1% |
| Reduced | EXTRA SPACE STORAGE INC (EXR) | 0.8% | 0.9% | 0.0 pts | −289 sh | −2% |
| Reduced | NASDAQ INC (NDAQ) | 0.7% | 0.8% | +0.1 pts | −880 sh | −2% |
| Reduced | PEPSICO INC (PEP) | 0.9% | 0.9% | 0.0 pts | −283 sh | −2% |
| Reduced | HP INC (HPQ) | 2.0% | 1.5% | −0.4 pts | −1,845 sh | −1% |
| Reduced | MICROSOFT CORP (MSFT) | 0.7% | 0.7% | −0.1 pts | −194 sh | −2% |
| Reduced | KELLOGG CO (K) | 1.0% | 0.9% | 0.0 pts | −634 sh | −2% |
| Reduced | ACCENTURE PLC-CL A (ACN) | 0.7% | 0.7% | 0.0 pts | −169 sh | −2% |
| Reduced | MARATHON PETROLEUM CORP (MPC) | 0.9% | 1.1% | +0.2 pts | −437 sh | −1% |
| Reduced | LKQ CORP (LKQ) | 0.9% | 0.9% | 0.0 pts | −911 sh | −2% |
| Reduced | PRINCIPAL FINANCIAL GROUP (PFG) | 1.1% | 1.2% | +0.1 pts | −570 sh | −1% |
| Reduced | COCA-COLA CO/THE (KO) | 0.9% | 0.8% | −0.1 pts | −730 sh | −2% |
| Reduced | PROLOGIS INC (PLD) | 0.8% | 0.7% | −0.1 pts | −395 sh | −2% |
| Reduced | APA CORP (APA) | 0.9% | 0.9% | 0.0 pts | −1,164 sh | −1% |
| Increased | ISHARES MSCI CHILE ETF (ECH) | 0.1% | 0.1% | 0.0 pts | +1,657 sh | +11% |
| Reduced | DISCOVER FINANCIAL SERVICES (DFS) | 0.9% | 0.9% | 0.0 pts | −430 sh | −1% |
| Reduced | MID-AMERICA APARTMENT COMM (MAA) | 0.8% | 0.8% | −0.1 pts | −251 sh | −2% |
| Reduced | ABBVIE INC (ABBV) | 1.0% | 0.9% | −0.1 pts | −281 sh | −1% |
| Reduced | FREEPORT-MCMORAN INC (FCX) | 0.8% | 0.8% | 0.0 pts | −1,245 sh | −1% |
| Reduced | TRAVELERS COS INC/THE (TRV) | 0.9% | 0.8% | −0.1 pts | −198 sh | −1% |
| Reduced | CAPITAL ONE FINANCIAL CORP (COF) | 0.8% | 0.7% | −0.1 pts | −329 sh | −2% |
The 50 largest of 92 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: AIG entered · HPE entered · TSN left · HPQ left
| # | Security | Weight before | Weight now | |
|---|---|---|---|---|
| 1 | ISHARES 1-3 YEAR TREASURY BO (SHY) | 27.8% | 27.7% | |
| 2 | INVESCO S&P 500 PURE VALUE E (RPV) | 7.9% | 8.4% | |
| 3 | ARCHER-DANIELS-MIDLAND CO (ADM) | 2.1% | 2.2% | |
| 4 | NUCOR CORP (NUE) | 2.1% | 2.2% | |
| 5 | MOSAIC CO/THE (MOS) | 2.1% | 2.2% | |
| 6 | CVS HEALTH CORP (CVS) | 2.0% | 2.0% | |
| 7 | METLIFE INC (MET) | 2.0% | 2.0% | |
| 8 | HARTFORD FINANCIAL SVCS GRP (HIG) | 1.9% | 1.8% | |
| 9 | AMERICAN INTERNATIONAL GROUP (AIG) | 1.8% | 1.7% | Entered the top 10 |
| 10 | HEWLETT PACKARD ENTERPRISE (HPE) | 1.8% | 1.6% | Entered the top 10 |
| — | TYSON FOODS INC-CL A (TSN) | 2.0% | 1.6% | Left the top 10 |
| — | HP INC (HPQ) | 2.0% | 1.5% | 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).