Mount Lucas Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$23.5M |
| 2 |
State Street SPDR S&P Retail ETF
XRT
|
+$10.4M |
| 3 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$8.3M |
| 4 |
State Street Materials Select Sector SPDR ETF
XLB
|
+$6.37M |
| 5 |
State Street SPDR S&P Metals & Mining ETF
XME
|
+$2.12M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Japan ETF
EWJ
|
+$7.04M |
| 2 |
GameStop
GME
|
+$5.6M |
| 3 |
Kohl's
KSS
|
+$5.56M |
| 4 |
DuPont de Nemours
DD
|
+$5.38M |
| 5 |
NE
Noble Corporation
NE
|
+$4.25M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 9.74% |
| 2 | Industrials | 9.12% |
| 3 | Financials | 8.38% |
| 4 | Energy | 5.67% |
| 5 | Technology | 3.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
101
iShares MSCI South Africa ETF
EZA
$547M
| – | – |
-33,027
| Closed | -$2.12M |
|
102
HEICO Corp
HEI
$49.8B
| – | – |
-8,198
| Closed | -$157K |
|
103
Tyler Technologies
TYL
$12.7B
| – | – |
-1,983
| Closed | -$175K |
|
104
United States Natural Gas Fund
UNG
$456M
| – | – |
-566
| Closed | -$200K |
|
105
Upbound Group
UPBD
$1.13B
| – | – |
-22,307
| Closed | -$677K |
|
|
AXE
106
DELISTED
Anixter International Inc
AXE
| – | – |
-2,085
| Closed | -$177K |
|
|
FNGN
107
DELISTED
Financial Engines, Inc.
FNGN
| – | – |
-3,035
| Closed | -$104K |
|
|
PRXL
108
DELISTED
Parexel International Corp
PRXL
| – | – |
-3,399
| Closed | -$214K |
|
|
TAL
109
DELISTED
TAL INTERNATIONAL GROUP, INC.
TAL
| – | – |
-17,801
| Closed | -$734K |
|
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Mount Lucas Management's Q4 2014 Portfolio in Review
As of Q4 2014, Mount Lucas Management held 109 positions worth $903M, up 56% from $578M the previous quarter. Its ten largest holdings account for 66% of the portfolio.
Mount Lucas Management deployed $177M of net new capital in Q4 2014, opening 18 new positions and adding to 52 existing holdings. Its largest new stake was State Street SPDR S&P Retail ETF: 231,026 shares worth $11.1M.
By sector, the portfolio is most concentrated in Consumer Discretionary at 9.7% of assets, down from 15% a quarter earlier, followed by Industrials and Financials.
On the sell side, the largest reduction was GameStop, an estimated $5.6M trimmed.
- Mount Lucas Management's largest Q4 2014 buy was State Street SPDR S&P Retail ETF: 231,026 shares worth $11.1M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2014, an estimated $23.5M increase.
- Mount Lucas Management's biggest Q4 2014 reduction was GameStop, cutting an estimated $5.6M.
- Mount Lucas Management fully exited iShares MSCI Japan ETF in Q4 2014, selling an estimated $7.04M.
- Mount Lucas Management's ten largest holdings make up 66% of its $903M portfolio in Q4 2014.
- Mount Lucas Management opened 18 new positions and closed 22 in Q4 2014.
- Mount Lucas Management's portfolio value rose 56% quarter-over-quarter to $903M.
Based on Mount Lucas Management's 13F filing for Q4 2014, filed 17 Feb 2015.