Mount Lucas Management Portfolio holdings
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street Consumer Staples Select Sector SPDR ETF
XLP
|
+$18.7M |
| 2 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$18.2M |
| 3 |
State Street SPDR Bloomberg Short Term High Yield Bond ETF
SJNK
|
+$15.9M |
| 4 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$11.9M |
| 5 |
State Street SPDR S&P Oil & Gas Exploration & Production ETF
XOP
|
+$4.98M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CHK
Chesapeake Energy Corporation
CHK
|
+$2.57M |
| 2 |
DNR
Denbury Resources, Inc.
DNR
|
+$2.47M |
| 3 |
AFSI
AmTrust Financial Services, Inc.
AFSI
|
+$1.23M |
| 4 |
DF
Dean Foods Company
DF
|
+$1.12M |
| 5 |
CNO Financial Group
CNO
|
+$982K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 36.05% |
| 2 | Financials | 17.6% |
| 3 | Energy | 17.58% |
| 4 | Consumer Discretionary | 11.86% |
| 5 | Consumer Staples | 5.03% |
Similar funds
Mount Lucas Management's Q4 2015 Portfolio in Review
As of Q4 2015, Mount Lucas Management held 135 positions worth $675M, down 15% from $792M the previous quarter. Its ten largest holdings account for 55% of the portfolio.
Mount Lucas Management deployed $101M of net new capital in Q4 2015, opening 41 new positions and adding to 50 existing holdings. Its largest new stake was State Street Consumer Staples Select Sector SPDR ETF: 375,342 shares worth $19M.
By sector, the portfolio is most concentrated in Miscellaneous at 36% of assets, down from 50% a quarter earlier, followed by Financials and Energy.
On the sell side, the largest reduction was Chesapeake Energy Corporation, an estimated $2.57M trimmed.
- Mount Lucas Management's largest Q4 2015 buy was State Street Consumer Staples Select Sector SPDR ETF: 375,342 shares worth $19M.
- Mount Lucas Management added most to iShares 1-3 Year Treasury Bond ETF in Q4 2015, an estimated $11.9M increase.
- Mount Lucas Management's biggest Q4 2015 reduction was Chesapeake Energy Corporation, cutting an estimated $2.57M.
- Mount Lucas Management fully exited Dean Foods Company in Q4 2015, selling an estimated $1.12M.
- Mount Lucas Management's ten largest holdings make up 55% of its $675M portfolio in Q4 2015.
- Mount Lucas Management opened 41 new positions and closed 21 in Q4 2015.
- Mount Lucas Management's portfolio value fell 15% quarter-over-quarter to $675M.
Based on Mount Lucas Management's 13F filing for Q4 2015, filed 16 Feb 2016.