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 | Energy | 17.44% |
| 2 | Financials | 16.92% |
| 3 | Consumer Discretionary | 11.85% |
| 4 | Consumer Staples | 5.03% |
| 5 | Industrials | 3.39% |
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 withdrew a net $117M in Q4 2015, closing 21 positions and reducing 16 holdings. Its most notable exit was Dean Foods Company, an estimated $1.12M position sold in full.
By sector, the portfolio is most concentrated in Energy at 17% of assets, up from 14% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Mount Lucas Management opened a new position in State Street Consumer Staples Select Sector SPDR ETF worth $19M.
- 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.