Mount Lucas Management LP — Q1 2017 13F 持股

Name: Mount Lucas Management LP — 13F Holdings, Q1 2017
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

申报总市值

US$2.7亿

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本季完整持股清单

#	代码	标的名称	资产子类别	占比	占比变动	持仓量变化
1	SHY	Ishares 1-3 Year Treasury Bo	ETF-政府公债	7.07%	+1.11%	-20.87%
2	BBY	Best Buy Co INC	股票-周期性消费	4.47%	—	+77.58%
3	UNM	Unum Group	股票-金融	4.25%	—	-21.24%
4	PFG	Principal Financial Group	股票-金融	4.22%	+0.33%	NEW
5	GLW	Corning INC	股票-科技	4.04%	—	+74.42%
6	EWJ	Ishares Msci Japan ETF	ETF-其他	2.42%	—	-1.73%
7	FITB	Fifth Third Bancorp	股票-金融	2.16%	—	-10.78%
8	HPE	Hewlett Packard Enterprise	股票-科技	2.08%	—	—
9	CCL1EUR	Carnival CORP LTD	股票-周期性消费	2.05%	—	—
10	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	2.02%	—	-6.48%
11	GM	General Motors Co	股票-周期性消费	2.00%	-0.53%	-54.66%
12	AFL	Aflac INC	股票-金融	1.99%	—	—
13	XLK	Ss Technology Select Sector	ETF-科技型	1.98%	—	-22.86%
14	XLY	Ss Consumer Disc Select Sect	ETF-其他	1.97%	—	-19.99%
15	MPC	Marathon Petroleum CORP	股票-能源	1.96%	+0.45%	NEW
16	XLB	Ss Materials Select Sector	ETF-其他	1.94%	—	-19.03%
17	XLP	Ss Consumer Staples Sel Sect	ETF-其他	1.92%	—	-3.24%
18	VLO	Valero Energy CORP	股票-能源	1.92%	—	—
19	XLV	Ss Health Care Select Sector	ETF-其他	1.92%	—	—
20	XLI	Ss Industrial Select Sector	ETF-其他	1.92%	—	-19.56%
21	✓	Tesoro CORP	股票-其他	1.89%	—	—
22	AIZ	Assurant INC	股票-金融	1.88%	—	-11.30%
23	WMT	Walmart INC	股票-非周期性消费	1.72%	-0.70%	EXIT
24	KSS	Kohls CORP	股票-周期性消费	1.62%	—	-10.07%
25	CTLEUR	Centurylink INC	股票-其他	1.57%	—	-8.86%
26	XLRE	Ss Real Estate Select Sector	ETF-其他	1.50%	—	+177914.18%
27	ITW	Illinois Tool Works	股票-工业	0.99%	—	+76.91%
28	ECH	Ishares Msci Chile ETF	ETF-其他	0.96%	—	-6.49%
29	EPI	Wisdomtree India Earnings	ETF-其他	0.95%	—	+45.20%
30	EWY	Ishares Msci South Korea ETF	ETF-其他	0.94%	—	-9.12%
31	EIDO	Ishares Msci Indonesia ETF	ETF-其他	0.94%	-0.39%	EXIT
32	THD	Ishares Msci Thailand ETF	ETF-其他	0.92%	—	-4.69%
33	GREKUSD	Global X Msci Greece ETF	ETF-其他	0.92%	—	+1.46%
34	EPOL	Ishares Msci Poland ETF	ETF-其他	0.91%	—	+56.65%
35	EWT	Ishares Msci Taiwan ETF	ETF-其他	0.91%	—	-6.75%
36	FXI	Ishares China Large-cap ETF	ETF-新兴市场	0.90%	-0.37%	EXIT
37	EWP	Ishares Msci Spain ETF	ETF-其他	0.90%	—	+52.07%
38	EZA	Ishares Msci South Africa Et	ETF-其他	0.89%	—	+114.16%
39	EPU	Ishares Msci Peru And Global	ETF-其他	0.88%	—	-5.79%
40	EWZ	Ishares Msci Brazil ETF	ETF-其他	0.88%	+3.06%	-11.84%
41	EWI	Ishares Msci Italy ETF	ETF-其他	0.87%	—	+51.69%
42	EWQ	Ishares Msci France ETF	ETF-其他	0.86%	—	+6.04%
43	EWN	Ishares Msci Netherlands ETF	ETF-其他	0.85%	—	+52.49%
44	EWG	Ishares Msci Germany ETF	ETF-其他	0.84%	-0.35%	EXIT
45	EWO	Ishares Msci Austria ETF	ETF-其他	0.84%	—	-5.62%
46	EWD	Ishares Msci Sweden ETF	ETF-其他	0.84%	—	+29.63%
47	EWL	Ishares Msci Switzerland ETF	ETF-其他	0.83%	—	—
48	EWU	Ishares Msci United Kingdom	ETF-其他	0.82%	—	+55.37%
49	WM	Waste Management INC	股票-工业	0.50%	—	-11.00%
50	RSG	Republic Services INC	股票-工业	0.50%	—	-23.54%

1–50 of 142

本季持股变动

Mount Lucas Management LP 于截至 Q1 2017 该季申报之持仓异动，含代码、发行人、权重变化、股数变化与操作类型
#	代码	标的名称	占比变动	持仓量变化	异动类型
1	BBY	Best Buy Co INC	+2.4%	+77.58%	加仓
2	GLW	Corning INC	+2.1%	+74.42%	加仓
3	PFG	Principal Financial Group	+2%	+66.16%	加仓
4	XLRE	Ss Real Estate Select Sector	+1.5%	+177914.18%	加仓
5	EIDO	Ishares Msci Indonesia ETF	+0.8%	+569.50%	加仓
6	EZA	Ishares Msci South Africa Et	+0.5%	+114.16%	加仓
7	ITW	Illinois Tool Works	+0.5%	+76.91%	加仓
8	EPOL	Ishares Msci Poland ETF	+0.4%	+56.65%	加仓
9	KSS	Kohls CORP	-0.5%	-10.07%	减仓
10	UNM	Unum Group	-0.6%	-21.24%	减仓
11	SHY	Ishares 1-3 Year Treasury Bo	-1.4%	-20.87%	减仓
12	GM	General Motors Co	-2.1%	-54.66%	减仓
13	PRU	Prudential Financial INC	—	EXIT	清仓
14	T	At&t INC	—	EXIT	清仓
15	NAVI	Navient CORP	—	EXIT	清仓
16	RIG	Transocean Ltd.	—	EXIT	清仓
17	ADM	Archer-daniels-midland Co	—	EXIT	清仓
18	✓	Spdr Series Trust	—	EXIT	清仓
19	HPE	Hewlett Packard Enterprise	—	NEW	新建仓
20	HIG	Hartford Insurance Group INC	—	EXIT	清仓
21	CCL1EUR	Carnival CORP LTD	—	NEW	新建仓
22	AFL	Aflac INC	—	NEW	新建仓
23	MPC	Marathon Petroleum CORP	—	NEW	新建仓
24	VLO	Valero Energy CORP	—	NEW	新建仓
25	XLV	Ss Health Care Select Sector	—	NEW	新建仓
26	✓	Tesoro CORP	—	NEW	新建仓
27	F	Ford Motor Co	—	EXIT	清仓
28	GME	Gamestop Corp-class A	—	EXIT	清仓
29	EWL	Ishares Msci Switzerland ETF	—	NEW	新建仓
30	✓	Denbury Resources INC	—	EXIT	清仓
31	UGA	United States Gas Fund LP	—	EXIT	清仓
32	✓	United States Natl Gas Fund	—	EXIT	清仓
33	✓	United Sts Diesel Heating Oi	—	EXIT	清仓
34	UPS	United Parcel Service, Inc.	—	EXIT	清仓
35	AJG	Arthur J Gallagher & Co	—	NEW	新建仓
36	APH	Amphenol Corp-cl A	—	NEW	新建仓
37	BA	Boeing Co/the	—	NEW	新建仓
38	GIS	General Mills INC	—	EXIT	清仓
39	TXN	Texas Instruments INC	—	NEW	新建仓
40	TMK	Torchmark CORP	—	NEW	新建仓
41	MCD	Mcdonald's CORP	—	EXIT	清仓
42	GD	General Dynamics CORP	—	NEW	新建仓
43	MKC	Mccormick & Co-non Vtg Shrs	—	EXIT	清仓
44	UNH	Unitedhealth Group INC	—	NEW	新建仓
45	KEL	Kellanova	—	EXIT	清仓
46	USB	US Bancorp	—	NEW	新建仓
47	CLX	Clorox Company	—	EXIT	清仓
48	CPB	THE Campbell's Company	—	EXIT	清仓
49	SOYB	Teucrium Soybean Fund	—	EXIT	清仓
50	PSA	Public Storage	—	EXIT	清仓