Mount Lucas Management LP — Q4 2013 13F 持股

Name: Mount Lucas Management LP — 13F Holdings, Q4 2013
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001185072

申報總市值

US$2.7億

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本季完整持股清單

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	✓	Safeway INC	股票-其他	7.24%	—	-2.75%
2	MUR	Murphy Oil CORP	股票-能源	5.95%	—	-2.67%
3	NOC	Northrop Grumman CORP	股票-工業	5.50%	—	-2.65%
4	STX	Seagate Technology Holdings plc	股票-科技	4.52%	—	-2.48%
5	WDC	Western Digital CORP	股票-科技	4.47%	—	-2.81%
6	LNC	Lincoln National CORP	股票-金融	4.28%	—	-2.84%
7	R	Ryder System INC	股票-工業	3.89%	—	-2.65%
8	XRX	Xerox Holdings Corporation	股票-工業	3.71%	—	-2.69%
9	UNM	Unum Group	股票-金融	3.50%	—	-2.69%
10	TSN	Tyson Foods Inc-cl A	股票-非循環性消費	3.46%	—	-2.88%
11	LYB	LyondellBasell Industries N.V.	股票-原物料	3.42%	—	-2.44%
12	JPM	Jpmorgan Chase & Co	股票-金融	3.38%	—	-2.46%
13	SLM	Slm CORP	股票-金融	3.29%	—	-2.60%
14	✓		股票-其他	3.24%	—	-3.19%
15	F	Ford Motor Co	股票-循環性消費	2.70%	+0.46%	NEW
16	VLO	Valero Energy CORP	股票-能源	2.69%	—	-2.67%
17	MPC	Marathon Petroleum CORP	股票-能源	2.64%	+0.45%	NEW
18	✓	Tesoro CORP	股票-其他	2.55%	—	-3.54%
19	MCK	Mckesson CORP	股票-醫療保健	0.95%	—	-2.96%
20	COR	Cencora INC	股票-醫療保健	0.94%	—	-2.89%
21	GHC	Graham Holdings Co-class B	股票-工業	0.88%	—	—
22	ECL	Ecolab INC	股票-原物料	0.85%	—	-2.86%
23	HON	Honeywell International INC	股票-工業	0.84%	—	-2.67%
24	TMK	Torchmark CORP	股票-其他	0.84%	—	-2.85%
25	CI	The Cigna Group	股票-醫療保健	0.82%	—	-3.11%
26	HRL	Hormel Foods CORP	股票-非循環性消費	0.82%	—	-2.76%
27	KR	Kroger Co	股票-非循環性消費	0.81%	—	-2.76%
28	TWXCHF	Time Warner INC	股票-其他	0.81%	—	-2.75%
29	JNJ	Johnson & Johnson	股票-醫療保健	0.80%	+0.77%	NEW
30	ROK	Rockwell Automation, Inc.	股票-工業	0.79%	—	-3.20%
31	XLE	Ss Energy Select Sector	ETF-其他	0.76%	—	+5.21%
32	XLB	Ss Materials Select Sector	ETF-其他	0.75%	—	-1.50%
33	CINF	Cincinnati Financial CORP	股票-金融	0.75%	—	-2.39%
34	XLY	Ss Consumer Disc Select Sect	ETF-其他	0.75%	—	-3.07%
35	XLI	Ss Industrial Select Sector	ETF-其他	0.74%	—	-5.57%
36	XLK	Ss Technology Select Sector	ETF-科技型	0.74%	—	-2.21%
37	HSY	Hershey Co/the	股票-非循環性消費	0.73%	—	-2.72%
38	BRK-B	Berkshire Hathaway Inc-cl B	股票-其他	0.73%	—	-3.09%
39	XLF	Ss Financial Select Sector	ETF-其他	0.73%	—	-2.13%
40	XLV	Ss Health Care Select Sector	ETF-其他	0.72%	—	-3.70%
41	XLP	Ss Consumer Staples Sel Sect	ETF-其他	0.72%	—	-0.60%
42	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-其他	0.72%	—	+16.57%
43	CLX	Clorox Company	股票-非循環性消費	0.71%	—	-2.40%
44	PFE	Pfizer INC	股票-醫療保健	0.71%	—	-2.44%
45	MKC	Mccormick & Co-non Vtg Shrs	股票-非循環性消費	0.63%	—	-2.72%
46	CAG	Conagra Brands INC	股票-非循環性消費	0.62%	—	-3.14%
47	CNO	Cno Financial Group INC	股票-金融	0.50%	—	-14.76%
48	EWT	iShares MSCI Taiwan ETF	ETF-其他	0.44%	—	-72.29%
49	EWM	iShares MSCI Malaysia ETF	ETF-其他	0.44%	—	+76.20%
50	MUSA	Murphy USA INC	股票-循環性消費	0.44%	—	-3.10%

1–50 of 88

本季持股變動

Mount Lucas Management LP 於截至 Q4 2013 該季申報之持倉異動，含代號、發行人、權重變化、股數變化與操作類型
#	代號	標的名稱	佔比變動	持倉量變化	異動類型
1	WDC	Western Digital CORP	+1%	-2.81%	減碼
2	STX	Seagate Technology Holdings plc	+0.9%	-2.48%	減碼
3	VLO	Valero Energy CORP	+0.8%	-2.67%	減碼
4	NOC	Northrop Grumman CORP	+0.8%	-2.65%	減碼
5	MPC	Marathon Petroleum CORP	+0.7%	-3.61%	減碼
6	LNC	Lincoln National CORP	+0.7%	-2.84%	減碼
7	R	Ryder System INC	+0.6%	-2.65%	減碼
8	✓	Tesoro CORP	+0.6%	-3.54%	減碼
9	XRX	Xerox Holdings Corporation	+0.5%	-2.69%	減碼
10	TSN	Tyson Foods Inc-cl A	+0.4%	-2.88%	減碼
11	UNM	Unum Group	+0.4%	-2.69%	減碼
12	JPM	Jpmorgan Chase & Co	+0.3%	-2.46%	減碼
13	MUR	Murphy Oil CORP	+0.2%	-2.67%	減碼
14	LYB	LyondellBasell Industries N.V.	+0.2%	-2.44%	減碼
15	EWM	iShares MSCI Malaysia ETF	+0.2%	+76.20%	加碼
16	✓		+0.2%	-3.19%	減碼
17	MCK	Mckesson CORP	+0.2%	-2.96%	減碼
18	XLU	St Sr Utl Sl Se Spdr Etf-usd	+0.1%	+16.57%	加碼
19	COR	Cencora INC	+0.1%	-2.89%	減碼
20	WDC	Western Digital Corporation	-0.1%	-53.30%	減碼
21	OLN	Olin CORP	-0.2%	-53.21%	減碼
22	✓	SFL Corporation Ltd.	-0.2%	-52.51%	減碼
23	FAF	First American Financial	-0.2%	-53.40%	減碼
24	WOR	Worthington Enterprises INC	-0.2%	-53.44%	減碼
25	GJB	Steelcase Inc-cl A	-0.2%	-53.31%	減碼
26	KALU	Kaiser Aluminum CORP	-0.2%	-53.40%	減碼
27	✓	Platinum Underwriter Hldgs L	-0.3%	-53.55%	減碼
28	F	Ford Motor Co	-0.4%	-3.48%	減碼
29	SMHC	VanEck China Semiconductor ETF	-0.9%	-83.58%	減碼
30	EWT	iShares MSCI Taiwan ETF	-1.1%	-72.29%	減碼
31	EWY	Ishares Msci South Korea ETF	-1.2%	-74.11%	減碼
32	FXI	Ishares China Large-cap ETF	-1.2%	-75.14%	減碼
33	EZA	Ishares Msci South Africa Et	—	EXIT	清倉
34	EPOL	Ishares Msci Poland ETF	—	EXIT	清倉
35	GHC	Graham Holdings Co-class B	—	NEW	新建倉
36	EWZ	Ishares Msci Brazil ETF	—	EXIT	清倉
37	✓	Washington Post Co	—	EXIT	清倉
38	ECH	Ishares Msci Chile ETF	—	EXIT	清倉
39	EPU	Ishares Msci Peru And Global	—	EXIT	清倉
40	THD	Ishares Msci Thailand ETF	—	EXIT	清倉
41	EPI	Wisdomtree India Earnings	—	EXIT	清倉
42	ANDE	Andersons Inc/the	—	NEW	新建倉
43	AELUSD	American Equity Invt Life Hl	—	NEW	新建倉
44	TAL	TAL Education Group	—	NEW	新建倉
45	✓	Valassis Communications INC Com	—	NEW	新建倉
46	MDC1USD	Mdc Holdings INC	—	NEW	新建倉
47	UVV	Universal Corp/va	—	NEW	新建倉
48	UPBD	Upbound Group INC	—	NEW	新建倉
49	DAN	Dana INC	—	NEW	新建倉
50	✓	Amtrust Financial Services	—	NEW	新建倉