Mount Lucas Management LP — Q3 2015 13F 持股

Name: Mount Lucas Management LP — 13F Holdings, Q3 2015
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	TLT	iShares 20+ Year Treasury Bond ETF	ETF-政府公債	24.75%	—	—
2	SHY	Ishares 1-3 Year Treasury Bo	ETF-政府公債	17.83%	+1.11%	+136.35%
3	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	股票-其他	4.85%	—	—
4	TRV	Travelers Cos Inc/the	股票-金融	4.50%	—	+100.13%
5	✓	Tesoro CORP	股票-其他	4.49%	—	+108.25%
6	BBY	Best Buy Co INC	股票-循環性消費	3.96%	—	+120.73%
7	ALL	Allstate CORP	股票-金融	2.23%	—	+298.99%
8	HIG	Hartford Insurance Group INC	股票-金融	2.05%	—	—
9	MPC	Marathon Petroleum CORP	股票-能源	2.05%	+0.45%	NEW
10	VLO	Valero Energy CORP	股票-能源	2.05%	—	-12.24%
11	PSX	Phillips 66	股票-能源	2.01%	—	—
12	GM	General Motors Co	股票-循環性消費	2.01%	-0.53%	—
13	GME	Gamestop Corp-class A	股票-循環性消費	1.99%	—	—
14	F	Ford Motor Co	股票-循環性消費	1.97%	+0.46%	NEW
15	MET	Metlife INC	股票-金融	1.96%	—	+11.20%
16	XLY	Ss Consumer Disc Select Sect	ETF-其他	1.79%	—	+47.74%
17	XRX	Xerox Holdings Corporation	股票-工業	1.61%	—	+11.18%
18	TGNA	Tegna INC	股票-其他	1.38%	—	+11.10%
19	DOEUR	Diamond Offshore Drilling	股票-其他	1.35%	—	+10.92%
20	CHKEUR	Chesapeake Energy CORP	股票-其他	1.11%	—	+10.38%
21	CVS	Cvs Health CORP	股票-醫療保健	0.99%	—	-1.40%
22	DNREUR	Denbury Inc-pre Bankruptcy	股票-其他	0.69%	—	+12.33%
23	AVB	Avalonbay Communities INC	股票-房地產	0.56%	—	+11.27%
24	PSA	Public Storage	股票-房地產	0.54%	—	—
25	CLX	Clorox Company	股票-非循環性消費	0.54%	—	—
26	MO	Altria Group INC	股票-非循環性消費	0.53%	—	+11.82%
27	✓	Denbury Resources INC	股票-其他	0.53%	—	—
28	REYN	Reynolds Consumer Products Inc.	股票-其他	0.53%	—	—
29	ESS	Essex Property Trust INC	股票-房地產	0.53%	—	+11.15%
30	MKC	Mccormick & Co-non Vtg Shrs	股票-非循環性消費	0.52%	—	—
31	PGR	Progressive CORP	股票-金融	0.52%	-0.48%	—
32	AZO	Autozone INC	股票-循環性消費	0.51%	—	—
33	KR	Kroger Co	股票-非循環性消費	0.51%	—	+121.82%
34	COST	Costco Wholesale CORP	股票-非循環性消費	0.51%	—	+10.59%
35	STZ	Constellation Brands Inc-a	股票-非循環性消費	0.50%	—	—
36	BCRUSD	Cr Bard INC	股票-其他	0.50%	—	—
37	WM	Waste Management INC	股票-工業	0.50%	—	+11.31%
38	✓	General Growth Pptys INC New	股票-其他	0.47%	—	+10.96%
39	COR	Cencora INC	股票-醫療保健	0.47%	—	—
40	GCI1EUR	Gannett Co INC	股票-其他	0.46%	—	+11.68%
41	FAF	First American Financial	股票-金融	0.34%	—	-0.29%
42	✓	Amtrust Financial Services	股票-其他	0.31%	—	—
43	CTB	Cooper Tire & Rubber	股票-其他	0.30%	—	-0.67%
44	WDC	Western Digital Corporation	股票-科技	0.25%	—	-0.22%
45	CALM	Cal-maine Foods INC	股票-非循環性消費	0.21%	—	-0.36%
46	DK	Delek US Holdings, Inc.	股票-其他	0.19%	—	-0.50%
47	GPRE	Green Plains INC	股票-其他	0.15%	—	-0.26%
48	DFODQ	Dean Foods Co	股票-其他	0.14%	—	-0.54%
49	CNO	Cno Financial Group INC	股票-金融	0.12%	—	-0.55%
50	UPBD	Upbound Group INC	股票-其他	0.12%	—	+0.06%

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本季持股變動

Mount Lucas Management LP 於截至 Q3 2015 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	SHY	Ishares 1-3 Year Treasury Bo	+6.4%	+136.35%	加碼
2	✓	Tesoro CORP	+1.7%	+108.25%	加碼
3	BBY	Best Buy Co INC	+1.6%	+120.73%	加碼
4	ALL	Allstate CORP	+1.3%	+298.99%	加碼
5	TRV	Travelers Cos Inc/the	+1.2%	+100.13%	加碼
6	XLY	Ss Consumer Disc Select Sect	-0.1%	+47.74%	加碼
7	CHKEUR	Chesapeake Energy CORP	-1.2%	+10.38%	加碼
8	DOEUR	Diamond Offshore Drilling	-1.4%	+10.92%	加碼
9	DNREUR	Denbury Inc-pre Bankruptcy	-1.7%	+12.33%	加碼
10	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	新建倉
11	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	—	NEW	新建倉
12	✓	Ishares China Large-cap ETF	—	EXIT	清倉
13	GHC	Graham Holdings Co-class B	—	EXIT	清倉
14	HIG	Hartford Insurance Group INC	—	NEW	新建倉
15	PSX	Phillips 66	—	NEW	新建倉
16	GM	General Motors Co	—	NEW	新建倉
17	GME	Gamestop Corp-class A	—	NEW	新建倉
18	F	Ford Motor Co	—	NEW	新建倉
19	KSS	Kohls CORP	—	EXIT	清倉
20	DAL	Delta Air Lines INC	—	EXIT	清倉
21	UNM	Unum Group	—	EXIT	清倉
22	XLV	Ss Health Care Select Sector	—	EXIT	清倉
23	XLP	Ss Consumer Staples Sel Sect	—	EXIT	清倉
24	XLK	Ss Technology Select Sector	—	EXIT	清倉
25	XLI	Ss Industrial Select Sector	—	EXIT	清倉
26	NE	Noble Corporation plc	—	EXIT	清倉
27	XLB	Ss Materials Select Sector	—	EXIT	清倉
28	ACWI	iShares MSCI ACWI ETF	—	EXIT	清倉
29	CTAS	Cintas CORP	—	EXIT	清倉
30	FISV	Fiserv INC	—	EXIT	清倉
31	RIG	Transocean Ltd.	—	EXIT	清倉
32	KDP	Keurig Dr Pepper Inc.	—	EXIT	清倉
33	PSA	Public Storage	—	NEW	新建倉
34	CLX	Clorox Company	—	NEW	新建倉
35	✓	Denbury Resources INC	—	NEW	新建倉
36	REYN	Reynolds Consumer Products Inc.	—	NEW	新建倉
37	GD	General Dynamics CORP	—	EXIT	清倉
38	MKC	Mccormick & Co-non Vtg Shrs	—	NEW	新建倉
39	PGR	Progressive CORP	—	NEW	新建倉
40	APH	Amphenol Corp-cl A	—	EXIT	清倉
41	AZO	Autozone INC	—	NEW	新建倉
42	STZ	Constellation Brands Inc-a	—	NEW	新建倉
43	BCRUSD	Cr Bard INC	—	NEW	新建倉
44	BALL	Ball CORP	—	EXIT	清倉
45	MAR	Marriott International -cl A	—	EXIT	清倉
46	COR	Cencora INC	—	NEW	新建倉
47	FXI	Ishares China Large-cap ETF	—	EXIT	清倉
48	LYB	LyondellBasell Industries N.V.	—	EXIT	清倉
49	XLF	Ss Financial Select Sector	—	EXIT	清倉
50	UNP	Union Pacific CORP	—	EXIT	清倉