Mount Lucas Management LP — Q4 2015 13F 持股

Name: Mount Lucas Management LP — 13F Holdings, Q4 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	SHY	Ishares 1-3 Year Treasury Bo	ETF-政府公債	22.54%	+1.11%	+8.48%
2	TRV	Travelers Cos Inc/the	股票-金融	5.92%	—	-1.05%
3	✓	Tesoro CORP	股票-其他	5.67%	—	-0.81%
4	BBY	Best Buy Co INC	股票-循環性消費	3.91%	—	+2.35%
5	VLO	Valero Energy CORP	股票-能源	2.89%	—	+2.02%
6	ALL	Allstate CORP	股票-金融	2.84%	—	+1.51%
7	XLP	Ss Consumer Staples Sel Sect	ETF-其他	2.81%	—	—
8	GM	General Motors Co	股票-循環性消費	2.76%	-0.53%	+3.14%
9	MPC	Marathon Petroleum CORP	股票-能源	2.75%	+0.45%	NEW
10	XLY	Ss Consumer Disc Select Sect	ETF-其他	2.73%	—	+23.25%
11	XLK	Ss Technology Select Sector	ETF-科技型	2.68%	—	—
12	PSX	Phillips 66	股票-能源	2.57%	—	+2.17%
13	F	Ford Motor Co	股票-循環性消費	2.46%	+0.46%	NEW
14	MET	Metlife INC	股票-金融	2.40%	—	+1.78%
15	HIG	Hartford Insurance Group INC	股票-金融	2.33%	—	+1.93%
16	SJNK	Ss Spdr Bb St Hi Yield ETF	ETF-其他	2.28%	—	—
17	XRX	Xerox Holdings Corporation	股票-工業	2.11%	—	+1.78%
18	DOEUR	Diamond Offshore Drilling	股票-其他	1.97%	—	+1.61%
19	TGNA	Tegna INC	股票-其他	1.87%	—	+1.56%
20	GME	Gamestop Corp-class A	股票-循環性消費	1.62%	—	+2.01%
21	✓	Spdr Series Trust	股票-其他	1.34%	—	—
22	CVS	Cvs Health CORP	股票-醫療保健	1.21%	—	+2.08%
23	PSA	Public Storage	股票-房地產	0.76%	—	+2.76%
24	CLX	Clorox Company	股票-非循環性消費	0.71%	—	+2.69%
25	KR	Kroger Co	股票-非循環性消費	0.71%	—	+2.01%
26	AVB	Avalonbay Communities INC	股票-房地產	0.70%	—	+2.42%
27	STZ	Constellation Brands Inc-a	股票-非循環性消費	0.69%	—	+2.31%
28	MO	Altria Group INC	股票-非循環性消費	0.69%	—	+2.51%
29	COST	Costco Wholesale CORP	股票-非循環性消費	0.68%	—	+2.01%
30	ESS	Essex Property Trust INC	股票-房地產	0.68%	—	+2.36%
31	REYN	Reynolds Consumer Products Inc.	股票-其他	0.67%	—	+2.73%
32	MKC	Mccormick & Co-non Vtg Shrs	股票-非循環性消費	0.65%	—	+2.98%
33	PGR	Progressive CORP	股票-金融	0.64%	-0.48%	+2.04%
34	WM	Waste Management INC	股票-工業	0.64%	—	+2.42%
35	AZO	Autozone INC	股票-循環性消費	0.63%	—	+1.97%
36	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	ETF-其他	0.63%	—	—
37	COR	Cencora INC	股票-醫療保健	0.61%	—	+2.36%
38	BCRUSD	Cr Bard INC	股票-其他	0.61%	—	+2.15%
39	GCI1EUR	Gannett Co INC	股票-其他	0.61%	—	+2.51%
40	✓	General Growth Pptys INC New	股票-其他	0.60%	—	+2.72%
41	OAK	Oaktree Capital Group LLC	股票-其他	0.60%	—	—
42	KKR	KKR & Co. Inc.	股票-金融	0.59%	—	—
43	APO	Apollo Global Management, Inc.	股票-金融	0.59%	—	—
44	CG	The Carlyle Group Inc.	股票-金融	0.58%	—	—
45	BXUSD	Blackstone Group Lp/the	股票-其他	0.56%	—	—
46	✓	Denbury Resources INC	股票-其他	0.53%	—	+2.75%
47	CHKEUR	Chesapeake Energy CORP	股票-其他	0.52%	—	-34.63%
48	DNREUR	Denbury Inc-pre Bankruptcy	股票-其他	0.44%	—	-34.25%
49	FAF	First American Financial	股票-金融	0.38%	—	+5.04%
50	CTB	Cooper Tire & Rubber	股票-其他	0.32%	—	-4.54%

1–50 of 114

本季持股變動

Mount Lucas Management LP 於截至 Q4 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	+4.7%	+8.48%	加碼
2	TRV	Travelers Cos Inc/the	+1.4%	-1.05%	減碼
3	✓	Tesoro CORP	+1.2%	-0.81%	減碼
4	XLY	Ss Consumer Disc Select Sect	+0.9%	+23.25%	加碼
5	VLO	Valero Energy CORP	+0.8%	+2.02%	加碼
6	GM	General Motors Co	+0.8%	+3.14%	加碼
7	MPC	Marathon Petroleum CORP	+0.7%	+1.95%	加碼
8	DOEUR	Diamond Offshore Drilling	+0.6%	+1.61%	加碼
9	ALL	Allstate CORP	+0.6%	+1.51%	加碼
10	PSX	Phillips 66	+0.6%	+2.17%	加碼
11	TGNA	Tegna INC	+0.5%	+1.56%	加碼
12	XRX	Xerox Holdings Corporation	+0.5%	+1.78%	加碼
13	F	Ford Motor Co	+0.5%	+2.46%	加碼
14	MET	Metlife INC	+0.4%	+1.78%	加碼
15	PSA	Public Storage	+0.2%	+2.76%	加碼
16	KR	Kroger Co	+0.2%	+2.01%	加碼
17	STZ	Constellation Brands Inc-a	+0.2%	+2.31%	加碼
18	CMC	Commercial Metals Co	+0.2%	+118.19%	加碼
19	COST	Costco Wholesale CORP	+0.2%	+2.01%	加碼
20	✓	Denbury Resources INC	—	+2.75%	加碼
21	BBY	Best Buy Co INC	-0.1%	+2.35%	加碼
22	DK	Delek US Holdings, Inc.	-0.1%	-46.77%	減碼
23	WDC	Western Digital Corporation	-0.1%	-43.57%	減碼
24	✓	Amtrust Financial Services	-0.2%	-49.71%	減碼
25	DNREUR	Denbury Inc-pre Bankruptcy	-0.3%	-34.25%	減碼
26	GME	Gamestop Corp-class A	-0.4%	+2.01%	加碼
27	CHKEUR	Chesapeake Energy CORP	-0.6%	-34.63%	減碼
28	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	清倉
29	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	—	EXIT	清倉
30	XLP	Ss Consumer Staples Sel Sect	—	NEW	新建倉
31	XLK	Ss Technology Select Sector	—	NEW	新建倉
32	SJNK	Ss Spdr Bb St Hi Yield ETF	—	NEW	新建倉
33	✓	Spdr Series Trust	—	NEW	新建倉
34	XOPUSD	Spdr S&p Oil & Gas Exp & Pr	—	NEW	新建倉
35	OAK	Oaktree Capital Group LLC	—	NEW	新建倉
36	KKR	KKR & Co. Inc.	—	NEW	新建倉
37	APO	Apollo Global Management, Inc.	—	NEW	新建倉
38	CG	The Carlyle Group Inc.	—	NEW	新建倉
39	BXUSD	Blackstone Group Lp/the	—	NEW	新建倉
40	CANE	Teucrium Sugar Fund	—	NEW	新建倉
41	XLF	Ss Financial Select Sector	—	NEW	新建倉
42	DFODQ	Dean Foods Co	—	EXIT	清倉
43	DHT	DHT Holdings, Inc.	—	NEW	新建倉
44	CNO	Cno Financial Group INC	—	EXIT	清倉
45	TNK	Teekay Tankers Ltd.	—	NEW	新建倉
46	✓	Alon USA Energy INC Com	—	NEW	新建倉
47	GBX	Greenbrier Companies INC	—	NEW	新建倉
48	TIME1EUR	Time INC	—	NEW	新建倉
49	✓	Atwood Oceanics INC	—	NEW	新建倉
50	AIEUR	Arlington Asset Investment-a	—	EXIT	清倉