13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2015-03-31, filed 2015-05-15, with 105 holding rows worth $562,385,000.
- Accession
- 0001140361-15-020034
- Filer
- CIK 1185072
- Filed
- 2015-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2015
A holdings report, 140 entries on the cover page, a total value of $562,385,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $562,385,000 with VALUE read as thousands by filing date, 13F file number 028-11021. A later restatement replaced it, so the quarter does not use it. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ISHARES TR | 464287457 | COM | 733,925 | $62,296,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 511,095 | $36,374,000 | thousands by filing date | |
| GRAHAM HLDGS CO COM CL B | 384637104 | Stock | 20,795 | $21,827,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 306,289 | $19,487,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 178,098 | $19,257,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 245,573 | $19,216,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 170,335 | $17,441,000 | thousands by filing date | |
| DELTA AIR LINES INC COM NEW | 247361702 | Stock | 370,620 | $16,663,000 | thousands by filing date | |
| GANNETT INC | 364730101 | COM | 436,627 | $16,190,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 175,236 | $15,998,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 1,077,649 | $15,259,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 1,175,278 | $15,103,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 295,110 | $14,918,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 555,995 | $14,895,000 | thousands by filing date | |
| DENBURY RES INC | 247916208 | COM NEW | 1,977,613 | $14,417,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 381,133 | $14,403,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 228,201 | $14,014,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 411,611 | $13,884,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 121,757 | $8,827,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 115,843 | $8,729,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 176,461 | $8,601,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 153,269 | $8,548,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 82,732 | $8,538,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 204,390 | $8,470,000 | thousands by filing date | |
| NOBLE CORP PLC | G65431101 | SHS USD | 586,746 | $8,379,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 188,299 | $8,366,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 170,992 | $8,341,000 | thousands by filing date | |
| ISHARES | 464286848 | EXCHANGE TRADED | 583,189 | $7,307,000 | thousands by filing date | |
| DR PEPPER SNAPPLE GROUP INC | 26138E109 | COM | 59,735 | $4,688,000 | thousands by filing date | |
| CINTAS CORP COM | 172908105 | Stock | 56,432 | $4,607,000 | thousands by filing date | |
| FISERV INC | 337738108 | COM | 56,343 | $4,474,000 | thousands by filing date | |
| MARRIOTT INTL INC NEW CL A | 571903202 | Stock | 52,096 | $4,184,000 | thousands by filing date | |
| AMPHENOL CORP NEW | 032095101 | COM | 70,548 | $4,157,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 29,234 | $3,968,000 | thousands by filing date | |
| BALL CORP | 058498106 | COM | 55,980 | $3,954,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 22,377 | $3,899,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 50,068 | $3,839,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 16,653 | $3,828,000 | thousands by filing date | |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 128,582 | $3,800,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 70,041 | $3,799,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 25,005 | $3,788,000 | thousands by filing date | |
| Union Pacific Corporation | 907818108 | COM | 34,531 | $3,740,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 81,913 | $3,637,000 | thousands by filing date | |
| ISHARES TR | 46429B408 | CMN | 85,856 | $3,572,000 | thousands by filing date | |
| ISHARES | 464286731 | MSCI TAIWAN ETF | 224,033 | $3,526,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 68,497 | $3,426,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 148,382 | $3,383,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 138,897 | $3,349,000 | thousands by filing date | |
| LYONDELLBASELL INDUSTRIES NV SHS - A - | N53745100 | Stock | 33,022 | $2,900,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359309 | COM | 46,270 | $2,637,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A730 | S&P OILGAS EXP | 49,739 | $2,570,000 | thousands by filing date | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 93,817 | $2,372,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 115,804 | $1,994,000 | thousands by filing date | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 57,740 | $1,723,000 | thousands by filing date | |
| AMERICAN EQUITY INVT LIFE | 025676206 | COMMON STOCK | 51,210 | $1,492,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 29,787 | $1,276,000 | thousands by filing date | |
| GROUP 1 AUTOMOTIVE INC COM | 398905109 | Stock | 14,343 | $1,238,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 14,629 | $1,161,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 31,819 | $1,135,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 27,147 | $1,079,000 | thousands by filing date | |
| DEAN FOODS CO NEW | 242370203 | COM NEW | 64,925 | $1,073,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 21,419 | $1,058,000 | thousands by filing date | |
| KAISER ALUMINUM CORP | 483007704 | COM PAR $0.01 | 13,737 | $1,056,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 12,523 | $997,000 | thousands by filing date | |
| M.D.C. HOLDINGS INC | 552676108 | COM | 34,916 | $995,000 | thousands by filing date | |
| APOLLO INVT CORP | 03761U106 | COM | 126,995 | $975,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 64,816 | $951,000 | thousands by filing date | |
| ARLINGTON ASSET INVST CORP | 041356205 | CL A NEW | 35,176 | $846,000 | thousands by filing date | |
| UNIVERSAL CORP VA MTNS BK ENT COM | 913456109 | Stock | 17,880 | $843,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 26,220 | $749,000 | thousands by filing date | |
| ANDERSONS INC COM | 034164103 | Stock | 16,696 | $691,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 7,043 | $676,000 | thousands by filing date | |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 7,106 | $525,000 | thousands by filing date | |
| BANK OF THE OZARKS | 063904106 | COM | 13,870 | $512,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055107 | COM | 11,648 | $392,000 | thousands by filing date | |
| GULFMARK OFFSHORE INC | 402629208 | COMMON STOCK | 26,108 | $340,000 | thousands by filing date | |
| COSI INC | 22122P200 | COM | 126,900 | $338,000 | thousands by filing date | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 9,881 | $331,000 | thousands by filing date | |
| DIGITAL TURBINE INC | 25400W102 | COM NEW | 94,600 | $308,000 | thousands by filing date | |
| MANHATTAN ASSOCIATES INC COM | 562750109 | Stock | 5,964 | $302,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 3,434 | $278,000 | thousands by filing date | |
| PAPA JOHNS INTL INC | 698813102 | COM | 4,483 | $277,000 | thousands by filing date | |
| KNIGHT TRANSN INC | 499064103 | COM | 7,744 | $250,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 2,080 | $248,000 | thousands by filing date | |
| TARGA RES CORP COM | 87612G101 | Stock | 2,489 | $238,000 | thousands by filing date | |
| BANCORPSOUTH INC | 059692103 | COM | 9,648 | $224,000 | thousands by filing date | |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 2,493 | $212,000 | thousands by filing date | |
| TEAM HEALTH HOLDINGS INC | 87817A107 | COMMON STOCK | 3,593 | $210,000 | thousands by filing date | |
| NEONODE INC | 64051M402 | COM NEW | 65,000 | $206,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 4,450 | $174,000 | thousands by filing date | |
| TRISTATE CAP HLDGS INC COM | 89678F100 | COM | 16,000 | $168,000 | thousands by filing date | |
| 1347 Property Insurance Holdings | 68244P107 | COM | 20,000 | $152,000 | thousands by filing date | |
| CERAGON NETWORKS LTD ORD | M22013102 | Stock | 90,000 | $103,000 | thousands by filing date | |
| Intercloud Systems, Inc | 458488202 | com | 42,000 | $92,000 | thousands by filing date | |
| PLUG PWR INC | 72919P202 | COM NEW | 34,500 | $89,000 | thousands by filing date | |
| OMNOVA SOLUTIONS INC | 682129101 | COMMON STOCK | 9,500 | $81,000 | thousands by filing date | |
| CLEARSIGN TECHNOLOGIES CORP | 185064102 | COM | 14,400 | $76,000 | thousands by filing date | |
| TOP SHIPS INC | Y8897Y149 | SHS NEW 2014 | 65,000 | $71,000 | thousands by filing date | |
| PIXELWORKS INC | 72581M305 | COM NEW | 13,000 | $65,000 | thousands by filing date | |
| GLORI ENERGY INC | 379606106 | Cmn | 30,000 | $64,000 | thousands by filing date | |
| NW Biotherapeutics | 66737P600 | USD | 8,000 | $59,000 | thousands by filing date | |
| ENERGOUS CORP | 29272C103 | COM | 6,300 | $59,000 | thousands by filing date | |
| TURTLE BEACH CORP COM | 900450107 | Stock | 17,500 | $33,000 | thousands by filing date | |
| NXT ID INC COM | 67091J107 | Stock | 10,000 | $30,000 | thousands by filing date | |
| RMG Networks Hldgs | 74966K102 | COM | 20,000 | $25,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-15-020034 | this filing | 2015-05-15 | acceptance time not in the bulk data set | |
| 13F-HR/A 0001140361-15-020427 | base | 2015-05-15 | acceptance time not in the bulk data set |