13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-16, with 93 holding rows worth $792,392,000.
- Accession
- 0001140361-15-041420
- Filer
- CIK 1185072
- Filed
- 2015-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 128 entries on the cover page, a total value of $792,392,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $792,392,000 with VALUE read as thousands by filing date, 13F file number 028-11021. The quarter's positions are built on this report. 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 | 464287904 | CALL | 5,982,500 | $196,106,000 | thousands by filing date | call |
| ISHARES TR | 464287457 | COM | 1,662,567 | $141,302,000 | thousands by filing date | |
| BARCLAYS BK PLC | 06742E951 | Cmn | 1,500,000 | $38,445,000 | thousands by filing date | put |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 358,019 | $35,633,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 366,288 | $35,618,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 846,226 | $31,412,000 | thousands by filing date | |
| ALLSTATE CORP COM | 020002101 | Stock | 303,665 | $17,685,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 355,583 | $16,279,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 351,014 | $16,263,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 269,990 | $16,226,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 207,494 | $15,944,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 530,374 | $15,921,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 382,190 | $15,750,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 1,148,368 | $15,583,000 | thousands by filing date | |
| METLIFE INC COM | 59156R108 | Stock | 330,046 | $15,561,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 191,017 | $14,185,000 | thousands by filing date | |
| XEROX CORP | 984121103 | COM | 1,313,376 | $12,779,000 | thousands by filing date | |
| TEGNA INC COM | 87901J105 | Stock | 487,138 | $10,907,000 | thousands by filing date | |
| DIAMOND OFFSHORE DRILLING IN | 25271C102 | COM | 618,672 | $10,703,000 | thousands by filing date | |
| CHESEPEAKE ENERGY CORP | 165167107 | COM | 1,195,314 | $8,762,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 81,703 | $7,882,000 | thousands by filing date | |
| DENBURY RES INC | 247916208 | COM NEW | 2,237,930 | $5,461,000 | thousands by filing date | |
| AVALONBAY CMNTYS INC COM | 053484101 | REIT | 25,165 | $4,400,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 20,112 | $4,256,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 36,757 | $4,247,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 77,763 | $4,230,000 | thousands by filing date | |
| DENBURY RESOURCES INC | 247916908 | COM | 1,725,000 | $4,209,000 | thousands by filing date | call |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 94,951 | $4,204,000 | thousands by filing date | |
| ESSEX PPTY TR INC COM | 297178105 | REIT | 18,729 | $4,185,000 | thousands by filing date | |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 50,132 | $4,119,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 134,125 | $4,110,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 5,625 | $4,071,000 | thousands by filing date | |
| KROGER CO COM | 501044101 | Stock | 111,982 | $4,039,000 | thousands by filing date | |
| Costco Wholesale Corporation | 22160K105 | COM | 27,895 | $4,033,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 31,909 | $3,995,000 | thousands by filing date | |
| BARD C R INC | 067383109 | COM | 21,154 | $3,941,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 78,947 | $3,932,000 | thousands by filing date | |
| GENERAL GROWTH PPTYS INC NEW | 370023103 | COM | 144,279 | $3,747,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 38,856 | $3,691,000 | thousands by filing date | |
| GANNETT SPINCO INC | 36473H104 | COM | 244,823 | $3,606,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 68,400 | $2,672,000 | thousands by filing date | |
| AMTRUST FINL SVCS INC | 032359309 | COM | 38,548 | $2,428,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 59,801 | $2,363,000 | thousands by filing date | |
| WESTERN REFNG INC | 959319104 | COM | 45,131 | $1,991,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 30,634 | $1,673,000 | thousands by filing date | |
| DELEK US HOLDINGS INC | 246647101 | COMMON STOCK | 53,937 | $1,494,000 | thousands by filing date | |
| GREEN PLAINS INC | 393222104 | COM | 62,063 | $1,208,000 | thousands by filing date | |
| DEAN FOODS CO NEW | 242370203 | COM NEW | 67,823 | $1,120,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 52,212 | $982,000 | thousands by filing date | |
| UPBOUND GROUP INC COM | 76009N100 | Stock | 37,702 | $914,000 | thousands by filing date | |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 62,872 | $852,000 | thousands by filing date | |
| ARLINGTON ASSET INVST CORP | 041356205 | CL A NEW | 39,630 | $557,000 | thousands by filing date | |
| JACK IN THE BOX INC | 466367109 | COM | 5,849 | $451,000 | thousands by filing date | |
| ISHARES INC MSCI ITALY CAP | 464286855 | ETF | 25,191 | $361,000 | thousands by filing date | |
| BANK OF THE OZARKS | 063904106 | COM | 7,102 | $311,000 | thousands by filing date | |
| PLUG PWR INC | 72919P202 | COM NEW | 160,000 | $293,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 2,160 | $288,000 | thousands by filing date | |
| SS&C TECH HLDGS COM | 78467J100 | Stock | 3,939 | $276,000 | thousands by filing date | |
| CRACKER BARREL OLD CTRY STOR | 22410J106 | COM | 1,726 | $254,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855R100 | COM | 3,694 | $254,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 3,579 | $244,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 2,331 | $244,000 | thousands by filing date | |
| STERIS CORP | 859152100 | COMMON STOCK | 3,555 | $231,000 | thousands by filing date | |
| COSI INC | 22122P200 | COM | 220,050 | $224,000 | thousands by filing date | |
| 1347 Property Insurance Holdings | 68244P107 | COM | 30,500 | $223,000 | thousands by filing date | |
| MAXIMUS INC | 577933104 | COM | 3,680 | $219,000 | thousands by filing date | |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 3,313 | $207,000 | thousands by filing date | |
| BERRY GLOBAL GROUP INC | 08579W103 | COM | 6,867 | $206,000 | thousands by filing date | |
| TREEHOUSE FOODS INC COM | 89469A104 | Stock | 2,585 | $201,000 | thousands by filing date | |
| TEAM HEALTH HOLDINGS INC | 87817A107 | COMMON STOCK | 3,725 | $201,000 | thousands by filing date | |
| NEONODE INC | 64051M402 | COM NEW | 80,000 | $195,000 | thousands by filing date | |
| KNIGHT TRANSN INC | 499064103 | COM | 8,060 | $193,000 | thousands by filing date | |
| GULFMARK OFFSHORE INC | 402629208 | COMMON STOCK | 27,063 | $165,000 | thousands by filing date | |
| ATLAS FINANCIAL HOLDINGS INC | G06207115 | SHS NEW | 7,500 | $139,000 | thousands by filing date | |
| POWERSECURE INTERNATIONAL IN | 73936N105 | COM | 12,000 | $138,000 | thousands by filing date | |
| CERAGON NETWORKS LTD ORD | M22013102 | Stock | 85,000 | $133,000 | thousands by filing date | |
| AGENUS INC | 00847G705 | COM NEW | 26,000 | $120,000 | thousands by filing date | |
| CLEARSIGN TECHNOLOGIES CORP | 185064102 | COM | 18,000 | $111,000 | thousands by filing date | |
| RESONANT INC | 76118L102 | COM | 18,000 | $84,000 | thousands by filing date | |
| ICONIX BRAND GROUP INC | 451055107 | COM | 5,901 | $80,000 | thousands by filing date | |
| TOP SHIPS INC | Y8897Y149 | SHS NEW 2014 | 85,603 | $80,000 | thousands by filing date | |
| ENERGOUS CORP | 29272C103 | COM | 11,500 | $79,000 | thousands by filing date | |
| BOVIE MEDICAL CORP | 10211F100 | COM | 40,000 | $78,000 | thousands by filing date | |
| RMG Networks Hldgs | 74966K102 | COM | 77,500 | $65,000 | thousands by filing date | |
| Alliqua BioMedical Inc | 019621200 | COM NEW | 17,000 | $54,000 | thousands by filing date | |
| TEL INSTR ELECTRS CORP | 879165207 | COM | 11,500 | $53,000 | thousands by filing date | |
| PIXELWORKS INC | 72581M305 | COM NEW | 14,000 | $51,000 | thousands by filing date | |
| ONCOSEC MED INC | 68234L207 | COM NEW | 9,000 | $46,000 | thousands by filing date | |
| ERICKSON AIR-CRANE INC | 29482P100 | COM | 14,000 | $44,000 | thousands by filing date | |
| OMNOVA SOLUTIONS INC | 682129101 | COMMON STOCK | 7,500 | $42,000 | thousands by filing date | |
| GLORI ENERGY INC | 379606106 | Cmn | 48,000 | $36,000 | thousands by filing date | |
| ADMA BIOLOGICS INC | 000899104 | COM | 2,500 | $21,000 | thousands by filing date | |
| FIRSTHAND TECHNOLOGY VALUE F | 33766Y100 | COM | 2,500 | $21,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-15-041420 | this filing | 2015-11-16 | acceptance time not in the bulk data set |