13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-15, with 143 holding rows worth $588,675,000.
- Accession
- 0001140361-16-076406
- Filer
- CIK 1185072
- Filed
- 2016-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 175 entries on the cover page, a total value of $588,675,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $588,675,000 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 | 464287457 | COM | 1,209,866 | $103,226,000 | thousands by filing date | |
| HARTFORD INSURANCE GROUP INC COM | 416515104 | Stock | 555,484 | $24,652,000 | thousands by filing date | |
| FORD MTR CO COM | 345370860 | Stock | 1,870,890 | $23,517,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 823,759 | $23,312,000 | thousands by filing date | |
| GAMESTOP CORP | 36467W109 | CL A | 707,817 | $18,814,000 | thousands by filing date | |
| AT&T Inc | 00206R102 | COM | 386,907 | $16,719,000 | thousands by filing date | |
| TRAVELERS COMPANIES INC COM | 89417E109 | Stock | 135,669 | $16,150,000 | thousands by filing date | |
| ARCHER DANIELS MIDLAND CO COM | 039483102 | Stock | 323,773 | $13,887,000 | thousands by filing date | |
| PHILLIPS 66 COM | 718546104 | Stock | 173,440 | $13,761,000 | thousands by filing date | |
| TRANSOCEAN LTD REGISTERED SHS | H8817H100 | Stock | 1,045,654 | $12,433,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 231,650 | $12,155,000 | thousands by filing date | |
| NAVIENT CORPORATION COM | 63938C108 | Stock | 993,407 | $11,872,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 373,197 | $11,864,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 208,811 | $11,516,000 | thousands by filing date | |
| PRUDENTIAL FINL INC COM | 744320102 | Stock | 161,327 | $11,509,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 225,206 | $11,486,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 363,151 | $11,113,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 291,857 | $11,079,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 196,539 | $11,008,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 145,373 | $10,891,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 234,019 | $10,844,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 241,662 | $10,481,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 145,819 | $10,456,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 127,711 | $9,969,000 | thousands by filing date | |
| SPDR SERIES TRUST | 78464A900 | ST STR SP BIOT | 276,200 | $9,615,000 | thousands by filing date | call |
| MCCORMICK & CO INC COM NON VTG | 579780206 | Stock | 72,997 | $7,787,000 | thousands by filing date | |
| CLOROX CO DEL | 189054109 | COM | 54,053 | $7,480,000 | thousands by filing date | |
| PUBLIC STORAGE COM | 74460D109 | REIT | 28,394 | $7,257,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 180,046 | $5,433,000 | thousands by filing date | |
| ISHARES TR | 46429B309 | MSCI INDONIA ETF | 205,453 | $5,025,000 | thousands by filing date | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 156,844 | $4,845,000 | thousands by filing date | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 131,575 | $4,842,000 | thousands by filing date | |
| ISHARES | 464286731 | MSCI TAIWAN ETF | 340,839 | $4,789,000 | thousands by filing date | |
| ISHARES TR | 46429B408 | CMN | 122,166 | $4,785,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 68,281 | $4,705,000 | thousands by filing date | |
| CONSTELLATION BRANDS INC CL A | 21036P108 | Stock | 26,327 | $4,355,000 | thousands by filing date | |
| REYNOLDS AMERICAN INC | 761713106 | COMMON STOCK | 79,208 | $4,272,000 | thousands by filing date | |
| BARD C R INC | 067383109 | COM | 17,398 | $4,092,000 | thousands by filing date | |
| Progressive Corporation | 743315103 | COM | 113,110 | $3,790,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 186,653 | $3,769,000 | thousands by filing date | |
| AUTOZONE INC COM | 053332102 | Stock | 4,607 | $3,657,000 | thousands by filing date | |
| DENBURY RESOURCES INC | 247916908 | COM | 1,016,700 | $3,650,000 | thousands by filing date | call |
| GENERAL MILLS INC COM | 370334104 | Stock | 48,482 | $3,458,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 65,268 | $3,399,000 | thousands by filing date | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 62,525 | $3,208,000 | thousands by filing date | |
| CVS Health Corporation | 126650100 | COM | 33,491 | $3,207,000 | thousands by filing date | |
| KELLANOVA | 487836108 | COM | 39,203 | $3,201,000 | thousands by filing date | |
| THE CAMPBELLS COMPANY COM | 134429109 | Stock | 46,190 | $3,073,000 | thousands by filing date | |
| KIMBERLY-CLARK CORP COM | 494368103 | Stock | 22,219 | $3,055,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 43,662 | $2,979,000 | thousands by filing date | |
| McDonalds Corporation | 580135101 | COM | 24,347 | $2,930,000 | thousands by filing date | |
| TEUCRIUM COMMODITY TR | 88166A409 | SUGAR FD | 209,470 | $2,714,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 20,755 | $2,625,000 | thousands by filing date | |
| TEUCRIUM COMMODITY TR | 88166A607 | SOYBEAN FD | 120,049 | $2,562,000 | thousands by filing date | |
| CENCORA INC COM | 03073E105 | Stock | 32,225 | $2,556,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 91,300 | $1,590,000 | thousands by filing date | |
| FIRST AMERN FINL CORP | 31847R102 | COM | 32,188 | $1,295,000 | thousands by filing date | |
| TEUCRIUM COMMODITY TR | 88166A102 | CORN FD SHS | 56,991 | $1,168,000 | thousands by filing date | |
| COMMERCIAL METALS CO COM | 201723103 | Stock | 65,857 | $1,113,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 61,499 | $1,113,000 | thousands by filing date | |
| ISHARES TR | 464288539 | MRTG PLS CAP IDX | 97,084 | $996,000 | thousands by filing date | |
| ISHARES TR | 464288687 | COM | 24,572 | $980,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | G81075106 | SHS | 61,932 | $913,000 | thousands by filing date | |
| OLD NATL BANCORP IND | 680033107 | COM | 72,354 | $907,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 56,156 | $895,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 16,484 | $891,000 | thousands by filing date | |
| TIME INC NEW | 887228104 | COM | 54,111 | $891,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 49,244 | $860,000 | thousands by filing date | |
| NORDIC AMERICAN TANKERS LIMI | G65773106 | COM | 61,163 | $850,000 | thousands by filing date | |
| GREENBRIER COS INC | 393657101 | COM | 27,494 | $801,000 | thousands by filing date | |
| STEELCASE INC-CLASS A | 858155203 | CL A | 58,719 | $797,000 | thousands by filing date | |
| ATWOOD OCEANICS INC | 050095108 | COM | 62,112 | $778,000 | thousands by filing date | |
| DHT HOLDINGS INC | Y2065G121 | SHS NEW | 147,619 | $743,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 16,594 | $735,000 | thousands by filing date | |
| COOPER TIRE & RUBR CO | 216831107 | COM | 24,441 | $729,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 5,529 | $625,000 | thousands by filing date | |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 148,839 | $625,000 | thousands by filing date | |
| ISHARES TR | 464288661 | 3 7 YR TREAS BD | 4,844 | $617,000 | thousands by filing date | |
| POOL CORP COM | 73278L105 | Stock | 5,845 | $550,000 | thousands by filing date | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 30,360 | $541,000 | thousands by filing date | |
| UPBOUND GROUP INC COM | 76009N100 | Stock | 41,317 | $507,000 | thousands by filing date | |
| TEEKAY TANKERS LTD | Y8565N102 | CL A | 137,976 | $411,000 | thousands by filing date | |
| ALON USA ENERGY INC | 020520102 | COM | 62,617 | $406,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 4,655 | $394,000 | thousands by filing date | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 8,471 | $393,000 | thousands by filing date | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 8,212 | $391,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 3,284 | $378,000 | thousands by filing date | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 7,652 | $378,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 5,194 | $371,000 | thousands by filing date | |
| POWERSHARES GLOBAL ETF FD | 73936G308 | S&P 500 BUYWRT | 16,068 | $333,000 | thousands by filing date | |
| PLUG PWR INC | 72919P202 | COM NEW | 175,000 | $326,000 | thousands by filing date | |
| CHEMED CORP NEW | 16359R103 | COM | 1,921 | $262,000 | thousands by filing date | |
| HELEN OF TROY CORP LTD | G4388N106 | COM | 2,506 | $258,000 | thousands by filing date | |
| CONVERGYS CORP | 212485106 | COM | 10,296 | $257,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 1,954 | $249,000 | thousands by filing date | |
| AMSURG CORP | 03232P405 | COM | 3,083 | $239,000 | thousands by filing date | |
| WEST PHARMACEUTICAL SVSC INC COM | 955306105 | Stock | 3,079 | $234,000 | thousands by filing date | |
| MONRO INC | 610236101 | COMMON STOCK | 3,652 | $232,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 1,657 | $229,000 | thousands by filing date | |
| ISHARES | 464286830 | EXCHANGE TRADED | 27,331 | $227,000 | thousands by filing date | |
| MAXIMUS INC | 577933104 | COM | 4,013 | $222,000 | thousands by filing date | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 4,817 | $220,000 | thousands by filing date | |
| BRIGHT HORIZONS FAM SOL IN DEL COM | 109194100 | Stock | 3,309 | $219,000 | thousands by filing date | |
| 1347 Property Insurance Holdings | 68244P107 | COM | 34,000 | $217,000 | thousands by filing date | |
| ISHARES MSCI TURKEY ETF | 464286715 | ETF | 5,457 | $216,000 | thousands by filing date | |
| STERLING BANCORP DEL | 85917A100 | COM | 13,552 | $213,000 | thousands by filing date | |
| ZIFF DAVIS INC | 48123V102 | COM | 3,332 | $210,000 | thousands by filing date | |
| ACCENDRA HEALTH INC | 690732102 | COM | 5,341 | $200,000 | thousands by filing date | |
| CSG SYSTEMS | 126349109 | COM | 4,718 | $190,000 | thousands by filing date | |
| AXCELIS TECHNOLOGIES INC | 054540208 | COM NEW | 17,000 | $183,000 | thousands by filing date | |
| BOFI HOLDING INC | 05566U108 | COMMON STOCK | 7,224 | $128,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 3,441 | $121,000 | thousands by filing date | |
| COSI INC | 22122P200 | COM | 240,000 | $120,000 | thousands by filing date | |
| NEONODE INC | 64051M402 | COM NEW | 76,864 | $112,000 | thousands by filing date | |
| AGENUS INC | 00847G705 | COM NEW | 27,000 | $109,000 | thousands by filing date | |
| ISHARES TR | 46429B770 | ISHARES INT INFL LINKED BOND | 2,330 | $101,000 | thousands by filing date | |
| RESONANT INC | 76118L102 | COM | 23,000 | $101,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 813 | $100,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 849 | $99,000 | thousands by filing date | |
| ISHARES TR | 464288414 | NATIONAL MUN ETF | 862 | $98,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 1,917 | $97,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 918 | $97,000 | thousands by filing date | |
| INTREXON CORP | 46122T102 | COM | 3,900 | $96,000 | thousands by filing date | |
| ATLAS FINANCIAL HOLDINGS INC | G06207115 | SHS NEW | 5,500 | $95,000 | thousands by filing date | |
| AV HOMES INC | 00234P102 | COM | 7,000 | $86,000 | thousands by filing date | |
| RMG Networks Hldgs | 74966K102 | COM | 79,955 | $78,000 | thousands by filing date | |
| JERNIGAN CAP INC | 476405105 | COM | 4,700 | $66,000 | thousands by filing date | |
| GLOBAL SHIP LEASE INC NEW | Y27183105 | SHS A | 50,000 | $64,000 | thousands by filing date | |
| COMSTOCK RESOURCES INC | 205768203 | COM | 14,500 | $61,000 | thousands by filing date | |
| VUZIX CORP | 92921W300 | COM NEW | 8,000 | $60,000 | thousands by filing date | |
| TEL INSTR ELECTRS CORP | 879165207 | COM | 12,000 | $52,000 | thousands by filing date | |
| REVOLUTION LIGHTING TECHNOLO | 76155G206 | COM NEW | 8,000 | $49,000 | thousands by filing date | |
| SILVER SPRING NETWORKS INC | 82817Q103 | COM | 3,800 | $46,000 | thousands by filing date | |
| DIREXION SHS ETF TR | 25459Y371 | DLY S&P 500 BEAR | 3,000 | $42,000 | thousands by filing date | |
| DIREXION SHS ETF TR | 25490K539 | DAILY FINL BEAR | 1,000 | $38,000 | thousands by filing date | |
| ZIOPHARM ONCOLOGY INC | 98973P101 | COM | 6,000 | $33,000 | thousands by filing date | |
| FIBROCELL SCIENCE INC | 315721209 | COM NEW | 20,500 | $24,000 | thousands by filing date | |
| TOP SHIPS INC | Y8897Y156 | SHS NEW 2016 | 13,500 | $23,000 | thousands by filing date | |
| ORAGENICS INC | 684023203 | COM NEW | 40,000 | $20,000 | thousands by filing date | |
| SYNTHETIC BIOLOGICS INC | 87164U102 | COM | 10,000 | $18,000 | thousands by filing date | |
| OVASCIENCE INC | 69014Q101 | COM | 3,300 | $17,000 | thousands by filing date | |
| Ocugen | 43358V109 | Common | 9,500 | $16,000 | thousands by filing date | |
| AMPLIPHI BIOSCIENCES ORD SHS | 03211P202 | COM | 7,300 | $11,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-16-076406 | this filing | 2016-08-15 | acceptance time not in the bulk data set |