13F-HR filed by Mount Lucas Management LP
Mount Lucas Management LP filed this 13F-HR for the quarter ended 2017-03-31, filed 2017-05-15, with 142 holding rows worth $502,074,000.
- Accession
- 0001140361-17-020223
- Filer
- CIK 1185072
- Filed
- 2017-05-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2017
A holdings report, 177 entries on the cover page, a total value of $502,074,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $502,074,000 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 | 419,746 | $35,477,000 | thousands by filing date | |
| BEST BUY INC COM | 086516101 | Stock | 456,814 | $22,452,000 | thousands by filing date | |
| UNUM GROUP COM | 91529Y106 | Stock | 454,887 | $21,329,000 | thousands by filing date | |
| PRINCIPAL FINANCIAL GROUP INC COM | 74251V102 | Stock | 335,357 | $21,165,000 | thousands by filing date | |
| CORNING INC | 219350105 | COM | 752,139 | $20,308,000 | thousands by filing date | |
| iShares MSCI Japan ETF | 46434G822 | SHS | 236,301 | $12,170,000 | thousands by filing date | |
| FIFTH THIRD BANCORP COM | 316773100 | Stock | 427,312 | $10,854,000 | thousands by filing date | |
| HEWLETT PACKARD ENTERPRISE CO COM | 42824C109 | Stock | 441,420 | $10,462,000 | thousands by filing date | |
| CARNIVAL CORP COMMON STOCK | 143658300 | Stock | 174,559 | $10,283,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 197,535 | $10,136,000 | thousands by filing date | |
| GENERAL MTRS CO COM | 37045V100 | Stock | 284,039 | $10,044,000 | thousands by filing date | |
| AFLAC INC COM | 001055102 | Stock | 137,634 | $9,967,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 186,080 | $9,920,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 112,687 | $9,911,000 | thousands by filing date | |
| MARATHON PETE CORP COM | 56585A102 | Stock | 194,243 | $9,817,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 186,303 | $9,764,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 177,040 | $9,663,000 | thousands by filing date | |
| VALERO ENERGY CORP COM | 91913Y100 | Stock | 145,735 | $9,660,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 129,870 | $9,657,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 148,010 | $9,630,000 | thousands by filing date | |
| TESORO CORP | 881609101 | COM | 117,159 | $9,497,000 | thousands by filing date | |
| ASSURANT INC COM | 04621X108 | Stock | 98,435 | $9,417,000 | thousands by filing date | |
| Walmart Inc. | 931142103 | COM | 119,686 | $8,627,000 | thousands by filing date | |
| KOHLS CORP | 500255104 | COM | 204,639 | $8,147,000 | thousands by filing date | |
| CENTURYLINK INC | 156700106 | COM | 334,202 | $7,877,000 | thousands by filing date | |
| Real Estate Select Sector SPDR Fund | 81369Y860 | SHS | 238,539 | $7,538,000 | thousands by filing date | |
| ILLINOIS TOOL WKS INC | 452308109 | COM | 37,338 | $4,946,000 | thousands by filing date | |
| ISHARES INC MSCI CHILE ETF | 464286640 | MSCI CHILE ETF | 110,745 | $4,824,000 | thousands by filing date | |
| WISDOMTREE TR | 97717W422 | INDIA ERNGS FD | 197,534 | $4,766,000 | thousands by filing date | |
| ISHARES INC MSCI STH KOR ETF | 464286772 | MSCI STH KOR ETF | 76,193 | $4,714,000 | thousands by filing date | |
| ISHARES TR | 46429B309 | MSCI INDONIA ETF | 182,192 | $4,699,000 | thousands by filing date | |
| ISHARES INC | 464286624 | MSCI THAILND ETF | 59,483 | $4,639,000 | thousands by filing date | |
| GLOBAL X FTSE GREECE 20 ETF | 37950E366 | COMMON | 578,713 | $4,607,000 | thousands by filing date | |
| ISHARES TR | 46429B606 | MSCI POLAND ETF | 212,369 | $4,583,000 | thousands by filing date | |
| ISHARES INC MSCI TAIWAN ETF | 46434G772 | MSCI TAIWAN ETF | 137,755 | $4,578,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 116,803 | $4,496,000 | thousands by filing date | |
| ISHARES INC MSCI SPAIN ETF | 464286764 | MSCI SPAIN ETF | 147,810 | $4,495,000 | thousands by filing date | |
| ISHARES INC | 464286780 | MSCI STH AFR ETF | 81,140 | $4,478,000 | thousands by filing date | |
| ISHARES TR | 464289842 | MSCI PERU GL ETF | 130,312 | $4,441,000 | thousands by filing date | |
| ISHARES INC MSCI BRAZIL ETF | 464286400 | MSCI BRAZIL ETF | 118,258 | $4,430,000 | thousands by filing date | |
| ISHARES INC | 46434G830 | MSCI ITALY ETF | 170,623 | $4,392,000 | thousands by filing date | |
| ISHARES INC MSCI FRANCE ETF | 464286707 | ETF | 161,992 | $4,294,000 | thousands by filing date | |
| ISHARES MSCI NETHERLANDSETF | 464286814 | ETF | 158,555 | $4,251,000 | thousands by filing date | |
| ISHARES INC MSCI GERMANY ETF | 464286806 | MSCI GERMANY ETF | 146,629 | $4,216,000 | thousands by filing date | |
| ISHARES INC | 464286202 | MSCI AUSTRIA ETF | 231,910 | $4,214,000 | thousands by filing date | |
| ISHARES INC | 464286756 | MSCI SWEDEN ETF | 133,132 | $4,203,000 | thousands by filing date | |
| ISHARES INC | 464286749 | MSCI SWITZERLAND | 130,001 | $4,157,000 | thousands by filing date | |
| ISHARES TR MSCI UK ETF NEW | 46435G334 | MSCI UK ETF NEW | 126,456 | $4,116,000 | thousands by filing date | |
| Waste Management, Inc. | 94106L109 | COM | 34,596 | $2,523,000 | thousands by filing date | |
| REPUBLIC SVCS INC COM | 760759100 | Stock | 39,596 | $2,487,000 | thousands by filing date | |
| GALLAGHER ARTHUR J & CO COM | 363576109 | Stock | 43,833 | $2,478,000 | thousands by filing date | |
| AMPHENOL CORP NEW | 032095101 | COM | 34,788 | $2,476,000 | thousands by filing date | |
| Boeing Company | 097023105 | COM | 13,983 | $2,473,000 | thousands by filing date | |
| Texas Instruments Incorporated | 882508104 | COM | 30,575 | $2,463,000 | thousands by filing date | |
| TORCHMARK CORP | 891027104 | COM | 31,825 | $2,451,000 | thousands by filing date | |
| GENERAL DYNAMICS CORP COM | 369550108 | Stock | 13,052 | $2,443,000 | thousands by filing date | |
| NORTHROP GRUMMAN CORP COM | 666807102 | Stock | 10,252 | $2,438,000 | thousands by filing date | |
| Marsh & McLennan Companies,Inc. | 571748102 | COM | 32,912 | $2,432,000 | thousands by filing date | |
| RAYTHEON CO | 755111507 | COM NEW | 15,873 | $2,421,000 | thousands by filing date | |
| UnitedHealth Group Inc | 91324P102 | COM | 14,560 | $2,388,000 | thousands by filing date | |
| UNITED STS COMMODITY INDEX F | 911718104 | CM REP COPP FD | 137,643 | $2,383,000 | thousands by filing date | |
| 3M CO COM | 88579Y101 | Stock | 12,431 | $2,379,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 99,805 | $2,368,000 | thousands by filing date | |
| USBANCORPDEL | 902973304 | COM NEW | 45,703 | $2,354,000 | thousands by filing date | |
| SYSCOCORP | 871829107 | COM | 44,055 | $2,288,000 | thousands by filing date | |
| BECTON DICKINSON & CO | 075887109 | COM | 12,366 | $2,269,000 | thousands by filing date | |
| Procter & Gamble Co | 742718109 | COM | 24,766 | $2,226,000 | thousands by filing date | |
| PAYCHEX INC | 704326107 | COM | 37,485 | $2,208,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 27,885 | $1,949,000 | thousands by filing date | |
| BANC OF CALIFORNIA INC | 05990K106 | COMMON STOCK | 92,688 | $1,919,000 | thousands by filing date | |
| CNO FINL GROUP INC | 12621E103 | COM | 83,656 | $1,715,000 | thousands by filing date | |
| STEELCASE INC-CLASS A | 858155203 | CL A | 99,775 | $1,671,000 | thousands by filing date | |
| VANECK RUSSIA ETF | 92189F403 | ETF | 71,169 | $1,471,000 | thousands by filing date | |
| AMERICAN EAGLE OUTFITTERS INC COM | 02553E106 | Stock | 86,340 | $1,211,000 | thousands by filing date | |
| OLD NATL BANCORP IND | 680033107 | COM | 62,380 | $1,082,000 | thousands by filing date | |
| GATX CORP COM | 361448103 | Stock | 15,037 | $917,000 | thousands by filing date | |
| OFFICE DEPOT INC | 676220106 | COM | 194,931 | $909,000 | thousands by filing date | |
| SHIP FINANCE INTL LTD | G81075106 | SHS | 57,410 | $844,000 | thousands by filing date | |
| TRINSEO S A | L9340P101 | SHS | 11,867 | $796,000 | thousands by filing date | |
| DEAN FOODS CO NEW | 242370203 | COM NEW | 39,802 | $783,000 | thousands by filing date | |
| iShares Mortgage Real Estate ETF | 46435G342 | SHS | 16,182 | $733,000 | thousands by filing date | |
| SANDERSON FARMS | 800013104 | COM | 6,934 | $720,000 | thousands by filing date | |
| SPDR SER TR | 78464A359 | BBG CONV SEC ETF | 14,934 | $718,000 | thousands by filing date | |
| POWERSHARES | 73936Q769 | EXCHANGE TRADED | 30,564 | $711,000 | thousands by filing date | |
| iShares MSCI Mexico ETF | 464286822 | SHS | 13,835 | $708,000 | thousands by filing date | |
| CYS INVTS INC | 12673A108 | COM | 82,076 | $653,000 | thousands by filing date | |
| SCORPIO TANKERS INC | Y7542C106 | COMMON STOCK-FO | 133,328 | $592,000 | thousands by filing date | |
| CAL MAINE FOODS INC COM NEW | 128030202 | Stock | 14,047 | $517,000 | thousands by filing date | |
| ISHARES GLOBAL HIGH YIELD CO | 464286178 | US INTL HGH YLD | 9,638 | $476,000 | thousands by filing date | |
| iShares 0-5 Year High Yield Corporate Bond ETF | 46434V407 | COM | 9,940 | $475,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 5,401 | $474,000 | thousands by filing date | |
| SPDR INDEX SHS FDS | 78463X772 | S&P INTL ETF | 11,985 | $456,000 | thousands by filing date | |
| NORDIC AMERICAN TANKERS LIMI | G65773106 | COM | 55,626 | $455,000 | thousands by filing date | |
| ISHARES TR | 464288281 | JPMORGAN USD EMG | 3,935 | $447,000 | thousands by filing date | |
| POWERSHARES GLOBAL ETF FD | 73936G308 | S&P 500 BUYWRT | 20,273 | $447,000 | thousands by filing date | |
| ISHARES INC | 464286285 | JP MRGN EM HI BD | 8,929 | $446,000 | thousands by filing date | |
| Vanguard High Dividend Yield ETF | 921946406 | SHS | 5,715 | $444,000 | thousands by filing date | |
| ISHARES TR | 46429B135 | INT PFD STK FD | 21,090 | $365,000 | thousands by filing date | |
| VANGUARD INTL EQUITY INDEX F | 922042676 | COM | 6,771 | $361,000 | thousands by filing date | |
| ISHARES TR | 464288687 | COM | 9,248 | $358,000 | thousands by filing date | |
| ABERCROMBIE & FITCH CO CL A | 002896207 | Stock | 26,778 | $319,000 | thousands by filing date | |
| 1347 Property Insurance Holdings | 68244P107 | COM | 35,000 | $284,000 | thousands by filing date | |
| STERLING BANCORP DEL | 85917A100 | COM | 11,585 | $275,000 | thousands by filing date | |
| VAIL RESORTS INC COM | 91879Q109 | Stock | 1,421 | $273,000 | thousands by filing date | |
| MASIMO CORP COM | 574795100 | Stock | 2,756 | $257,000 | thousands by filing date | |
| POOL CORP COM | 73278L105 | Stock | 2,034 | $243,000 | thousands by filing date | |
| PLUG PWR INC | 72919P202 | COM NEW | 175,000 | $242,000 | thousands by filing date | |
| ADVANCED ENERGY INDS COM | 007973100 | Stock | 3,489 | $239,000 | thousands by filing date | |
| MARZETTI COMPANY | 513847103 | COM | 1,673 | $216,000 | thousands by filing date | |
| WEST PHARMACEUTICAL SVSC INC COM | 955306105 | Stock | 2,614 | $213,000 | thousands by filing date | |
| BRIGHT HORIZONS FAM SOL IN DEL COM | 109194100 | Stock | 2,800 | $203,000 | thousands by filing date | |
| CHEMICAL FINANCIAL CORP | 163731102 | COM | 3,724 | $190,000 | thousands by filing date | |
| TEXAS ROADHOUSE INC COM | 882681109 | Stock | 4,129 | $184,000 | thousands by filing date | |
| COOPER STANDARD HOLDING | 21676P103 | COMMON STOCK | 1,645 | $182,000 | thousands by filing date | |
| INTERDIGITAL INC COM | 45867G101 | Stock | 2,103 | $181,000 | thousands by filing date | |
| SCIENCE APPLICATIONS INTL CORP COM | 808625107 | Stock | 2,388 | $178,000 | thousands by filing date | |
| DREW INDS INC | 26168L205 | COM NEW | 1,740 | $174,000 | thousands by filing date | |
| CURTISS WRIGHT CORP COM | 231561101 | Stock | 1,872 | $171,000 | thousands by filing date | |
| CANTEL MEDICAL CORP | 138098108 | COM | 2,133 | $171,000 | thousands by filing date | |
| ACCENDRA HEALTH INC | 690732102 | COM | 4,622 | $160,000 | thousands by filing date | |
| DEL MONTE CORP ORD | G36738105 | Stock | 2,651 | $157,000 | thousands by filing date | |
| CSG SYSTEMS | 126349109 | COM | 4,043 | $153,000 | thousands by filing date | |
| RESONANT INC | 76118L102 | COM | 24,000 | $129,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 2,335 | $119,000 | thousands by filing date | |
| ISHARES 1-5 YEAR INVESTMENT GRADE CORPORATE BOND ETF | 464288646 | ETF | 1,128 | $119,000 | thousands by filing date | |
| RMG Networks Hldgs | 74966K102 | COM | 135,389 | $106,000 | thousands by filing date | |
| AQUA METALS INC | 03837J101 | COM | 5,000 | $98,000 | thousands by filing date | |
| VUZIX CORP | 92921W300 | COM NEW | 15,000 | $93,000 | thousands by filing date | |
| JERNIGAN CAP INC | 476405105 | COM | 4,000 | $92,000 | thousands by filing date | |
| AGENUS INC | 00847G705 | COM NEW | 21,000 | $79,000 | thousands by filing date | |
| Bowater Inc | 09066L105 | COMMON STOCKS | 17,000 | $59,000 | thousands by filing date | |
| PLURISTEM THERAPEUTICS INC | 72940R102 | COM | 45,000 | $55,000 | thousands by filing date | |
| GLOBAL SHIP LEASE INC NEW | Y27183105 | SHS A | 35,000 | $52,000 | thousands by filing date | |
| AVINO SILVER & GOLD MINES LT | 053906103 | COM | 26,500 | $46,000 | thousands by filing date | |
| NEONODE INC | 64051M402 | COM NEW | 28,500 | $46,000 | thousands by filing date | |
| BELLICUM PHARMACEUTICALS INC | 079481107 | COM | 3,500 | $43,000 | thousands by filing date | |
| INTREXON CORP | 46122T102 | COM | 2,000 | $40,000 | thousands by filing date | |
| RESOLUTE ENERGY CORP | 76116A306 | COM NEW | 1,000 | $40,000 | thousands by filing date | |
| BIOCEPT INC | 09072V204 | COM NEW | 14,500 | $31,000 | thousands by filing date | |
| SPDR CITI INTL GOVT INFLATION- | 78464A490 | FTSE INT GVT ETF | 519 | $28,000 | thousands by filing date | |
| SYNTHETIC BIOLOGICS INC | 87164U102 | COM | 45,000 | $28,000 | thousands by filing date | |
| Ocugen | 43358V109 | Common | 14,000 | $24,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001140361-17-020223 | this filing | 2017-05-15 | acceptance time not in the bulk data set |