0001140361-14-007501.txt : 20140214 0001140361-14-007501.hdr.sgml : 20140214 20140214122719 ACCESSION NUMBER: 0001140361-14-007501 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140214 DATE AS OF CHANGE: 20140214 EFFECTIVENESS DATE: 20140214 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Mount Lucas Management LP CENTRAL INDEX KEY: 0001185072 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11021 FILM NUMBER: 14613403 BUSINESS ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 BUSINESS PHONE: 267-759-3500 MAIL ADDRESS: STREET 1: 405 SOUTH STATE STREET CITY: NEWTOWN STATE: PA ZIP: 18940 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT LP DATE OF NAME CHANGE: 20111130 FORMER COMPANY: FORMER CONFORMED NAME: MT LUCAS MANAGEMENT CORP DATE OF NAME CHANGE: 20020903 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001185072 XXXXXXXX 12-31-2013 12-31-2013 Mount Lucas Management LP

405 SOUTH STATE STREET NEWTOWN PA 18940

13F HOLDINGS REPORT 028-11021 N Timothy J. Rudderow 267-759-3500 /s/ Timothy J. Rudderow Newtown PA 02-14-2014 1 130 457893 false 1 0001380330 028-14406 Scotia Institutional Investments US, LP INFORMATION TABLE 2 form13fInfoTable.xml AMERISOURCEBERGEN CORP Common Stock 03073E105 519 7384 SH OTR 0 7384 0 BERKSHIRE HATHAWAY INC-CL B Common Stock 084670702 410 3461 SH OTR 0 3461 0 CONAGRA FOODS INC Common Stock 205887102 327 9717 SH OTR 0 9717 0 CIGNA CORP Common Stock 125509109 462 5281 SH OTR 0 5281 0 CINCINNATI FINANCIAL CORP Common Stock 172062101 413 7894 SH OTR 0 7894 0 CLOROX COMPANY Common Stock 189054109 394 4247 SH OTR 0 4247 0 ROCKWELL COLLINS INC Common Stock 774341101 427 5782 SH OTR 0 5782 0 CST BRANDS INC Common Stock 12646R105 115 3133 SH OTR 0 3133 0 ECOLAB INC Common Stock 278865100 473 4533 SH OTR 0 4533 0 FORD MOTOR CO Common Stock 345370860 1410 91374 SH OTR 0 91374 0 GRAHAM HOLDINGS CO-CLASS B Common Stock 384637104 496 748 SH OTR 0 748 0 HONEYWELL INTERNATIONAL INC Common Stock 438516106 469 5138 SH OTR 0 5138 0 HORMEL FOODS CORP Common Stock 440452100 460 10182 SH OTR 0 10182 0 HERSHEY CO/THE Common Stock 427866108 409 4211 SH OTR 0 4211 0 JOHNSON & JOHNSON Common Stock 478160104 447 4885 SH OTR 0 4885 0 JPMORGAN CHASE & CO Common Stock 46625H100 1889 32304 SH OTR 0 32304 0 KROGER CO Common Stock 501044101 455 11509 SH OTR 0 11509 0 LINCOLN NATIONAL CORP Common Stock 534187109 2394 46368 SH OTR 0 46368 0 MCKESSON CORP Common Stock 58155Q103 531 3289 SH OTR 0 3289 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 1893 23574 SH OTR 0 23574 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 338 4902 SH OTR 0 4902 0 MARATHON PETROLEUM CORP Common Stock 56585A102 1363 14863 SH OTR 0 14863 0 MURPHY OIL CORP Common Stock 626717102 3338 51447 SH OTR 0 51447 0 MURPHY USA INC Common Stock 626755102 244 5866 SH OTR 0 5866 0 NORTHROP GRUMMAN CORP Common Stock 666807102 3071 26792 SH OTR 0 26792 0 PFIZER INC Common Stock 717081103 394 12859 SH OTR 0 12859 0 RYDER SYSTEM INC Common Stock 783549108 2174 29464 SH OTR 0 29464 0 SLM CORP Common Stock 78442P106 1838 69947 SH OTR 0 69947 0 SEAGATE TECHNOLOGY Common Stock G7945M107 2517 44811 SH OTR 0 44811 0 SAFEWAY INC Common Stock 786514208 4057 124567 SH OTR 0 124567 0 TORCHMARK CORP Common Stock 891027104 468 5985 SH OTR 0 5985 0 TYSON FOODS INC-CL A Common Stock 902494103 1941 58008 SH OTR 0 58008 0 TESORO CORP Common Stock 881609101 1340 22904 SH OTR 0 22904 0 TIME WARNER INC Common Stock 887317303 453 6496 SH OTR 0 6496 0 UNUM GROUP Common Stock 91529Y106 1959 55850 SH OTR 0 55850 0 VALERO ENERGY CORP Common Stock 91913Y100 1500 29758 SH OTR 0 29758 0 WESTERN DIGITAL CORP Common Stock 958102105 2488 29658 SH OTR 0 29658 0 WELLPOINT INC Common Stock 94973V107 1753 18973 SH OTR 0 18973 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 107 1207 SH OTR 0 1207 0 CONSUMER STAPLES SPDR ETP 81369Y308 10 232 SH OTR 0 232 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 62 923 SH OTR 0 923 0 XEROX CORP Common Stock 984121103 2064 169578 SH OTR 0 169578 0 AMERISOURCEBERGEN CORP Common Stock 03073E105 3777 53717 SH SOLE 53717 0 0 AMERICAN EQUITY INVT LIFE HL Common Stock 025676206 1333 50541 SH SOLE 50541 0 0 AMTRUST FINANCIAL SERVICES Common Stock 032359309 735 22485 SH SOLE 22485 0 0 ALLEGIANT TRAVEL CO Common Stock 01748X102 256 2430 SH SOLE 2430 0 0 ANDERSONS INC/THE Common Stock 034164103 1380 15474 SH SOLE 15474 0 0 SMITH (A.O.) CORP Common Stock 831865209 304 5640 SH SOLE 5640 0 0 ARRIS GROUP INC Common Stock 04270V106 279 11456 SH SOLE 11456 0 0 ANIXTER INTERNATIONAL INC Common Stock 035290105 232 2580 SH SOLE 2580 0 0 BOFI HOLDING INC Common Stock 05566U108 260 3310 SH SOLE 3310 0 0 BERKSHIRE HATHAWAY INC-CL B Common Stock 084670702 2940 24795 SH SOLE 24795 0 0 CONAGRA FOODS INC Common Stock 205887102 2521 74812 SH SOLE 74812 0 0 CIGNA CORP Common Stock 125509109 3310 37840 SH SOLE 37840 0 0 CINCINNATI FINANCIAL CORP Common Stock 172062101 3013 57524 SH SOLE 57524 0 0 CLOROX COMPANY Common Stock 189054109 2849 30712 SH SOLE 30712 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 2309 130506 SH SOLE 130506 0 0 ROCKWELL COLLINS INC Common Stock 774341101 3188 43127 SH SOLE 43127 0 0 COSTAR GROUP INC Common Stock 22160N109 230 1245 SH SOLE 1245 0 0 CST BRANDS INC Common Stock 12646R105 865 23557 SH SOLE 23557 0 0 DANA HOLDING CORP Common Stock 235825205 751 38290 SH SOLE 38290 0 0 DELEK US HOLDINGS INC Common Stock 246647101 733 21297 SH SOLE 21297 0 0 DELUXE CORP Common Stock 248019101 271 5185 SH SOLE 5185 0 0 ECOLAB INC Common Stock 278865100 3406 32667 SH SOLE 32667 0 0 ISHARES MSCI MALAYSIA ETF ETP 464286830 2010 127085 SH SOLE 127085 0 0 ISHARES MSCI TAIWAN ETF ETP 464286731 2017 139849 SH SOLE 139849 0 0 ISHARES MSCI SOUTH KOREA CAP ETP 464286772 1991 30792 SH SOLE 30792 0 0 FORD MOTOR CO Common Stock 345370860 10960 710321 SH SOLE 710321 0 0 FIRST AMERICAN FINANCIAL Common Stock 31847R102 947 33588 SH SOLE 33588 0 0 FINANCIAL ENGINES INC Common Stock 317485100 260 3738 SH SOLE 3738 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 1896 49407 SH SOLE 49407 0 0 GRAHAM HOLDINGS CO-CLASS B Common Stock 384637104 3542 5340 SH SOLE 5340 0 0 HEICO CORP Common Stock 422806109 240 4145 SH SOLE 4145 0 0 HONEYWELL INTERNATIONAL INC Common Stock 438516106 3374 36925 SH SOLE 36925 0 0 HORMEL FOODS CORP Common Stock 440452100 3303 73129 SH SOLE 73129 0 0 HERSHEY CO/THE Common Stock 427866108 2945 30287 SH SOLE 30287 0 0 ICONIX BRAND GROUP INC Common Stock 451055107 259 6522 SH SOLE 6522 0 0 JOHNSON & JOHNSON Common Stock 478160104 3230 35269 SH SOLE 35269 0 0 JPMORGAN CHASE & CO Common Stock 46625H100 13601 232582 SH SOLE 232582 0 0 KAISER ALUMINUM CORP Common Stock 483007704 921 13109 SH SOLE 13109 0 0 KROGER CO Common Stock 501044101 3268 82661 SH SOLE 82661 0 0 LINCOLN NATIONAL CORP Common Stock 534187109 17204 333275 SH SOLE 333275 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 13762 171421 SH SOLE 171421 0 0 MCKESSON CORP Common Stock 58155Q103 3807 23586 SH SOLE 23586 0 0 MDC HOLDINGS INC Common Stock 552676108 974 30213 SH SOLE 30213 0 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 2557 37108 SH SOLE 37108 0 0 MAXIMUS INC Common Stock 577933104 234 5330 SH SOLE 5330 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 10704 116685 SH SOLE 116685 0 0 MURPHY OIL CORP Common Stock 626717102 23890 368215 SH SOLE 368215 0 0 MURPHY USA INC Common Stock 626755102 1759 42331 SH SOLE 42331 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 22126 193059 SH SOLE 193059 0 0 OLIN CORP Common Stock 680665205 989 34280 SH SOLE 34280 0 0 PFIZER INC Common Stock 717081103 2842 92798 SH SOLE 92798 0 0 PAREXEL INTERNATIONAL CORP Common Stock 699462107 190 4203 SH SOLE 4203 0 0 PLATINUM UNDERWRITERS HLDGS Common Stock G7127P100 1133 18492 SH SOLE 18492 0 0 RYDER SYSTEM INC Common Stock 783549108 15624 211762 SH SOLE 211762 0 0 RENT-A-CENTER INC Common Stock 76009N100 796 23864 SH SOLE 23864 0 0 MARKET VECTORS RUSSIA ETF ETP 57060U506 866 29996 SH SOLE 29996 0 0 STEELCASE INC-CL A Common Stock 858155203 879 55436 SH SOLE 55436 0 0 SEMGROUP CORP-CLASS A Common Stock 81663A105 278 4260 SH SOLE 4260 0 0 SHIP FINANCE INTL LTD Common Stock G81075106 864 52766 SH SOLE 52766 0 0 SLM CORP Common Stock 78442P106 13224 503184 SH SOLE 503184 0 0 SEAGATE TECHNOLOGY Common Stock G7945M107 18163 323408 SH SOLE 323408 0 0 SUSSER HOLDINGS CORP Common Stock 869233106 286 4370 SH SOLE 4370 0 0 SAFEWAY INC Common Stock 786514208 29081 892869 SH SOLE 892869 0 0 TAL INTERNATIONAL GROUP INC Common Stock 874083108 1066 18589 SH SOLE 18589 0 0 TORCHMARK CORP Common Stock 891027104 3359 42985 SH SOLE 42985 0 0 TYSON FOODS INC-CL A Common Stock 902494103 13922 416082 SH SOLE 416082 0 0 TESORO CORP Common Stock 881609101 10358 177068 SH SOLE 177068 0 0 TIME WARNER INC Common Stock 887317303 3263 46801 SH SOLE 46801 0 0 TYLER TECHNOLOGIES INC Common Stock 902252105 607 5945 SH SOLE 5945 0 0 UNUM GROUP Common Stock 91529Y106 14069 401056 SH SOLE 401056 0 0 UNIVERSAL CORP/VA Common Stock 913456109 928 16988 SH SOLE 16988 0 0 VALASSIS COMMUNICATIONS INC Common Stock 918866104 1043 30440 SH SOLE 30440 0 0 VALERO ENERGY CORP Common Stock 91913Y100 10818 214636 SH SOLE 214636 0 0 WESTERN DIGITAL CORP Common Stock 958102105 17965 214123 SH SOLE 214123 0 0 WELLPOINT INC Common Stock 94973V107 13087 141653 SH SOLE 141653 0 0 WESTERN REFINING INC Common Stock 959319104 1004 23683 SH SOLE 23683 0 0 WORTHINGTON INDUSTRIES Common Stock 981811102 1202 28557 SH SOLE 28557 0 0 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 323 6591 SH SOLE 6591 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 3429 74191 SH SOLE 74191 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 3368 38056 SH SOLE 38056 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 3348 153146 SH SOLE 153146 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 3411 65270 SH SOLE 65270 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 3389 94829 SH SOLE 94829 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 3287 76484 SH SOLE 76484 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 3284 86500 SH SOLE 86500 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 3300 59530 SH SOLE 59530 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 3351 50146 SH SOLE 50146 0 0 XEROX CORP Common Stock 984121103 14902 1224482 SH SOLE 1224482 0 0