President

0001140361-14-041903.txt : 20141114 0001140361-14-041903.hdr.sgml : 20141114 20141114112812 ACCESSION NUMBER: 0001140361-14-041903 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141114 DATE AS OF CHANGE: 20141114 EFFECTIVENESS DATE: 20141114 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: 141221637 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 09-30-2014 09-30-2014 Mount Lucas Management LP

405 SOUTH STATE STREET NEWTOWN PA 18940

13F HOLDINGS REPORT 028-11021 N Timothy J. Rudderow President 267-759-3500 /s/ Timothy J. Rudderow Newtown PA 11-14-2014 0 123 578162 false INFORMATION TABLE 2 form13fInfoTable.xml ALLSTATE CORP Common Stock 020002101 2190 35684 SH OTR 0 35684 0 AMPHENOL CORP-CL A Common Stock 032095101 521 5220 SH OTR 0 5220 0 ASSURANT INC Common Stock 04621X108 4220 65632 SH OTR 0 65632 0 BALL CORP Common Stock 058498106 524 8286 SH OTR 0 8286 0 CR BARD INC Common Stock 067383109 503 3528 SH OTR 0 3528 0 BECTON DICKINSON AND CO Common Stock 075887109 499 4385 SH OTR 0 4385 0 BEST BUY CO INC Common Stock 086516101 2679 79752 SH OTR 0 79752 0 CINTAS CORP Common Stock 172908105 1161 16443 SH OTR 0 16443 0 CLIFFS NATURAL RESOURCES INC Common Stock 18683K101 1136 109454 SH OTR 0 109454 0 CVS HEALTH CORP Common Stock 126650100 1090 13690 SH OTR 0 13690 0 DELTA AIR LINES INC Common Stock 247361702 4060 112320 SH OTR 0 112320 0 DOW CHEMICAL CO/THE Common Stock 260543103 2174 41449 SH OTR 0 41449 0 DR PEPPER SNAPPLE GROUP INC Common Stock 26138E109 565 8793 SH OTR 0 8793 0 ECOLAB INC Common Stock 278865100 531 4626 SH OTR 0 4626 0 FISERV INC Common Stock 337738108 1098 16991 SH OTR 0 16991 0 FORD MOTOR CO Common Stock 345370860 1945 131506 SH OTR 0 131506 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 2221 53900 SH OTR 0 53900 0 GENERAL DYNAMICS CORP Common Stock 369550108 1129 8886 SH OTR 0 8886 0 GRAHAM HOLDINGS CO-CLASS B Common Stock 384637104 2148 3071 SH OTR 0 3071 0 KOHLS CORP Common Stock 500255104 2201 36059 SH OTR 0 36059 0 HEWLETT-PACKARD CO Common Stock 428236103 2322 65453 SH OTR 0 65453 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 529 4872 SH OTR 0 4872 0 MARATHON PETROLEUM CORP Common Stock 56585A102 2123 25069 SH OTR 0 25069 0 MARRIOTT INTERNATIONAL -CL A Common Stock 571903202 539 7710 SH OTR 0 7710 0 MARSH & MCLENNAN COS Common Stock 571748102 536 10234 SH OTR 0 10234 0 NOBLE CORP PLC Common Stock G65431101 1866 83958 SH OTR 0 83958 0 RAYTHEON COMPANY Common Stock 755111507 514 5062 SH OTR 0 5062 0 STAPLES INC Common Stock 855030102 2177 179954 SH OTR 0 179954 0 TRANSOCEAN LTD Common Stock H8817H100 1941 60721 SH OTR 0 60721 0 TRAVELERS COS INC/THE Common Stock 89417E109 73 775 SH OTR 0 775 0 UNION PACIFIC CORP Common Stock 907818108 552 5089 SH OTR 0 5089 0 UNUM GROUP Common Stock 91529Y106 2084 60627 SH OTR 0 60627 0 VALERO ENERGY CORP Common Stock 91913Y100 3849 83185 SH OTR 0 83185 0 AMERICAN EQUITY INVT LIFE HL Common Stock 025676206 1994 87157 SH SOLE 87157 0 0 AMTRUST FINANCIAL SERVICES Common Stock 032359309 1677 42104 SH SOLE 42104 0 0 APOLLO INVESTMENT CORP Common Stock 03761U106 814 99621 SH SOLE 99621 0 0 ASSURANT INC Common Stock 04621X108 26425 410960 SH SOLE 410960 0 0 ALLSTATE CORP Common Stock 020002101 12730 207435 SH SOLE 207435 0 0 ANDERSONS INC/THE Common Stock 034164103 2173 34556 SH SOLE 34556 0 0 AMPHENOL CORP-CL A Common Stock 032095101 3029 30330 SH SOLE 30330 0 0 ANIXTER INTERNATIONAL INC Common Stock 035290105 177 2085 SH SOLE 2085 0 0 BEST BUY CO INC Common Stock 086516101 15627 465224 SH SOLE 465224 0 0 CR BARD INC Common Stock 067383109 2935 20569 SH SOLE 20569 0 0 BECTON DICKINSON AND CO Common Stock 075887109 2925 25697 SH SOLE 25697 0 0 BALL CORP Common Stock 058498106 3045 48120 SH SOLE 48120 0 0 BOFI HOLDING INC Common Stock 05566U108 195 2678 SH SOLE 2678 0 0 BANCORPSOUTH INC Common Stock 059692103 160 7933 SH SOLE 7933 0 0 CLIFFS NATURAL RESOURCES INC Common Stock 18683K101 6677 643282 SH SOLE 643282 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1845 108812 SH SOLE 108812 0 0 COSTAR GROUP INC Common Stock 22160N109 157 1009 SH SOLE 1009 0 0 CINTAS CORP Common Stock 172908105 6752 95648 SH SOLE 95648 0 0 CVS HEALTH CORP Common Stock 126650100 6337 79619 SH SOLE 79619 0 0 CURTISS-WRIGHT CORP Common Stock 231561101 213 3233 SH SOLE 3233 0 0 DELTA AIR LINES INC Common Stock 247361702 23489 649766 SH SOLE 649766 0 0 DANA HOLDING CORP Common Stock 235825205 674 35172 SH SOLE 35172 0 0 DOW CHEMICAL CO/THE Common Stock 260543103 12752 243167 SH SOLE 243167 0 0 DR PEPPER SNAPPLE GROUP INC Common Stock 26138E109 3286 51096 SH SOLE 51096 0 0 ECOLAB INC Common Stock 278865100 3094 26946 SH SOLE 26946 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 3090 113530 SH SOLE 113530 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 3253 85467 SH SOLE 85467 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 3150 143771 SH SOLE 143771 0 0 ISHARES MSCI ALL PERU CAPPED ETP 464289842 3079 89911 SH SOLE 89911 0 0 ISHARES MSCI ITALY CAPPED ET ETP 464286855 330 21041 SH SOLE 21041 0 0 ISHARES MSCI JAPAN ETF ETP 464286848 7036 597832 SH SOLE 597832 0 0 ISHARES MSCI SWITZERLAND CAP ETP 464286749 1624 49945 SH SOLE 49945 0 0 ISHARES MSCI MALAYSIA ETF ETP 464286830 1640 106524 SH SOLE 106524 0 0 ISHARES MSCI SPAIN CAPPED ET ETP 464286764 1827 46977 SH SOLE 46977 0 0 ISHARES MSCI TAIWAN ETF ETP 464286731 3019 197699 SH SOLE 197699 0 0 ISHARES MSCI UNITED KINGDOM ETP 46434V548 1373 70864 SH SOLE 70864 0 0 ISHARES MSCI MEXICO CAPPED ETP 464286822 3125 45472 SH SOLE 45472 0 0 ISHARES MSCI SOUTH KOREA CAP ETP 464286772 1275 21067 SH SOLE 21067 0 0 ISHARES MSCI BRAZIL CAPPED E ETP 464286400 2138 49204 SH SOLE 49204 0 0 ISHARES MSCI SOUTH AFRICA ET ETP 464286780 2118 33027 SH SOLE 33027 0 0 FORD MOTOR CO Common Stock 345370860 11327 765882 SH SOLE 765882 0 0 FISERV INC Common Stock 337738108 6385 98782 SH SOLE 98782 0 0 FINANCIAL ENGINES INC Common Stock 317485100 104 3035 SH SOLE 3035 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 3087 80653 SH SOLE 80653 0 0 GENERAL DYNAMICS CORP Common Stock 369550108 6571 51705 SH SOLE 51705 0 0 GRAHAM HOLDINGS CO-CLASS B Common Stock 384637104 12492 17856 SH SOLE 17856 0 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 12931 313852 SH SOLE 313852 0 0 GROUP 1 AUTOMOTIVE INC Common Stock 398905109 860 11823 SH SOLE 11823 0 0 HEICO CORP Common Stock 422806109 157 3358 SH SOLE 3358 0 0 HEWLETT-PACKARD CO Common Stock 428236103 13953 393379 SH SOLE 393379 0 0 ICONIX BRAND GROUP INC Common Stock 451055107 377 10205 SH SOLE 10205 0 0 JACK IN THE BOX INC Common Stock 466367109 220 3229 SH SOLE 3229 0 0 KAISER ALUMINUM CORP Common Stock 483007704 858 11255 SH SOLE 11255 0 0 KOHLS CORP Common Stock 500255104 12789 209548 SH SOLE 209548 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 3075 28301 SH SOLE 28301 0 0 MANHATTAN ASSOCIATES INC Common Stock 562750109 165 4939 SH SOLE 4939 0 0 MARRIOTT INTERNATIONAL -CL A Common Stock 571903202 3132 44806 SH SOLE 44806 0 0 MDC HOLDINGS INC Common Stock 552676108 1435 56676 SH SOLE 56676 0 0 MARSH & MCLENNAN COS Common Stock 571748102 3144 60071 SH SOLE 60071 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 12334 145668 SH SOLE 145668 0 0 NOBLE CORP PLC Common Stock G65431101 10834 487572 SH SOLE 487572 0 0 BANK OF THE OZARKS Common Stock 063904106 183 5803 SH SOLE 5803 0 0 PAREXEL INTERNATIONAL CORP Common Stock 699462107 214 3399 SH SOLE 3399 0 0 PAPA JOHN'S INTL INC Common Stock 698813102 148 3696 SH SOLE 3696 0 0 RENT-A-CENTER INC Common Stock 76009N100 677 22307 SH SOLE 22307 0 0 TRANSOCEAN LTD Common Stock H8817H100 11281 352847 SH SOLE 352847 0 0 RAYTHEON COMPANY Common Stock 755111507 3012 29635 SH SOLE 29635 0 0 SANDERSON FARMS INC Common Stock 800013104 909 10339 SH SOLE 10339 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 48309 571635 SH SOLE 571635 0 0 STAPLES INC Common Stock 855030102 12813 1058912 SH SOLE 1058912 0 0 TAL INTERNATIONAL GROUP INC Common Stock 874083108 734 17801 SH SOLE 17801 0 0 ISHARES MSCI THAILAND CAPPED ETP 464286624 3277 39095 SH SOLE 39095 0 0 TARGA RESOURCES CORP Common Stock 87612G101 277 2031 SH SOLE 2031 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 963 19612 SH SOLE 19612 0 0 TYLER TECHNOLOGIES INC Common Stock 902252105 175 1983 SH SOLE 1983 0 0 US NATURAL GAS FUND LP ETP 912318201 200 9057 SH SOLE 9057 0 0 UNUM GROUP Common Stock 91529Y106 12110 352241 SH SOLE 352241 0 0 UNION PACIFIC CORP Common Stock 907818108 3205 29565 SH SOLE 29565 0 0 UNIVERSAL CORP/VA Common Stock 913456109 1349 30390 SH SOLE 30390 0 0 VALERO ENERGY CORP Common Stock 91913Y100 22410 484333 SH SOLE 484333 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 7431 149842 SH SOLE 149842 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 2614 28849 SH SOLE 28849 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 2823 121825 SH SOLE 121825 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 7450 140173 SH SOLE 140173 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 7498 187912 SH SOLE 187912 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 7073 168051 SH SOLE 168051 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 7395 175701 SH SOLE 175701 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 7569 118438 SH SOLE 118438 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 7328 109879 SH SOLE 109879 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287954 53546 1398800 SH Put SOLE 1398800 0 0