0001140361-13-007462.txt : 20130214 0001140361-13-007462.hdr.sgml : 20130214 20130214165902 ACCESSION NUMBER: 0001140361-13-007462 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20121231 FILED AS OF DATE: 20130214 DATE AS OF CHANGE: 20130214 EFFECTIVENESS DATE: 20130214 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: 13615527 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 form13fhr.txt NONE UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 12/31/2012 Check here if Amendment []; Amendment Number: ------- This Amendment (Check only one.): [] is a restatement. [] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Mount Lucas Management LP Address: 405 South State Street Newtown, PA 18940 Form 13F File Number: 28-11021 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Persons Signing this Report on Behalf of Reporting Manager: Name: Timothy J. Rudderow Title: President Phone: 267-759-3500 Signature, Place, and Date of Signing: /s/ Timothy J. Rudderow Newtown, Pennsylvania 2/14/2013 --------------------------------- --------------------------------- ---------- [Signature] [City, State] [Date] Report Type (Check only one): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 1 Form 13F Information Table Entry Total: 100 Form 13F Information Table Value Total: $ 643,611 -------------- (In Thousands) List of Other Included Managers: Provide a numbered list of the name(s) and 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 1 028-14406 Dundee Wealth US, LP ---- -------------------- ----------------------------------------------------
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- -------------- --------- -------- ------------------ ---------- -------- ---------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------- ---- AETNA INC Common Stock 00817Y108 1,452 31,355 SH OTHER 0 31,355 0 ALLSTATE CORP Common Stock 020002101 1,558 38,775 SH OTHER 0 38,775 0 APPLE INC Common Stock 037833100 279 524 SH OTHER 0 524 0 ASSURANT INC Common Stock 04621X108 1,199 34,549 SH OTHER 0 34,549 0 BIOGEN IDEC INC Common Stock 09062X103 469 3,206 SH OTHER 0 3,206 0 CHIPOTLE MEXICAN GRILL INC Common Stock 169656105 272 916 SH OTHER 0 916 0 CONOCOPHILLIPS Common Stock 20825C104 1,130 19,493 SH OTHER 0 19,493 0 DR HORTON INC Common Stock 23331A109 376 18,999 SH OTHER 0 18,999 0 DEAN FOODS CO Common Stock 242370104 352 21,316 SH OTHER 0 21,316 0 DOLLAR TREE INC Common Stock 256746108 326 8,049 SH OTHER 0 8,049 0 ENGILITY HOLDINGS INC Common Stock 29285W104 71 3,697 SH OTHER 0 3,697 0 FASTENAL CO Common Stock 311900104 323 6,931 SH OTHER 0 6,931 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 1,637 65,230 SH OTHER 0 65,230 0 GAP INC/THE Common Stock 364760108 300 9,664 SH OTHER 0 9,664 0 HOME DEPOT INC Common Stock 437076102 394 6,370 SH OTHER 0 6,370 0 INTUITIVE SURGICAL INC Common Stock 46120E602 363 740 SH OTHER 0 740 0 L-3 COMMUNICATIONS HOLDINGS Common Stock 502424104 1,722 22,474 SH OTHER 0 22,474 0 LENNAR CORP-A Common Stock 526057104 431 11,138 SH OTHER 0 11,138 0 LORILLARD INC Common Stock 544147101 340 2,911 SH OTHER 0 2,911 0 MACY'S INC Common Stock 55616P104 380 9,737 SH OTHER 0 9,737 0 MARATHON PETROLEUM CORP Common Stock 56585A102 1,759 27,921 SH OTHER 0 27,921 0 METLIFE INC Common Stock 59156R108 1,251 37,985 SH OTHER 0 37,985 0 NORTHROP GRUMMAN CORP Common Stock 666807102 3,218 47,611 SH OTHER 0 47,611 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 334 3,736 SH OTHER 0 3,736 0 PHILLIPS 66 Common Stock 718546104 526 9,900 SH OTHER 0 9,900 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 2,627 49,257 SH OTHER 0 49,257 0 PULTEGROUP INC Common Stock 745867101 479 26,394 SH OTHER 0 26,394 0 RAYTHEON COMPANY Common Stock 755111507 3,225 56,029 SH OTHER 0 56,029 0 ROSS STORES INC Common Stock 778296103 270 4,996 SH OTHER 0 4,996 0 SAFEWAY INC Common Stock 786514208 2,929 161,936 SH OTHER 0 161,936 0 SEAGATE TECHNOLOGY Common Stock G7945M107 1,645 54,070 SH OTHER 0 54,070 0 SHERWIN-WILLIAMS CO/THE Common Stock 824348106 388 2,525 SH OTHER 0 2,525 0 TRAVELERS COS INC/THE Common Stock 89417E109 1,615 22,485 SH OTHER 0 22,485 0 VF CORP Common Stock 918204108 395 2,617 SH OTHER 0 2,617 0 VALERO ENERGY CORP Common Stock 91913Y100 1,577 46,207 SH OTHER 0 46,207 0 VISA INC-CLASS A SHARES Common Stock 92826C839 500 3,296 SH OTHER 0 3,296 0 WHIRLPOOL CORP Common Stock 963320106 1,949 19,152 SH OTHER 0 19,152 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 42 591 SH OTHER 0 591 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 224 13,650 SH OTHER 0 13,650 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 14 357 SH OTHER 0 357 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 81 2,812 SH OTHER 0 2,812 0 CONSUMER STAPLES SPDR ETP 81369Y308 76 2,185 SH OTHER 0 2,185 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 62 1,567 SH OTHER 0 1,567 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 66 1,382 SH OTHER 0 1,382 0 APPLE INC Common Stock 037833100 2,012 3,780 SH SOLE 3,780 0 0 AETNA INC Common Stock 00817Y108 15,039 324,756 SH SOLE 324,756 0 0 ASSURANT INC Common Stock 04621X108 12,360 356,204 SH SOLE 356,204 0 0 ALLSTATE CORP Common Stock 020002101 15,303 380,968 SH SOLE 380,968 0 0 BIOGEN IDEC INC Common Stock 09062X103 4,571 31,229 SH SOLE 31,229 0 0 CHIPOTLE MEXICAN GRILL INC Common Stock 169656105 1,910 6,421 SH SOLE 6,421 0 0 CONOCOPHILLIPS Common Stock 20825C104 11,662 201,111 SH SOLE 201,111 0 0 DEAN FOODS CO Common Stock 242370104 3,562 215,726 SH SOLE 215,726 0 0 DR HORTON INC Common Stock 23331A109 5,469 276,494 SH SOLE 276,494 0 0 DOLLAR TREE INC Common Stock 256746108 2,271 56,000 SH SOLE 56,000 0 0 ENGILITY HOLDINGS INC Common Stock 29285W104 701 36,380 SH SOLE 36,380 0 0 ISHARES MSCI UNITED KINGDOM ETP 464286699 1,532 85,386 SH SOLE 85,386 0 0 ISHARES MSCI MEXICO CAPPED I ETP 464286822 1,317 18,677 SH SOLE 18,677 0 0 FASTENAL CO Common Stock 311900104 2,284 48,970 SH SOLE 48,970 0 0 ISHARES FTSE CHINA 25 INDEX ETP 464287184 1,366 33,774 SH SOLE 33,774 0 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 16,228 646,783 SH SOLE 646,783 0 0
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 ---------------------------- -------------- --------- -------- ------------------ ---------- -------- ---------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE ---------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- ------- ---- GAP INC/THE Common Stock 364760108 2,117 68,192 SH SOLE 68,192 0 0 HOME DEPOT INC Common Stock 437076102 3,876 62,670 SH SOLE 62,670 0 0 INTUITIVE SURGICAL INC Common Stock 46120E602 3,521 7,180 SH SOLE 7,180 0 0 KB HOME Common Stock 48666K109 4,602 291,240 SH SOLE 291,240 0 0 LENNAR CORP-A Common Stock 526057104 7,722 199,698 SH SOLE 199,698 0 0 L-3 COMMUNICATIONS HOLDINGS Common Stock 502424104 17,030 222,265 SH SOLE 222,265 0 0 LORILLARD INC Common Stock 544147101 2,312 19,819 SH SOLE 19,819 0 0 MACY'S INC Common Stock 55616P104 2,631 67,435 SH SOLE 67,435 0 0 METLIFE INC Common Stock 59156R108 13,109 397,959 SH SOLE 397,959 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 17,515 278,017 SH SOLE 278,017 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 31,773 470,148 SH SOLE 470,148 0 0 O'REILLY AUTOMOTIVE INC Common Stock 67103H107 2,567 28,712 SH SOLE 28,712 0 0 PULTEGROUP INC Common Stock 745867101 9,581 527,608 SH SOLE 527,608 0 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 27,649 518,442 SH SOLE 518,442 0 0 PHILLIPS 66 Common Stock 718546104 5,428 102,213 SH SOLE 102,213 0 0 ROSS STORES INC Common Stock 778296103 1,900 35,121 SH SOLE 35,121 0 0 RAYTHEON COMPANY Common Stock 755111507 31,922 554,579 SH SOLE 554,579 0 0 SHERWIN-WILLIAMS CO/THE Common Stock 824348106 3,816 24,806 SH SOLE 24,806 0 0 SPDR S&P 500 ETF TRUST ETP 78462F103 3,780 26,540 SH SOLE 26,540 0 0 SEAGATE TECHNOLOGY Common Stock G7945M107 11,766 386,777 SH SOLE 386,777 0 0 SAFEWAY INC Common Stock 786514208 29,528 1,632,275 SH SOLE 1,632,275 0 0 TOLL BROTHERS INC Common Stock 889478103 2,874 88,897 SH SOLE 88,897 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 15,900 221,392 SH SOLE 221,392 0 0 VISA INC-CLASS A SHARES Common Stock 92826C839 4,875 32,160 SH SOLE 32,160 0 0 VF CORP Common Stock 918204108 3,879 25,694 SH SOLE 25,694 0 0 VALERO ENERGY CORP Common Stock 91913Y100 15,615 457,644 SH SOLE 457,644 0 0 VANGUARD FTSE EMERGING MARKE ETP 922042858 29,061 652,608 SH SOLE 652,608 0 0 WHIRLPOOL CORP Common Stock 963320106 19,266 189,347 SH SOLE 189,347 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 2,401 63,955 SH SOLE 63,955 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 2,628 36,800 SH SOLE 36,800 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 3,008 183,509 SH SOLE 183,509 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 3,952 104,272 SH SOLE 104,272 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 6,837 236,994 SH SOLE 236,994 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 3,654 104,705 SH SOLE 104,705 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 2,864 71,808 SH SOLE 71,808 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 10,218 215,400 SH SOLE 215,400 0 0 FOCUS MEDIA HOLDING-ADR ADR 34415V909 11,372 443,000 SH CALL SOLE 443,000 0 0 GOLDMAN SACHS GROUP INC Common Stock 38141G904 62,032 486,300 SH CALL SOLE 486,300 0 0 GOLDMAN SACHS GROUP INC Common Stock 38141G954 62,032 486,300 SH PUT SOLE 486,300 0 0 TOLL BROTHERS INC Common Stock 889478903 10,785 333,600 SH CALL SOLE 333,600 0 0