0001140361-15-007154.txt : 20150218 0001140361-15-007154.hdr.sgml : 20150216 20150217150641 ACCESSION NUMBER: 0001140361-15-007154 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150217 DATE AS OF CHANGE: 20150217 EFFECTIVENESS DATE: 20150217 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: 15621463 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 12-31-2014 12-31-2014 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 02-17-2015 0 122 902966 false INFORMATION TABLE 2 form13fInfoTable.xml ALLSTATE CORP Common Stock 020002101 2594 36923 SH OTR 0 36923 0 AMPHENOL CORP-CL A Common Stock 032095101 581 10798 SH OTR 0 10798 0 ASSURANT INC Common Stock 04621X108 5007 73176 SH OTR 0 73176 0 BALL CORP Common Stock 058498106 585 8576 SH OTR 0 8576 0 CR BARD INC Common Stock 067383109 608 3652 SH OTR 0 3652 0 BECTON DICKINSON AND CO Common Stock 075887109 635 4563 SH OTR 0 4563 0 BEST BUY CO INC Common Stock 086516101 3216 82498 SH OTR 0 82498 0 CINTAS CORP Common Stock 172908105 1337 17046 SH OTR 0 17046 0 CLIFFS NATURAL RESOURCES INC Common Stock 18683K101 772 108161 SH OTR 0 108161 0 CVS HEALTH CORP Common Stock 126650100 1364 14166 SH OTR 0 14166 0 DELTA AIR LINES INC Common Stock 247361702 5717 116228 SH OTR 0 116228 0 DOW CHEMICAL CO/THE Common Stock 260543103 1865 40886 SH OTR 0 40886 0 DR PEPPER SNAPPLE GROUP INC Common Stock 26138E109 652 9094 SH OTR 0 9094 0 ECOLAB INC Common Stock 278865100 493 4716 SH OTR 0 4716 0 FISERV INC Common Stock 337738108 1247 17577 SH OTR 0 17577 0 FORD MOTOR CO Common Stock 345370860 2055 132584 SH OTR 0 132584 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 1796 53146 SH OTR 0 53146 0 GENERAL DYNAMICS CORP Common Stock 369550108 1267 9205 SH OTR 0 9205 0 GRAHAM HOLDINGS CO-CLASS B Common Stock 384637104 2747 3180 SH OTR 0 3180 0 KOHLS CORP Common Stock 500255104 2218 36329 SH OTR 0 36329 0 HEWLETT-PACKARD CO Common Stock 428236103 2720 67779 SH OTR 0 67779 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 381 4803 SH OTR 0 4803 0 MARATHON PETROLEUM CORP Common Stock 56585A102 2282 25277 SH OTR 0 25277 0 MARRIOTT INTERNATIONAL -CL A Common Stock 571903202 623 7978 SH OTR 0 7978 0 MARSH & MCLENNAN COS Common Stock 571748102 607 10606 SH OTR 0 10606 0 NOBLE CORP PLC Common Stock G65431101 1361 82114 SH OTR 0 82114 0 RAYTHEON COMPANY Common Stock 755111507 567 5246 SH OTR 0 5246 0 STAPLES INC Common Stock 855030102 3382 186628 SH OTR 0 186628 0 TRANSOCEAN LTD Common Stock H8817H100 1091 59499 SH OTR 0 59499 0 TRAVELERS COS INC/THE Common Stock 89417E109 83 780 SH OTR 0 780 0 UNION PACIFIC CORP Common Stock 907818108 628 5268 SH OTR 0 5268 0 UNUM GROUP Common Stock 91529Y106 2188 62716 SH OTR 0 62716 0 VALERO ENERGY CORP Common Stock 91913Y100 4235 85552 SH OTR 0 85552 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 168 3449 SH OTR 0 3449 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 255 3224 SH OTR 0 3224 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 31 1251 SH OTR 0 1251 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 206 2861 SH OTR 0 2861 0 AMERICAN EQUITY INVT LIFE HL Common Stock 025676206 1404 48114 SH SOLE 48114 0 0 AMTRUST FINANCIAL SERVICES Common Stock 032359309 2435 43288 SH SOLE 43288 0 0 ARLINGTON ASSET INVESTMENT-A Common Stock 041356205 849 31895 SH SOLE 31895 0 0 APOLLO INVESTMENT CORP Common Stock 03761U106 863 116266 SH SOLE 116266 0 0 ASSURANT INC Common Stock 04621X108 28525 416853 SH SOLE 416853 0 0 ALLSTATE CORP Common Stock 020002101 14813 210857 SH SOLE 210857 0 0 ANDERSONS INC/THE Common Stock 034164103 831 15634 SH SOLE 15634 0 0 AMPHENOL CORP-CL A Common Stock 032095101 3308 61480 SH SOLE 61480 0 0 BEST BUY CO INC Common Stock 086516101 18456 473465 SH SOLE 473465 0 0 CR BARD INC Common Stock 067383109 3469 20819 SH SOLE 20819 0 0 BECTON DICKINSON AND CO Common Stock 075887109 3632 26096 SH SOLE 26096 0 0 BALL CORP Common Stock 058498106 3325 48773 SH SOLE 48773 0 0 BANCORPSOUTH INC Common Stock 059692103 203 9035 SH SOLE 9035 0 0 CAL-MAINE FOODS INC Common Stock 128030202 162 4153 SH SOLE 4153 0 0 CHEMED CORP Common Stock 16359R103 206 1950 SH SOLE 1950 0 0 CLIFFS NATURAL RESOURCES INC Common Stock 18683K101 2501 350302 SH SOLE 350302 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1867 108408 SH SOLE 108408 0 0 CINTAS CORP Common Stock 172908105 7769 99039 SH SOLE 99039 0 0 COOPER TIRE & RUBBER Common Stock 216831107 967 27904 SH SOLE 27904 0 0 CVS HEALTH CORP Common Stock 126650100 7780 80785 SH SOLE 80785 0 0 CURTISS-WRIGHT CORP Common Stock 231561101 471 6669 SH SOLE 6669 0 0 DELTA AIR LINES INC Common Stock 247361702 32122 653023 SH SOLE 653023 0 0 DEAN FOODS CO Common Stock 242370203 1177 60745 SH SOLE 60745 0 0 DELEK US HOLDINGS INC Common Stock 246647101 690 25310 SH SOLE 25310 0 0 DOW CHEMICAL CO/THE Common Stock 260543103 6014 131864 SH SOLE 131864 0 0 DR PEPPER SNAPPLE GROUP INC Common Stock 26138E109 3723 51943 SH SOLE 51943 0 0 ECOLAB INC Common Stock 278865100 2857 27331 SH SOLE 27331 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 2119 77226 SH SOLE 77226 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 3403 89073 SH SOLE 89073 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 3258 147740 SH SOLE 147740 0 0 ISHARES MSCI TAIWAN ETF ETP 464286731 1746 115548 SH SOLE 115548 0 0 FORD MOTOR CO Common Stock 345370860 12126 782353 SH SOLE 782353 0 0 FIRST AMERICAN FINANCIAL Common Stock 31847R102 1006 29679 SH SOLE 29679 0 0 FISERV INC Common Stock 337738108 7089 99884 SH SOLE 99884 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 3518 84532 SH SOLE 84532 0 0 GENERAL DYNAMICS CORP Common Stock 369550108 7231 52545 SH SOLE 52545 0 0 GRAHAM HOLDINGS CO-CLASS B Common Stock 384637104 15669 18141 SH SOLE 18141 0 0 GULFMARK OFFSHORE INC-CL A Common Stock 402629208 599 24529 SH SOLE 24529 0 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 5745 169960 SH SOLE 169960 0 0 GROUP 1 AUTOMOTIVE INC Common Stock 398905109 1205 13445 SH SOLE 13445 0 0 GREEN PLAINS INC Common Stock 393222104 608 24555 SH SOLE 24555 0 0 HEWLETT-PACKARD CO Common Stock 428236103 16044 399807 SH SOLE 399807 0 0 ICONIX BRAND GROUP INC Common Stock 451055107 370 10943 SH SOLE 10943 0 0 JACK IN THE BOX INC Common Stock 466367109 528 6607 SH SOLE 6607 0 0 KAISER ALUMINUM CORP Common Stock 483007704 917 12836 SH SOLE 12836 0 0 KNIGHT TRANSPORTATION INC Common Stock 499064103 245 7264 SH SOLE 7264 0 0 KOHLS CORP Common Stock 500255104 6906 113135 SH SOLE 113135 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 1211 15252 SH SOLE 15252 0 0 MANHATTAN ASSOCIATES INC Common Stock 562750109 228 5604 SH SOLE 5604 0 0 MARRIOTT INTERNATIONAL -CL A Common Stock 571903202 3543 45406 SH SOLE 45406 0 0 MDC HOLDINGS INC Common Stock 552676108 860 32498 SH SOLE 32498 0 0 MARSH & MCLENNAN COS Common Stock 571748102 3495 61065 SH SOLE 61065 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 13383 148272 SH SOLE 148272 0 0 NOBLE CORP PLC Common Stock G65431101 4412 266270 SH SOLE 266270 0 0 BANK OF THE OZARKS Common Stock 063904106 492 12985 SH SOLE 12985 0 0 PAPA JOHN'S INTL INC Common Stock 698813102 235 4204 SH SOLE 4204 0 0 TRANSOCEAN LTD Common Stock H8817H100 3562 194322 SH SOLE 194322 0 0 RAYTHEON COMPANY Common Stock 755111507 3241 29965 SH SOLE 29965 0 0 SANDERSON FARMS INC Common Stock 800013104 986 11735 SH SOLE 11735 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 71762 849753 SH SOLE 849753 0 0 STAPLES INC Common Stock 855030102 19559 1079396 SH SOLE 1079396 0 0 ISHARES MSCI THAILAND CAPPED ETP 464286624 2585 33369 SH SOLE 33369 0 0 TREEHOUSE FOODS INC Common Stock 89469A104 200 2341 SH SOLE 2341 0 0 TEAM HEALTH HOLDINGS INC Common Stock 87817A107 194 3375 SH SOLE 3375 0 0 TARGA RESOURCES CORP Common Stock 87612G101 246 2319 SH SOLE 2319 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 2616 48166 SH SOLE 48166 0 0 UNUM GROUP Common Stock 91529Y106 12498 358310 SH SOLE 358310 0 0 UNION PACIFIC CORP Common Stock 907818108 3576 30018 SH SOLE 30018 0 0 UNIVERSAL CORP/VA Common Stock 913456109 729 16583 SH SOLE 16583 0 0 MARRIOTT VACATIONS WORLD Common Stock 57164Y107 240 3215 SH SOLE 3215 0 0 VALERO ENERGY CORP Common Stock 91913Y100 24341 491740 SH SOLE 491740 0 0 WESTERN REFINING INC Common Stock 959319104 755 19979 SH SOLE 19979 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 13512 278130 SH SOLE 278130 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 3227 130474 SH SOLE 130474 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 8381 148130 SH SOLE 148130 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 8204 198401 SH SOLE 198401 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 8346 172109 SH SOLE 172109 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 8723 184740 SH SOLE 184740 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 8309 121508 SH SOLE 121508 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 8502 117833 SH SOLE 117833 0 0 SPDR S&P METALS & MINING ETF ETP 78464A755 1953 63274 SH SOLE 63274 0 0 SPDR S&P OIL & GAS EXP & PR ETP 78464A730 7147 149340 SH SOLE 149340 0 0 SPDR S&P RETAIL ETF ETP 78464A714 11090 115513 SH SOLE 115513 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287954 57918 1391600 SH Put SOLE 1398800 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y906 284390 3592600 SH Call SOLE 3592600 0 0