0001140361-16-086322.txt : 20161114 0001140361-16-086322.hdr.sgml : 20161111 20161114145310 ACCESSION NUMBER: 0001140361-16-086322 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 EFFECTIVENESS DATE: 20161114 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: 161993921 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 09-30-2016 09-30-2016 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 11-14-2016 0 194 561904 false INFORMATION TABLE 2 form13fInfoTable.xml ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 386 9149 SH OTR 0 9149 0 ASSURANT INC Common Stock 04621X108 351 3804 SH OTR 0 3804 0 BEST BUY CO INC Common Stock 086516101 337 8837 SH OTR 0 8837 0 BECTON DICKINSON AND CO Common Stock 075887109 86 477 SH OTR 0 477 0 CLOROX COMPANY Common Stock 189054109 83 664 SH OTR 0 664 0 CAMPBELL SOUP CO Common Stock 134429109 71 1302 SH OTR 0 1302 0 CENTURYLINK INC Common Stock 156700106 343 12503 SH OTR 0 12503 0 FORD MOTOR CO Common Stock 345370860 305 25286 SH OTR 0 25286 0 FIFTH THIRD BANCORP Common Stock 316773100 335 16376 SH OTR 0 16376 0 GENERAL MILLS INC Common Stock 370334104 87 1368 SH OTR 0 1368 0 CORNING INC Common Stock 219350105 350 14782 SH OTR 0 14782 0 GENERAL MOTORS CO Common Stock 37045V100 681 21431 SH OTR 0 21431 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 301 10896 SH OTR 0 10896 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 319 7455 SH OTR 0 7455 0 ILLINOIS TOOL WORKS Common Stock 452308109 86 720 SH OTR 0 720 0 KELLOGG CO Common Stock 487836108 85 1102 SH OTR 0 1102 0 KIMBERLY-CLARK CORP Common Stock 494368103 79 623 SH OTR 0 623 0 KOHLS CORP Common Stock 500255104 341 7793 SH OTR 0 7793 0 MCDONALD'S CORP Common Stock 580135101 80 690 SH OTR 0 690 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 88 882 SH OTR 0 882 0 MARSH & MCLENNAN COS Common Stock 571748102 85 1267 SH OTR 0 1267 0 3M CO Common Stock 88579Y101 84 477 SH OTR 0 477 0 NAVIENT CORP Common Stock 63938C108 405 28020 SH OTR 0 28020 0 NORTHROP GRUMMAN CORP Common Stock 666807102 85 398 SH OTR 0 398 0 PAYCHEX INC Common Stock 704326107 83 1435 SH OTR 0 1435 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 356 6919 SH OTR 0 6919 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 85 952 SH OTR 0 952 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 372 4554 SH OTR 0 4554 0 PUBLIC STORAGE Common Stock 74460D109 73 325 SH OTR 0 325 0 TRANSOCEAN LTD Common Stock H8817H100 312 29253 SH OTR 0 29253 0 REPUBLIC SERVICES INC Common Stock 760759100 89 1762 SH OTR 0 1762 0 RAYTHEON COMPANY Common Stock 755111507 83 611 SH OTR 0 611 0 SYSCO CORP Common Stock 871829107 83 1700 SH OTR 0 1700 0 AT&T INC Common Stock 00206R102 408 10040 SH OTR 0 10040 0 UNUM GROUP Common Stock 91529Y106 709 20074 SH OTR 0 20074 0 WASTE MANAGEMENT INC Common Stock 94106L109 85 1337 SH OTR 0 1337 0 WAL-MART STORES INC Common Stock 931142103 333 4624 SH OTR 0 4624 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 12915 306260 SH SOLE 306260 0 0 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 983 55051 SH SOLE 55051 0 0 AGENUS INC Common Stock 00847G705 172 24000 SH SOLE 24000 0 0 ASSURANT INC Common Stock 04621X108 11777 127667 SH SOLE 127667 0 0 ALON USA ENERGY INC Common Stock 020520102 501 62150 SH SOLE 62150 0 0 AMSURG CORP Common Stock 03232P405 201 3000 SH SOLE 3000 0 0 ABERCROMBIE & FITCH CO-CL A Common Stock 002896207 474 29857 SH SOLE 29857 0 0 AQUA METALS INC Common Stock 03837J101 40 4500 SH SOLE 4500 0 0 ATWOOD OCEANICS INC Common Stock 050095108 525 60415 SH SOLE 60415 0 0 AV HOMES INC Common Stock 00234P102 108 6500 SH SOLE 6500 0 0 BANC OF CALIFORNIA INC Common Stock 05990K106 1050 60152 SH SOLE 60152 0 0 BEST BUY CO INC Common Stock 086516101 11302 296013 SH SOLE 296013 0 0 BECTON DICKINSON AND CO Common Stock 075887109 2880 16026 SH SOLE 16026 0 0 BRIGHT HORIZONS FAMILY SOLUT Common Stock 109194100 215 3217 SH SOLE 3217 0 0 BOFI HOLDING INC Common Stock 05566U108 157 7026 SH SOLE 7026 0 0 BIOTIME INC Common Stock 09066L105 43 11000 SH SOLE 11000 0 0 CAL-MAINE FOODS INC Common Stock 128030202 622 16140 SH SOLE 16140 0 0 TEUCRIUM SUGAR FUND ETP 88166A409 2620 180932 SH SOLE 180932 0 0 CEMTREX INC Common Stock 15130G303 38 9500 SH SOLE 9500 0 0 CHEMED CORP Common Stock 16359R103 264 1869 SH SOLE 1869 0 0 CLOROX COMPANY Common Stock 189054109 2772 22146 SH SOLE 22146 0 0 COMMERCIAL METALS CO Common Stock 201723103 1045 64516 SH SOLE 64516 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 735 48135 SH SOLE 48135 0 0 CAMPBELL SOUP CO Common Stock 134429109 2393 43743 SH SOLE 43743 0 0 CSG SYSTEMS INTL INC Common Stock 126349109 190 4609 SH SOLE 4609 0 0 ISHARES 1-3 YEAR CREDIT BOND ETP 464288646 114 1077 SH SOLE 1077 0 0 COOPER TIRE & RUBBER Common Stock 216831107 907 23845 SH SOLE 23845 0 0 CENTURYLINK INC Common Stock 156700106 11442 417118 SH SOLE 417118 0 0 CONVERGYS CORP Common Stock 212485106 305 10014 SH SOLE 10014 0 0 DHT HOLDINGS INC Common Stock Y2065G121 579 138266 SH SOLE 138266 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 437 11889 SH SOLE 11889 0 0 ISHARES MSCI CHILE CAPPED ET ETP 464286640 4516 122416 SH SOLE 122416 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 4632 175182 SH SOLE 175182 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 429 3659 SH SOLE 3659 0 0 ISHARES EMERGING MARKETS HIG ETP 464286285 430 8500 SH SOLE 8500 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 4334 116331 SH SOLE 116331 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 4472 206868 SH SOLE 206868 0 0 ISHARES MSCI ALL PERU CAPPED ETP 464289842 4641 139795 SH SOLE 139795 0 0 ISHARES MSCI SWEDEN ETF ETP 464286756 4082 140429 SH SOLE 140429 0 0 ISHARES MSCI GERMANY ETF ETP 464286806 4020 153020 SH SOLE 153020 0 0 ISHARES MSCI JAPAN ETF ETP 464286848 12287 979803 SH SOLE 979803 0 0 ISHARES MSCI SWITZERLAND CAP ETP 464286749 4060 132891 SH SOLE 132891 0 0 ISHARES MSCI MALAYSIA ETF ETP 464286830 4432 546532 SH SOLE 546532 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 4046 161459 SH SOLE 161459 0 0 ISHARES MSCI AUSTRIA CAPPED ETP 464286202 4193 256928 SH SOLE 256928 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 3673 152025 SH SOLE 152025 0 0 ISHARES MSCI TAIWAN ETF ETP 464286731 4670 297447 SH SOLE 297447 0 0 ISHARES MSCI UNITED KINGDOM ETP 46434V548 2878 181662 SH SOLE 181662 0 0 ISHARES MSCI SOUTH KOREA CAP ETP 464286772 4612 79337 SH SOLE 79337 0 0 ISHARES MSCI BRAZIL CAPPED E ETP 464286400 4499 133372 SH SOLE 133372 0 0 ISHARES MSCI SOUTH AFRICA ET ETP 464286780 4772 85106 SH SOLE 85106 0 0 FORD MOTOR CO Common Stock 345370860 10253 849429 SH SOLE 849429 0 0 FIRST AMERICAN FINANCIAL Common Stock 31847R102 1239 31555 SH SOLE 31555 0 0 FIBROCELL SCIENCE INC Common Stock 315721209 18 25000 SH SOLE 25000 0 0 FIFTH THIRD BANCORP Common Stock 316773100 11287 551641 SH SOLE 551641 0 0 ISHARES FLOATING RATE BOND E ETP 46429B655 114 2248 SH SOLE 2248 0 0 FINJAN HOLDINGS INC Common Stock 31788H303 24 14164 SH SOLE 14164 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 4586 120665 SH SOLE 120665 0 0 GREENBRIER COMPANIES INC Common Stock 393657101 950 26920 SH SOLE 26920 0 0 ISHARES GLOBAL HIGH YIELD CO ETP 464286178 460 9295 SH SOLE 9295 0 0 GENERAL MILLS INC Common Stock 370334104 2937 45973 SH SOLE 45973 0 0 SPDR GOLD SHARES ETP 78463V107 2423 19285 SH SOLE 19285 0 0 CORNING INC Common Stock 219350105 11728 495883 SH SOLE 495883 0 0 GENERAL MOTORS CO Common Stock 37045V100 22882 720245 SH SOLE 720245 0 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 10173 368722 SH SOLE 368722 0 0 GLOBAL SHIP LEASE INC-CL A Common Stock Y27183105 103 62000 SH SOLE 62000 0 0 HUTTIG BUILDING PRODUCTS INC Common Stock 448451104 36 6200 SH SOLE 6200 0 0 HELEN OF TROY LTD Common Stock G4388N106 210 2439 SH SOLE 2439 0 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 10684 249510 SH SOLE 249510 0 0 HISTOGENICS CORP Common Stock 43358V109 26 8000 SH SOLE 8000 0 0 ISHARES IBOXX USD HIGH YIELD ETP 464288513 461 5278 SH SOLE 5278 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 381 3402 SH SOLE 3402 0 0 ISHARES 3-7 YEAR TREASURY BO ETP 464288661 381 3012 SH SOLE 3012 0 0 ILLINOIS TOOL WORKS Common Stock 452308109 2898 24179 SH SOLE 24179 0 0 JERNIGAN CAPITAL INC Common Stock 476405105 86 4500 SH SOLE 4500 0 0 J2 GLOBAL INC Common Stock 48123V102 217 3259 SH SOLE 3259 0 0 JONES ENERGY INC - A Common Stock 48019R108 27 7500 SH SOLE 7500 0 0 KELLOGG CO Common Stock 487836108 2880 37174 SH SOLE 37174 0 0 KIMBERLY-CLARK CORP Common Stock 494368103 2660 21091 SH SOLE 21091 0 0 KOHLS CORP Common Stock 500255104 11420 261029 SH SOLE 261029 0 0 LANCASTER COLONY CORP Common Stock 513847103 252 1910 SH SOLE 1910 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 113 921 SH SOLE 921 0 0 MEDLEY CAPITAL CORP Common Stock 58503F106 38 5000 SH SOLE 5000 0 0 MCDONALD'S CORP Common Stock 580135101 2667 23120 SH SOLE 23120 0 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 2963 29651 SH SOLE 29651 0 0 MARSH & MCLENNAN COS Common Stock 571748102 2864 42594 SH SOLE 42594 0 0 3M CO Common Stock 88579Y101 2827 16039 SH SOLE 16039 0 0 MAXIMUS INC Common Stock 577933104 221 3902 SH SOLE 3902 0 0 MONRO MUFFLER BRAKE INC Common Stock 610236101 218 3563 SH SOLE 3563 0 0 VAIL RESORTS INC Common Stock 91879Q109 253 1613 SH SOLE 1613 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 113 1005 SH SOLE 1005 0 0 NORDIC AMERICAN TANKERS LTD Common Stock G65773106 614 60736 SH SOLE 60736 0 0 NAVIENT CORP Common Stock 63938C108 13658 943891 SH SOLE 943891 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 2847 13306 SH SOLE 13306 0 0 ORAGENICS INC Common Stock 684023203 16 35000 SH SOLE 35000 0 0 OWENS & MINOR INC Common Stock 690732102 182 5234 SH SOLE 5234 0 0 OLD NATIONAL BANCORP Common Stock 680033107 999 71037 SH SOLE 71037 0 0 OVASCIENCE INC Common Stock 69014Q101 34 4800 SH SOLE 4800 0 0 PAYCHEX INC Common Stock 704326107 2790 48216 SH SOLE 48216 0 0 POWERSHARES S&P 500 BUYWRITE ETP 73936G308 428 20333 SH SOLE 20333 0 0 ISHARES US PREFERRED STOCK E ETP 464288687 1127 28530 SH SOLE 28530 0 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 11945 231895 SH SOLE 231895 0 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 2862 31885 SH SOLE 31885 0 0 1347 PROPERTY INSURANCE HOLD Common Stock 68244P107 223 35750 SH SOLE 35750 0 0 PLUG POWER INC Common Stock 72919P202 299 175000 SH SOLE 175000 0 0 POOL CORP Common Stock 73278L105 539 5698 SH SOLE 5698 0 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 12491 152983 SH SOLE 152983 0 0 PUBLIC STORAGE Common Stock 74460D109 2459 11020 SH SOLE 11020 0 0 RENT-A-CENTER INC Common Stock 76009N100 511 40446 SH SOLE 40446 0 0 ISHARES MORTGAGE REAL ESTATE ETP 464288539 1144 108869 SH SOLE 108869 0 0 RESONANT INC Common Stock 76118L102 109 20000 SH SOLE 20000 0 0 TRANSOCEAN LTD Common Stock H8817H100 10466 981781 SH SOLE 981781 0 0 RMG NETWORKS HOLDING CORP Common Stock 74966K102 84 95000 SH SOLE 95000 0 0 REPUBLIC SERVICES INC Common Stock 760759100 3009 59651 SH SOLE 59651 0 0 VANECK VECTORS RUSSIA ETF ETP 92189F403 1514 80719 SH SOLE 80719 0 0 RAYTHEON COMPANY Common Stock 755111507 2794 20523 SH SOLE 20523 0 0 STEELCASE INC-CL A Common Stock 858155203 800 57614 SH SOLE 57614 0 0 SHIP FINANCE INTL LTD Common Stock G81075106 914 62045 SH SOLE 62045 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 37457 440465 SH SOLE 440465 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 459 9718 SH SOLE 9718 0 0 TEUCRIUM SOYBEAN FUND ETP 88166A607 2449 132510 SH SOLE 132510 0 0 SILVER RUN ACQUISITION COR-A Common Stock 82811P101 41 2600 SH SOLE 2600 0 0 SILVER SPRING NETWORKS INC Common Stock 82817Q103 64 4500 SH SOLE 4500 0 0 STERLING BANCORP/DE Common Stock 85917A100 232 13234 SH SOLE 13234 0 0 SCORPIO TANKERS INC Common Stock Y7542C106 688 148524 SH SOLE 148524 0 0 SYNTHETIC BIOLOGICS INC Common Stock 87164U102 30 17500 SH SOLE 17500 0 0 SYSCO CORP Common Stock 871829107 2787 56859 SH SOLE 56859 0 0 AT&T INC Common Stock 00206R102 14973 368701 SH SOLE 368701 0 0 ISHARES MSCI THAILAND CAPPED ETP 464286624 4349 59166 SH SOLE 59166 0 0 TIME INC Common Stock 887228104 772 53339 SH SOLE 53339 0 0 ISHARES TIPS BOND ETF ETP 464287176 115 985 SH SOLE 985 0 0 TEEKAY TANKERS LTD-CLASS A Common Stock Y8565N102 347 137077 SH SOLE 137077 0 0 TEXAS ROADHOUSE INC Common Stock 882681109 184 4705 SH SOLE 4705 0 0 UNITED STATES DIESEL-HEATING ETP 911783108 609 39441 SH SOLE 39441 0 0 US NATURAL GAS FUND LP ETP 912318201 794 94917 SH SOLE 94917 0 0 UNUM GROUP Common Stock 91529Y106 23576 667674 SH SOLE 667674 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 1152 20503 SH SOLE 20503 0 0 VUZIX CORP Common Stock 92921W300 93 10500 SH SOLE 10500 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 425 5896 SH SOLE 5896 0 0 SPDR CITI INTERNATIONAL GOVE ETP 78464A490 115 2016 SH SOLE 2016 0 0 WASTE MANAGEMENT INC Common Stock 94106L109 2850 44697 SH SOLE 44697 0 0 WAL-MART STORES INC Common Stock 931142103 11101 153926 SH SOLE 153926 0 0 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 224 3000 SH SOLE 3000 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 10659 223218 SH SOLE 223218 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 2865 40568 SH SOLE 40568 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 2181 113029 SH SOLE 113029 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 10804 185062 SH SOLE 185062 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 11010 230440 SH SOLE 230440 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 10617 199534 SH SOLE 199534 0 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 515 15725 SH SOLE 15725 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 11251 229665 SH SOLE 229665 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 10729 148783 SH SOLE 148783 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 10755 134370 SH SOLE 134370 0 0 INTREXON CORP Common Stock 46122T102 118 4200 SH SOLE 4200 0 0 ZIOPHARM ONCOLOGY INC Common Stock 98973P101 37 6500 SH SOLE 6500 0 0 DENBURY RESOURCES INC Common Stock 247916908 3196 989400 SH Call SOLE 989400 0 0 SPDR S&P OIL & GAS EXP & PR ETP 78464A900 10342 268900 SH Call SOLE 268900 0 0