0001140361-17-006644.txt : 20170214 0001140361-17-006644.hdr.sgml : 20170214 20170214111617 ACCESSION NUMBER: 0001140361-17-006644 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20161231 FILED AS OF DATE: 20170214 DATE AS OF CHANGE: 20170214 EFFECTIVENESS DATE: 20170214 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: 17604523 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 12-31-2016 12-31-2016 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 02-14-2017 0 182 527149 false INFORMATION TABLE 2 form13fInfoTable.xml ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 408 8928 SH OTR 0 8928 0 ASSURANT INC Common Stock 04621X108 347 3736 SH OTR 0 3736 0 BEST BUY CO INC Common Stock 086516101 370 8662 SH OTR 0 8662 0 BECTON DICKINSON AND CO Common Stock 075887109 78 469 SH OTR 0 469 0 CLOROX COMPANY Common Stock 189054109 78 652 SH OTR 0 652 0 CAMPBELL SOUP CO Common Stock 134429109 77 1277 SH OTR 0 1277 0 CENTURYLINK INC Common Stock 156700106 258 10833 SH OTR 0 10833 0 FORD MOTOR CO Common Stock 345370860 283 23337 SH OTR 0 23337 0 FIFTH THIRD BANCORP Common Stock 316773100 433 16059 SH OTR 0 16059 0 GENERAL MILLS INC Common Stock 370334104 83 1343 SH OTR 0 1343 0 CORNING INC Common Stock 219350105 352 14498 SH OTR 0 14498 0 GENERAL MOTORS CO Common Stock 37045V100 733 21044 SH OTR 0 21044 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 241 9558 SH OTR 0 9558 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 348 7308 SH OTR 0 7308 0 ILLINOIS TOOL WORKS Common Stock 452308109 87 707 SH OTR 0 707 0 ISHARES US TELECOMMUNICATION ETP 464287713 35 1027 SH OTR 0 1027 0 KELLOGG CO Common Stock 487836108 80 1081 SH OTR 0 1081 0 KIMBERLY-CLARK CORP Common Stock 494368103 66 574 SH OTR 0 574 0 KOHLS CORP Common Stock 500255104 377 7643 SH OTR 0 7643 0 MCDONALD'S CORP Common Stock 580135101 82 675 SH OTR 0 675 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 81 864 SH OTR 0 864 0 MARSH & MCLENNAN COS Common Stock 571748102 84 1244 SH OTR 0 1244 0 3M CO Common Stock 88579Y101 84 468 SH OTR 0 468 0 NAVIENT CORP Common Stock 63938C108 452 27492 SH OTR 0 27492 0 NORTHROP GRUMMAN CORP Common Stock 666807102 91 390 SH OTR 0 390 0 PAYCHEX INC Common Stock 704326107 86 1409 SH OTR 0 1409 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 393 6788 SH OTR 0 6788 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 78 932 SH OTR 0 932 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 465 4470 SH OTR 0 4470 0 PUBLIC STORAGE Common Stock 74460D109 67 301 SH OTR 0 301 0 TRANSOCEAN LTD Common Stock H8817H100 424 28740 SH OTR 0 28740 0 REPUBLIC SERVICES INC Common Stock 760759100 99 1730 SH OTR 0 1730 0 RAYTHEON COMPANY Common Stock 755111507 85 600 SH OTR 0 600 0 SYSCO CORP Common Stock 871829107 92 1666 SH OTR 0 1666 0 AT&T INC Common Stock 00206R102 461 10846 SH OTR 0 10846 0 UNUM GROUP Common Stock 91529Y106 866 19703 SH OTR 0 19703 0 WASTE MANAGEMENT INC Common Stock 94106L109 93 1311 SH OTR 0 1311 0 WAL-MART STORES INC Common Stock 931142103 313 4527 SH OTR 0 4527 0 CONSUMER STAPLES SPDR ETP 81369Y308 4 80 SH OTR 0 80 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 4 134 SH OTR 0 134 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 47 577 SH OTR 0 577 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 11738 257124 SH SOLE 257124 0 0 ADVANCED ENERGY INDUSTRIES Common Stock 007973100 216 3954 SH SOLE 3954 0 0 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 1484 97851 SH SOLE 97851 0 0 AGENUS INC Common Stock 00847G705 103 25000 SH SOLE 25000 0 0 ASSURANT INC Common Stock 04621X108 9958 107239 SH SOLE 107239 0 0 ABERCROMBIE & FITCH CO-CL A Common Stock 002896207 358 29841 SH SOLE 29841 0 0 AQUA METALS INC Common Stock 03837J101 79 6000 SH SOLE 6000 0 0 AV HOMES INC Common Stock 00234P102 114 7243 SH SOLE 7243 0 0 BANC OF CALIFORNIA INC Common Stock 05990K106 1811 104393 SH SOLE 104393 0 0 BEST BUY CO INC Common Stock 086516101 10607 248581 SH SOLE 248581 0 0 BECTON DICKINSON AND CO Common Stock 075887109 2228 13458 SH SOLE 13458 0 0 BRIGHT HORIZONS FAMILY SOLUT Common Stock 109194100 222 3173 SH SOLE 3173 0 0 BELLICUM PHARMACEUTICALS INC Common Stock 079481107 27 2000 SH SOLE 2000 0 0 BIOTIME INC Common Stock 09066L105 42 11500 SH SOLE 11500 0 0 CAL-MAINE FOODS INC Common Stock 128030202 703 15918 SH SOLE 15918 0 0 TEUCRIUM SUGAR FUND ETP 88166A409 568 43703 SH SOLE 43703 0 0 CENTENNIAL RESOURCE DEVELO-A Common Stock 15136A102 49 2500 SH SOLE 2500 0 0 CHEMICAL FINANCIAL CORP Common Stock 163731102 228 4200 SH SOLE 4200 0 0 CLEARSIGN COMBUSTION CORP Common Stock 185064102 26 7500 SH SOLE 7500 0 0 CLOROX COMPANY Common Stock 189054109 2234 18616 SH SOLE 18616 0 0 CANTEL MEDICAL CORP Common Stock 138098108 190 2416 SH SOLE 2416 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1809 94447 SH SOLE 94447 0 0 CAMPBELL SOUP CO Common Stock 134429109 2222 36750 SH SOLE 36750 0 0 UNITED STATES COPPER INDEX ETP 911718104 2296 140406 SH SOLE 140406 0 0 COOPER-STANDARD HOLDING Common Stock 21676P103 193 1864 SH SOLE 1864 0 0 CSG SYSTEMS INTL INC Common Stock 126349109 221 4558 SH SOLE 4558 0 0 ISHARES 1-3 YEAR CREDIT BOND ETP 464288646 107 1021 SH SOLE 1021 0 0 CENTURYLINK INC Common Stock 156700106 8462 355843 SH SOLE 355843 0 0 CURTISS-WRIGHT CORP Common Stock 231561101 208 2119 SH SOLE 2119 0 0 CYS INVESTMENTS INC Common Stock 12673A108 697 90115 SH SOLE 90115 0 0 DEAN FOODS CO Common Stock 242370203 978 44893 SH SOLE 44893 0 0 DREW INDS INC Common Stock 26168L205 212 1965 SH SOLE 1965 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 457 12684 SH SOLE 12684 0 0 ISHARES MSCI CHILE CAPPED ET ETP 464286640 4432 118435 SH SOLE 118435 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 657 27213 SH SOLE 27213 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 321 2915 SH SOLE 2915 0 0 ISHARES EMERGING MARKETS HIG ETP 464286285 450 9254 SH SOLE 9254 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 2748 136043 SH SOLE 136043 0 0 ISHARES MSCI POLAND CAPPED E ETP 46429B606 2456 135569 SH SOLE 135569 0 0 ISHARES MSCI ALL PERU CAPPED ETP 464289842 4537 138327 SH SOLE 138327 0 0 ISHARES MSCI SWEDEN CAPPED E ETP 464286756 2951 102700 SH SOLE 102700 0 0 ISHARES MSCI GERMANY ETF ETP 464286806 3011 113709 SH SOLE 113709 0 0 ISHARES MSCI ITALY CAPPED ET ETP 46434G830 2723 112485 SH SOLE 112485 0 0 ISHARES MSCI JAPAN ETF ETP 46434G822 11749 240458 SH SOLE 240458 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 2511 103976 SH SOLE 103976 0 0 ISHARES MSCI AUSTRIA CAPPED ETP 464286202 4062 245716 SH SOLE 245716 0 0 ISHARES MSCI SPAIN CAPPED ET ETP 464286764 2577 97201 SH SOLE 97201 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 3769 152763 SH SOLE 152763 0 0 ISHARES MSCI TAIWAN CAPPED E ETP 46434G772 4339 147725 SH SOLE 147725 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 2498 81389 SH SOLE 81389 0 0 ISHARES MSCI SOUTH KOREA CAP ETP 464286772 4462 83836 SH SOLE 83836 0 0 ISHARES MSCI BRAZIL CAPPED E ETP 464286400 4472 134147 SH SOLE 134147 0 0 ISHARES MSCI SOUTH AFRICA ET ETP 464286780 1984 37887 SH SOLE 37887 0 0 FORD MOTOR CO Common Stock 345370860 8697 717016 SH SOLE 717016 0 0 FRESH DEL MONTE PRODUCE INC Common Stock G36738105 182 2997 SH SOLE 2997 0 0 FIFTH THIRD BANCORP Common Stock 316773100 12484 462900 SH SOLE 462900 0 0 ISHARES FLOATING RATE BOND E ETP 46429B655 118 2332 SH SOLE 2332 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 4178 120383 SH SOLE 120383 0 0 GATX CORP Common Stock 361448103 1042 16919 SH SOLE 16919 0 0 ISHARES GLOBAL HIGH YIELD CO ETP 464286178 484 9974 SH SOLE 9974 0 0 GENERAL MILLS INC Common Stock 370334104 2389 38669 SH SOLE 38669 0 0 CORNING INC Common Stock 219350105 10114 416730 SH SOLE 416730 0 0 GENERAL MOTORS CO Common Stock 37045V100 21095 605485 SH SOLE 605485 0 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 7882 312017 SH SOLE 312017 0 0 GLOBAL X MSCI GREECE ETF ETP 37950E366 4443 570405 SH SOLE 570405 0 0 GLOBAL SHIP LEASE INC-CL A Common Stock Y27183105 45 30000 SH SOLE 30000 0 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 9961 209052 SH SOLE 209052 0 0 ISHARES IBOXX USD HIGH YIELD ETP 464288513 482 5564 SH SOLE 5564 0 0 HYDROGENICS CORP Common Stock 448883207 33 7500 SH SOLE 7500 0 0 INTERDIGITAL INC Common Stock 45867G101 217 2374 SH SOLE 2374 0 0 ILLINOIS TOOL WORKS Common Stock 452308109 2498 20399 SH SOLE 20399 0 0 JERNIGAN CAPITAL INC Common Stock 476405105 95 4500 SH SOLE 4500 0 0 JONES ENERGY INC - A Common Stock 48019R108 45 9000 SH SOLE 9000 0 0 KELLOGG CO Common Stock 487836108 2304 31264 SH SOLE 31264 0 0 KIMBERLY-CLARK CORP Common Stock 494368103 2026 17751 SH SOLE 17751 0 0 KOHLS CORP Common Stock 500255104 10860 219917 SH SOLE 219917 0 0 LANCASTER COLONY CORP Common Stock 513847103 267 1890 SH SOLE 1890 0 0 MASIMO CORP Common Stock 574795100 210 3122 SH SOLE 3122 0 0 MCDONALD'S CORP Common Stock 580135101 2367 19446 SH SOLE 19446 0 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 2333 25002 SH SOLE 25002 0 0 MARSH & MCLENNAN COS Common Stock 571748102 2418 35780 SH SOLE 35780 0 0 3M CO Common Stock 88579Y101 2408 13484 SH SOLE 13484 0 0 VAIL RESORTS INC Common Stock 91879Q109 259 1604 SH SOLE 1604 0 0 NORDIC AMERICAN TANKERS LTD Common Stock G65773106 517 61573 SH SOLE 61573 0 0 NAVIENT CORP Common Stock 63938C108 13066 795225 SH SOLE 795225 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 2594 11153 SH SOLE 11153 0 0 OFFICE DEPOT INC Common Stock 676220106 993 219593 SH SOLE 219593 0 0 OWENS & MINOR INC Common Stock 690732102 184 5201 SH SOLE 5201 0 0 OLD NATIONAL BANCORP Common Stock 680033107 1274 70204 SH SOLE 70204 0 0 PAYCHEX INC Common Stock 704326107 2472 40612 SH SOLE 40612 0 0 POWERSHARES S&P 500 BUYWRITE ETP 73936G308 440 20703 SH SOLE 20703 0 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 11285 195039 SH SOLE 195039 0 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 2258 26858 SH SOLE 26858 0 0 1347 PROPERTY INSURANCE HOLD Common Stock 68244P107 273 34968 SH SOLE 34968 0 0 PLUG POWER INC Common Stock 72919P202 240 200000 SH SOLE 200000 0 0 POOL CORP Common Stock 73278L105 240 2301 SH SOLE 2301 0 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 13367 128451 SH SOLE 128451 0 0 PUBLIC STORAGE Common Stock 74460D109 2075 9283 SH SOLE 9283 0 0 ISHARES MORTGAGE REAL ESTATE ETP 46435G342 1190 28300 SH SOLE 28300 0 0 RESOLUTE ENERGY CORP Common Stock 76116A306 62 1500 SH SOLE 1500 0 0 RESONANT INC Common Stock 76118L102 131 26000 SH SOLE 26000 0 0 TRANSOCEAN LTD Common Stock H8817H100 12068 818692 SH SOLE 818692 0 0 RMG NETWORKS HOLDING CORP Common Stock 74966K102 97 135509 SH SOLE 135509 0 0 REPUBLIC SERVICES INC Common Stock 760759100 2856 50057 SH SOLE 50057 0 0 VANECK VECTORS RUSSIA ETF ETP 92189F403 1619 76277 SH SOLE 76277 0 0 RAYTHEON COMPANY Common Stock 755111507 2459 17320 SH SOLE 17320 0 0 SANDERSON FARMS INC Common Stock 800013104 739 7840 SH SOLE 7840 0 0 SCIENCE APPLICATIONS INTE Common Stock 808625107 229 2697 SH SOLE 2697 0 0 STEELCASE INC-CL A Common Stock 858155203 2009 112218 SH SOLE 112218 0 0 SHIP FINANCE INTL LTD Common Stock G81075106 937 63082 SH SOLE 63082 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 44795 530437 SH SOLE 530437 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 481 10159 SH SOLE 10159 0 0 TEUCRIUM SOYBEAN FUND ETP 88166A607 2294 120135 SH SOLE 120135 0 0 SILVER SPRING NETWORKS INC Common Stock 82817Q103 73 5500 SH SOLE 5500 0 0 STERLING BANCORP/DE Common Stock 85917A100 306 13090 SH SOLE 13090 0 0 SCORPIO TANKERS INC Common Stock Y7542C106 683 150753 SH SOLE 150753 0 0 SYSCO CORP Common Stock 871829107 2647 47814 SH SOLE 47814 0 0 AT&T INC Common Stock 00206R102 13236 311209 SH SOLE 311209 0 0 ISHARES MSCI THAILAND CAPPED ETP 464286624 4499 62407 SH SOLE 62407 0 0 TRINSEO SA Common Stock L9340P101 794 13383 SH SOLE 13383 0 0 TEXAS ROADHOUSE INC Common Stock 882681109 225 4657 SH SOLE 4657 0 0 UNITED STATES GAS FUND LP ETP 91201T102 2646 84484 SH SOLE 84484 0 0 UNITED STATES DIESEL-HEATING ETP 911783108 2578 153691 SH SOLE 153691 0 0 US NATURAL GAS FUND LP ETP 912318201 2627 281312 SH SOLE 281312 0 0 UNUM GROUP Common Stock 91529Y106 24507 557860 SH SOLE 557860 0 0 UNITED STATES OIL FUND LP ETP 91232N108 2543 216968 SH SOLE 216968 0 0 VUZIX CORP Common Stock 92921W300 95 14000 SH SOLE 14000 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 457 6025 SH SOLE 6025 0 0 WASTE MANAGEMENT INC Common Stock 94106L109 2663 37561 SH SOLE 37561 0 0 WAL-MART STORES INC Common Stock 931142103 8947 129435 SH SOLE 129435 0 0 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 251 2957 SH SOLE 2957 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 11435 230083 SH SOLE 230083 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 2545 33792 SH SOLE 33792 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 2596 111654 SH SOLE 111654 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 11448 183999 SH SOLE 183999 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 11666 241237 SH SOLE 241237 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 9457 182888 SH SOLE 182888 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 10259 211225 SH SOLE 211225 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 11417 140261 SH SOLE 140261 0 0 DENBURY RESOURCES INC Common Stock 247916908 3606 979900 SH Call SOLE 979900 0 0 SPDR S&P OIL & GAS EXP & PR ETP 78464A900 11022 266100 SH Call SOLE 266100 0 0