0001140361-17-032000.txt : 20170814 0001140361-17-032000.hdr.sgml : 20170814 20170814162534 ACCESSION NUMBER: 0001140361-17-032000 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170630 FILED AS OF DATE: 20170814 DATE AS OF CHANGE: 20170814 EFFECTIVENESS DATE: 20170814 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: 171030565 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 06-30-2017 06-30-2017 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 08-14-2017 0 177 531229 false INFORMATION TABLE 2 form13fInfoTable.xml AFLAC INC Common Stock 001055102 242 3111 SH OTR 0 3111 0 ASSURANT INC Common Stock 04621X108 230 2217 SH OTR 0 2217 0 ARTHUR J GALLAGHER & CO Common Stock 363576109 56 978 SH OTR 0 978 0 AMPHENOL CORP-CL A Common Stock 032095101 57 774 SH OTR 0 774 0 BOEING CO/THE Common Stock 097023105 61 309 SH OTR 0 309 0 BEST BUY CO INC Common Stock 086516101 580 10120 SH OTR 0 10120 0 BECTON DICKINSON AND CO Common Stock 075887109 54 277 SH OTR 0 277 0 CARNIVAL CORP Common Stock 143658300 257 3926 SH OTR 0 3926 0 CENTURYLINK INC Common Stock 156700106 179 7478 SH OTR 0 7478 0 DXC TECHNOLOGY CO Common Stock 23355L106 65 844 SH OTR 0 844 0 FIFTH THIRD BANCORP Common Stock 316773100 246 9457 SH OTR 0 9457 0 GENERAL DYNAMICS CORP Common Stock 369550108 58 291 SH OTR 0 291 0 CORNING INC Common Stock 219350105 505 16819 SH OTR 0 16819 0 GENERAL MOTORS CO Common Stock 37045V100 222 6358 SH OTR 0 6358 0 HEWLETT PACKARD ENTERPRIS Common Stock 42824C109 164 9910 SH OTR 0 9910 0 ILLINOIS TOOL WORKS Common Stock 452308109 119 834 SH OTR 0 834 0 KOHLS CORP Common Stock 500255104 174 4509 SH OTR 0 4509 0 MARSH & MCLENNAN COS Common Stock 571748102 57 725 SH OTR 0 725 0 3M CO Common Stock 88579Y101 57 276 SH OTR 0 276 0 MARATHON PETROLEUM CORP Common Stock 56585A102 228 4348 SH OTR 0 4348 0 NORTHROP GRUMMAN CORP Common Stock 666807102 59 228 SH OTR 0 228 0 PAYCHEX INC Common Stock 704326107 47 824 SH OTR 0 824 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 483 7538 SH OTR 0 7538 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 47 542 SH OTR 0 542 0 REPUBLIC SERVICES INC Common Stock 760759100 56 880 SH OTR 0 880 0 RAYTHEON COMPANY Common Stock 755111507 56 347 SH OTR 0 347 0 SYSCO CORP Common Stock 871829107 49 975 SH OTR 0 975 0 TORCHMARK CORP Common Stock 891027104 54 707 SH OTR 0 707 0 TESORO CORP Common Stock 881609101 247 2637 SH OTR 0 2637 0 TEXAS INSTRUMENTS INC Common Stock 882508104 52 682 SH OTR 0 682 0 UNITEDHEALTH GROUP INC Common Stock 91324P102 60 326 SH OTR 0 326 0 UNUM GROUP Common Stock 91529Y106 478 10245 SH OTR 0 10245 0 US BANCORP Common Stock 902973304 52 1008 SH OTR 0 1008 0 VALERO ENERGY CORP Common Stock 91913Y100 221 3279 SH OTR 0 3279 0 WASTE MANAGEMENT INC Common Stock 94106L109 56 769 SH OTR 0 769 0 WAL-MART STORES INC Common Stock 931142103 203 2676 SH OTR 0 2676 0 ADVANCED ENERGY INDUSTRIES Common Stock 007973100 369 5706 SH SOLE 5706 0 0 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 410 34058 SH SOLE 34058 0 0 AFLAC INC Common Stock 001055102 10570 136066 SH SOLE 136066 0 0 AGENUS INC Common Stock 00847G705 51 13000 SH SOLE 13000 0 0 ASSURANT INC Common Stock 04621X108 10048 96900 SH SOLE 96900 0 0 ARTHUR J GALLAGHER & CO Common Stock 363576109 2476 43244 SH SOLE 43244 0 0 AMPHENOL CORP-CL A Common Stock 032095101 2525 34206 SH SOLE 34206 0 0 AVINO SILVER & GOLD MINES Common Stock 053906103 70 43500 SH SOLE 43500 0 0 ASPEN TECHNOLOGY INC Common Stock 045327103 159 2881 SH SOLE 2881 0 0 BOEING CO/THE Common Stock 097023105 2730 13805 SH SOLE 13805 0 0 BANC OF CALIFORNIA INC Common Stock 05990K106 766 35605 SH SOLE 35605 0 0 BEST BUY CO INC Common Stock 086516101 25486 444553 SH SOLE 444553 0 0 BECTON DICKINSON AND CO Common Stock 075887109 2363 12109 SH SOLE 12109 0 0 POWERSHARES SENIOR LOAN ETP 73936Q769 745 32210 SH SOLE 32210 0 0 BIOTIME INC Common Stock 09066L105 54 17000 SH SOLE 17000 0 0 CARNIVAL CORP Common Stock 143658300 11259 171705 SH SOLE 171705 0 0 CABOT MICROELECTRONICS CORP Common Stock 12709P103 174 2354 SH SOLE 2354 0 0 CHEMICAL FINANCIAL CORP Common Stock 163731102 162 3345 SH SOLE 3345 0 0 CANTEL MEDICAL CORP Common Stock 138098108 148 1904 SH SOLE 1904 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1487 71205 SH SOLE 71205 0 0 UNITED STATES COPPER INDEX ETP 911718104 2637 151059 SH SOLE 151059 0 0 COOPER-STANDARD HOLDING Common Stock 21676P103 148 1469 SH SOLE 1469 0 0 ISHARES 1-3 YEAR CREDIT BOND ETP 464288646 125 1184 SH SOLE 1184 0 0 CENTURYLINK INC Common Stock 156700106 7934 332226 SH SOLE 332226 0 0 CURTISS-WRIGHT CORP Common Stock 231561101 154 1673 SH SOLE 1673 0 0 SPDR BBG BARC CONVERTIBLE ETP 78464A359 756 15240 SH SOLE 15240 0 0 CYS INVESTMENTS INC Common Stock 12673A108 635 75503 SH SOLE 75503 0 0 DANA INC Common Stock 235825205 856 38329 SH SOLE 38329 0 0 DEAN FOODS CO Common Stock 242370203 608 35764 SH SOLE 35764 0 0 DSW INC-CLASS A Common Stock 23334L102 612 34576 SH SOLE 34576 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 468 11971 SH SOLE 11971 0 0 DXC TECHNOLOGY CO Common Stock 23355L106 2855 37209 SH SOLE 37209 0 0 ISHARES MSCI CHILE CAPPED ET ETP 464286640 4567 109596 SH SOLE 109596 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 4742 174262 SH SOLE 174262 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 465 4062 SH SOLE 4062 0 0 ISHARES EMERGING MARKETS HIG ETP 464286285 465 9265 SH SOLE 9265 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 4130 115262 SH SOLE 115262 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 4562 186135 SH SOLE 186135 0 0 ISHARES MSCI POLAND CAPPED E ETP 46429B606 4727 194698 SH SOLE 194698 0 0 ISHARES MSCI ALL PERU CAPPED ETP 464289842 4642 137049 SH SOLE 137049 0 0 ESSENT GROUP LTD Common Stock G3198U102 166 4477 SH SOLE 4477 0 0 ISHARES MSCI SWEDEN CAPPED E ETP 464286756 4299 126728 SH SOLE 126728 0 0 ISHARES MSCI GERMANY ETF ETP 464286806 4198 138673 SH SOLE 138673 0 0 ISHARES MSCI ITALY CAPPED ET ETP 46434G830 4285 154147 SH SOLE 154147 0 0 ISHARES MSCI JAPAN ETF ETP 46434G822 12829 239119 SH SOLE 239119 0 0 ISHARES MSCI SWITZERLAND CAP ETP 464286749 4233 123388 SH SOLE 123388 0 0 ISHARES MSCI MALAYSIA ETF ETP 46434G814 4650 146645 SH SOLE 146645 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 4196 145037 SH SOLE 145037 0 0 ISHARES MSCI AUSTRIA CAPPED ETP 464286202 4299 202413 SH SOLE 202413 0 0 ISHARES MSCI SPAIN CAPPED ET ETP 464286764 4192 127658 SH SOLE 127658 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 4201 146055 SH SOLE 146055 0 0 ISHARES MSCI TAIWAN CAPPED E ETP 46434G772 4814 134625 SH SOLE 134625 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 4154 124627 SH SOLE 124627 0 0 ISHARES MSCI MEXICO CAPPED ETP 464286822 4888 90627 SH SOLE 90627 0 0 ISHARES MSCI SOUTH KOREA CAP ETP 464286772 4635 68346 SH SOLE 68346 0 0 ISHARES MSCI SOUTH AFRICA ET ETP 464286780 4450 78452 SH SOLE 78452 0 0 FRESH DEL MONTE PRODUCE INC Common Stock G36738105 121 2374 SH SOLE 2374 0 0 FIFTH THIRD BANCORP Common Stock 316773100 10841 417605 SH SOLE 417605 0 0 ISHARES FLOATING RATE BOND E ETP 46429B655 125 2452 SH SOLE 2452 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 4599 115808 SH SOLE 115808 0 0 GATX CORP Common Stock 361448103 870 13533 SH SOLE 13533 0 0 GENERAL DYNAMICS CORP Common Stock 369550108 2545 12846 SH SOLE 12846 0 0 ISHARES GLOBAL HIGH YIELD CO ETP 464286178 501 9928 SH SOLE 9928 0 0 CORNING INC Common Stock 219350105 22165 737605 SH SOLE 737605 0 0 GENERAL MOTORS CO Common Stock 37045V100 9772 279748 SH SOLE 279748 0 0 GROUP 1 AUTOMOTIVE INC Common Stock 398905109 632 9979 SH SOLE 9979 0 0 GLOBAL X MSCI GREECE ETF ETP 37950E366 5070 501454 SH SOLE 501454 0 0 GLOBAL SHIP LEASE INC-CL A Common Stock Y27183105 56 46000 SH SOLE 46000 0 0 HEWLETT PACKARD ENTERPRIS Common Stock 42824C109 7186 433136 SH SOLE 433136 0 0 ISHARES IBOXX USD HIGH YIELD ETP 464288513 500 5654 SH SOLE 5654 0 0 INTERDIGITAL INC Common Stock 45867G101 145 1882 SH SOLE 1882 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 373 3496 SH SOLE 3496 0 0 ISHARES 3-7 YEAR TREASURY BO ETP 464288661 461 3734 SH SOLE 3734 0 0 ILG INC Common Stock 44967H101 1093 39776 SH SOLE 39776 0 0 ISHARES INTERNATIONAL PREFER ETP 46429B135 397 22190 SH SOLE 22190 0 0 ILLINOIS TOOL WORKS Common Stock 452308109 5254 36676 SH SOLE 36676 0 0 INVESCO MORTGAGE CAPITAL Common Stock 46131B100 735 44006 SH SOLE 44006 0 0 KOHLS CORP Common Stock 500255104 7817 202154 SH SOLE 202154 0 0 LCI INDUSTRIES Common Stock 50189K103 160 1562 SH SOLE 1562 0 0 GRAND CANYON EDUCATION INC Common Stock 38526M106 191 2430 SH SOLE 2430 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 125 1039 SH SOLE 1039 0 0 MASIMO CORP Common Stock 574795100 389 4264 SH SOLE 4264 0 0 MKS INSTRUMENTS INC Common Stock 55306N104 173 2571 SH SOLE 2571 0 0 MARSH & MCLENNAN COS Common Stock 571748102 2516 32272 SH SOLE 32272 0 0 3M CO Common Stock 88579Y101 2542 12208 SH SOLE 12208 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 10004 191163 SH SOLE 191163 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 124 1126 SH SOLE 1126 0 0 NEW AGE BEVERAGES CORP Common Stock 64157V108 51 10000 SH SOLE 10000 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 2578 10042 SH SOLE 10042 0 0 NEW RESIDENTIAL INVESTMENT Common Stock 64828T201 786 50535 SH SOLE 50535 0 0 OFFICE DEPOT INC Common Stock 676220106 1795 318229 SH SOLE 318229 0 0 PAYCHEX INC Common Stock 704326107 2099 36870 SH SOLE 36870 0 0 POWERSHARES S&P 500 BUYWRITE ETP 73936G308 470 21146 SH SOLE 21146 0 0 ISHARES US PREFERRED STOCK E ETP 464288687 377 9634 SH SOLE 9634 0 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 21228 331328 SH SOLE 331328 0 0 PROCTER & GAMBLE CO/THE Common Stock 742718109 2123 24355 SH SOLE 24355 0 0 1347 PROPERTY INSURANCE HOLD Common Stock 68244P107 251 31500 SH SOLE 31500 0 0 PLUG POWER INC Common Stock 72919P202 306 150000 SH SOLE 150000 0 0 PLURISTEM THERAPEUTICS INC Common Stock 72940R102 70 55000 SH SOLE 55000 0 0 ISHARES MORTGAGE REAL ESTATE ETP 46435G342 766 16522 SH SOLE 16522 0 0 RESOLUTE ENERGY CORP Common Stock 76116A306 74 2500 SH SOLE 2500 0 0 RESONANT INC Common Stock 76118L102 89 20000 SH SOLE 20000 0 0 RMG NETWORKS HOLDING CORP Common Stock 74966K102 86 130000 SH SOLE 130000 0 0 REALPAGE INC Common Stock 75606N109 168 4682 SH SOLE 4682 0 0 REPUBLIC SERVICES INC Common Stock 760759100 2482 38950 SH SOLE 38950 0 0 RAYTHEON COMPANY Common Stock 755111507 2516 15581 SH SOLE 15581 0 0 SANDERSON FARMS INC Common Stock 800013104 718 6210 SH SOLE 6210 0 0 SCIENCE APPLICATIONS INTE Common Stock 808625107 149 2140 SH SOLE 2140 0 0 STEELCASE INC-CL A Common Stock 858155203 618 44133 SH SOLE 44133 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 26769 316828 SH SOLE 316828 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 500 10441 SH SOLE 10441 0 0 SYSCO CORP Common Stock 871829107 2177 43263 SH SOLE 43263 0 0 ISHARES MSCI THAILAND CAPPED ETP 464286624 4695 60222 SH SOLE 60222 0 0 ISHARES TIPS BOND ETF ETP 464287176 65 570 SH SOLE 570 0 0 TORCHMARK CORP Common Stock 891027104 2391 31253 SH SOLE 31253 0 0 TRINSEO SA Common Stock L9340P101 1430 20808 SH SOLE 20808 0 0 TESORO CORP Common Stock 881609101 10790 115282 SH SOLE 115282 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 4779 115121 SH SOLE 115121 0 0 TEXAS INSTRUMENTS INC Common Stock 882508104 2318 30133 SH SOLE 30133 0 0 UNITEDHEALTH GROUP INC Common Stock 91324P102 2655 14321 SH SOLE 14321 0 0 UNUM GROUP Common Stock 91529Y106 20858 447308 SH SOLE 447308 0 0 US BANCORP Common Stock 902973304 2334 44962 SH SOLE 44962 0 0 UNIVERSAL CORP/VA Common Stock 913456109 614 9485 SH SOLE 9485 0 0 VALERO ENERGY CORP Common Stock 91913Y100 9710 143937 SH SOLE 143937 0 0 VANGUARD REIT ETF ETP 922908553 308 3705 SH SOLE 3705 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 375 6666 SH SOLE 6666 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 473 6054 SH SOLE 6054 0 0 SPDR CITI INTERNATIONAL GOVE ETP 78464A490 125 2242 SH SOLE 2242 0 0 WASTE MANAGEMENT INC Common Stock 94106L109 2490 33942 SH SOLE 33942 0 0 WAL-MART STORES INC Common Stock 931142103 8876 117287 SH SOLE 117287 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 11130 206835 SH SOLE 206835 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 2649 107378 SH SOLE 107378 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 11075 162606 SH SOLE 162606 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 10620 194085 SH SOLE 194085 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 10681 194413 SH SOLE 194413 0 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 11136 345852 SH SOLE 345852 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 11087 213367 SH SOLE 213367 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 11427 144202 SH SOLE 144202 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 10790 120382 SH SOLE 120382 0 0 INTREXON CORP Common Stock 46122T102 120 5000 SH SOLE 5000 0 0 ZIOPHARM ONCOLOGY INC Common Stock 98973P101 40 6500 SH SOLE 6500 0 0