0001140361-13-032357.txt : 20130814 0001140361-13-032357.hdr.sgml : 20130814 20130814104813 ACCESSION NUMBER: 0001140361-13-032357 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130814 DATE AS OF CHANGE: 20130814 EFFECTIVENESS DATE: 20130814 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: 131035734 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 06-30-2013 06-30-2013 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 08-14-2013 1 109 439845 false 1 0001380330 028-14406 DundeeWealth US, LP INFORMATION TABLE 2 form13fInfoTable.xml APPLE INC Common Stock 037833100 194 490 SH OTR 0 490 0 AMERISOURCEBERGEN CORP Common Stock 03073E105 434 7772 SH OTR 0 7772 0 ALLSTATE CORP Common Stock 020002101 1681 34943 SH OTR 0 34943 0 BERKSHIRE HATHAWAY INC-CL B Common Stock 084670702 409 3652 SH OTR 0 3652 0 CONAGRA FOODS INC Common Stock 205887102 377 10801 SH OTR 0 10801 0 CINCINNATI FINANCIAL CORP Common Stock 172062101 376 8189 SH OTR 0 8189 0 CLOROX COMPANY Common Stock 189054109 368 4421 SH OTR 0 4421 0 CST BRANDS INC Common Stock 12646R105 247 8009 SH OTR 0 8009 0 DEAN FOODS CO Common Stock 242370104 196 19553 SH OTR 0 19553 0 DR HORTON INC Common Stock 23331A109 364 17128 SH OTR 0 17128 0 GAP INC/THE Common Stock 364760108 377 9042 SH OTR 0 9042 0 HOME DEPOT INC Common Stock 437076102 442 5701 SH OTR 0 5701 0 HERSHEY CO/THE Common Stock 427866108 393 4405 SH OTR 0 4405 0 LENNAR CORP-A Common Stock 526057104 359 9950 SH OTR 0 9950 0 LINCOLN NATIONAL CORP Common Stock 534187109 1745 47847 SH OTR 0 47847 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 1610 24301 SH OTR 0 24301 0 MCKESSON CORP Common Stock 58155Q103 397 3464 SH OTR 0 3464 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 378 5369 SH OTR 0 5369 0 MARATHON PETROLEUM CORP Common Stock 56585A102 2973 41835 SH OTR 0 41835 0 MURPHY OIL CORP Common Stock 626717102 1480 24306 SH OTR 0 24306 0 NORTHROP GRUMMAN CORP Common Stock 666807102 3508 42369 SH OTR 0 42369 0 PFIZER INC Common Stock 717081103 374 13366 SH OTR 0 13366 0 PULTEGROUP INC Common Stock 745867101 446 23518 SH OTR 0 23518 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 1796 24589 SH OTR 0 24589 0 ROSS STORES INC Common Stock 778296103 303 4668 SH OTR 0 4668 0 RAYTHEON COMPANY Common Stock 755111507 1534 23205 SH OTR 0 23205 0 SHERWIN-WILLIAMS CO/THE Common Stock 824348106 399 2262 SH OTR 0 2262 0 SEAGATE TECHNOLOGY Common Stock G7945M107 4357 97200 SH OTR 0 97200 0 SAFEWAY INC Common Stock 786514208 3433 145106 SH OTR 0 145106 0 TRAVELERS COS INC/THE Common Stock 89417E109 1615 20213 SH OTR 0 20213 0 TESORO CORP Common Stock 881609101 1327 25355 SH OTR 0 25355 0 TIME WARNER INC Common Stock 887317303 393 6805 SH OTR 0 6805 0 VALERO ENERGY CORP Common Stock 91913Y100 2515 72334 SH OTR 0 72334 0 WESTERN DIGITAL CORP Common Stock 958102105 1896 30529 SH OTR 0 30529 0 WHIRLPOOL CORP Common Stock 963320106 1972 17243 SH OTR 0 17243 0 WHITEWAVE FOODS CO - CL A Common Stock 966244105 81 4965 SH OTR 0 4965 0 WHITEWAVE FOODS CO-CL B Common Stock 966244204 108 7083 SH OTR 0 7083 0 APPLE INC Common Stock 037833100 1275 3215 SH SOLE 3215 0 0 AMERISOURCEBERGEN CORP Common Stock 03073E105 2835 50784 SH SOLE 50784 0 0 ALLEGIANT TRAVEL CO Common Stock 01748X102 508 4792 SH SOLE 4792 0 0 ALLSTATE CORP Common Stock 020002101 11191 232568 SH SOLE 232568 0 0 SMITH (A.O.) CORP Common Stock 831865209 410 11304 SH SOLE 11304 0 0 ARRIS GROUP INC Common Stock 04270V106 331 23074 SH SOLE 23074 0 0 BERKSHIRE HATHAWAY INC-CL B Common Stock 084670702 2638 23571 SH SOLE 23571 0 0 CONAGRA FOODS INC Common Stock 205887102 2449 70108 SH SOLE 70108 0 0 CINCINNATI FINANCIAL CORP Common Stock 172062101 2468 53752 SH SOLE 53752 0 0 CLOROX COMPANY Common Stock 189054109 2389 28730 SH SOLE 28730 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 1850 142756 SH SOLE 142756 0 0 CST BRANDS INC Common Stock 12646R105 1629 52870 SH SOLE 52870 0 0 DEAN FOODS CO Common Stock 242370104 1285 128277 SH SOLE 128277 0 0 DR HORTON INC Common Stock 23331A109 2380 111836 SH SOLE 111836 0 0 DELEK US HOLDINGS INC Common Stock 246647101 1211 42068 SH SOLE 42068 0 0 DELUXE CORP Common Stock 248019101 358 10329 SH SOLE 10329 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 229 7354 SH SOLE 7354 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 819 23369 SH SOLE 23369 0 0 ISHARES MSCI MALAYSIA ETF ETP 464286830 1691 108741 SH SOLE 108741 0 0 ISHARES MSCI TAIWAN ETF ETP 464286731 889 66836 SH SOLE 66836 0 0 FIRST AMERICAN FINANCIAL Common Stock 31847R102 1476 66965 SH SOLE 66965 0 0 GAP INC/THE Common Stock 364760108 2482 59468 SH SOLE 59468 0 0 GOLDMAN SACHS GROUP INC Common Stock 38141G104 8261 54615 SH SOLE 54615 0 0 HOME DEPOT INC Common Stock 437076102 2913 37606 SH SOLE 37606 0 0 HERSHEY CO/THE Common Stock 427866108 2547 28523 SH SOLE 28523 0 0 KAISER ALUMINUM CORP Common Stock 483007704 1620 26161 SH SOLE 26161 0 0 LENNAR CORP-A Common Stock 526057104 2346 65098 SH SOLE 65098 0 0 LINCOLN NATIONAL CORP Common Stock 534187109 11635 319017 SH SOLE 319017 0 0 LYONDELLBASELL INDU-CL A Common Stock N53745100 10781 162700 SH SOLE 162700 0 0 MCKESSON CORP Common Stock 58155Q103 2559 22350 SH SOLE 22350 0 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 2446 34770 SH SOLE 34770 0 0 MAXIMUS INC Common Stock 577933104 399 5357 SH SOLE 5357 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 19515 274626 SH SOLE 274626 0 0 MURPHY OIL CORP Common Stock 626717102 9876 162189 SH SOLE 162189 0 0 NORTHROP GRUMMAN CORP Common Stock 666807102 23086 278816 SH SOLE 278816 0 0 OLIN CORP Common Stock 680665205 1624 67885 SH SOLE 67885 0 0 PFIZER INC Common Stock 717081103 2434 86892 SH SOLE 86892 0 0 PULTEGROUP INC Common Stock 745867101 2915 153670 SH SOLE 153670 0 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 11963 163805 SH SOLE 163805 0 0 PLATINUM UNDERWRITERS HLDGS Common Stock G7127P100 2125 37146 SH SOLE 37146 0 0 ROSS STORES INC Common Stock 778296103 1985 30635 SH SOLE 30635 0 0 RAYTHEON COMPANY Common Stock 755111507 10254 155078 SH SOLE 155078 0 0 STEELCASE INC-CL A Common Stock 858155203 1608 110257 SH SOLE 110257 0 0 SEMGROUP CORP-CLASS A Common Stock 81663A105 459 8516 SH SOLE 8516 0 0 SHIP FINANCE INTL LTD Common Stock G81075106 1503 101272 SH SOLE 101272 0 0 SHERWIN-WILLIAMS CO/THE Common Stock 824348106 2616 14814 SH SOLE 14814 0 0 SEAGATE TECHNOLOGY Common Stock G7945M107 27230 607402 SH SOLE 607402 0 0 SUSSER HOLDINGS CORP Common Stock 869233106 421 8799 SH SOLE 8799 0 0 SAFEWAY INC Common Stock 786514208 22725 960474 SH SOLE 960474 0 0 ISHARES MSCI THAILAND CAPPED ETP 464286624 80 1023 SH SOLE 1023 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 10782 134912 SH SOLE 134912 0 0 TESORO CORP Common Stock 881609101 8835 168857 SH SOLE 168857 0 0 TIME WARNER INC Common Stock 887317303 2552 44142 SH SOLE 44142 0 0 TYLER TECHNOLOGIES INC Common Stock 902252105 482 7027 SH SOLE 7027 0 0 VALERO ENERGY CORP Common Stock 91913Y100 16545 475843 SH SOLE 475843 0 0 WESTERN DIGITAL CORP Common Stock 958102105 12649 203728 SH SOLE 203728 0 0 WHIRLPOOL CORP Common Stock 963320106 13112 114653 SH SOLE 114653 0 0 WESTERN REFINING INC Common Stock 959319104 1322 47097 SH SOLE 47097 0 0 WORTHINGTON INDUSTRIES Common Stock 981811102 1809 57050 SH SOLE 57050 0 0 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 464 6605 SH SOLE 6605 0 0 WHITEWAVE FOODS CO - CL A Common Stock 966244105 528 32510 SH SOLE 32510 0 0 WHITEWAVE FOODS CO-CL B Common Stock 966244204 712 46842 SH SOLE 46842 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 2781 72526 SH SOLE 72526 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 2835 36205 SH SOLE 36205 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 2854 146792 SH SOLE 146792 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 2856 66976 SH SOLE 66976 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 2816 92080 SH SOLE 92080 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 2892 72898 SH SOLE 72898 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 2651 70440 SH SOLE 70440 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 2884 60566 SH SOLE 60566 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 2924 51851 SH SOLE 51851 0 0 ISHARES MSCI EMERGING MARKET ETP 464287954 72984 1895700 SH Put SOLE 1895700 0 0