0001140361-16-076406.txt : 20160815 0001140361-16-076406.hdr.sgml : 20160815 20160815113720 ACCESSION NUMBER: 0001140361-16-076406 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161830934 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 06-30-2016 06-30-2016 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 08-15-2016 0 175 588675 false INFORMATION TABLE 2 form13fInfoTable.xml AMERISOURCEBERGEN CORP Common Stock 03073E105 96 1215 SH OTR 0 1215 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 521 12139 SH OTR 0 12139 0 AUTOZONE INC Common Stock 053332102 138 174 SH OTR 0 174 0 BEST BUY CO INC Common Stock 086516101 411 13423 SH OTR 0 13423 0 CR BARD INC Common Stock 067383109 154 654 SH OTR 0 654 0 CLOROX COMPANY Common Stock 189054109 281 2032 SH OTR 0 2032 0 CAMPBELL SOUP CO Common Stock 134429109 116 1746 SH OTR 0 1746 0 CVS HEALTH CORP Common Stock 126650100 120 1251 SH OTR 0 1251 0 FORD MOTOR CO Common Stock 345370860 889 70734 SH OTR 0 70734 0 GENERAL MILLS INC Common Stock 370334104 131 1832 SH OTR 0 1832 0 GENERAL MOTORS CO Common Stock 37045V100 878 31035 SH OTR 0 31035 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 703 26453 SH OTR 0 26453 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 935 21072 SH OTR 0 21072 0 KELLOGG CO Common Stock 487836108 121 1482 SH OTR 0 1482 0 KIMBERLY-CLARK CORP Common Stock 494368103 115 837 SH OTR 0 837 0 MCDONALD'S CORP Common Stock 580135101 110 915 SH OTR 0 915 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 293 2746 SH OTR 0 2746 0 MARATHON PETROLEUM CORP Common Stock 56585A102 419 11029 SH OTR 0 11029 0 NAVIENT CORP Common Stock 63938C108 443 37045 SH OTR 0 37045 0 PROGRESSIVE CORP Common Stock 743315103 143 4256 SH OTR 0 4256 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 432 6059 SH OTR 0 6059 0 PUBLIC STORAGE Common Stock 74460D109 270 1057 SH OTR 0 1057 0 PHILLIPS 66 Common Stock 718546104 518 6523 SH OTR 0 6523 0 REYNOLDS AMERICAN INC Common Stock 761713106 166 3069 SH OTR 0 3069 0 TRANSOCEAN LTD Common Stock H8817H100 473 39757 SH OTR 0 39757 0 REPUBLIC SERVICES INC Common Stock 760759100 121 2362 SH OTR 0 2362 0 CONSTELLATION BRANDS INC-A Common Stock 21036P108 164 991 SH OTR 0 991 0 AT&T INC Common Stock 00206R102 588 13602 SH OTR 0 13602 0 TRAVELERS COS INC/THE Common Stock 89417E109 609 5113 SH OTR 0 5113 0 TESORO CORP Common Stock 881609101 412 5504 SH OTR 0 5504 0 UNUM GROUP Common Stock 91529Y106 447 14071 SH OTR 0 14071 0 VALERO ENERGY CORP Common Stock 91913Y100 433 8481 SH OTR 0 8481 0 AMERISOURCEBERGEN CORP Common Stock 03073E105 2460 31010 SH SOLE 31010 0 0 AXCELIS TECHNOLOGIES INC Common Stock 054540208 183 17000 SH SOLE 17000 0 0 ARCHER-DANIELS-MIDLAND CO Common Stock 039483102 13366 311634 SH SOLE 311634 0 0 AMERICAN EAGLE OUTFITTERS Common Stock 02553E106 895 56156 SH SOLE 56156 0 0 ATLAS FINANCIAL HOLDINGS INC Common Stock G06207115 95 5500 SH SOLE 5500 0 0 AGENUS INC Common Stock 00847G705 109 27000 SH SOLE 27000 0 0 ALON USA ENERGY INC Common Stock 020520102 406 62617 SH SOLE 62617 0 0 AMSURG CORP Common Stock 03232P405 239 3083 SH SOLE 3083 0 0 ABERCROMBIE & FITCH CO-CL A Common Stock 002896207 541 30360 SH SOLE 30360 0 0 AMPLIPHI BIOSCIENCES CORP Common Stock 03211P202 11 7300 SH SOLE 7300 0 0 ATWOOD OCEANICS INC Common Stock 050095108 778 62112 SH SOLE 62112 0 0 AV HOMES INC Common Stock 00234P102 86 7000 SH SOLE 7000 0 0 AUTOZONE INC Common Stock 053332102 3519 4433 SH SOLE 4433 0 0 BANC OF CALIFORNIA INC Common Stock 05990K106 1113 61499 SH SOLE 61499 0 0 BEST BUY CO INC Common Stock 086516101 10702 349728 SH SOLE 349728 0 0 CR BARD INC Common Stock 067383109 3938 16744 SH SOLE 16744 0 0 BRIGHT HORIZONS FAMILY SOLUT Common Stock 109194100 219 3309 SH SOLE 3309 0 0 BOFI HOLDING INC Common Stock 05566U108 128 7224 SH SOLE 7224 0 0 CAL-MAINE FOODS INC Common Stock 128030202 735 16594 SH SOLE 16594 0 0 TEUCRIUM SUGAR FUND ETP 88166A409 2714 209470 SH SOLE 209470 0 0 CHEMED CORP Common Stock 16359R103 262 1921 SH SOLE 1921 0 0 CLOROX COMPANY Common Stock 189054109 7199 52021 SH SOLE 52021 0 0 COMMERCIAL METALS CO Common Stock 201723103 1113 65857 SH SOLE 65857 0 0 CNO FINANCIAL GROUP INC Common Stock 12621E103 860 49244 SH SOLE 49244 0 0 TEUCRIUM CORN FUND ETP 88166A102 1168 56991 SH SOLE 56991 0 0 COSI INC Common Stock 22122P200 120 240000 SH SOLE 240000 0 0 CAMPBELL SOUP CO Common Stock 134429109 2957 44444 SH SOLE 44444 0 0 COMSTOCK RESOURCES INC Common Stock 205768203 61 14500 SH SOLE 14500 0 0 CSG SYSTEMS INTL INC Common Stock 126349109 190 4718 SH SOLE 4718 0 0 ISHARES 1-3 YEAR CREDIT BOND ETP 464288646 97 918 SH SOLE 918 0 0 COOPER TIRE & RUBBER Common Stock 216831107 729 24441 SH SOLE 24441 0 0 CONVERGYS CORP Common Stock 212485106 257 10296 SH SOLE 10296 0 0 CVS HEALTH CORP Common Stock 126650100 3087 32240 SH SOLE 32240 0 0 DHT HOLDINGS INC Common Stock Y2065G121 743 147619 SH SOLE 147619 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 121 3441 SH SOLE 3441 0 0 ISHARES MSCI CHILE CAPPED ET ETP 464286640 4842 131575 SH SOLE 131575 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 5025 205453 SH SOLE 205453 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 378 3284 SH SOLE 3284 0 0 ISHARES EMERGING MARKETS HIG ETP 464286285 378 7652 SH SOLE 7652 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 4785 122166 SH SOLE 122166 0 0 WISDOMTREE INDIA EARNINGS ETP 97717W422 3769 186653 SH SOLE 186653 0 0 ISHARES MSCI ALL PERU CAPPED ETP 464289842 4845 156844 SH SOLE 156844 0 0 ISHARES MSCI MALAYSIA ETF ETP 464286830 227 27331 SH SOLE 27331 0 0 ISHARES MSCI TAIWAN ETF ETP 464286731 4789 340839 SH SOLE 340839 0 0 ISHARES MSCI SOUTH KOREA CAP ETP 464286772 3399 65268 SH SOLE 65268 0 0 ISHARES MSCI BRAZIL CAPPED E ETP 464286400 5433 180046 SH SOLE 180046 0 0 FORD MOTOR CO Common Stock 345370860 22628 1800156 SH SOLE 1800156 0 0 FIRST AMERICAN FINANCIAL Common Stock 31847R102 1295 32188 SH SOLE 32188 0 0 DIREXION DAILY FINL BEAR 3X ETP 25490K539 38 1000 SH SOLE 1000 0 0 FIBROCELL SCIENCE INC Common Stock 315721209 24 20500 SH SOLE 20500 0 0 ISHARES FLOATING RATE BOND E ETP 46429B655 97 1917 SH SOLE 1917 0 0 GREENBRIER COMPANIES INC Common Stock 393657101 801 27494 SH SOLE 27494 0 0 ISHARES GLOBAL HIGH YIELD CO ETP 464286178 391 8212 SH SOLE 8212 0 0 GENERAL MILLS INC Common Stock 370334104 3327 46650 SH SOLE 46650 0 0 SPDR GOLD SHARES ETP 78463V107 2625 20755 SH SOLE 20755 0 0 GENERAL MOTORS CO Common Stock 37045V100 22434 792724 SH SOLE 792724 0 0 GAMESTOP CORP-CLASS A Common Stock 36467W109 18111 681364 SH SOLE 681364 0 0 GLOBAL SHIP LEASE INC-CL A Common Stock Y27183105 64 50000 SH SOLE 50000 0 0 HELEN OF TROY LTD Common Stock G4388N106 258 2506 SH SOLE 2506 0 0 HARTFORD FINANCIAL SVCS GRP Common Stock 416515104 23717 534412 SH SOLE 534412 0 0 HISTOGENICS CORP Common Stock 43358V109 16 9500 SH SOLE 9500 0 0 ISHARES IBOXX USD HIGH YIELD ETP 464288513 394 4655 SH SOLE 4655 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 625 5529 SH SOLE 5529 0 0 ISHARES 3-7 YEAR TREASURY BO ETP 464288661 617 4844 SH SOLE 4844 0 0 ISHARES INTERNATIONAL INFLAT ETP 46429B770 101 2330 SH SOLE 2330 0 0 JERNIGAN CAPITAL INC Common Stock 476405105 66 4700 SH SOLE 4700 0 0 J2 GLOBAL INC Common Stock 48123V102 210 3332 SH SOLE 3332 0 0 KELLOGG CO Common Stock 487836108 3080 37721 SH SOLE 37721 0 0 KIMBERLY-CLARK CORP Common Stock 494368103 2940 21382 SH SOLE 21382 0 0 LANCASTER COLONY CORP Common Stock 513847103 249 1954 SH SOLE 1954 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 100 813 SH SOLE 813 0 0 MCDONALD'S CORP Common Stock 580135101 2820 23432 SH SOLE 23432 0 0 MCCORMICK & CO-NON VTG SHRS Common Stock 579780206 7494 70251 SH SOLE 70251 0 0 MAXIMUS INC Common Stock 577933104 222 4013 SH SOLE 4013 0 0 MONRO MUFFLER BRAKE INC Common Stock 610236101 232 3652 SH SOLE 3652 0 0 MARATHON PETROLEUM CORP Common Stock 56585A102 10660 280828 SH SOLE 280828 0 0 VAIL RESORTS INC Common Stock 91879Q109 229 1657 SH SOLE 1657 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 98 862 SH SOLE 862 0 0 NORDIC AMERICAN TANKERS LTD Common Stock G65773106 850 61163 SH SOLE 61163 0 0 NAVIENT CORP Common Stock 63938C108 11429 956362 SH SOLE 956362 0 0 NEONODE INC Common Stock 64051M402 112 76864 SH SOLE 76864 0 0 ORAGENICS INC Common Stock 684023203 20 40000 SH SOLE 40000 0 0 OWENS & MINOR INC Common Stock 690732102 200 5341 SH SOLE 5341 0 0 OLD NATIONAL BANCORP Common Stock 680033107 907 72354 SH SOLE 72354 0 0 OVASCIENCE INC Common Stock 69014Q101 17 3300 SH SOLE 3300 0 0 POWERSHARES S&P 500 BUYWRITE ETP 73936G308 333 16068 SH SOLE 16068 0 0 ISHARES US PREFERRED STOCK E ETP 464288687 980 24572 SH SOLE 24572 0 0 PROGRESSIVE CORP Common Stock 743315103 3647 108854 SH SOLE 108854 0 0 1347 PROPERTY INSURANCE HOLD Common Stock 68244P107 217 34000 SH SOLE 34000 0 0 PLUG POWER INC Common Stock 72919P202 326 175000 SH SOLE 175000 0 0 POOL CORP Common Stock 73278L105 550 5845 SH SOLE 5845 0 0 PRUDENTIAL FINANCIAL INC Common Stock 744320102 11077 155268 SH SOLE 155268 0 0 PUBLIC STORAGE Common Stock 74460D109 6987 27337 SH SOLE 27337 0 0 PHILLIPS 66 Common Stock 718546104 13243 166917 SH SOLE 166917 0 0 REYNOLDS AMERICAN INC Common Stock 761713106 4106 76139 SH SOLE 76139 0 0 RENT-A-CENTER INC Common Stock 76009N100 507 41317 SH SOLE 41317 0 0 ISHARES MORTGAGE REAL ESTATE ETP 464288539 996 97084 SH SOLE 97084 0 0 RESONANT INC Common Stock 76118L102 101 23000 SH SOLE 23000 0 0 TRANSOCEAN LTD Common Stock H8817H100 11960 1005897 SH SOLE 1005897 0 0 RMG NETWORKS HOLDING CORP Common Stock 74966K102 78 79955 SH SOLE 79955 0 0 REPUBLIC SERVICES INC Common Stock 760759100 3087 60163 SH SOLE 60163 0 0 VANECK VECTORS RUSSIA ETF ETP 92189F403 1590 91300 SH SOLE 91300 0 0 REVOLUTION LIGHTING TECHNOLO Common Stock 76155G206 49 8000 SH SOLE 8000 0 0 STEELCASE INC-CL A Common Stock 858155203 797 58719 SH SOLE 58719 0 0 SHIP FINANCE INTL LTD Common Stock G81075106 913 61932 SH SOLE 61932 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 103226 1209866 SH SOLE 1209866 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 393 8471 SH SOLE 8471 0 0 TEUCRIUM SOYBEAN FUND ETP 88166A607 2562 120049 SH SOLE 120049 0 0 DIREXION DAILY S&P 500 BEAR ETP 25459Y371 42 3000 SH SOLE 3000 0 0 SILVER SPRING NETWORKS INC Common Stock 82817Q103 46 3800 SH SOLE 3800 0 0 STERLING BANCORP/DE Common Stock 85917A100 213 13552 SH SOLE 13552 0 0 SCORPIO TANKERS INC Common Stock Y7542C106 625 148839 SH SOLE 148839 0 0 CONSTELLATION BRANDS INC-A Common Stock 21036P108 4191 25336 SH SOLE 25336 0 0 SYNTHETIC BIOLOGICS INC Common Stock 87164U102 18 10000 SH SOLE 10000 0 0 AT&T INC Common Stock 00206R102 16131 373305 SH SOLE 373305 0 0 ISHARES MSCI THAILAND CAPPED ETP 464286624 4705 68281 SH SOLE 68281 0 0 TEL-INSTRUMENT ELECTRONICS Common Stock 879165207 52 12000 SH SOLE 12000 0 0 TIME INC Common Stock 887228104 891 54111 SH SOLE 54111 0 0 ISHARES TIPS BOND ETF ETP 464287176 99 849 SH SOLE 849 0 0 TEEKAY TANKERS LTD-CLASS A Common Stock Y8565N102 411 137976 SH SOLE 137976 0 0 TOP SHIPS INC Common Stock Y8897Y156 23 13500 SH SOLE 13500 0 0 TRAVELERS COS INC/THE Common Stock 89417E109 15541 130556 SH SOLE 130556 0 0 TESORO CORP Common Stock 881609101 10479 139869 SH SOLE 139869 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 216 5457 SH SOLE 5457 0 0 TEXAS ROADHOUSE INC Common Stock 882681109 220 4817 SH SOLE 4817 0 0 UNUM GROUP Common Stock 91529Y106 11417 359126 SH SOLE 359126 0 0 VALERO ENERGY CORP Common Stock 91913Y100 11053 216725 SH SOLE 216725 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 891 16484 SH SOLE 16484 0 0 VUZIX CORP Common Stock 92921W300 60 8000 SH SOLE 8000 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 371 5194 SH SOLE 5194 0 0 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 234 3079 SH SOLE 3079 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 10844 234019 SH SOLE 234019 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 2979 43662 SH SOLE 43662 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 11008 196539 SH SOLE 196539 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 10481 241662 SH SOLE 241662 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 11516 208811 SH SOLE 208811 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 12155 231650 SH SOLE 231650 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 10456 145819 SH SOLE 145819 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 9969 127711 SH SOLE 127711 0 0 INTREXON CORP Common Stock 46122T102 96 3900 SH SOLE 3900 0 0 ZIOPHARM ONCOLOGY INC Common Stock 98973P101 33 6000 SH SOLE 6000 0 0 DENBURY RESOURCES INC Common Stock 247916908 3650 1016700 SH Call SOLE 1016700 0 0 SPDR S&P OIL & GAS EXP & PR ETP 78464A900 9615 276200 SH Call SOLE 276200 0 0