0001567619-21-010397.txt : 20210517 0001567619-21-010397.hdr.sgml : 20210517 20210517133402 ACCESSION NUMBER: 0001567619-21-010397 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210331 FILED AS OF DATE: 20210517 DATE AS OF CHANGE: 20210517 EFFECTIVENESS DATE: 20210517 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: 21929218 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 03-31-2021 03-31-2021 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 05-17-2021 0 111 339684 false INFORMATION TABLE 2 form13fInfoTable.xml AGILENT TECHNOLOGIES INC Common Stock 00846U101 1948 15320 SH SOLE 15320 0 0 AMERICAN INTERNATIONAL GROUP Common Stock 026874784 11034 238772 SH SOLE 238772 0 0 AKAMAI TECHNOLOGIES INC Common Stock 00971T101 1252 12287 SH SOLE 12287 0 0 ALASKA AIR GROUP INC Common Stock 011659109 12894 186304 SH SOLE 186304 0 0 ALLSTATE CORP Common Stock 020002101 4098 35666 SH SOLE 35666 0 0 AMAZON.COM INC Common Stock 023135106 2618 846 SH SOLE 846 0 0 JPMORGAN BETABUILDERS JAPAN ETP 46641Q712 879 15430 SH SOLE 15430 0 0 BEST BUY CO INC Common Stock 086516101 3227 28110 SH SOLE 28110 0 0 BIO-RAD LABORATORIES-A Common Stock 090572207 1570 2749 SH SOLE 2749 0 0 INVESCO SENIOR LOAN ETF ETP 46138G508 5703 257714 SH SOLE 257714 0 0 CONAGRA BRANDS INC Common Stock 205887102 3350 89103 SH SOLE 89103 0 0 CHARTER COMMUNICATIONS INC-A Common Stock 16119P108 1594 2583 SH SOLE 2583 0 0 CIGNA CORP Common Stock 125523100 4636 19176 SH SOLE 19176 0 0 CLOROX COMPANY Common Stock 189054109 1307 6778 SH SOLE 6778 0 0 CENTENE CORP Common Stock 15135B101 3419 53494 SH SOLE 53494 0 0 COSTCO WHOLESALE CORP Common Stock 22160K105 1509 4281 SH SOLE 4281 0 0 CAMPBELL SOUP CO Common Stock 134429109 1300 25862 SH SOLE 25862 0 0 CITRIX SYSTEMS INC Common Stock 177376100 1199 8545 SH SOLE 8545 0 0 CVS HEALTH CORP Common Stock 126650100 6539 86924 SH SOLE 86924 0 0 SPDR BBG BARC CONVERTIBLE ETP 78464A359 5477 65712 SH SOLE 65712 0 0 DOLLAR GENERAL CORP Common Stock 256677105 1459 7202 SH SOLE 7202 0 0 QUEST DIAGNOSTICS INC Common Stock 74834L100 3272 25498 SH SOLE 25498 0 0 DR HORTON INC Common Stock 23331A109 4110 46122 SH SOLE 46122 0 0 DANAHER CORP Common Stock 235851102 1529 6792 SH SOLE 6792 0 0 DAVITA INC Common Stock 23918K108 3922 36392 SH SOLE 36392 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 4337 113706 SH SOLE 113706 0 0 EBAY INC Common Stock 278642103 3902 63715 SH SOLE 63715 0 0 ISHARES MSCI CHILE ETF ETP 464286640 908 26522 SH SOLE 26522 0 0 ISHARES MSCI INDONESIA ETF ETP 46429B309 797 36457 SH SOLE 36457 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 3706 34035 SH SOLE 34035 0 0 ISHARES J.P. MORGAN EM HIGH ETP 464286285 4084 91826 SH SOLE 91826 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 806 27594 SH SOLE 27594 0 0 ISHARES MSCI POLAND ETF ETP 46429B606 808 44622 SH SOLE 44622 0 0 ISHARES MSCI PERU ETF ETP 464289842 764 22472 SH SOLE 22472 0 0 ISHARES MSCI SWEDEN ETF ETP 464286756 154 3465 SH SOLE 3465 0 0 ISHARES MSCI GERMANY ETF ETP 464286806 152 4548 SH SOLE 4548 0 0 ISHARES MSCI ITALY ETF ETP 46434G830 153 4866 SH SOLE 4866 0 0 ISHARES MSCI SWITZERLAND ETF ETP 464286749 149 3368 SH SOLE 3368 0 0 ISHARES MSCI MALAYSIA ETF ETP 46434G814 830 30627 SH SOLE 30627 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 153 3307 SH SOLE 3307 0 0 ISHARES MSCI AUSTRIA ETF ETP 464286202 150 6852 SH SOLE 6852 0 0 ISHARES MSCI SPAIN ETF ETP 464286764 148 5386 SH SOLE 5386 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 150 4299 SH SOLE 4299 0 0 ISHARES MSCI TAIWAN ETF ETP 46434G772 854 14251 SH SOLE 14251 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 150 4794 SH SOLE 4794 0 0 ISHARES MSCI MEXICO ETF ETP 464286822 898 20488 SH SOLE 20488 0 0 ISHARES MSCI SOUTH KOREA ETF ETP 464286772 849 9470 SH SOLE 9470 0 0 ISHARES MSCI BRAZIL ETF ETP 464286400 874 26115 SH SOLE 26115 0 0 ISHARES MSCI SOUTH AFRICA ET ETP 464286780 889 18013 SH SOLE 18013 0 0 SPDR BBG BARC IG FLOATING RT ETP 78468R200 1084 35367 SH SOLE 35367 0 0 ISHARES CHINA LARGE-CAP ETF ETP 464287184 792 16977 SH SOLE 16977 0 0 ISHARES US&INTL HIGH YIELD C ETP 464286178 3805 75800 SH SOLE 75800 0 0 GLOBAL X MSCI GREECE ETF ETP 37954Y319 886 33497 SH SOLE 33497 0 0 HEWLETT PACKARD ENTERPRISE Common Stock 42824C109 9310 591474 SH SOLE 591474 0 0 HUMANA INC Common Stock 444859102 3306 7886 SH SOLE 7886 0 0 IDEXX LABORATORIES INC Common Stock 45168D104 1729 3534 SH SOLE 3534 0 0 ISHARES 1-5Y INV GRADE CORP ETP 464288646 1081 19776 SH SOLE 19776 0 0 ISHARES MSCI INDIA ETF ETP 46429B598 856 20303 SH SOLE 20303 0 0 ISHARES INTERNATIONAL PREFER ETP 46429B135 2900 175483 SH SOLE 175483 0 0 INVESCO LTD Common Stock G491BT108 14827 587926 SH SOLE 587926 0 0 SPDR BBG BARC HIGH YIELD BND ETP 78468R622 3840 35290 SH SOLE 35290 0 0 KROGER CO Common Stock 501044101 3520 97794 SH SOLE 97794 0 0 KOHLS CORP Common Stock 500255104 19940 334506 SH SOLE 334506 0 0 LENNAR CORP-A Common Stock 526057104 4426 43722 SH SOLE 43722 0 0 ELI LILLY & CO Common Stock 532457108 1555 8322 SH SOLE 8322 0 0 MASCO CORP Common Stock 574599106 3472 57960 SH SOLE 57960 0 0 MGM RESORTS INTERNATIONAL Common Stock 552953101 14666 386046 SH SOLE 386046 0 0 MONSTER BEVERAGE CORP Common Stock 61174X109 1832 20116 SH SOLE 20116 0 0 MORGAN STANLEY Common Stock 617446448 5062 65179 SH SOLE 65179 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 1089 9388 SH SOLE 9388 0 0 NEWMONT CORP Common Stock 651639106 3168 52558 SH SOLE 52558 0 0 INVESCO S&P 500 BUYWRITE ETF ETP 46137V399 4313 199129 SH SOLE 199129 0 0 INVESCO OPTIMUM YIELD DIVERS ETP 46090F100 1083 62834 SH SOLE 62834 0 0 ISHARES PREFERRED & INCOME S ETP 464288687 2942 76627 SH SOLE 76627 0 0 PRINCIPAL FINANCIAL GROUP Common Stock 74251V102 11102 185152 SH SOLE 185152 0 0 PROGRESSIVE CORP Common Stock 743315103 3435 35922 SH SOLE 35922 0 0 PULTEGROUP INC Common Stock 745867101 3975 75809 SH SOLE 75809 0 0 PERKINELMER INC Common Stock 714046109 1556 12126 SH SOLE 12126 0 0 ISHARES MORTGAGE REAL ESTATE ETP 46435G342 6047 171502 SH SOLE 171502 0 0 ROLLINS INC Common Stock 775711104 1368 39751 SH SOLE 39751 0 0 VANECK RUSSIA ETF ETP 92189F403 778 30140 SH SOLE 30140 0 0 SCHWAB U.S. TIPS ETF ETP 808524870 1082 17689 SH SOLE 17689 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 12066 139894 SH SOLE 139894 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 3849 84015 SH SOLE 84015 0 0 TELLURIAN INC Common Stock 87968A104 936 400000 SH SOLE 400000 0 0 TARGET CORP Common Stock 87612E106 4039 20391 SH SOLE 20391 0 0 ISHARES MSCI THAILAND ETF ETP 464286624 879 10695 SH SOLE 10695 0 0 THERMO FISHER SCIENTIFIC INC Common Stock 883556102 1511 3311 SH SOLE 3311 0 0 ISHARES MSCI TURKEY ETF ETP 464286715 649 28208 SH SOLE 28208 0 0 TYLER TECHNOLOGIES INC Common Stock 902252105 1704 4014 SH SOLE 4014 0 0 UNITEDHEALTH GROUP INC Common Stock 91324P102 3850 10348 SH SOLE 10348 0 0 UNUM GROUP Common Stock 91529Y106 10392 373413 SH SOLE 373413 0 0 VALERO ENERGY CORP Common Stock 91913Y100 7757 108341 SH SOLE 108341 0 0 VANGUARD REAL ESTATE ETF ETP 922908553 2999 32648 SH SOLE 32648 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 2911 52212 SH SOLE 52212 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 4411 43632 SH SOLE 43632 0 0 WHIRLPOOL CORP Common Stock 963320106 3738 16962 SH SOLE 16962 0 0 SPDR FTSE INTERNATIONAL GOVE ETP 78464A490 1063 19140 SH SOLE 19140 0 0 WALMART INC Common Stock 931142103 1346 9908 SH SOLE 9908 0 0 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 1599 5674 SH SOLE 5674 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 1374 17434 SH SOLE 17434 0 0 COMM SERV SELECT SECTOR SPDR ETP 81369Y852 1309 17858 SH SOLE 17858 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 1318 26857 SH SOLE 26857 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 1352 39699 SH SOLE 39699 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 1391 14130 SH SOLE 14130 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 1299 9783 SH SOLE 9783 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 1386 20289 SH SOLE 20289 0 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 1367 34605 SH SOLE 34605 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 3191 49823 SH SOLE 49823 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 1328 11376 SH SOLE 11376 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 1333 7929 SH SOLE 7929 0 0