0001567619-21-020236.txt : 20211115 0001567619-21-020236.hdr.sgml : 20211115 20211115120332 ACCESSION NUMBER: 0001567619-21-020236 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20210930 FILED AS OF DATE: 20211115 DATE AS OF CHANGE: 20211115 EFFECTIVENESS DATE: 20211115 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: 211408009 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 09-30-2021 09-30-2021 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 11-15-2021 0 108 330996 false INFORMATION TABLE 2 form13fInfoTable.xml AGILENT TECHNOLOGIES INC Common Stock 00846U101 2598 16492 SH SOLE 16492 0 0 AFLAC INC Common Stock 001055102 4138 79371 SH SOLE 79371 0 0 ARTHUR J GALLAGHER & CO Common Stock 363576109 2270 15272 SH SOLE 15272 0 0 ALLSTATE CORP Common Stock 020002101 9243 72599 SH SOLE 72599 0 0 JPMORGAN BETABUILDERS JAPAN ETP 46641Q217 375 6384 SH SOLE 6384 0 0 BATH & BODY WORKS INC Common Stock 070830104 3934 62418 SH SOLE 62418 0 0 BEST BUY CO INC Common Stock 086516101 7036 66561 SH SOLE 66561 0 0 BIO-RAD LABORATORIES-A Common Stock 090572207 2201 2950 SH SOLE 2950 0 0 INVESCO SENIOR LOAN ETF ETP 46138G508 5635 254846 SH SOLE 254846 0 0 BORGWARNER INC Common Stock 099724106 3574 82719 SH SOLE 82719 0 0 CONAGRA BRANDS INC Common Stock 205887102 3295 97282 SH SOLE 97282 0 0 CELANESE CORP Common Stock 150870103 4026 26723 SH SOLE 26723 0 0 CIGNA CORP Common Stock 125523100 7514 37541 SH SOLE 37541 0 0 CENTENE CORP Common Stock 15135B101 3579 57437 SH SOLE 57437 0 0 SPDR BLOOMBERG CONVERTIBLE S ETP 78464A359 5507 64518 SH SOLE 64518 0 0 DEERE & CO Common Stock 244199105 1876 5598 SH SOLE 5598 0 0 QUEST DIAGNOSTICS INC Common Stock 74834L100 4014 27621 SH SOLE 27621 0 0 DR HORTON INC Common Stock 23331A109 7768 92508 SH SOLE 92508 0 0 DANAHER CORP Common Stock 235851102 2222 7299 SH SOLE 7299 0 0 DISH NETWORK CORP-A Common Stock 25470M109 4285 98600 SH SOLE 98600 0 0 DAVITA INC Common Stock 23918K108 4543 39080 SH SOLE 39080 0 0 SPDR S&P INTER DVD ETF ETP 78463X772 3875 102049 SH SOLE 102049 0 0 EBAY INC Common Stock 278642103 4792 68781 SH SOLE 68781 0 0 ESTEE LAUDER COMPANIES-CL A Common Stock 518439104 2007 6693 SH SOLE 6693 0 0 ISHARES JP MORGAN USD EMERGI ETP 464288281 3213 29192 SH SOLE 29192 0 0 ISHARES J.P. MORGAN EM HIGH ETP 464286285 3962 89333 SH SOLE 89333 0 0 ISHARES MSCI PHILIPPINES ETF ETP 46429B408 579 19460 SH SOLE 19460 0 0 ISHARES MSCI POLAND ETF ETP 46429B606 777 35454 SH SOLE 35454 0 0 ISHARES MSCI SWEDEN ETF ETP 464286756 114 2545 SH SOLE 2545 0 0 ISHARES MSCI GERMANY ETF ETP 464286806 115 3489 SH SOLE 3489 0 0 ISHARES MSCI ITALY ETF ETP 46434G830 117 3701 SH SOLE 3701 0 0 ISHARES MSCI SWITZERLAND ETF ETP 464286749 112 2399 SH SOLE 2399 0 0 ISHARES MSCI NETHERLANDS ETF ETP 464286814 113 2303 SH SOLE 2303 0 0 ISHARES MSCI AUSTRIA ETF ETP 464286202 120 4820 SH SOLE 4820 0 0 ISHARES MSCI SPAIN ETF ETP 464286764 106 3925 SH SOLE 3925 0 0 ISHARES MSCI FRANCE ETF ETP 464286707 117 3154 SH SOLE 3154 0 0 ISHARES MSCI TAIWAN ETF ETP 46434G772 782 12608 SH SOLE 12608 0 0 ISHARES MSCI UNITED KINGDOM ETP 46435G334 119 3694 SH SOLE 3694 0 0 ISHARES MSCI MEXICO ETF ETP 464286822 773 16024 SH SOLE 16024 0 0 ISHARES MSCI SOUTH AFRICA ET ETP 464286780 705 14993 SH SOLE 14993 0 0 FEDEX CORP Common Stock 31428X106 3324 15156 SH SOLE 15156 0 0 SPDR BLOOMBERG INVESTMENT GR ETP 78468R200 1072 34980 SH SOLE 34980 0 0 GENERAL ELECTRIC CO Common Stock 369604301 3986 38692 SH SOLE 38692 0 0 ISHARES US&INTL HIGH YIELD C ETP 464286178 3724 74405 SH SOLE 74405 0 0 CORNING INC Common Stock 219350105 1672 45826 SH SOLE 45826 0 0 GENERAL MOTORS CO Common Stock 37045V100 3836 72785 SH SOLE 72785 0 0 GLOBAL X MSCI GREECE ETF ETP 37954Y319 761 28164 SH SOLE 28164 0 0 GOLDMAN SACHS GROUP INC Common Stock 38141G104 4702 12439 SH SOLE 12439 0 0 HCA HEALTHCARE INC Common Stock 40412C101 5038 20755 SH SOLE 20755 0 0 HOME DEPOT INC Common Stock 437076102 2143 6528 SH SOLE 6528 0 0 HP INC Common Stock 40434L105 3371 123220 SH SOLE 123220 0 0 HUMANA INC Common Stock 444859102 3302 8486 SH SOLE 8486 0 0 IDEXX LABORATORIES INC Common Stock 45168D104 2360 3795 SH SOLE 3795 0 0 ISHARES 7-10 YEAR TREASURY B ETP 464287440 307 2663 SH SOLE 2663 0 0 ISHARES 1-5Y INV GRADE CORP ETP 464288646 1069 19563 SH SOLE 19563 0 0 ISHARES MSCI INDIA ETF ETP 46429B598 821 16852 SH SOLE 16852 0 0 JOHNSON CONTROLS INTERNATION Common Stock G51502105 2283 33537 SH SOLE 33537 0 0 SPDR BLOOMBERG HIGH YIELD BO ETP 78468R622 3743 34225 SH SOLE 34225 0 0 KROGER CO Common Stock 501044101 4286 106009 SH SOLE 106009 0 0 LENNAR CORP-A Common Stock 526057104 8280 88387 SH SOLE 88387 0 0 LOWE'S COS INC Common Stock 548661107 2123 10463 SH SOLE 10463 0 0 ISHARES IBOXX INVESTMENT GRA ETP 464287242 1055 7931 SH SOLE 7931 0 0 MASCO CORP Common Stock 574599106 3485 62741 SH SOLE 62741 0 0 MONSTER BEVERAGE CORP Common Stock 61174X109 1919 21607 SH SOLE 21607 0 0 MOSAIC CO/THE Common Stock 61945C103 4426 123908 SH SOLE 123908 0 0 MORGAN STANLEY Common Stock 617446448 11972 123030 SH SOLE 123030 0 0 ISHARES NATIONAL MUNI BOND E ETP 464288414 1064 9156 SH SOLE 9156 0 0 NEWMONT CORP Common Stock 651639106 3115 57360 SH SOLE 57360 0 0 OLD DOMINION FREIGHT LINE Common Stock 679580100 2326 8132 SH SOLE 8132 0 0 INVESCO S&P 500 BUYWRITE ETF ETP 46137V399 4024 175049 SH SOLE 175049 0 0 INVESCO OPTIMUM YIELD DIVERS ETP 46090F100 883 41943 SH SOLE 41943 0 0 ISHARES PREFERRED & INCOME S ETP 464288687 5565 143389 SH SOLE 143389 0 0 PROGRESSIVE CORP Common Stock 743315103 3492 38636 SH SOLE 38636 0 0 PULTEGROUP INC Common Stock 745867101 7327 159559 SH SOLE 159559 0 0 PERKINELMER INC Common Stock 714046109 2256 13016 SH SOLE 13016 0 0 PING AN INSURANCE-ADR ADR 72341E304 1502 109400 SH SOLE 109400 0 0 PENTAIR PLC Common Stock G7S00T104 2371 32650 SH SOLE 32650 0 0 ISHARES MORTGAGE REAL ESTATE ETP 46435G342 5511 152330 SH SOLE 152330 0 0 ROLLINS INC Common Stock 775711104 1516 42903 SH SOLE 42903 0 0 VANECK RUSSIA ETF ETP 92189F403 765 25238 SH SOLE 25238 0 0 SCHWAB U.S. TIPS ETF ETP 808524870 1063 16985 SH SOLE 16985 0 0 ISHARES 1-3 YEAR TREASURY BO ETP 464287457 19407 225274 SH SOLE 225274 0 0 ISHARES 0-5 YR HY CORP BOND ETP 46434V407 3751 82069 SH SOLE 82069 0 0 TELLURIAN INC Common Stock 87968A104 1564 400000 SH SOLE 400000 0 0 TARGET CORP Common Stock 87612E106 7379 32256 SH SOLE 32256 0 0 ISHARES MSCI THAILAND ETF ETP 464286624 549 7356 SH SOLE 7356 0 0 THERMO FISHER SCIENTIFIC INC Common Stock 883556102 2031 3555 SH SOLE 3555 0 0 TYLER TECHNOLOGIES INC Common Stock 902252105 1977 4310 SH SOLE 4310 0 0 UNITEDHEALTH GROUP INC Common Stock 91324P102 4370 11185 SH SOLE 11185 0 0 VANGUARD REAL ESTATE ETF ETP 922908553 2653 26069 SH SOLE 26069 0 0 VANGUARD GLBL EX-US REAL EST ETP 922042676 2700 47950 SH SOLE 47950 0 0 VICTORIA'S SECRET & CO Common Stock 926400102 1147 20758 SH SOLE 20758 0 0 VANGUARD HIGH DVD YIELD ETF ETP 921946406 3941 38132 SH SOLE 38132 0 0 WHIRLPOOL CORP Common Stock 963320106 7376 36180 SH SOLE 36180 0 0 SPDR FTSE INTERNATIONAL GOVE ETP 78464A490 732 13454 SH SOLE 13454 0 0 WEST PHARMACEUTICAL SERVICES Common Stock 955306105 2588 6096 SH SOLE 6096 0 0 MATERIALS SELECT SECTOR SPDR ETP 81369Y100 1107 13998 SH SOLE 13998 0 0 COMM SERV SELECT SECTOR SPDR ETP 81369Y852 1119 13965 SH SOLE 13965 0 0 ENERGY SELECT SECTOR SPDR ETP 81369Y506 1298 24924 SH SOLE 24924 0 0 FINANCIAL SELECT SECTOR SPDR ETP 81369Y605 1171 31210 SH SOLE 31210 0 0 INDUSTRIAL SELECT SECT SPDR ETP 81369Y704 1121 11456 SH SOLE 11456 0 0 TECHNOLOGY SELECT SECT SPDR ETP 81369Y803 1124 7526 SH SOLE 7526 0 0 CONSUMER STAPLES SPDR ETP 81369Y308 1144 16612 SH SOLE 16612 0 0 REAL ESTATE SELECT SECT SPDR ETP 81369Y860 1118 25161 SH SOLE 25161 0 0 UTILITIES SELECT SECTOR SPDR ETP 81369Y886 3167 49573 SH SOLE 49573 0 0 HEALTH CARE SELECT SECTOR ETP 81369Y209 1127 8856 SH SOLE 8856 0 0 CONSUMER DISCRETIONARY SELT ETP 81369Y407 1168 6509 SH SOLE 6509 0 0 KRANESHARES CSI CHINA INTERN ETP 500767906 14196 300000 SH Call SOLE 300000 0 0