CIK: 0001185072
Total reported value
$270.8M
Reporting period: 2026-03-31 · Number of holdings: 167
Mount Lucas Management LP disclosed 167 holdings in its latest 13F filing for the period ending 2026-03-31, with total reported value of $270.8M and a quarterly turnover rate of 59.0%.
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Mount Lucas Management LP's disclosed holdings carry a Herfindahl concentration index of 0.026 — mathematically equivalent to about 39 equally-sized positions, well below its 167 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 1.80), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 44% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Add EWZ
+48.1% $9.3M
Add RPV
+34.2% $8.5M
Add SHY
+161.0% $3.2M
Add IEI
+160.3% $3.1M
Add IEF
+160.0% $3.1M
Trim AGNC
-79.7% -$2.4M
Showing top 165 holdings (of 167 total)
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | RPV | Invesco S&p 500 Pure Value E | ETF-Large Cap & Growth | 11.05% | +2.47% | +34.21% | |
| 2 | EWZ | Ishares Msci Brazil ETF | ETF-Other | 7.76% | +3.06% | +48.15% | |
| 3 | ADBE | Adobe INC | Stock-Tech | 3.14% | +3.14% | NEW | |
| 4 | INTC | Intel CORP | Stock-Tech | 2.04% | +0.20% | — | |
| 5 | SHY | Ishares 1-3 Year Treasury Bo | ETF-Gov Bonds | 1.91% | +1.11% | +160.96% | |
| 6 | IEI | Ishares 3-7 Year Treasury Bo | ETF-Gov Bonds | 1.89% | +1.10% | +160.30% | |
| 7 | IEF | Ishares 7-10 Year Treasury B | ETF-Gov Bonds | 1.88% | +1.09% | +159.97% | |
| 8 | RKT | Rocket Cos Inc-class A | Stock-Financials | 1.70% | -0.80% | — | |
| 9 | NBIS | Nebius Group NV | Stock-Other | 1.53% | +1.53% | NEW | |
| 10 | EWA | Ishares Msci Australia ETF | ETF-Other | 1.44% | — | -6.04% | |
| 11 | BBJP | Jpmorgan Betabuilders Japan | ETF-Other | 1.43% | — | -4.63% | |
| 12 | IREN | Iren LTD F | Stock-Other | 1.27% | — | — | |
| 13 | T | At&t INC | Stock-Comm Services | 1.24% | +0.49% | +52.86% | |
| 14 | BKLN | Invesco Senior Loan ETF | ETF-Other | 1.23% | — | +14.42% | |
| 15 | CWB | Ss Spdr Bb Conv Sec ETF | ETF-Other | 1.17% | — | +5.87% | |
| 16 | PBP | Invesco S&p 500 Buywrite ETF | ETF-Large Cap & Growth | 1.12% | — | +10.92% | |
| 17 | EMHY | Ishares J.p. Morgan Em High | ETF-Other | 1.12% | — | +8.71% | |
| 18 | EMB | Ishares Jp Morgan Usd Emergi | ETF-Other | 1.11% | — | +9.02% | |
| 19 | VYM | Vanguard High Dvd Yield ETF | ETF-Other | 1.11% | — | +3.53% | |
| 20 | DWX | State Street Spdr S&p Intern | ETF-Other | 1.08% | — | -1.64% | |
| 21 | NEM | Newmont CORP | Stock-Materials | 1.05% | — | +3.27% | |
| 22 | COR | Cencora INC | Stock-Healthcare | 1.01% | — | +32.57% | |
| 23 | L | Loews CORP | Stock-Financials | 0.98% | +0.62% | +190.97% | |
| 24 | PFF | Ishares Preferred & Income S | ETF-Other | 0.95% | — | -12.36% | |
| 25 | CAH | Cardinal Health INC | Stock-Healthcare | 0.94% | — | +39.82% | |
| 26 | IWD | Ishares Russell 1000 Value E | ETF-Other | 0.93% | — | +40.66% | |
| 27 | HCA | Hca Healthcare INC | Stock-Healthcare | 0.88% | +0.54% | +175.26% | |
| 28 | KGC | Kinross Gold CORP | Stock-Materials | 0.82% | — | +45.53% | |
| 29 | SHYG | Ishares 0-5 Yr Hy CORP Bond | ETF-Corp Bonds | 0.80% | — | +10.77% | |
| 30 | JNK | Ss Spdr Bb High Yield Bond | ETF-High Yield | 0.80% | — | +10.50% | |
| 31 | HYGV | Flexshares High Yield Value | ETF-High Yield | 0.80% | — | +10.73% | |
| 32 | GHYG | Ishares Us&intl High Yield C | ETF-High Yield | 0.79% | — | +10.16% | |
| 33 | FALN | Ishares Fallen Angels ETF | ETF-Other | 0.79% | — | +10.03% | |
| 34 | JNJ | Johnson & Johnson | Stock-Healthcare | 0.77% | +0.77% | NEW | |
| 35 | VZ | Verizon Communications INC | Stock-Comm Services | 0.73% | +0.45% | +129.15% | |
| 36 | IVZ | Invesco Ltd. | Stock-Financials | 0.71% | — | +67.56% | |
| 37 | VTR | Ventas INC | Stock-Real Estate | 0.70% | +0.70% | NEW | |
| 38 | CBOE | Cboe Global Markets INC | Stock-Financials | 0.69% | +0.69% | NEW | |
| 39 | DAL | Delta Air Lines INC | Stock-Industrials | 0.67% | — | +0.29% | |
| 40 | LHX | L3harris Technologies INC | Stock-Industrials | 0.66% | +0.66% | NEW | |
| 41 | TJX | Tjx Companies INC | Stock-Consumer Disc | 0.65% | +0.65% | NEW | |
| 42 | BNY | Bank Of New York Mellon CORP | Stock-Financials | 0.64% | — | -22.20% | |
| 43 | CSCO | Cisco Systems INC | Stock-Tech | 0.63% | — | +4.03% | |
| 44 | GD | General Dynamics CORP | Stock-Industrials | 0.62% | +0.62% | NEW | |
| 45 | GL | Globe Life INC | Stock-Financials | 0.62% | +0.30% | +109.31% | |
| 46 | MNST | Monster Beverage CORP | Stock-Consumer Staples | 0.60% | +0.60% | NEW | |
| 47 | COF | Capital One Financial CORP | Stock-Financials | 0.59% | — | +43.26% | |
| 48 | CME | Cme Group INC | Stock-Financials | 0.59% | — | +5.55% | |
| 49 | B | Barrick Mining CORP | Stock-Materials | 0.59% | — | +60.27% | |
| 50 | ROL | Rollins INC | Stock-Consumer Disc | 0.56% | +0.56% | NEW |
Performance for Q3 2026
-0.1%
Performance Last 4 Quarters
+24.7%
Based on 64% of reported portfolio value with available pricing
| Period | Holdings | Total value | Stability | Top holdings |
|---|---|---|---|---|
| 2026-03-31 | 167 | $270.8M | 59 | |
| 2025-12-31 | 171 | $250.0M | 33 | |
| 2025-09-30 | 163 | $243.5M | 91 | |
| 2025-06-30 | 159 | $234.6M | 0 | |
| 2025-03-31 | 150 | $311.0M | 100 | |
| 2024-12-31 | 137 | $287.3M | 0 | |
| 2024-09-30 | 146 | $293.6M | 0 | |
| 2024-06-30 | 158 | $349.4M | 0 | |
| 2024-03-31 | 145 | $366.0M | 0 | |
| 2023-12-31 | 142 | $347.6M | 0 | |
| 2023-09-30 | 129 | $283.1M | 0 | |
| 2023-06-30 | 139 | $299.1M | 0 | |
| 2023-03-31 | 113 | $378.8M | 0 | |
| 2022-12-31 | 107 | $305.2M | 0 | |
| 2022-09-30 | 93 | $290.4M | 0 | |
| 2022-06-30 | 90 | $298.6M | 0 | |
| 2022-03-31 | 111 | $343.3M | 0 | |
| 2021-12-31 | 129 | $349.9M | 0 | |
| 2021-09-30 | 108 | $331.0M | 0 | |
| 2021-06-30 | 111 | $376.1M | 100 | |
| 2021-03-31 | 111 | $339.7M | 61 | |
| 2020-12-31 | 114 | $475.2M | 100 | |
| 2020-09-30 | 77 | $479.7M | 28 | |
| 2020-06-30 | 65 | $505.1M | 82 | |
| 2020-03-31 | 41 | $486.1M | 100 | |
| 2019-12-31 | 90 | $501.8M | 24 | |
| 2019-09-30 | 140 | $558.2M | 59 | |
| 2019-06-30 | 132 | $591.0M | 23 | |
| 2019-03-31 | 124 | $604.3M | 100 | |
| 2018-12-31 | 93 | $788.1M | 95 | |
| 2018-09-30 | 105 | $681.9M | 52 | |
| 2018-06-30 | 109 | $660.0M | 51 | |
| 2018-03-31 | 122 | $621.7M | 73 | |
| 2017-12-31 | 138 | $578.6M | 10 | |
| 2017-09-30 | 137 | $554.3M | 61 | |
| 2017-06-30 | 177 | $531.2M | 18 | |
| 2017-03-31 | 177 | $502.1M | 67 | |
| 2016-12-31 | 182 | $527.1M | 33 | |
| 2016-09-30 | 194 | $561.9M | 72 | |
| 2016-06-30 | 175 | $588.7M | 29 | |
| 2016-03-31 | 155 | $575.2M | 75 | |
| 2015-12-31 | 153 | $675.0M | 56 | |
| 2015-09-30 | 128 | $792.4M | 100 | |
| 2015-06-30 | 140 | $521.5M | 36 | |
| 2015-03-31 | 140 | $562.4M | 100 | |
| 2014-12-31 | 122 | $903.0M | 66 | |
| 2014-09-30 | 123 | $578.2M | 100 | |
| 2014-06-30 | 150 | $761.8M | 33 | |
| 2014-03-31 | 124 | $729.6M | 100 | |
| 2013-12-31 | 130 | $457.9M | 26 | |
| 2013-09-30 | 118 | $455.0M | 100 | |
| 2013-06-30 | 109 | $439.8M | — |
Mount Lucas Management LP's most significant position changes for 2026-03-31: New buy: Adobe INC (ADBE); Sold out: Invesco Qqq Trust Series 1 (QQQ); New buy: Nebius Group NV (NBIS); Sold out: Fox CORP - Class A (FOXA); Sold out: Annaly Capital Management In (NLY).
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|---|---|---|---|---|
| 1 | EWZ | Ishares Msci Brazil ETF | +3.1% | +48.15% | Add |
| 2 | RPV | Invesco S&p 500 Pure Value E | +2.5% | +34.21% | Add |
| 3 | SHY | Ishares 1-3 Year Treasury Bo | +1.1% | +160.96% | Add |
| 4 | IEI | Ishares 3-7 Year Treasury Bo | +1.1% | +160.30% | Add |
| 5 | IEF | Ishares 7-10 Year Treasury B | +1.1% | +159.97% | Add |
| 6 | L | Loews CORP | +0.6% | +190.97% | Add |
| 7 | HCA | Hca Healthcare INC | +0.5% | +175.26% | Add |
| 8 | T | At&t INC | +0.5% | +52.86% | Add |
| 9 | VZ | Verizon Communications INC | +0.5% | +129.15% | Add |
| 10 | GL | Globe Life INC | +0.3% | +109.31% | Add |
| 11 | INTC | Intel CORP | +0.2% | — | Unchanged |
| 12 | NTRS | Northern Trust CORP | -0.4% | -58.22% | Trim |
| 13 | PGR | Progressive CORP | -0.5% | -46.30% | Trim |
| 14 | GM | General Motors Co | -0.5% | -48.68% | Trim |
| 15 | REM | Ishares Mortgage Real Estate | -0.7% | -52.84% | Trim |
| 16 | RKT | Rocket Cos Inc-class A | -0.8% | — | Unchanged |
| 17 | AGNC | Agnc Investment CORP | -1% | -79.74% | Trim |
| 18 | ADBE | Adobe INC | — | NEW | New buy |
| 19 | QQQ | Invesco Qqq Trust Series 1 | — | EXIT | Sold out |
| 20 | NBIS | Nebius Group NV | — | NEW | New buy |
| 21 | FOXA | Fox CORP - Class A | — | EXIT | Sold out |
| 22 | NLY | Annaly Capital Management In | — | EXIT | Sold out |
| 23 | WELL | Welltower INC | — | EXIT | Sold out |
| 24 | JNJ | Johnson & Johnson | — | NEW | New buy |
| 25 | VTR | Ventas INC | — | NEW | New buy |
| 26 | CBOE | Cboe Global Markets INC | — | NEW | New buy |
| 27 | LHX | L3harris Technologies INC | — | NEW | New buy |
| 28 | TJX | Tjx Companies INC | — | NEW | New buy |
| 29 | WMT | Walmart INC | — | EXIT | Sold out |
| 30 | GD | General Dynamics CORP | — | NEW | New buy |
| 31 | MNST | Monster Beverage CORP | — | NEW | New buy |
| 32 | WAB | Wabtec CORP | — | EXIT | Sold out |
| 33 | WMB | Williams Cos INC | — | EXIT | Sold out |
| 34 | ROL | Rollins INC | — | NEW | New buy |
| 35 | KMI | Kinder Morgan INC | — | EXIT | Sold out |
| 36 | PKG | Packaging CORP Of America | — | EXIT | Sold out |
| 37 | ADP | Automatic Data Processing | — | EXIT | Sold out |
| 38 | DG | Dollar General CORP | — | NEW | New buy |
| 39 | F | Ford Motor Co | — | NEW | New buy |
| 40 | MPC | Marathon Petroleum CORP | — | NEW | New buy |
| 41 | HOOD | Robinhood Markets INC - A | — | EXIT | Sold out |
| 42 | MSI | Motorola Solutions INC | — | EXIT | Sold out |
| 43 | ADM | Archer-daniels-midland Co | — | NEW | New buy |
| 44 | FMCC | Freddie Mac | — | EXIT | Sold out |
| 45 | EIDO | Ishares Msci Indonesia ETF | — | EXIT | Sold out |
| 46 | INDA | Ishares Msci India ETF | — | EXIT | Sold out |
| 47 | FXI | Ishares China Large-cap ETF | — | EXIT | Sold out |
| 48 | FIX | Comfort Systems USA INC | — | EXIT | Sold out |
| 49 | PFG | Principal Financial Group | — | NEW | New buy |
| 50 | EWG | Ishares Msci Germany ETF | — | EXIT | Sold out |
| Period | Filed | Type | EDGAR |
|---|---|---|---|
| 2026-03-31 | 2026-05-05 | 13F-HR | View on EDGAR |
| 2025-12-31 | 2026-02-05 | 13F-HR | View on EDGAR |
| 2025-09-30 | 2025-11-10 | 13F-HR | View on EDGAR |
| 2025-06-30 | 2025-08-11 | 13F-HR | View on EDGAR |
| 2025-03-31 | 2025-05-06 | 13F-HR | View on EDGAR |
| 2024-12-31 | 2025-02-07 | 13F-HR | View on EDGAR |
| 2024-09-30 | 2024-11-06 | 13F-HR | View on EDGAR |
| 2024-06-30 | 2024-08-06 | 13F-HR | View on EDGAR |
| 2024-03-31 | 2024-05-10 | 13F-HR | View on EDGAR |
| 2023-12-31 | 2024-02-07 | 13F-HR | View on EDGAR |
| 2023-09-30 | 2023-11-14 | 13F-HR | View on EDGAR |
| 2023-06-30 | 2023-08-14 | 13F-HR | View on EDGAR |
| 2023-03-31 | 2023-05-12 | 13F-HR | View on EDGAR |
| 2022-12-31 | 2023-02-14 | 13F-HR | View on EDGAR |
| 2022-09-30 | 2022-11-14 | Amendment | View on EDGAR |
| 2022-09-30 | 2022-11-10 | 13F-HR | View on EDGAR |
| 2022-06-30 | 2022-08-10 | 13F-HR | View on EDGAR |
| 2022-03-31 | 2022-05-12 | 13F-HR | View on EDGAR |
| 2021-12-31 | 2022-02-14 | 13F-HR | View on EDGAR |
| 2021-09-30 | 2021-11-15 | 13F-HR | View on EDGAR |
| 2021-06-30 | 2021-08-16 | 13F-HR | View on EDGAR |
| 2021-03-31 | 2021-05-17 | 13F-HR | View on EDGAR |
| 2020-12-31 | 2021-02-16 | 13F-HR | View on EDGAR |
| 2020-09-30 | 2020-11-16 | 13F-HR | View on EDGAR |
| 2020-06-30 | 2020-08-14 | 13F-HR | View on EDGAR |
| 2020-03-31 | 2020-05-15 | 13F-HR | View on EDGAR |
| 2019-12-31 | 2020-02-14 | 13F-HR | View on EDGAR |
| 2019-09-30 | 2019-11-14 | 13F-HR | View on EDGAR |
| 2019-06-30 | 2019-08-14 | 13F-HR | View on EDGAR |
| 2019-03-31 | 2019-05-15 | 13F-HR | View on EDGAR |
| 2018-12-31 | 2019-02-14 | 13F-HR | View on EDGAR |
| 2018-09-30 | 2018-11-14 | 13F-HR | View on EDGAR |
| 2018-06-30 | 2018-08-14 | 13F-HR | View on EDGAR |
| 2018-03-31 | 2018-05-15 | 13F-HR | View on EDGAR |
| 2017-12-31 | 2018-02-14 | 13F-HR | View on EDGAR |
| 2017-09-30 | 2017-11-14 | 13F-HR | View on EDGAR |
| 2017-06-30 | 2017-08-14 | 13F-HR | View on EDGAR |
| 2017-03-31 | 2017-05-15 | 13F-HR | View on EDGAR |
| 2016-12-31 | 2017-02-14 | 13F-HR | View on EDGAR |
| 2016-09-30 | 2016-11-14 | 13F-HR | View on EDGAR |
| 2016-06-30 | 2016-08-15 | 13F-HR | View on EDGAR |
| 2016-03-31 | 2016-05-16 | 13F-HR | View on EDGAR |
| 2015-12-31 | 2016-02-16 | 13F-HR | View on EDGAR |
| 2015-09-30 | 2015-11-16 | 13F-HR | View on EDGAR |
| 2015-06-30 | 2015-08-14 | 13F-HR | View on EDGAR |
| 2015-03-31 | 2015-05-15 | Amendment | View on EDGAR |
| 2015-03-31 | 2015-05-15 | 13F-HR | View on EDGAR |
| 2014-12-31 | 2015-02-17 | 13F-HR | View on EDGAR |
| 2014-09-30 | 2014-11-14 | 13F-HR | View on EDGAR |
| 2014-06-30 | 2014-08-14 | 13F-HR | View on EDGAR |
| 2014-03-31 | 2014-05-14 | 13F-HR | View on EDGAR |
| 2013-12-31 | 2014-02-14 | 13F-HR | View on EDGAR |
| 2013-09-30 | 2013-11-14 | 13F-HR | View on EDGAR |
| 2013-06-30 | 2013-08-14 | 13F-HR | View on EDGAR |
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