Mount Lucas Management LP — 13F Holdings & Portfolio

CIK 1185072 · latest 13F-HR filed 2026-05-05

Mount Lucas Management LP manages $270.8M in 13F-reported U.S. long-equity assets across 167 reported positions as of its 2026-03-31 13F-HR filing. Its largest disclosed positions are RPV (11.05%), EWZ (7.09%), ADBE (3.14%). Quarter over quarter (versus its 2025-12-31 filing) the fund opened 39 new positions, exited 41, added to 48, and trimmed 51.

AUM is the long-equity portion reported on Form 13F-HR. Excludes short positions, cash, foreign holdings, and non-13F assets. For informational purposes only — not investment advice.

Loading holdings…
AUM

$270.8M

Long-equity book

Holdings

167

Distinct positions

Period

2026-03-31

Filed 2026-05-05

Q/Q Activity

+39 / −41 / ↑48 / ↓51

vs 2025-12-31

Firm Profile & Key People
Name Title / Status Ownership Type

Top Adds (vs prior quarter)

  • ISHARES MSCI BRAZIL ETF$19.4M +1233.9%
  • INVESCO S&P 500 PURE VALUE E$8.5M +39.4%
  • ROCKET COS INC-CLASS A$4.0M +620.4%
  • ISHARES 1-3 YEAR TREASURY BO$3.2M +160.2%
  • ISHARES 3-7 YEAR TREASURY BO$3.1M +158.7%
Show all 48

Top Trims

  • AGNC INVESTMENT CORP-$2.4M -81.0%
  • ISHARES MORTGAGE REAL ESTATE-$1.6M -54.4%
  • GENERAL MOTORS CO-$1.2M -53.0%
  • PROGRESSIVE CORP-$1.1M -53.3%
  • NORTHERN TRUST CORP-$929.3K -57.3%
Show all 51

New Positions

  • ADOBE INC$8.5M
  • INTEL CORP$5.5M
  • NEBIUS GROUP NV$4.2M
  • IREN LTD$3.4M
  • JOHNSON & JOHNSON$2.1M
Show all 39

Exited Positions

  • INVESCO QQQ TRUST SERIES 1$7.0M
  • FOX CORP - CLASS A$3.2M
  • ANNALY CAPITAL MANAGEMENT IN$3.0M
  • WELLTOWER INC$2.1M
  • WALMART INC$1.7M
Show all 41
All Holdings

Rows tagged Call or Put are options positions, not stock. Per SEC Form 13F-HR, Value shows the notional value of the underlying (shares covered × underlying price), not the option premium. Shares is the number of underlying shares covered (divide by 100 for contract count).

# Issuer Symbol CUSIP Value Weight Shares Type
1 INVESCO S&P 500 PURE VALUE E RPV 46137V258 $29.9M 11.05% 278,712 SH
2 ISHARES MSCI BRAZIL ETF EWZ 464286400 $19.2M 7.09% 500,000 SH
3 ADOBE INC ADBE 00724F101 $8.5M 3.14% 35,000 SH
4 INTEL CORP INTC 458140100 $5.5M 2.04% 125,000 SH
5 ISHARES 1-3 YEAR TREASURY BO SHY 464287457 $5.2M 1.91% 62,719 SH
6 ISHARES 3-7 YEAR TREASURY BO IEI 464288661 $5.1M 1.89% 43,217 SH
7 ISHARES 7-10 YEAR TREASURY B IEF 464287440 $5.1M 1.88% 53,239 SH
8 NEBIUS GROUP NV NBIS N97284108 $4.2M 1.53% 40,000 SH
9 ROCKET COS INC-CLASS A RKT 77311W101 $4.1M 1.53% 290,000 SH
10 ISHARES MSCI AUSTRALIA ETF EWA 464286103 $3.9M 1.44% 140,370 SH
11 JPMORGAN BETABUILDERS JAPAN BBJP 46641Q217 $3.9M 1.43% 56,017 SH
12 IREN LTD IREN Q4982L109 $3.4M 1.27% 100,000 SH
13 AT&T INC T 00206R102 $3.4M 1.24% 116,088 SH
14 INVESCO SENIOR LOAN ETF BKLN 46138G508 $3.3M 1.23% 162,896 SH
15 SS SPDR BB CONV SEC ETF CWB 78464A359 $3.2M 1.17% 34,764 SH
16 INVESCO S&P 500 BUYWRITE ETF PBP 46137V399 $3.0M 1.12% 137,947 SH
17 ISHARES J.P. MORGAN EM HIGH EMHY 464286285 $3.0M 1.12% 76,750 SH
18 ISHARES JP MORGAN USD EMERGI EMB 464288281 $3.0M 1.11% 32,045 SH
19 VANGUARD HIGH DVD YIELD ETF VYM 921946406 $3.0M 1.11% 20,219 SH
20 STATE STREET SPDR S&P INTERN DWX 78463X772 $2.9M 1.08% 64,345 SH
21 NEWMONT CORP NEM 651639106 $2.8M 1.05% 26,210 SH
22 CENCORA INC COR 03073E105 $2.7M 1.01% 8,665 SH
23 LOEWS CORP L 540424108 $2.7M 0.98% 24,959 SH
24 ISHARES PREFERRED & INCOME S PFF 464288687 $2.6M 0.95% 84,540 SH
25 CARDINAL HEALTH INC CAH 14149Y108 $2.5M 0.94% 12,013 SH
26 ISHARES RUSSELL 1000 VALUE E IWD 464287598 $2.5M 0.93% 11,825 SH
27 HCA HEALTHCARE INC HCA 40412C101 $2.4M 0.88% 5,040 SH
28 KINROSS GOLD CORP KGC 496902404 $2.2M 0.82% 72,688 SH
29 ISHARES 0-5 YR HY CORP BOND SHYG 46434V407 $2.2M 0.80% 51,356 SH
30 SS SPDR BB HIGH YIELD BOND JNK 78468R622 $2.2M 0.80% 22,574 SH
31 FLEXSHARES HIGH YIELD VALUE HYGV 33939L662 $2.2M 0.80% 53,909 SH
32 ISHARES US&INTL HIGH YIELD C GHYG 464286178 $2.1M 0.79% 47,633 SH
33 ISHARES FALLEN ANGELS ETF FALN 46435G474 $2.1M 0.79% 79,636 SH
34 JOHNSON & JOHNSON JNJ 478160104 $2.1M 0.77% 8,494 SH
35 VERIZON COMMUNICATIONS INC VZ 92343V104 $2.0M 0.73% 39,230 SH
36 INVESCO LTD IVZ G491BT108 $1.9M 0.71% 79,693 SH
37 VENTAS INC VTR 92276F100 $1.9M 0.70% 23,179 SH
38 CBOE GLOBAL MARKETS INC CBOE 12503M108 $1.9M 0.69% 6,634 SH
39 ISHARES MSCI BRAZIL ETF EWZ 464286400 $1.8M 0.67% 47,564 SH
40 DELTA AIR LINES INC DAL 247361702 $1.8M 0.67% 27,207 SH
41 L3HARRIS TECHNOLOGIES INC LHX 502431109 $1.8M 0.66% 5,157 SH
42 TJX COMPANIES INC TJX 872540109 $1.8M 0.65% 10,977 SH
43 BANK OF NEW YORK MELLON CORP BK 064058100 $1.7M 0.64% 14,573 SH
44 CISCO SYSTEMS INC CSCO 17275R102 $1.7M 0.63% 22,148 SH
45 GENERAL DYNAMICS CORP GD 369550108 $1.7M 0.62% 4,902 SH
46 GLOBE LIFE INC GL 37959E102 $1.7M 0.62% 12,054 SH
47 MONSTER BEVERAGE CORP MNST 61174X109 $1.6M 0.60% 22,334 SH
48 CAPITAL ONE FINANCIAL CORP COF 14040H105 $1.6M 0.59% 8,799 SH
49 CME GROUP INC CME 12572Q105 $1.6M 0.59% 5,423 SH
50 BARRICK MINING CORP B 06849F108 $1.6M 0.59% 39,107 SH
Filing History
Period Filed AUM Holdings Accession
2026-03-31 2026-05-05 $270.8M 167 0001140361-26-019022
2025-12-31 2026-02-05 $250.0M 171 0001140361-26-003806