Top Institutional Investors

Mount Lucas Management LP — 13F Holdings & Portfolio

CIK 1185072 · latest 13F-HR filed 2026-08-10

Backtest portfolio

Mount Lucas Management LP manages $280.7M in 13F-reported U.S. long-equity assets across 168 reported positions as of its 2026-06-30 13F-HR filing. Its largest disclosed positions are EWZ (6.15%), RPV (5.67%), QQQ (5.56%). Quarter over quarter (versus its 2026-03-31 filing) the fund opened 23 new positions and exited 22; 71 existing positions rose in reported value and 39 fell.

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
$280.7M

Long-equity book

Holdings
168

Distinct positions

Period
2026-06-30

Filed 2026-08-10

Q/Q Activity
+23 / −22 / ↑71 / ↓39

vs 2026-03-31

Portfolio charts

Latest quarter's book, what changed, and how the portfolio has evolved across filings.

Portfolio map

Q2 26
EWZ6.8% · +0%RPV5.7% · -50%QQQ5.6% · newNBIS3.0% · -25%SHY2.5% · +35%IREN1.6% · 0%BBJP1.5% · +1%EWA1.5% · +5%IEI1.4% · -21%ADBE1.3% · -50%BKLN1.2% · -0%CWB1.2% · -12%PBP1.1% · +1%EMHY1.1% · +1%EMB1.1% · +2%VYM1.1% · -2%DWX1.1% · +6%REM1.1% · +119%CAH1.0% · +3%L1.0% · +3%IVZ1.0% · +33%CSCO1.0% · +4%DAL0.9% · +2%PFF0.9% · +1%MU0.9% · +17%T0.9% · +4%IEF0.8% · -54%JNJ0.8% · +4%FALN0.8% · +2%MNST0.8% · +3%GL0.8% · +2%HYGV0.8% · +2%SHYG0.8% · +1%JNK0.8% · +1%GHYG0.8% · +2%BNY0.8% · +4%MOH0.8% · 0%VTR0.8% · +4%UAL0.8% · -5%HCA0.7% · +2%COR0.7% · -20%EVC0.7% · -15%GD0.6% · +4%NEM0.6% · -28%VZ0.6% · +4%TJX0.6% · +4%CCL0.6% · +3%VNQ0.6% · +132%CBOE0.6% · +4%FTAI0.6% · 0%LHX0.6% · +4%F0.5% · +2%TD0.5% · +87%IWD0.5% · -51%NDAQ0.5% · +4%QQQM0.5% · newTOI0.5% · 0%VRSN0.5% · +4%MPC0.5% · +3%RSG0.5% · +4%

Box size = position value; colour = change in share count vs the prior quarter (green added, red trimmed, blue new). Rows split across managers or share classes are combined. Click a box for the stock.

Sector mix

% of 13F value

Sectors from each company's SIC code; funds and ETFs grouped separately.

Biggest buys and sells

Q1 26 → Q2 26

Estimated from the change in shares held × the quarter-end price, so price moves alone don't count as buying. New and exited positions are included.

13F assets and positions

3 quarters

Total reported 13F value (bars) and number of positions (line) each quarter. Value changes include market moves.

Top positions over time

reported value

The eight largest current positions, valued at each quarter end.

Concentration

top 10 = 30.7%

Cumulative share of the portfolio held in the largest N positions.

Firm Profile & Key People
Assets Under Management
$1.30B
Discretionary
$1.30B
Employees
15
Accounts
12
Address
405 SOUTH STATE STREET
NEWTOWN, PA 18940
Phone
(267) 759-3500
Website
Name Title / Status Ownership Type
ALCALY, ROGER, ELLIS ControlDIRECTOR OF GENERAL PARTNER; LIMITED PARTNER10–25%Individual
COX, GREGORY, JOHN ControlCHIEF FINANCIAL OFFICER AND CHIEF COMPLIANCE OFFICER; LIMITED PARTNER5–10%Individual
DEROSA, PAUL, RICHARD ControlDIRECTOR OF GENERAL PARTNER; LIMITED PARTNERLess than 5%Individual
IX, RAYMOND, EDWARD ControlDIRECTOR OF GENERAL PARTNER; LIMITED PARTNER10–25%Individual
MEHLING, JAMES, ALBAN ControlCONTROLLER; LIMITED PARTNERLess than 5%Individual
MLM LLC ControlGENERAL PARTNERLess than 5%Domestic Entity
PRIOR III, GERALD, LEWIS ControlCHIEF INVESTMENT OFFICER; CHIEF OPERATING OFFICER, DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER10–25%Individual
RUDDEROW, TIMOTHY, JOHN ControlCHAIRMAN, DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER10–25%Individual
ASPELL, DAVIDCHIEF INVESTMENT OFFICER; DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER10–25%Individual
ENNIS, MATTHEW, STEPHENHEAD TRADER; LIMITED PARTNER5–10%Individual
HUANG, KENT, CHENCHIEF RISK OFFICER; LIMITED PARTNER5–10%Individual

Quarter-over-quarter changes

Changes in reported position value vs the prior 13F, so price moves count too, not just shares bought or sold.

Mount Lucas Management LP Holdings (2026-06-30)

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 ISHARES MSCI BRAZIL ETF EWZ 464286400 $17.2M 6.15% 500,000 SH
2 INVESCO S&P 500 PURE VALUE E RPV 46137V258 $15.9M 5.67% 139,712 SH
3 INVESCO QQQ TRUST SERIES 1 QQQ 46090E103 $15.6M 5.56% 21,204 SH
4 ISHARES 1-3 YEAR TREASURY BO SHY 464287457 $6.9M 2.47% 84,507 SH
5 NEBIUS GROUP NV NBIS N97284108 $5.5M 1.97% 20,000 SH
6 IREN LTD IREN Q4982L109 $4.6M 1.63% 100,000 SH
7 JPMORGAN BETABUILDERS JAPAN BBJP 46641Q217 $4.2M 1.51% 56,363 SH
8 ISHARES MSCI AUSTRALIA ETF EWA 464286103 $4.1M 1.48% 147,259 SH
9 ISHARES 3-7 YEAR TREASURY BO IEI 464288661 $4.0M 1.42% 34,011 SH
10 ADOBE INC ADBE 00724F101 $3.6M 1.28% 17,500 SH
11 INVESCO SENIOR LOAN ETF BKLN 46138G508 $3.3M 1.18% 162,045 SH
12 SS SPDR BB CONV SEC ETF CWB 78464A359 $3.3M 1.18% 30,600 SH
13 INVESCO S&P 500 BUYWRITE ETF PBP 46137V399 $3.2M 1.13% 138,716 SH
14 ISHARES J.P. MORGAN EM HIGH EMHY 464286285 $3.2M 1.13% 77,798 SH
15 ISHARES JP MORGAN USD EMERGI EMB 464288281 $3.2M 1.13% 32,745 SH
16 VANGUARD HIGH DVD YIELD ETF VYM 921946406 $3.1M 1.12% 19,855 SH
17 STATE STREET SPDR S&P INTERN DWX 78463X772 $3.1M 1.11% 67,917 SH
18 ISHARES MORTGAGE REAL ESTATE REM 46435G342 $3.0M 1.08% 137,838 SH
19 CARDINAL HEALTH INC CAH 14149Y108 $2.9M 1.04% 12,322 SH
20 LOEWS CORP L 540424108 $2.9M 1.04% 25,699 SH
21 INVESCO LTD IVZ G491BT108 $2.8M 0.99% 105,719 SH
22 NEBIUS GROUP NV NBIS N97284108 $2.8M 0.98% 10,000 SH
23 CISCO SYSTEMS INC CSCO 17275R102 $2.7M 0.96% 22,985 SH
24 DELTA AIR LINES INC DAL 247361702 $2.6M 0.93% 27,897 SH
25 ISHARES PREFERRED & INCOME S PFF 464288687 $2.6M 0.93% 85,186 SH
26 MICRON TECHNOLOGY INC MU 595112103 $2.6M 0.92% 2,244 SH
27 AT&T INC T 00206R102 $2.5M 0.89% 120,449 SH
28 ISHARES 7-10 YEAR TREASURY B IEF 464287440 $2.3M 0.83% 24,494 SH
29 JOHNSON & JOHNSON JNJ 478160104 $2.2M 0.80% 8,815 SH
30 ISHARES FALLEN ANGELS ETF FALN 46435G474 $2.2M 0.79% 81,403 SH
31 MONSTER BEVERAGE CORP MNST 61174X109 $2.2M 0.79% 23,056 SH
32 GLOBE LIFE INC GL 37959E102 $2.2M 0.79% 12,356 SH
33 FLEXSHARES HIGH YIELD VALUE HYGV 33939L662 $2.2M 0.79% 54,798 SH
34 ISHARES 0-5 YR HY CORP BOND SHYG 46434V407 $2.2M 0.79% 52,003 SH
35 SS SPDR BB HIGH YIELD BOND JNK 78468R622 $2.2M 0.79% 22,878 SH
36 ISHARES US&INTL HIGH YIELD C GHYG 464286178 $2.2M 0.78% 48,581 SH
37 BANK OF NEW YORK MELLON CORP BNY 064058100 $2.2M 0.78% 15,100 SH
38 MOLINA HEALTHCARE INC MOH 60855R100 $2.2M 0.77% 9,500 SH
39 VENTAS INC VTR 92276F100 $2.1M 0.76% 24,065 SH
40 UNITED AIRLINES HOLDINGS INC UAL 910047109 $2.1M 0.75% 15,527 SH
41 HCA HEALTHCARE INC HCA 40412C101 $2.0M 0.71% 5,132 SH
42 CENCORA INC COR 03073E105 $2.0M 0.70% 6,977 SH
43 ENTRAVISION COMMUNICATIONS-A EVC 29382R107 $2.0M 0.70% 150,000 SH
44 GENERAL DYNAMICS CORP GD 369550108 $1.8M 0.64% 5,078 SH
45 NEWMONT CORP NEM 651639106 $1.8M 0.63% 18,865 SH
46 ISHARES MSCI BRAZIL ETF EWZ 464286400 $1.7M 0.62% 50,366 SH
47 VERIZON COMMUNICATIONS INC VZ 92343V104 $1.7M 0.61% 40,699 SH
48 TJX COMPANIES INC TJX 872540109 $1.7M 0.61% 11,365 SH
49 CARNIVAL CORP LTD CCL G2004J103 $1.7M 0.60% 58,808 SH
50 VANGUARD REAL ESTATE ETF VNQ 922908553 $1.7M 0.60% 17,385 SH
Filing History
Period Filed AUM Holdings Accession
2026-06-30 2026-08-10 $280.7M 168 0001140361-26-031910
2026-03-31 2026-05-05 $270.8M 167 0001140361-26-019022
2025-12-31 2026-02-05 $250.0M 171 0001140361-26-003806
Filer Information
Address
405 SOUTH STATE STREET
NEWTOWN, PA 18940
Phone
(267) 759-3500
Filing Manager
Mount Lucas Management LP
Newtown, PA
Signatory
Timothy J. Rudderow
Chief Investment Officer