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Portfolio (Quarterly) Guide ↗

Mount Lucas Management LP

· CIK 0001185072
13F Portfolio $281M AUM 168 positions Filed Aug 10, 2026 EDGAR ↗ ← All Funds
Q2 2026 Q1 2026 · All 23 New 92 Added 31 Reduced 22 Exited
Page 1 of 5  ·  92 positions
# Ticker Company Sector Shares Value ↓ % Port Chg Shares Chg % Period Price ① Since Period ①
1 EWZ ISHARES MSCI BRAZIL ETF 550,366.0 $19.0M 6.76% +3K +0.5% $34.50 +9.7%
2 SHY ISHARES 1-3 YEAR TREASURY BO 84,507.0 $6.9M 2.47% +22K +34.7% $82.11 -0.5%
3 BBJP JPMORGAN BETABUILDERS JAPAN 56,363.0 $4.2M 1.51% +346.0 +0.6% $75.31 +5.3%
4 EWA ISHARES MSCI AUSTRALIA ETF 147,259.0 $4.1M 1.48% +7K +4.9% $28.16 +7.4%
5 PBP INVESCO S&P 500 BUYWRITE ETF 138,716.0 $3.2M 1.13% +769.0 +0.6% $22.90 +2.1%
6 EMHY ISHARES J.P. MORGAN EM HIGH 77,798.0 $3.2M 1.13% +1K +1.4% $40.66 -1.4%
7 EMB ISHARES JP MORGAN USD EMERGI 32,745.0 $3.2M 1.12% +700.0 +2.2% $96.44 -2.0%
8 DWX STATE STREET SPDR S&P INTERN 67,917.0 $3.1M 1.11% +4K +5.5% $45.96 +4.8%
9 REM ISHARES MORTGAGE REAL ESTATE 137,838.0 $3.0M 1.08% +75K +118.7% $22.05 -1.2%
10 CAH CARDINAL HEALTH INC Healthcare 12,322.0 $2.9M 1.04% +309.0 +2.6% $237.56 +4.0%
11 L LOEWS CORP Financial Services 25,699.0 $2.9M 1.04% +740.0 +3.0% $113.21 -3.5%
12 IVZ INVESCO LTD Financial Services 105,719.0 $2.8M 0.99% +26K +32.7% $26.39 +25.3%
13 CSCO CISCO SYSTEMS INC Technology 22,985.0 $2.7M 0.96% +837.0 +3.8% $117.46 -7.0%
14 DAL DELTA AIR LINES INC Industrials 27,897.0 $2.6M 0.93% +690.0 +2.5% $93.66 -14.4%
15 PFF ISHARES PREFERRED & INCOME S 85,186.0 $2.6M 0.93% +646.0 +0.8% $30.49 -0.4%
16 MU MICRON TECHNOLOGY INC Technology 2,244.0 $2.6M 0.92% +325.0 +16.9% $1154.29 -11.9%
17 T AT&T INC Communication Services 120,449.0 $2.5M 0.89% +4K +3.8% $20.70 +24.0%
18 JNJ JOHNSON & JOHNSON Healthcare 8,815.0 $2.2M 0.80% +321.0 +3.8% $253.97 +8.4%
19 FALN ISHARES FALLEN ANGELS ETF 81,403.0 $2.2M 0.79% +2K +2.2% $27.24 -1.6%
20 MNST MONSTER BEVERAGE CORP Consumer Defensive 23,056.0 $2.2M 0.79% +722.0 +3.2% $96.12 -54.4%
Page 1 of 5  ·  92 positions

Period Price is the implied market price on the last day of the reporting period, calculated as reported value ÷ shares held. It is not the fund's purchase price or cost basis — the fund may have initiated or added to the position at any point during the quarter at a different price. Since Period shows the price change from that quarter-end snapshot to today's last price — it reflects stock movement after the report date, not the fund's actual return.

Sector Allocation
Financial Services 38.5%
Technology 14.3%
Healthcare 11.7%
Industrials 9.7%
Basic Materials 7.7%
Communication Services 5.6%
Consumer Cyclical 5.0%
Consumer Defensive 3.6%
Real Estate 2.4%
Energy 1.4%