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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 9  ·  166 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 RPV INVESCO S&P 500 PURE VALUE E 139,712.0 $15.9M 5.67% -139K -49.9% $113.82 +7.9%
3 QQQ INVESCO QQQ TRUST SERIES 1 Financial Services 21,204.0 $15.6M 5.56% NEW $736.40 -2.4%
4 NEBIUS GROUP NV 30,000.0 $8.3M 2.95% -10K -25.0% $276.17
5 SHY ISHARES 1-3 YEAR TREASURY BO 84,507.0 $6.9M 2.47% +22K +34.7% $82.11 -0.5%
6 IREN IREN LTD Financial Services 100,000.0 $4.6M 1.63% $45.73 -2.3%
7 BBJP JPMORGAN BETABUILDERS JAPAN 56,363.0 $4.2M 1.51% +346.0 +0.6% $75.31 +5.3%
8 EWA ISHARES MSCI AUSTRALIA ETF 147,259.0 $4.1M 1.48% +7K +4.9% $28.16 +7.4%
9 IEI ISHARES 3-7 YEAR TREASURY BO 34,011.0 $4.0M 1.42% -9K -21.3% $117.45 -1.5%
10 ADBE ADOBE INC Technology 17,500.0 $3.6M 1.28% -18K -50.0% $205.02 +30.0%
11 BKLN INVESCO SENIOR LOAN ETF 162,045.0 $3.3M 1.18% -851.0 -0.5% $20.37 +1.2%
12 CWB SS SPDR BB CONV SEC ETF 30,600.0 $3.3M 1.18% -4K -12.0% $107.82 -4.5%
13 PBP INVESCO S&P 500 BUYWRITE ETF 138,716.0 $3.2M 1.13% +769.0 +0.6% $22.90 +2.1%
14 EMHY ISHARES J.P. MORGAN EM HIGH 77,798.0 $3.2M 1.13% +1K +1.4% $40.66 -1.4%
15 EMB ISHARES JP MORGAN USD EMERGI 32,745.0 $3.2M 1.12% +700.0 +2.2% $96.44 -2.0%
16 VYM VANGUARD HIGH DVD YIELD ETF 19,855.0 $3.1M 1.12% -364.0 -1.8% $158.03 +3.9%
17 DWX STATE STREET SPDR S&P INTERN 67,917.0 $3.1M 1.11% +4K +5.5% $45.96 +4.8%
18 REM ISHARES MORTGAGE REAL ESTATE 137,838.0 $3.0M 1.08% +75K +118.7% $22.05 -1.2%
19 CAH CARDINAL HEALTH INC Healthcare 12,322.0 $2.9M 1.04% +309.0 +2.6% $237.56 +4.0%
20 L LOEWS CORP Financial Services 25,699.0 $2.9M 1.04% +740.0 +3.0% $113.21 -3.5%
Page 1 of 9  ·  166 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%