Mount Lucas Management LP

Q2 2026 13F-HR Holdings

Location
Newtown, PA
Holdings as of
6/30/2026
Date filed
8/10/2026
Form type
13F-HR
Num holdings
166
Total value ($000)
$280,703
Net value change ($000)
+9,899 (3.7%)
New positions
23
Sold out positions
22
Turnover %
17.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/5/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q1 2026
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
QQQ 15,615 NEW
NBIS 4,135 99.6%
MU 1,942 299.7%
SHY 1,760 34.0%
REM 1,686 124.6%
CARNIVAL CORP LTD 1,680 NEW
EVC 1,434 274.7%
QQQM 1,369 NEW
ASR 1,227 NEW
DDI 1,148 NEW
Top Reduces (Value $000, Stocks/ETFs)
RPV -14,029 -46.9%
INTC -5,516 -100.0%
ADBE -4,920 -57.8%
RKT -4,083 -88.7%
IEF -2,765 -54.4%
EWZ -2,033 -9.7%
CCL -1,479 -100.0%
KGC -1,149 -51.8%
IEI -1,131 -22.1%
IWD -1,128 -44.6%
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type