Mount Lucas Management LP

Q3 2026 13F-HR Holdings

Location
Newtown, PA
Holdings as of
9/30/2026
Date filed
11/9/2026
Form type
13F-HR
Num holdings
158
Total value ($000)
$332,620
Net value change ($000)
+51,917 (18.5%)
New positions
17
Sold out positions
30
Turnover %
36.7%
Sector allocation + QoQ delta (equities-only)
Prev filing: 8/10/2026 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q2 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)
SHY 25,965 374.2%
RPV 14,511 91.3%
TRV 2,673 251.7%
CB 2,351 NEW
AMAT 2,301 NEW
MPC 1,810 137.1%
WELL 1,651 NEW
HST 1,610 NEW
STT 1,603 NEW
IWD 1,581 113.0%
Top Reduces (Value $000, Stocks/ETFs)
EWZ -17,095 -90.0%
QQQ -15,615 -100.0%
NBIS -8,285 -100.0%
IREN -4,573 -100.0%
IEI -3,995 -100.0%
ADBE -3,588 -100.0%
REM -3,039 -100.0%
CSCO -2,700 -100.0%
PFF -2,597 -100.0%
EMB -2,408 -76.3%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 88,579 (26.6% of total reported value)
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