2026 Q3 Portfolio Activity
In 2026 Q3, Mount Lucas Management LP maintained a portfolio of 188 distinct positions. The most significant new addition was APPLIED MATERIALS INC, now representing 10.76% of the total fund value. They heavily accumulated shares in ISHARES 1-3 YEAR TREASURY BO, increasing the position by 379.5%. The fund also reduced its exposure to ISHARES MSCI BRAZIL ETF by 90.8%.
Position History
hover any row below to update
Loading…
Total Positions
188
Quarter
2026 Q3
Top Holding
AMAT (10.8%)
Top 10 Concentration
49.4%
Turnover Rate
23.4%
Sector HHI
0.18
Items per page:
Showing 1-50 of 188
Mount Lucas Management LP Full Holdings List — 2026 Q3
| Stock | History | Sector / Type | Port % | Prev % | Rank / Prev | Conviction | Change | % Change | Influence | Shares | Mkt Value | Avg Cost | Price Held | 1st Owned | Source | Source Date | Date Reported | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
AMAT
CALL
APPLIED MATERIA...
|
CALL Option | 10.76% | — |
#1
Prev: #—
|
9.5 |
—
|
70,000 | — |
NEW
|
70,000 | $35,796,600 | 2004 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
SHY
ISHARES 1-3 YEA...
|
ETF | 9.89% | 2.47% |
#2
3
Prev: #5
|
8.5 |
—
|
320,713 | 379.5% |
P
S
|
405,220 | $32,903,864 | 2014 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
RPV
INVESCO S&P 500...
|
Unknown | 9.14% | 5.67% |
#3
1
Prev: #2
|
7.7 |
—
|
125,370 | 89.7% |
P
S
|
265,082 | $30,412,858 | 2021 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
FTAI
CALL
FTAI AVIATION L...
|
CALL Option | 5.52% | — |
#4
Prev: #—
|
6.2 |
—
|
110,000 | — |
NEW
|
110,000 | $18,373,300 | 2025 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
EWZ
CALL
ISHARES MSCI BR...
|
CALL Option | 4.48% | — |
#5
Prev: #—
|
5.8 |
—
|
400,000 | — |
NEW
|
400,000 | $14,900,000 | 2008 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
LRCX
CALL
LAM RESEARCH CO...
|
CALL Option | 3.95% | — |
#6
Prev: #—
|
5.1 |
—
|
40,000 | — |
NEW
|
40,000 | $13,140,400 | 2026 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
NBIS
CALL
NEBIUS GROUP NV
|
CALL Option | 1.91% | — |
#7
Prev: #—
|
4.3 |
—
|
27,000 | — |
NEW
|
27,000 | $6,368,760 | 2026 Q1 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
BBJP
JPMORGAN BETABU...
|
ETF | 1.33% | 1.51% |
#8
1
Prev: #7
|
1.0 |
—
|
150 | 0.3% |
P
S
|
56,513 | $4,436,271 | 2021 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
EWA
ISHARES MSCI AU...
|
ETF | 1.24% | 1.48% |
#9
1
Prev: #8
|
1.0 |
—
|
-1,611 | -1.1% |
P
S
|
145,648 | $4,123,295 | 2008 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
TRV
TRAVELERS COS I...
|
Financial Services | 1.12% | 0.38% |
#10
73
Prev: #83
|
3.4 |
—
|
7,258 | 225.5% |
P
S
|
10,476 | $3,734,799 | 2007 Q1 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
BKLN
INVESCO SENIOR ...
|
ETF | 1.02% | 1.18% |
#11
Prev: #11
|
0.9 |
—
|
3,825 | 2.4% |
P
S
|
165,870 | $3,388,724 | 2018 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
CWB
SS SPDR BB CONV...
|
ETF | 1.01% | 1.18% |
#12
Prev: #12
|
2.4 |
—
|
2,682 | 8.8% |
P
S
|
33,282 | $3,367,473 | 2017 Q1 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
GL
GLOBE LIFE INC
|
Financial Services | 1.00% | 0.79% |
#13
18
Prev: #31
|
3.4 |
—
|
7,681 | 62.2% |
P
S
|
20,037 | $3,319,129 | 2022 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
PBP
INVESCO S&P 500...
|
ETF | 0.98% | 1.13% |
#14
1
Prev: #13
|
0.9 |
—
|
875 | 0.6% |
P
S
|
139,591 | $3,251,074 | 2016 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
MPC
MARATHON PETROL...
|
Energy | 0.94% | 0.47% |
#15
44
Prev: #59
|
3.4 |
—
|
2,751 | 53.3% |
P
S
|
7,915 | $3,129,749 | 2011 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
DWX
STATE STREET SP...
|
ETF | 0.93% | 1.11% |
#16
1
Prev: #17
|
0.9 |
—
|
-37 | -0.1% |
P
S
|
67,880 | $3,105,143 | 2016 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
VYM
VANGUARD HIGH D...
|
ETF | 0.92% | 1.12% |
#17
1
Prev: #16
|
0.9 |
—
|
-50 | -0.3% |
P
S
|
19,805 | $3,073,736 | 2016 Q1 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
IWD
ISHARES RUSSELL...
|
ETF | 0.90% | 0.50% |
#18
36
Prev: #54
|
3.4 |
—
|
6,249 | 108.3% |
P
S
|
12,020 | $2,980,119 | 2021 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
L
LOEWS CORP
|
Financial Services | 0.80% | 1.04% |
#19
1
Prev: #20
|
0.8 |
—
|
-166 | -0.6% |
P
S
|
25,533 | $2,666,411 | 2023 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
EMHY
ISHARES J.P. MO...
|
ETF | 0.76% | 1.13% |
#20
6
Prev: #14
|
0.8 |
—
|
-12,322 | -15.8% |
P
S
|
65,476 | $2,536,540 | 2016 Q1 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
MU
MICRON TECHNOLO...
|
Technology | 0.73% | 0.92% |
#21
4
Prev: #25
|
0.8 |
—
|
33 | 1.5% |
P
S
|
2,277 | $2,425,255 | 2024 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
JNJ
JOHNSON & JOHNS...
|
Healthcare | 0.72% | 0.80% |
#22
6
Prev: #28
|
0.8 |
—
|
196 | 2.2% |
P
S
|
9,011 | $2,385,572 | 2005 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
CB
CHUBB LTD
|
Financial Services | 0.71% | — |
#23
Prev: #—
|
3.8 |
—
|
7,228 | — |
NEW
|
7,228 | $2,350,907 | 2004 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
AMAT
APPLIED MATERIA...
|
Technology | 0.69% | — |
#24
Prev: #—
|
3.8 |
—
|
4,500 | — |
NEW
|
4,500 | $2,301,210 | 2004 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
HCA
HCA HEALTHCARE ...
|
Healthcare | 0.67% | 0.71% |
#25
15
Prev: #40
|
0.8 |
—
|
117 | 2.3% |
P
S
|
5,249 | $2,239,958 | 2021 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
BK
BANK OF NEW YOR...
|
Financial Services | 0.67% | 0.78% |
#26
10
Prev: #36
|
0.8 |
—
|
321 | 2.1% |
P
S
|
15,421 | $2,230,339 | 2023 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
SHYG
ISHARES 0-5 YR ...
|
ETF | 0.67% | 0.79% |
#27
6
Prev: #33
|
0.8 |
—
|
1,792 | 3.4% |
P
S
|
53,795 | $2,219,044 | 2016 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
VTR
VENTAS INC
|
Real Estate | 0.63% | 0.76% |
#28
10
Prev: #38
|
0.8 |
—
|
563 | 2.3% |
P
S
|
24,628 | $2,093,873 | 2007 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
MNST
MONSTER BEVERAG...
|
Consumer Defensive | 0.59% | 0.79% |
#29
1
Prev: #30
|
3.2 |
—
|
23,846 | 103.4% |
P
S
|
46,902 | $1,952,061 | 2020 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
VZ
VERIZON COMMUNI...
|
Communication Services | 0.58% | 0.61% |
#30
15
Prev: #45
|
0.7 |
—
|
1,346 | 3.3% |
P
S
|
42,045 | $1,928,604 | 2005 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
CBOE
CBOE GLOBAL MAR...
|
Financial Services | 0.58% | 0.59% |
#31
18
Prev: #49
|
0.7 |
—
|
136 | 2.0% |
P
S
|
7,000 | $1,927,030 | 2023 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
EWZ
ISHARES MSCI BR...
|
ETF | 0.57% | 6.76% |
#32
31
Prev: #1
|
0.2 |
—
|
-499,534 | -90.8% |
P
S
|
50,832 | $1,893,492 | 2008 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
MOH
MOLINA HEALTHCA...
|
Healthcare | 0.54% | 0.77% |
#33
4
Prev: #37
|
1.2 |
—
|
no change | no change |
P
S
|
9,500 | $1,796,450 | 2015 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
HYGV
NT HY VAL-SCRD ...
|
ETF | 0.54% | 0.79% |
#34
2
Prev: #32
|
0.7 |
—
|
-8,906 | -16.3% |
P
S
|
45,892 | $1,782,904 | 2021 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
JNK
SS SPDR BB HIGH...
|
ETF | 0.54% | 0.79% |
#35
1
Prev: #34
|
0.7 |
—
|
-3,670 | -16.0% |
P
S
|
19,208 | $1,781,542 | 2020 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
GD
GENERAL DYNAMIC...
|
Industrials | 0.52% | 0.64% |
#36
7
Prev: #43
|
0.7 |
—
|
110 | 2.2% |
P
S
|
5,188 | $1,721,534 | 2005 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
UHS
UNIVERSAL HEALT...
|
Healthcare | 0.50% | 0.23% |
#37
95
Prev: #132
|
3.2 |
—
|
5,269 | 120.8% |
P
S
|
9,631 | $1,678,298 | 2024 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
FTAI
FTAI AVIATION L...
|
Industrials | 0.50% | 0.58% |
#38
12
Prev: #50
|
3.2 |
—
|
4,000 | 66.7% |
P
S
|
10,000 | $1,670,300 | 2025 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
ALL
ALLSTATE CORP
|
Financial Services | 0.50% | 0.36% |
#39
54
Prev: #93
|
3.2 |
—
|
3,185 | 74.4% |
P
S
|
7,468 | $1,656,850 | 2004 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
WELL
WELLTOWER INC
|
Real Estate | 0.50% | — |
#40
Prev: #—
|
3.7 |
—
|
7,169 | — |
NEW
|
7,169 | $1,650,591 | 2025 Q1 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
IVZ
INVESCO LTD
|
Financial Services | 0.50% | 0.99% |
#41
20
Prev: #21
|
0.2 |
—
|
-51,125 | -48.4% |
P
S
|
54,594 | $1,646,555 | 2020 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
HST
HOST HOTELS & R...
|
Real Estate | 0.48% | — |
#42
Prev: #—
|
3.7 |
—
|
71,892 | — |
NEW
|
71,892 | $1,609,662 | 2007 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
STT
STATE STREET CO...
|
Financial Services | 0.48% | — |
#43
Prev: #—
|
3.7 |
—
|
9,182 | — |
NEW
|
9,182 | $1,603,085 | 2026 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
CSX
CSX CORP
|
Industrials | 0.47% | — |
#44
Prev: #—
|
3.7 |
—
|
33,574 | — |
NEW
|
33,574 | $1,561,527 | 2026 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
PLD
PROLOGIS INC
|
Real Estate | 0.46% | — |
#45
Prev: #—
|
3.7 |
—
|
11,822 | — |
NEW
|
11,822 | $1,534,968 | 2021 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
TJX
TJX COMPANIES I...
|
Consumer Cyclical | 0.46% | 0.61% |
#46
Prev: #46
|
0.7 |
—
|
229 | 2.0% |
P
S
|
11,594 | $1,534,002 | 2007 Q2 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
HIG
HARTFORD INSURA...
|
Financial Services | 0.46% | 0.32% |
#47
68
Prev: #115
|
3.2 |
—
|
5,847 | 87.6% |
P
S
|
12,522 | $1,532,192 | 2005 Q4 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
SPG
SIMON PROPERTY ...
|
Real Estate | 0.46% | — |
#48
Prev: #—
|
3.7 |
—
|
7,627 | — |
NEW
|
7,627 | $1,531,197 | 2026 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
TD
TORONTO-DOMINIO...
|
Financial Services | 0.45% | 0.54% |
#49
4
Prev: #53
|
0.7 |
—
|
293 | 2.4% |
P
S
|
12,731 | $1,496,274 | 2026 Q1 | 13F Filing | 2026-09-30 | 2026-11-09 | |||
|
FRT
FEDERAL REALTY ...
|
Real Estate | 0.45% | — |
#50
Prev: #—
|
3.7 |
—
|
13,679 | — |
NEW
|
13,679 | $1,481,299 | 2026 Q3 | 13F Filing | 2026-09-30 | 2026-11-09 |
Showing 1-50 of 188 holdings