Back to funds
View filing
Mount Lucas Management LP
hedge fundUpdated 32 days agoManaged by Mount Lucas Management Lp • Latest filing Q2 2026
Portfolio value
$280.7M
Q2 2026
Filings
14
Quarterly 13F history
Top-10 concentration
100.0%
Weight of largest holdings
Annualized return
-8.8%
Implied from 13F holdings
Portfolio value history
13F-disclosed portfolio value over 14 quarters
Show data table
| Period | Portfolio value |
|---|---|
| Q1 2023 | $378.8M |
| Q2 2023 | $299.1M |
| Q3 2023 | $283.1M |
| Q4 2023 | $347.6M |
| Q1 2024 | $366M |
| Q2 2024 | $349.4M |
| Q3 2024 | $293.6M |
| Q4 2024 | $287.3M |
| Q1 2025 | $311M |
| Q2 2025 | $234.6M |
| Q3 2025 | $243.5M |
| Q4 2025 | $250M |
| Q1 2026 | $270.8M |
| Q2 2026 | $280.7M |
Top holdings
168 positions as of Q2 2026
| # | Stock | Value | Shares | % Portfolio | Change |
|---|---|---|---|---|---|
| 1 | E ETHA ISHARES MSCI BRAZIL ETF | $17.3M | 500.0K | 6.15% | Unchanged |
| 2 | I IVZ INVESCO S&P 500 PURE VALUE E | $15.9M | 139.7K | 5.67% | Trimmed(-49.9%) |
| 3 | Q QQQ INVESCO QQQ TRUST SERIES 1 | $15.6M | 21.2K | 5.56% | — |
| 4 | B BLK ISHARES 1-3 YEAR TREASURY BO | $6.9M | 84.5K | 2.47% | Added(+34.7%) |
| 5 | N NBIS NEBIUS GROUP NV | $5.5M | 20.0K | 1.97% | Trimmed(-50.0%) |
| 6 | I IREN IREN LTD | $4.6M | 100.0K | 1.63% | Unchanged |
| 7 | J JPM-PM JPMORGAN BETABUILDERS JAPAN | $4.2M | 56.4K | 1.51% | Added(+0.6%) |
| 8 | E ETHA ISHARES MSCI AUSTRALIA ETF | $4.1M | 147.3K | 1.48% | Added(+4.9%) |
| 9 | E ETHA ISHARES 3-7 YEAR TREASURY BO | $4M | 34.0K | 1.42% | Trimmed(-21.3%) |
| 10 | A ADBE ADOBE INC | $3.6M | 17.5K | 1.28% | Trimmed(-50.0%) |
| 11 | V VVR INVESCO SENIOR LOAN ETF | $3.3M | 162.0K | 1.18% | Trimmed(-0.5%) |
| 12 | C CW SS SPDR BB CONV SEC ETF | $3.3M | 30.6K | 1.18% | Trimmed(-12.0%) |
| 13 | ? N/A INVESCO S&P 500 BUYWRITE ETF | $3.2M | 138.7K | 1.13% | Added(+0.6%) |
| 14 | E ETHA ISHARES J.P. MORGAN EM HIGH | $3.2M | 77.8K | 1.13% | Added(+1.4%) |
| 15 | E ETHA ISHARES JP MORGAN USD EMERGI | $3.2M | 32.7K | 1.13% | Added(+2.2%) |
| 16 | V VGES VANGUARD HIGH DVD YIELD ETF | $3.1M | 19.9K | 1.12% | Trimmed(-1.8%) |
| 17 | S STT-PG STATE STREET SPDR S&P INTERN | $3.1M | 67.9K | 1.11% | Added(+5.5%) |
| 18 | ? N/A ISHARES MORTGAGE REAL ESTATE | $3M | 137.8K | 1.08% | Added(+118.7%) |
| 19 | C CAH CARDINAL HEALTH INC | $2.9M | 12.3K | 1.04% | Added(+2.6%) |
| 20 | L L LOEWS CORP | $2.9M | 25.7K | 1.04% | Added(+3.0%) |