Institutional Manager · CIK 0001185072
Mount Lucas Management LP
Newtown, PA · File #028-11021
Latest AUM
$250.0M
Positions
171
Top-10 Concentration
43.5%
Filings
9
Portfolio Value Over Time
2024-03
2024-06
2024-09
2024-12
2025-03
2025-06
2025-09
2025-12
Biggest QoQ Changes
Ranked by conviction flow (share change × current price) so mark-to-market moves don't dominate. Price effect column shows how much of the $ change was just the stock moving.
| Action | Issuer | Ticker / CUSIP | Δ Shares | Flow ($) | Price Effect |
|---|---|---|---|---|---|
| REDUCE | INVESCO QQQ TRUST SERIES 1 | IVZ | -36,445 | -$22.4M | +$666,989 |
| NEW | INVESCO S&P 500 PURE VALUE E | IVZ | +207,662 | +$21.5M | $0 |
| ADD | ROCKET COS INC-CLASS A | 77311W101 | +256,000 | +$5.0M | -$680 |
| NEW | IREN LTD | IREN | +100,000 | +$3.8M | $0 |
| REDUCE | INTEL CORP | INTC | -57,500 | -$2.1M | +$611,375 |
| REDUCE | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | -85,000 | -$1.9M | +$466,550 |
| REDUCE | AGNC INVESTMENT CORP | 00123Q104 | -177,100 | -$1.9M | +$425,010 |
| NEW | ISHARES RUSSELL 1000 VALUE E | 464287598 | +8,407 | +$1.8M | $0 |
| REDUCE | INVESCO NASDAQ 100 ETF | IVZ | -6,813 | -$1.7M | +$52,900 |
| NEW | MOLINA HEALTHCARE INC | MOH | +9,500 | +$1.6M | $0 |
Sector Allocation
Filing History
- 13F HOLDINGS REPORTQ/E Dec 2025171 pos · $250.0M
- 13F HOLDINGS REPORTQ/E Sep 2025163 pos · $243.5M
- 13F HOLDINGS REPORTQ/E Jun 2025159 pos · $234.6M
- 13F HOLDINGS REPORTQ/E Mar 2025150 pos · $311.0M
- 13F HOLDINGS REPORTQ/E Dec 2024137 pos · $287.3M
- 13F HOLDINGS REPORTQ/E Sep 2024146 pos · $293.6M
- 13F HOLDINGS REPORTQ/E Jun 2024158 pos · $349.4M
- 13F HOLDINGS REPORTQ/E Mar 2024145 pos · $366.0M
- 13F HOLDINGS REPORTQ/E Dec 2023129 pos · $283.1M
Top 20 Holdings — Dec 2025
| # | Issuer | Ticker | Shares | Value | % of Portfolio |
|---|---|---|---|---|---|
| 1 | INVESCO S&P 500 PURE VALUE E | IVZ | 207,662 | $21.5M | 14.02% |
| 2 | ISHARES MSCI BRAZIL ETF | 464286400 | 320,000 | $10.2M | 6.64% |
| 3 | INVESCO QQQ TRUST SERIES 1 | IVZ | 11,402 | $7.0M | 4.58% |
| 4 | ROCKET COS INC-CLASS A | 77311W101 | 290,000 | $5.6M | 3.67% |
| 5 | INTEL CORP | INTC | 125,000 | $4.6M | 3.01% |
| 6 | ISHARES MSCI AUSTRALIA ETF | 464286103 | 149,394 | $3.9M | 2.56% |
| 7 | JPMORGAN BETABUILDERS JAPAN | 46641Q217 | 58,734 | $3.9M | 2.53% |
| 8 | IREN LTD | IREN | 100,000 | $3.8M | 2.47% |
| 9 | FOX CORP - CLASS A | FOX | 43,623 | $3.2M | 2.08% |
| 10 | AGNC INVESTMENT CORP | 00123Q104 | 279,900 | $3.0M | 1.96% |
| 11 | INVESCO SENIOR LOAN ETF | IVZ | 142,370 | $3.0M | 1.95% |
| 12 | ISHARES PREFERRED & INCOME S | 464288687 | 96,463 | $3.0M | 1.95% |
| 13 | ISHARES MORTGAGE REAL ESTATE | 46435G342 | 133,622 | $3.0M | 1.94% |
| 14 | ANNALY CAPITAL MANAGEMENT IN | NLY-PJ | 132,000 | $3.0M | 1.93% |
| 15 | SS SPDR BB CONV SEC ETF | 78464A359 | 32,838 | $2.9M | 1.91% |
| 16 | STATE STREET SPDR S&P INTERN | 78463X772 | 65,416 | $2.9M | 1.88% |
| 17 | ISHARES J.P. MORGAN EM HIGH | 464286285 | 70,601 | $2.9M | 1.86% |
| 18 | INVESCO S&P 500 BUYWRITE ETF | IVZ | 124,366 | $2.8M | 1.85% |
| 19 | ISHARES JP MORGAN USD EMERGI | 464288281 | 29,393 | $2.8M | 1.85% |
| 20 | VANGUARD HIGH DVD YIELD ETF | 921946406 | 19,530 | $2.8M | 1.83% |