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Mount Lucas Management LP
Period ended Sep 30, 2026 · Latest filing Nov 9, 2026
These quarterly holdings are delayed and may not include all assets or short positions.
Values are from the reporting date, not current prices or purchase costs.
The same security may appear in multiple rows.
Source: SEC
Reported portfolio value
Quarter-end reported holdings; not current value or investment performance.
View reported values
- Sep 30, 2026: $332,619,653
More quarters will appear as history becomes available.
Top holdings
Top 10 at Sep 30, 2026. Matching entries are combined; security classes and options remain separate. Shares exclude principal amounts; option shares reflect the reported underlying amount.
View top holdings values
- APPLIED MATERIALS INC · Common Stock · 038222105 · shares · CALL: $35,796,600
- ISHARES 1-3 YEAR TREASURY BO · ETP · 464287457 · shares: $32,903,864
- INVESCO S&P 500 PURE VALUE E · ETP · 46137V258 · shares: $30,412,858
- FTAI AVIATION LTD · Common Stock · G3730V105 · shares · CALL: $18,373,300
- ISHARES MSCI BRAZIL ETF · ETP · 464286400 · shares · CALL: $14,900,000
- LAM RESEARCH CORP · Common Stock · 512807306 · shares · CALL: $13,140,400
- NEBIUS GROUP NV · Common Stock · N97284108 · shares · CALL: $6,368,760
- JPMORGAN BETABUILDERS JAPAN · ETP · 46641Q217 · shares: $4,436,271
- ISHARES MSCI AUSTRALIA ETF · ETP · 464286103 · shares: $4,123,295
- TRAVELERS COS INC/THE · Common Stock · 89417E109 · shares: $3,734,799
Reported holdings
160 reported entries| Issuer | Class | CUSIP | Type | Shares / principal | Reported value (USD) |
|---|---|---|---|---|---|
| ISHARES 1-3 YEAR TREASURY BO | ETP | 464287457 | — | 405,220 shares | $32,903,864 |
| INVESCO S&P 500 PURE VALUE E | ETP | 46137V258 | — | 265,082 shares | $30,412,858 |
| APPLIED MATERIALS INC | Common Stock | 038222105 | CALL | 40,000 shares | $20,455,200 |
| APPLIED MATERIALS INC | Common Stock | 038222105 | CALL | 30,000 shares | $15,341,400 |
| ISHARES MSCI BRAZIL ETF | ETP | 464286400 | CALL | 400,000 shares | $14,900,000 |
| LAM RESEARCH CORP | Common Stock | 512807306 | CALL | 40,000 shares | $13,140,400 |
| FTAI AVIATION LTD | Common Stock | G3730V105 | CALL | 60,000 shares | $10,021,800 |
| FTAI AVIATION LTD | Common Stock | G3730V105 | CALL | 50,000 shares | $8,351,500 |
| NEBIUS GROUP NV | Common Stock | N97284108 | CALL | 27,000 shares | $6,368,760 |
| JPMORGAN BETABUILDERS JAPAN | ETP | 46641Q217 | — | 56,513 shares | $4,436,271 |
| ISHARES MSCI AUSTRALIA ETF | ETP | 464286103 | — | 145,648 shares | $4,123,295 |
| TRAVELERS COS INC/THE | Common Stock | 89417E109 | — | 10,476 shares | $3,734,799 |
| INVESCO SENIOR LOAN ETF | ETP | 46138G508 | — | 165,870 shares | $3,388,724 |
| SS SPDR BB CONV SEC ETF | ETP | 78464A359 | — | 33,282 shares | $3,367,473 |
| GLOBE LIFE INC | Common Stock | 37959E102 | — | 20,037 shares | $3,319,129 |
| INVESCO S&P 500 BUYWRITE ETF | ETP | 46137V399 | — | 139,591 shares | $3,251,074 |
| MARATHON PETROLEUM CORP | Common Stock | 56585A102 | — | 7,915 shares | $3,129,749 |
| STATE STREET SPDR S&P INTERN | ETP | 78463X772 | — | 67,880 shares | $3,105,143 |
| VANGUARD HIGH DVD YIELD ETF | ETP | 921946406 | — | 19,805 shares | $3,073,736 |
| ISHARES RUSSELL 1000 VALUE E | ETP | 464287598 | — | 12,020 shares | $2,980,119 |
| LOEWS CORP | Common Stock | 540424108 | — | 25,533 shares | $2,666,411 |
| ISHARES J.P. MORGAN EM HIGH | ETP | 464286285 | — | 65,476 shares | $2,536,540 |
| MICRON TECHNOLOGY INC | Common Stock | 595112103 | — | 2,277 shares | $2,425,255 |
| JOHNSON & JOHNSON | Common Stock | 478160104 | — | 9,011 shares | $2,385,572 |
| CHUBB LTD | Common Stock | H1467J104 | — | 7,228 shares | $2,350,907 |
| APPLIED MATERIALS INC | Common Stock | 038222105 | — | 4,500 shares | $2,301,210 |
| HCA HEALTHCARE INC | Common Stock | 40412C101 | — | 5,249 shares | $2,239,958 |
| BANK OF NEW YORK MELLON CORP | Common Stock | 064058100 | — | 15,421 shares | $2,230,339 |
| ISHARES 0-5 YR HY CORP BOND | ETP | 46434V407 | — | 53,795 shares | $2,219,044 |
| VENTAS INC | Common Stock | 92276F100 | — | 24,628 shares | $2,093,873 |
| MONSTER BEVERAGE CORP | Common Stock | 61174X109 | — | 46,902 shares | $1,952,061 |
| VERIZON COMMUNICATIONS INC | Common Stock | 92343V104 | — | 42,045 shares | $1,928,604 |
| CBOE GLOBAL MARKETS INC | Common Stock | 12503M108 | — | 7,000 shares | $1,927,030 |
| ISHARES MSCI BRAZIL ETF | ETP | 464286400 | — | 50,832 shares | $1,893,492 |
| MOLINA HEALTHCARE INC | Common Stock | 60855R100 | — | 9,500 shares | $1,796,450 |
| NT HY VAL-SCRD BD ETF | ETP | 33939L662 | — | 45,892 shares | $1,782,904 |
| SS SPDR BB HIGH YIELD BOND | ETP | 78468R622 | — | 19,208 shares | $1,781,542 |
| GENERAL DYNAMICS CORP | Common Stock | 369550108 | — | 5,188 shares | $1,721,534 |
| UNIVERSAL HEALTH SERVICES-B | Common Stock | 913903100 | — | 9,631 shares | $1,678,298 |
| FTAI AVIATION LTD | Common Stock | G3730V105 | — | 10,000 shares | $1,670,300 |
| ALLSTATE CORP | Common Stock | 020002101 | — | 7,468 shares | $1,656,850 |
| WELLTOWER INC | Common Stock | 95040Q104 | — | 7,169 shares | $1,650,591 |
| INVESCO LTD | Common Stock | G491BT108 | — | 54,594 shares | $1,646,555 |
| HOST HOTELS & RESORTS INC | Common Stock | 44107P104 | — | 71,892 shares | $1,609,662 |
| STATE STREET CORP | Common Stock | 857477103 | — | 9,182 shares | $1,603,085 |
| CSX CORP | Common Stock | 126408103 | — | 33,574 shares | $1,561,527 |
| PROLOGIS INC | Common Stock | 74340W103 | — | 11,822 shares | $1,534,968 |
| TJX COMPANIES INC | Common Stock | 872540109 | — | 11,594 shares | $1,534,002 |
| HARTFORD INSURANCE GROUP INC | Common Stock | 416515104 | — | 12,522 shares | $1,532,192 |
| SIMON PROPERTY GROUP INC | Common Stock | 828806109 | — | 7,627 shares | $1,531,197 |
| TORONTO-DOMINION BANK | Common Stock | 891160509 | — | 12,731 shares | $1,496,274 |
| FEDERAL REALTY INVS TRUST | Common Stock | 313745101 | — | 13,679 shares | $1,481,299 |
| UNITED AIRLINES HOLDINGS INC | Common Stock | 910047109 | — | 12,733 shares | $1,412,726 |
| ADVANCED MICRO DEVICES | Common Stock | 007903107 | — | 2,226 shares | $1,361,778 |
| DOUBLEDOWN INTERACTIVE -ADR | Common Stock | 25862B109 | — | 100,000 shares | $1,329,000 |
| FORD MOTOR CO | Common Stock | 345370860 | — | 107,809 shares | $1,300,177 |
| L3HARRIS TECHNOLOGIES INC | Common Stock | 502431109 | — | 5,456 shares | $1,291,872 |
| STARLING ONCOLOGY INC | Common Stock | 68236X100 | — | 200,000 shares | $1,264,000 |
| COEUR MINING INC | Common Stock | 192108504 | — | 71,767 shares | $1,263,099 |
| DOLLAR GENERAL CORP | Common Stock | 256677105 | — | 10,490 shares | $1,254,394 |
| BARRICK MINING CORP | Common Stock | 06849F108 | — | 30,380 shares | $1,235,555 |
| PAN AMERICAN SILVER CORP | Common Stock | 697900108 | — | 26,604 shares | $1,210,748 |
| VALERO ENERGY CORP | Common Stock | 91913Y100 | — | 3,053 shares | $1,183,373 |
| GRUPO AEROPORTUARIO SUR-ADR | Common Stock | 40051E202 | — | 5,000 shares | $1,175,950 |
| ISHARES FALLEN ANGELS ETF | ETP | 46435G474 | — | 44,346 shares | $1,149,892 |
| ISHARES US&INTL HIGH YIELD C | ETP | 464286178 | — | 26,397 shares | $1,148,275 |
| ISHARES MSCI TAIWAN ETF | ETP | 46434G772 | — | 10,119 shares | $1,142,435 |
| NU HOLDINGS LTD/CAYMAN ISL-A | Common Stock | G6683N103 | — | 90,000 shares | $1,139,400 |
| ARCHER-DANIELS-MIDLAND CO | Common Stock | 039483102 | — | 14,042 shares | $1,114,654 |
| HP INC | Common Stock | 40434L105 | — | 35,558 shares | $1,112,254 |
| KINROSS GOLD CORP | Common Stock | 496902404 | — | 45,959 shares | $1,106,693 |
| ISHARES MSCI SOUTH KOREA ETF | ETP | 464286772 | — | 6,044 shares | $1,104,722 |
| ENTRAVISION COMMUNICATIONS-A | Common Stock | 29382R107 | — | 150,000 shares | $1,102,500 |
| GLOBAL X MSCI GREECE ETF | ETP | 37954Y319 | — | 12,832 shares | $1,099,702 |
| ISHARES MSCI POLAND ETF | ETP | 46429B606 | — | 24,787 shares | $1,098,560 |
| IAMGOLD CORP | Common Stock | 450913108 | — | 58,794 shares | $1,082,398 |
| PRINCIPAL FINANCIAL GROUP | Common Stock | 74251V102 | — | 9,661 shares | $1,081,646 |
| ISHARES MSCI THAILAND ETF | ETP | 464286624 | — | 15,104 shares | $1,064,983 |
| ISHARES MSCI PERU AND GLOBAL | ETP | 464289842 | — | 11,938 shares | $1,059,259 |
| SEAGATE TECHNOLOGY HOLDINGS | Common Stock | G7997R103 | — | 1,120 shares | $1,033,021 |
| DELTA AIR LINES INC | Common Stock | 247361702 | — | 11,882 shares | $991,672 |
| VANGUARD REAL ESTATE ETF | ETP | 922908553 | — | 11,027 shares | $988,350 |
| ISHARES MSCI NETHERLANDS ETF | ETP | 464286814 | — | 14,222 shares | $963,541 |
| SS SPDR BB IG FLOAT RT ETF | ETP | 78468R200 | — | 30,673 shares | $945,955 |
| ISHARES MSCI AUSTRIA ETF | ETP | 464286202 | — | 22,063 shares | $939,001 |
| EVERCORE INC - A | Common Stock | 29977A105 | — | 3,633 shares | $935,498 |
| ISHARES MSCI UNITED KINGDOM | ETP | 46435G334 | — | 20,087 shares | $934,648 |
| ISHARES MSCI SPAIN ETF | ETP | 464286764 | — | 15,571 shares | $921,803 |
| BEST BUY CO INC | Common Stock | 086516101 | — | 10,406 shares | $918,225 |
| ISHARES MSCI ITALY ETF | ETP | 46434G830 | — | 15,602 shares | $916,149 |
| ISHARES MSCI SWITZERLAND ETF | ETP | 464286749 | — | 15,472 shares | $915,169 |
| HEWLETT PACKARD ENTERPRISE | Common Stock | 42824C109 | — | 14,322 shares | $915,033 |
| ROLLINS INC | Common Stock | 775711104 | — | 30,220 shares | $910,226 |
| ISHARES MSCI SWEDEN ETF | ETP | 464286756 | — | 18,192 shares | $909,418 |
| ISHARES MSCI GERMANY ETF | ETP | 464286806 | — | 21,967 shares | $907,457 |
| AT&T INC | Common Stock | 00206R102 | — | 36,385 shares | $887,794 |
| DELL TECHNOLOGIES -C | Common Stock | 24703L202 | — | 1,645 shares | $884,928 |
| METLIFE INC | Common Stock | 59156R108 | — | 9,378 shares | $883,032 |
| AUNA SA-CLASS A | Common Stock | L0415A103 | — | 175,000 shares | $871,500 |
| ISHARES MSCI MALAYSIA ETF | ETP | 46434G814 | — | 31,169 shares | $853,407 |