Stocks/Funds/CIK 1185072

Mount Lucas Management LP

long-term holder
Quarterly 13F filings · Latest period 2026-03-31 · CIK 1185072
Assets
$271M
+27.4% YoY
Holdings
165
Lifetime alpha vs market
+2.57% annual
Average hold time
3.2 yr
median 2.5 yr

Quarterly history

Cum return +68% vs S&P +52% · α +16% lifetimeAUM $271M · peak $690MFlow $41M (+18%)2016-062017-122019-062020-122022-062023-122025-062026-03
AUM ($B)fundS&P 500(gap = α)/ Flow in/out

Behavior signals (lifetime)

Dip response
-11.34%
trims when stocks drop
when a holding falls −10%+
Middle response
-13.30%
baseline attrition
Rally response
-9.96%
trims into rallies
when a holding rises +10%+

Top positions · 30

Ticker$ value% portYoYHold time
RPVInvesco S&P 500 Pure Val$30M11.1%3.3 yr
EWZiShares MSCI Brazil ETF$21M7.8%6.5 yr
ADBEAdobe Inc.$9M3.1%-36.6%0.3 yr
INTCIntel Corporation$6M2.0%+94.3%0.3 yr
SHYiShares 1-3 Year Treasur$5M1.9%10.5 yr
IEIiShares 3-7 Year Treasur$5M1.9%5.8 yr
IEFiShares 7-10 Year Treasu$5M1.9%5.8 yr
RKTRocket Companies, Inc.$5M1.7%+18.1%0.8 yr
YNDXYandex N.V.$4M1.5%0.3 yr
EWAiShares MSCI Australia E$4M1.4%2.8 yr
BBJPJPMorgan BetaBuilders Ja$4M1.4%4.0 yr
IRENIREN Limited$3M1.3%+462.9%0.3 yr
TAT&T Inc.$3M1.2%+5.9%3.3 yr
BKLNInvesco Senior Loan ETF$3M1.2%6.8 yr
CWBState Street SPDR Bloomb$3M1.2%7.3 yr

Portfolio composition (YoY)

Industry mix
Asset Management45.5%+2.9pp$123M
Asset Management - Bonds6.8%-1.7pp$19M
Software - Application3.3%+2.1pp$9M
Gold3.1%+2.3pp$8M
Insurance - Property & Casualty2.6%-5.3pp$7M
Semiconductors2.5%+2.2pp$7M
Telecommunications Services2.3%+1.4pp$6M
Financial - Data & Stock Exchanges2.3%+2.1pp$6M
Medical - Distribution1.9%+1.2pp$5M
Financial - Mortgages1.9%+1.1pp$5M
Country
US93.0%+0.3pp
CA2.2%+1.1pp
RU1.5%
AU1.3%
Unknown0.8%-1.8pp
GB0.4%-0.5pp
KR0.3%
BR0.2%+0.0pp
Top 5: 25.9% · Top 10: 34.3% · Top 25: 51.1%

Winners

TickerPrev $PnLYoY %
KGC$1M+0.00B143.6%
L$2M+0.00B16.4%

Losers

TickerPrev $PnLYoY %

Top buys this quarter · 15

ADBE Adobe Inc.new+$9M
INTC Intel Corporationnew+$6M
RKT Rocket Companies, Inc.+$4M
IREN IREN Limitednew+$3M
VTR Ventas, Inc.new+$2M
LHX L3Harris Technologies, Inc.new+$2M
L Loews Corporation+$2M
HCA HCA Healthcare, Inc.+$2M
T AT&T Inc.+$1M
VZ Verizon Communications Inc.+$1M

Top sells this quarter · 15

LLY Eli Lilly and Company$7M
MPC Marathon Petroleum Corporation$5M
FOXA Fox Corporationexit$3M
GD General Dynamics Corporation$2M
WELL Welltower Inc.exit$2M
WMT Walmart Inc.exit$2M
JNJ Johnson & Johnson$2M
WMB The Williams Companies, Inc.exit$2M
WAB Westinghouse Air Brake Technolexit$2M
KMI Kinder Morgan, Inc.exit$2M

Quarterly history (TTM returns)

PeriodAUM# PosReturn (1yr)SPY (1yr)Alpha (1yr)Flow
2026-03-31$271M165+27.24%+17.59%+9.64%+0.04B
2025-12-31$226M167+27.01%+17.72%+9.29%+0.00B
2025-09-30$222M159+28.44%+17.52%+10.92%-0.01B
2025-06-30$210M156+30.78%+14.94%+15.84%-0.03B
2025-03-31$213M144+17.62%+8.30%+9.31%-0.08B
2024-12-31$287M135+30.27%+24.89%+5.38%-0.01B
2024-09-30$294M144+36.68%+36.04%+0.64%-0.02B
2024-06-30$282M153+20.78%+24.49%-3.71%-0.02B
2024-03-31$299M142+23.65%+29.62%-5.97%-0.02B
2023-12-31$283M139+6.11%+26.18%-20.07%+0.00B
2023-09-30$263M127+11.06%+21.57%-10.51%-0.01B
2023-06-30$278M137+9.50%+19.42%-9.93%-0.03B
2023-03-31$294M109-8.99%-7.82%-1.18%-0.00B
2022-12-31$305M107+12.65%+7.56%+5.09%-0.02B
2022-09-30$290M93-2.74%-4.93%+2.18%-0.00B
2022-06-30$299M90-14.06%-16.11%+2.05%+0.00B