Mount Lucas Management LP
Mount Lucas Management LP is an alternative investment management firm headquartered in Newtown, Pennsylvania, USA. Founded in 1986, the firm focuses on delivering innovative alternative investment strategies to institutional and high-net-worth clients seeking diversification and risk management. With approximately 15 employees, Mount Lucas serves a global client base including pension funds, endowments, and family offices.
Investment Strategy
Mount Lucas Management LP specializes in alternative and systematic investment strategies, offering products that provide diversification, liquidity, and rigorous risk management. Their approach integrates quantitative models and disciplined risk controls, targeting liquid securities including equities, ETFs, and derivatives, with frequent adjustments based on macroeconomic trends and market signals. Their philosophy emphasizes systematic diversification, tactical portfolio adjustments, and innovation in strategy selection for institutional-grade investing.
Latest 13F Filing Activity
Mount Lucas Management LP filed their most recent 13F report on Jun 30, 2025 disclosing 155 equity positions and 3 options positions with a total 13F market value of $235M. The fund increased holdings in Ishares Msci Australia Etf, Invesco QQQ Trust Series 1, AT&T Inc. among other positions. Mount Lucas Management LP reduced exposure to Hartford Insurance Group Inc., Ishares Mortgage Real Estate, Ishares 1-3 Year Treasury Bo among others.
Top Holdings
Equity Positions (155)
| Ticker | Security | Weight | Market Value | Shares | Avg Cost | Price | Change (QoQ) |
|---|---|---|---|---|---|---|---|
Q QQQ | INVESCO QQQ TRUST SERIES 1 | 11.65% | $27.3M | 49,539 | $468.92 | $551.64 | +$3.3M |
N NLY | ANNALY CAPITAL MANAGEMENT IN | 2.34% | $5.5M | 291,600 | $19.22 | $18.82 | -$221.2K |
A AGNC | AGNC INVESTMENT CORP | 2.24% | $5.2M | 570,800 | $9.88 | $9.19 | -$9.9K |
I IEF | ISHARES 7-10 YEAR TREASURY B | 2.03% | $4.8M | 49,686 | $95.49 | $95.77 | -$2.1M |
I IEI | ISHARES 3-7 YEAR TREASURY BO | 2.02% | $4.7M | 39,756 | $115.88 | $119.09 | -$2.1M |
Options Positions (3)
| Ticker | Security | Action | Type | Notional Value | Contracts | Underlying Price | Premium Paid | Change (Contracts) | Change (Value) |
|---|---|---|---|---|---|---|---|---|---|
E EWZ | ISHARES MSCI BRAZIL ETF | — | Call | $11.5M | 4,000 | $28.85 | $25.85 | 0 | +$1.2M |
T TSLA | TESLA INC | New | Call | $9.5M | 300 | $317.66 | $317.66 | +300 | +$9.5M |
I INTC | INTEL CORP | — | Call | $3.4M | 1,500 | $22.40 | $22.71 | 0 | -$46.5K |