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.
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 |