MOUNT LUCAS MANAGEMENT LP
Q2 2024 Form 13-F
NEWTOWN, PENNSYLVANIA
CIK 0001185072
· CRD 108255
· SEC-registered investment adviser
$349.4M Reported Value Total
MOUNT LUCAS MANAGEMENT LP reports 15 total accounts under management (AUM). There are 15 discretionary accounts valued at $1,144,600,000, and 0 non-discretionary accounts.
Source: Form ADV filed * Note that certain holdings are exempt from Form 13-F reporting, so the AUM totals may be greater than the Form 13-F total.
Private funds (Form ADV)
6 funds
· $633.7M gross asset value
Hedge Fund: $626.1M · Other: $4.9M · Private Equity Fund: $2.6M
Source: Form ADV filed 2026-06-10
Reported value
$349.4M
Quarter over quarter
-2.4%
Holdings
154
Top-10 concentration
37.4%
Filing Structure
Key People
Form ADV owners & control persons
Roger Ellis Alcaly
DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER
David Aspell
CHIEF INVESTMENT OFFICER; DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER
Raymond Edward IX
DIRECTOR OF GENERAL PARTNER; LIMITED PARTNER
Filing Navigation
Coverage begins with the second quarter of 2013. Earlier quarters are not shown while their accuracy is being verified.
13F Metrics
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Q2 2024 13F record
Q2 2024 13F filing summary
| Period of report | June 30, 2024 |
|---|---|
| Filed | August 06, 2024 |
| Form | 13F-HR |
| Reported value | $349.4M |
| Positions | 154 |
| Change in reported value | -4.5% |
| New positions | 46 |
| Exited positions | 34 |
| Position turnover | 42.6% |
| Top-10 concentration | 37.4% |
13F filings by quarter
| Quarter | Positions | Value |
|---|---|---|
|
Q3 2026 13F
Filed Nov 9, 2026
|
153 | $332.6M |
|
Q2 2026 13F
Filed Aug 10, 2026
|
166 | $280.7M |
|
Q1 2026 13F
Filed May 5, 2026
|
165 | $270.8M |
|
Q4 2025 13F
Filed Feb 5, 2026
|
167 | $250.0M |
|
Q3 2025 13F
Filed Nov 10, 2025
|
159 | $243.5M |
|
Q2 2025 13F
Filed Aug 11, 2025
|
156 | $234.6M |
|
Q1 2025 13F
Filed May 6, 2025
|
144 | $311.0M |
|
Q4 2024 13F
Filed Feb 7, 2025
|
135 | $287.3M |
|
Q3 2024 13F
Filed Nov 6, 2024
|
145 | $293.6M |
|
Q2 2024 13F
Filed Aug 6, 2024
|
154 | $349.4M |
|
Q1 2024 13F
Filed May 10, 2024
|
142 | $366.0M |
|
Q4 2023 13F
Filed Feb 7, 2024
|
139 | $347.6M |
|
Q3 2023 13F
Filed Nov 14, 2023
|
127 | $283.1M |
|
Q2 2023 13F
Filed Aug 14, 2023
|
137 | $299.1M |
|
Q1 2023 13F
Filed May 12, 2023
|
109 | $378.8M |
|
Q4 2022 13F
Filed Feb 14, 2023
|
107 | $305.2M |
|
Q3 2022 13F
Filed Nov 10, 2022
|
93 | $290.4M |
|
Q2 2022 13F
Filed Aug 10, 2022
|
90 | $298.6M |
|
Q1 2022 13F
Filed May 12, 2022
|
111 | $343.3M |
|
Q4 2021 13F
Filed Feb 14, 2022
|
129 | $349.9M |
34 earlier quarters on file — choose one from the quarter menu above.
Top 20 holdings · Q2 2024
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | BABA C ALIBABA GROUP HOLDING-SP ADR | $54.0M | 15.46% |
| 2 | QQQ INVESCO QQQ TRUST SERIES 1 | $18.8M | 5.39% |
| 3 | KWEB C KRANESHARES CSI CHINA INTERN | $13.5M | 3.87% |
| 4 | HIG HARTFORD FINANCIAL SVCS GRP | $7.9M | 2.26% |
| 5 | L LOEWS CORP | $7.1M | 2.02% |
| 6 | COST COSTCO WHOLESALE CORP | $6.1M | 1.75% |
| 7 | ACGL ARCH CAPITAL GROUP LTD | $5.9M | 1.69% |
| 8 | RPV INVESCO S&P 500 PURE VALUE E | $5.8M | 1.65% |
| 9 | JPM JPMORGAN CHASE & CO | $5.7M | 1.64% |
| 10 | SYF SYNCHRONY FINANCIAL | $5.7M | 1.62% |
| 11 | RSG REPUBLIC SERVICES INC | $5.7M | 1.62% |
| 12 | DAL DELTA AIR LINES INC | $5.4M | 1.56% |
| 13 | PCAR PACCAR INC | $5.1M | 1.45% |
| 14 | UAL UNITED AIRLINES HOLDINGS INC | $4.9M | 1.4% |
| 15 | NLY ANNALY CAPITAL MANAGEMENT IN | $4.8M | 1.39% |
| 16 | DVA DAVITA INC | $4.7M | 1.35% |
| 17 | AGNC AGNC INVESTMENT CORP | $4.7M | 1.34% |
| 18 | EG EVEREST GROUP LTD | $4.7M | 1.34% |
| 19 | PHM PULTEGROUP INC | $4.5M | 1.29% |
| 20 | AIZ ASSURANT INC | $4.1M | 1.18% |
Values as reported on the Q2 2024 Form 13F. Every position is in the holdings table below.