MOUNT LUCAS MANAGEMENT LP
Q4 2024 Form 13-F
NEWTOWN, PENNSYLVANIA
CIK 0001185072
· CRD 108255
· SEC-registered investment adviser
$287.3M Reported Value Total
MOUNT LUCAS MANAGEMENT LP reports 13 total accounts under management (AUM). There are 13 discretionary accounts valued at $1,120,600,000, 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
$287.3M
Quarter over quarter
-3.2%
Holdings
135
Top-10 concentration
50.2%
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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Q4 2024 13F record
Q4 2024 13F filing summary
| Period of report | December 31, 2024 |
|---|---|
| Filed | February 07, 2025 |
| Form | 13F-HR |
| Reported value | $287.3M |
| Positions | 135 |
| Change in reported value | -2.2% |
| New positions | 8 |
| Exited positions | 18 |
| Position turnover | 17.0% |
| Top-10 concentration | 50.2% |
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 · Q4 2024
| # | Holding | Reported value | % of portfolio |
|---|---|---|---|
| 1 | KWEB KRANESHARES CSI CHINA INTERN | $44.1M | 15.35% |
| 2 | RPV INVESCO S&P 500 PURE VALUE E | $24.7M | 8.6% |
| 3 | ASHR XTRACKERS HARVEST CSI 300 CH | $18.5M | 6.45% |
| 4 | SHY ISHARES 1-3 YEAR TREASURY BO | $16.3M | 5.67% |
| 5 | JD JD.COM INC-ADR | $13.9M | 4.83% |
| 6 | IEI ISHARES 3-7 YEAR TREASURY BO | $9.2M | 3.19% |
| 7 | AGNC AGNC INVESTMENT CORP | $4.8M | 1.67% |
| 8 | NLY ANNALY CAPITAL MANAGEMENT IN | $4.8M | 1.67% |
| 9 | UAL UNITED AIRLINES HOLDINGS INC | $4.1M | 1.44% |
| 10 | HIG HARTFORD FINANCIAL SVCS GRP | $3.9M | 1.36% |
| 11 | L LOEWS CORP | $3.5M | 1.22% |
| 12 | COST COSTCO WHOLESALE CORP | $3.5M | 1.22% |
| 13 | JPM JPMORGAN CHASE & CO | $3.3M | 1.16% |
| 14 | SYF SYNCHRONY FINANCIAL | $3.3M | 1.16% |
| 15 | DAL DELTA AIR LINES INC | $3.2M | 1.12% |
| 16 | RSG REPUBLIC SERVICES INC | $3.1M | 1.09% |
| 17 | BKLN INVESCO SENIOR LOAN ETF | $2.8M | 0.96% |
| 18 | PBP INVESCO S&P 500 BUYWRITE ETF | $2.7M | 0.94% |
| 19 | PFF ISHARES PREFERRED & INCOME S | $2.7M | 0.93% |
| 20 | CWB SPDR BLOOMBERG CONVERTIBLE S | $2.6M | 0.92% |
Values as reported on the Q4 2024 Form 13F. Every position is in the holdings table below.