MOUNT LUCAS INDEX ADVISERS LLC

Mount Lucas Index Advisers LLC is led by a team of investment professionals, but specific named principals and their roles are not publicly disclosed. The firm's investment process is driven by quantitative, rules-based models that follow systematic trend-following strategies across global futures markets.

The Mount Lucas Management Index (MLMI) is a benchmark for managed futures and commodity trading advisor (CTA) strategies. It tracks a diversified portfolio of commodity and financial futures using a trend-following methodology. The MLMI has been in existence since the 1980s and is one of the oldest and most recognized indexes in the alternatives space.

Mount Lucas offers both index-based investment products and customized managed accounts. Its index products track the MLMI or other proprietary indexes, while managed accounts allow institutional investors to access the firm's systematic strategies with tailored parameters. The firm focuses on providing diversification and non-correlated returns within traditional portfolios.

Mount Lucas specializes in managed futures and alternative risk premia strategies. Its core approach is systematic trend following, implemented across commodities, currencies, interest rates, and equity index futures. The firm uses quantitative models to identify and capture directional price trends, aiming to generate returns that are uncorrelated with equities and bonds.

Mount Lucas invests primarily in US and global developed markets, covering a broad range of asset classes including commodities, currencies, fixed income, and equity indices. The firm does not focus on emerging markets, direct equity investments, or private assets. Its strategies are entirely futures-based and liquid.