Reportee | Signature Date | Report period | Total Entries | Total AUM($) |
---|---|---|---|---|
MOUNT LUCAS MANAGEMENT LP | 05-12-2023 | 03-31-2023 | 113 | 378,803,085 |
Issuer | Class | Position | Value | Shares | Portfolio Percentage (%) | Previous Percentage (%) | Shares Delta | Shares Delta(%) | Date Reported |
---|---|---|---|---|---|---|---|---|---|
ISHARES MSCI EMERGING MARKET | ETP | 1 | $51,298,000 | 1,300,000 | 0.01 | 1,300,000 | +Inf | 03-31-2023 | |
ISHARES 1-3 YEAR TREASURY BO | ETP | 2 | $34,704,548 | 422,402 | 0.01 | 27.73 | -568,987 | -57.39 | 03-31-2023 |
INVESCO QQQ TRUST SERIES 1 | ETP | 3 | $26,150,018 | 81,482 | 0.01 | 81,482 | +Inf | 03-31-2023 | |
WALT DISNEY CO/THE | Common Stock | 4 | $14,018,200 | 140,000 | 0.00 | 140,000 | +Inf | 03-31-2023 |