MLM
ALJ

Mount Lucas Management’s Alon USA Energy Inc ALJ Stock Holding History

Mount Lucas Management’s Portfolio ALJ Stock Details ALJ Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2016
Q4 		– Sell
-62,150
Closed -$501K – 186
2016
Q3 		$501K Sell
62,150
-467
-0.7% -$3.46K 0.09% 98
2016
Q2 		$406K Sell
62,617
-6,830
-10% -$58.9K 0.07% 83
2016
Q1 		$717K Buy
69,447
+7,409
+12% +$83.7K 0.13% 59
2015
Q4 		$921K Buy
+62,038
New +$1.04M 0.14% 58

Other funds holding ALJ

Dimensional Fund Advisors
Dimensional Fund Advisors Austin, Texas $481B AUM 30.42% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
Goldman Sachs
Goldman Sachs New York $761B AUM 31.28% 1-Year Est. Return
D.E. Shaw & Co
D.E. Shaw & Co New York $127B AUM 43.98% 1-Year Est. Return
DRZID
DePrince Race & Zollo Inc (DRZ) Winter Park, Florida $5.29B AUM 20.14% 1-Year Est. Return
CS
Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return
BFA
BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return
JP Morgan Chase
JP Morgan Chase New York $1.47T AUM 27.86% 1-Year Est. Return
BIT
BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return
Bank of New York Mellon
Bank of New York Mellon New York $544B AUM 28.31% 1-Year Est. Return