Mount Lucas Management’s Dean Foods Company DF Stock Holding History

Mount Lucas Management’s Portfolio DF Stock Details DF Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q3	–	Sell	-35,764	Closed	-$608K	–	155
2017 Q2	$608K	Sell	35,764 -4,038	-10%	-$75.7K	0.11%	91
2017 Q1	$783K	Sell	39,802 -5,091	-11%	-$99.6K	0.16%	80
2016 Q4	$978K	Buy	+44,893	New	+$854K	0.19%	84
2015 Q4	–	Sell	-67,823	Closed	-$1.12M	–	128
2015 Q3	$1.12M	Sell	67,823 -370	-0.5%	-$6.32K	0.14%	48
2015 Q2	$1.1M	Buy	68,193 +3,268	+5%	+$57K	0.21%	62
2015 Q1	$1.07M	Buy	64,925 +4,180	+7%	+$71.7K	0.18%	62
2014 Q4	$1.18M	Buy	+60,745	New	+$967K	0.13%	58
2013 Q3	–	Sell	-73,915	Closed	-$1.48M	–	97
2013 Q2	$1.48M	Buy	+73,915	New	+$1.35M	0.34%	53

Other funds holding DF

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

Dimensional Fund Advisors Austin, Texas $481B AUM 30.42% 1-Year Est. Return

AJO LP Philadelphia, Pennsylvania $199M AUM 109.68% 1-Year Est. Return

LSV Asset Management Chicago, Illinois $46.4B AUM 27.74% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return

Renaissance Technologies New York $63.9B AUM 45.56% 1-Year Est. Return

AQR Capital Management Greenwich, Connecticut $218B AUM 29.41% 1-Year Est. Return

Mount Lucas Management's DF Position: Q3 2017 in Review

Mount Lucas Management sold out of Dean Foods Company (DF) in Q3 2017, closing a stake of 35,764 shares — an estimated $608K sold.

Mount Lucas Management first reported a position in DF in Q2 2013 and held it in 8 quarters. The position peaked at $1.48M in Q2 2013. 216 funds tracked by Wall St. Rank hold DF as of Q3 2017.

Mount Lucas Management reported no remaining Dean Foods Company position as of Q3 2017 after selling out during the quarter.
Mount Lucas Management sold 35,764 Dean Foods Company shares in Q3 2017, an estimated $608K.
Mount Lucas Management first reported a position in Dean Foods Company in Q2 2013 and held it in 8 quarters.
Mount Lucas Management's Dean Foods Company position peaked at $1.48M in Q2 2013.
216 funds tracked by Wall St. Rank held Dean Foods Company as of Q3 2017.

Based on Mount Lucas Management's 13F filing for Q3 2017, filed 14 Nov 2017.