Mount Lucas Management’s Delek US DK Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-31,987	Closed	-$487K	–	147
2016 Q1	$487K	Buy	31,987 +3,274	+11%	+$52.8K	0.08%	64
2015 Q4	$706K	Sell	28,713 -25,224	-47%	-$661K	0.1%	63
2015 Q3	$1.49M	Sell	53,937 -270	-0.5%	-$9.07K	0.19%	46
2015 Q2	$2M	Buy	54,207 +27,060	+100%	+$1.02M	0.38%	57
2015 Q1	$1.08M	Buy	27,147 +1,837	+7%	+$60.8K	0.18%	61
2014 Q4	$690K	Buy	+25,310	New	+$766K	0.08%	69
2014 Q1	–	Sell	-21,297	Closed	-$733K	–	94
2013 Q4	$733K	Sell	21,297 -24,143	-53%	-$656K	0.16%	72
2013 Q3	$958K	Buy	45,440 +3,372	+8%	+$89.1K	0.21%	69
2013 Q2	$1.21M	Buy	+42,068	New	+$1.48M	0.28%	57

Other funds holding DK

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

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

Point72 Asset Management Stamford, Connecticut $78.1B AUM 55.25% 1-Year Est. Return

D.E. Shaw & Co New York $166B 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

Millennium Management New York $240B AUM 35.51% 1-Year Est. Return

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

Victory Capital Management San Antonio, Texas $156B AUM 27.51% 1-Year Est. Return

Starboard Value New York $4.57B AUM 4.97% 1-Year Est. Return

TSW

Thompson Siegel & Walmsley Richmond, Virginia $5.7B AUM 6.69% 1-Year Est. Return

Mount Lucas Management's DK Position: Q2 2016 in Review

Mount Lucas Management sold out of Delek US (DK) in Q2 2016, closing a stake of 31,987 shares — an estimated $487K sold.

Mount Lucas Management first reported a position in DK in Q2 2013 and held it in 9 quarters. The position peaked at $2M in Q2 2015. 163 funds tracked by Wall St. Rank hold DK as of Q2 2016.

Mount Lucas Management reported no remaining Delek US position as of Q2 2016 after selling out during the quarter.
Mount Lucas Management sold 31,987 Delek US shares in Q2 2016, an estimated $487K.
Mount Lucas Management first reported a position in Delek US in Q2 2013 and held it in 9 quarters.
Mount Lucas Management's Delek US position peaked at $2M in Q2 2015.
163 funds tracked by Wall St. Rank held Delek US as of Q2 2016.

Based on Mount Lucas Management's 13F filing for Q2 2016, filed 15 Aug 2016.