Mount Lucas Management’s First American FAF Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q4	–	Sell	-31,555	Closed	-$1.24M	–	152
2016 Q3	$1.24M	Sell	31,555 -633	-2%	-$26.3K	0.22%	74
2016 Q2	$1.29M	Sell	32,188 -47,615	-60%	-$1.78M	0.22%	57
2016 Q1	$3.04M	Buy	79,803 +7,954	+11%	+$283K	0.53%	38
2015 Q4	$2.58M	Buy	71,849 +3,449	+5%	+$132K	0.38%	49
2015 Q3	$2.67M	Sell	68,400 -202	-0.3%	-$7.98K	0.34%	41
2015 Q2	$2.55M	Buy	68,602 +36,783	+116%	+$1.32M	0.49%	49
2015 Q1	$1.14M	Buy	31,819 +2,140	+7%	+$74.4K	0.19%	60
2014 Q4	$1.01M	Buy	+29,679	New	+$910K	0.11%	59
2014 Q1	–	Sell	-33,588	Closed	-$947K	–	96
2013 Q4	$947K	Sell	33,588 -38,485	-53%	-$999K	0.21%	63
2013 Q3	$1.75M	Buy	72,073 +5,108	+8%	+$114K	0.39%	64
2013 Q2	$1.48M	Buy	+66,965	New	+$1.65M	0.34%	54

Other funds holding FAF

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

Fidelity Investments

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

Ariel Investments Chicago, Illinois $8.93B AUM 29.58% 1-Year Est. Return

AllianceBernstein

AllianceBernstein Nashville, Tennessee $309B AUM 23.92% 1-Year Est. Return

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

Vaughan Nelson Investment Management Houston, Texas $9.96B AUM 41% 1-Year Est. Return

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

Dimensional Fund Advisors

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

T. Rowe Price Associates

T. Rowe Price Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return