Mount Lucas Management’s Green Plains GPRE Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-43,292	Closed	-$691K	–	148
2016 Q1	$691K	Buy	43,292 +4,378	+11%	+$70.4K	0.12%	61
2015 Q4	$891K	Sell	38,914 -23,149	-37%	-$491K	0.13%	61
2015 Q3	$1.21M	Sell	62,063 -162	-0.3%	-$3.57K	0.15%	47
2015 Q2	$1.71M	Buy	62,225 +36,005	+137%	+$1.11M	0.33%	59
2015 Q1	$749K	Buy	26,220 +1,665	+7%	+$41.6K	0.13%	70
2014 Q4	$608K	Buy	+24,555	New	+$736K	0.07%	70

Other funds holding GPRE

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

TCP

Tourbillon Capital Partners New York $6.26M AUM 42.29% 1-Year Est. Return

BFA

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

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

DRZID

DePrince Race & Zollo Inc (DRZ) Winter Park, Florida $5.29B AUM 20.14% 1-Year Est. Return

VanEck Associates New York $133B AUM 72.99% 1-Year Est. Return

DIA

Denver Investment Advisors Denver, Colorado $1.89B AUM 7.9% 1-Year Est. Return

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

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

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

Mount Lucas Management sold out of Green Plains (GPRE) in Q2 2016, closing a stake of 43,292 shares — an estimated $691K sold.

Mount Lucas Management first reported a position in GPRE in Q4 2014 and held it in 6 quarters. The position peaked at $1.71M in Q2 2015. 152 funds tracked by Wall St. Rank hold GPRE as of Q2 2016.

Mount Lucas Management reported no remaining Green Plains position as of Q2 2016 after selling out during the quarter.
Mount Lucas Management sold 43,292 Green Plains shares in Q2 2016, an estimated $691K.
Mount Lucas Management first reported a position in Green Plains in Q4 2014 and held it in 6 quarters.
Mount Lucas Management's Green Plains position peaked at $1.71M in Q2 2015.
152 funds tracked by Wall St. Rank held Green Plains as of Q2 2016.

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