MLM
AAIC

Mount Lucas Management’s Arlington Asset Investment Corp. AAIC Stock Holding History

Mount Lucas Management’s Portfolio AAIC Stock Details AAIC Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2015
Q4 		– Sell
-39,630
Closed -$557K – 125
2015
Q3 		$557K Buy
+39,630
New +$702K 0.07% 52
2015
Q2 		– Sell
-35,176
Closed -$846K – 122
2015
Q1 		$846K Buy
35,176
+3,281
+10% +$83.5K 0.14% 68
2014
Q4 		$849K Buy
+31,895
New +$862K 0.09% 65

Other funds holding AAIC

AFG
American Financial Group Cincinnati, Ohio $270M AUM 3.25% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return
Vanguard Group
Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return
JP Morgan Chase
JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return
BFA
BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return
Citigroup
Citigroup New York $235B AUM 32.99% 1-Year Est. Return
State Street
State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return
BIT
BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return
Ameriprise
Ameriprise Minneapolis, Minnesota $432B AUM 30.22% 1-Year Est. Return
CHA
Cedar Hill Associates Chicago, Illinois $261M AUM 7.91% 1-Year Est. Return

Mount Lucas Management's AAIC Position: Q4 2015 in Review

Mount Lucas Management sold out of Arlington Asset Investment Corp. (AAIC) in Q4 2015, closing a stake of 39,630 shares — an estimated $557K sold.

Mount Lucas Management first reported a position in AAIC in Q4 2014 and held it in 3 quarters. The position peaked at $849K in Q4 2014. 94 funds tracked by Wall St. Rank hold AAIC as of Q4 2015.

  • Mount Lucas Management reported no remaining Arlington Asset Investment Corp. position as of Q4 2015 after selling out during the quarter.
  • Mount Lucas Management sold 39,630 Arlington Asset Investment Corp. shares in Q4 2015, an estimated $557K.
  • Mount Lucas Management first reported a position in Arlington Asset Investment Corp. in Q4 2014 and held it in 3 quarters.
  • Mount Lucas Management's Arlington Asset Investment Corp. position peaked at $849K in Q4 2014.
  • 94 funds tracked by Wall St. Rank held Arlington Asset Investment Corp. as of Q4 2015.

Based on Mount Lucas Management's 13F filing for Q4 2015, filed 16 Feb 2016.