Mount Lucas Management’s AmTrust Financial Services, Inc. AFSI Stock Holding History

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

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2016 Q2	–	Sell	-43,013	Closed	-$1.11M	–	160
2016 Q1	$1.11M	Buy	43,013 +4,245	+11%	+$113K	0.19%	53
2015 Q4	$597K	Sell	38,768 -38,328	-50%	-$1.23M	0.09%	65
2015 Q3	$2.43M	Buy	+77,096	New	+$2.44M	0.31%	42
2015 Q2	–	Sell	-92,540	Closed	-$2.64M	–	124
2015 Q1	$2.64M	Buy	92,540 +5,964	+7%	+$161K	0.45%	51
2014 Q4	$2.44M	Buy	86,576 +2,368	+3%	+$59.6K	0.27%	50
2014 Q3	$1.68M	Buy	84,208 +7,444	+10%	+$157K	0.29%	59
2014 Q2	$1.6M	Sell	76,764 -23,360	-23%	-$479K	0.21%	80
2014 Q1	$1.88M	Buy	100,124 +55,154	+123%	+$967K	0.26%	56
2013 Q4	$735K	Buy	+44,970	New	+$851K	0.16%	71

Other funds holding AFSI

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

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

LAM

Lyrical Asset Management New York $7.88B AUM 36.5% 1-Year Est. Return

Morgan Stanley New York $1.89T AUM 35.08% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $672B AUM 33.48% 1-Year Est. Return

PNC Financial Services Group Pittsburgh, Pennsylvania $202B AUM 37.79% 1-Year Est. Return

EAM

Edge Asset Management Seattle, Washington $13.2B AUM 19.52% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $2.3T AUM 54.33% 1-Year Est. Return

WEC

White Elm Capital Greenwich, Connecticut $118M AUM 42.18% 1-Year Est. Return

BIT

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

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

Mount Lucas Management sold out of AmTrust Financial Services, Inc. (AFSI) in Q2 2016, closing a stake of 43,013 shares — an estimated $1.11M sold.

Mount Lucas Management first reported a position in AFSI in Q4 2013 and held it in 9 quarters. The position peaked at $2.64M in Q1 2015. 236 funds tracked by Wall St. Rank hold AFSI as of Q2 2016.

Mount Lucas Management reported no remaining AmTrust Financial Services, Inc. position as of Q2 2016 after selling out during the quarter.
Mount Lucas Management sold 43,013 AmTrust Financial Services, Inc. shares in Q2 2016, an estimated $1.11M.
Mount Lucas Management first reported a position in AmTrust Financial Services, Inc. in Q4 2013 and held it in 9 quarters.
Mount Lucas Management's AmTrust Financial Services, Inc. position peaked at $2.64M in Q1 2015.
236 funds tracked by Wall St. Rank held AmTrust Financial Services, Inc. as of Q2 2016.

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