MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

109 hedge funds and large institutions have $282M invested in AG Mortgage Investment Trust in 2014 Q1 according to their latest regulatory filings, with 21 funds opening new positions, 30 increasing their positions, 38 reducing their positions, and 16 closing their positions.

Holders
109
Holders Change
+5
Holders Change %
+4.81%
% of All Funds
3.15%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.03%
New
21
Increased
30
Reduced
38
Closed
16
Calls
$1.96M
Puts
$5.7M
Net Calls
-$3.73M
Net Calls Change
-$3.64M

Top Buyers

1
LSV Asset Management
1
LSV Asset Management
Illinois
$8.06M
2
Millennium Management
2
Millennium Management
New York
$5.89M
3
MP
3
Mangrove Partners
Connecticut
$5.86M
4
Vanguard Group
4
Vanguard Group
Pennsylvania
$27.8M
5
Fuller & Thaler Asset Management
5
Fuller & Thaler Asset Management
California
$6.93M

Top Sellers

1
Citigroup
1
Citigroup
New York
$7.19M
2
Morgan Stanley
2
Morgan Stanley
New York
$1.29M
3
Two Sigma Investments
3
Two Sigma Investments
New York
$1.21M
4
WAM
4
Wolverine Asset Management
Illinois
$0
5
Ameriprise
5
Ameriprise
Minnesota
$7.81M
Name Market Value Shares Shares
Change 		Shares
Change %
Prudential Financial
26
Prudential Financial
New Jersey
$2.67M 152,356 +81,300 +114%
Bank of New York Mellon
27
Bank of New York Mellon
New York
$2.54M 145,009 -5,881 -4%
OC
28
Oppenheimer & Co
New York
$2.39M 136,690 +31,150 +30%
TCIM
29
TIAA CREF Investment Management
New York
$2.24M 127,613 -2,460 -2%
D.E. Shaw & Co
30
D.E. Shaw & Co
New York
$1.92M 109,436 -50,348 -32%
Bank of America
31
Bank of America
North Carolina
$1.85M 105,693 +237 +0.2%
JPMorgan Chase & Co
32
JPMorgan Chase & Co
New York
$1.84M 105,281 +9,161 +10%
Jacobs Levy Equity Management
33
Jacobs Levy Equity Management
New Jersey
$1.74M 99,401 +99,401 New
BIM
34
BlackRock Investment Management
Delaware
$1.73M 98,720 -34 -0%
RCAMU
35
Rothschild & Co Asset Management US
Connecticut
$1.42M 81,250 -5,580 -6%
Los Angeles Capital Management
36
Los Angeles Capital Management
California
$1.39M 79,070 +64,130 +429%
Charles Schwab
37
Charles Schwab
California
$1.37M 78,325 +1,920 +3%
Morgan Stanley
38
Morgan Stanley
New York
$1.29M 73,778 -218,402 -75%
Susquehanna International Group
39
Susquehanna International Group
Pennsylvania
$1.28M 72,916 -54,768 -43%
Two Sigma Investments
40
Two Sigma Investments
New York
$1.21M 69,197 -99,310 -59%
California Public Employees Retirement System
41
California Public Employees Retirement System
California
$1.2M 67,700 +67,700 New
MAM
42
Martingale Asset Management
Massachusetts
$1.11M 63,200 +63,200 New
SCA
43
Secor Capital Advisors
New York
$1.08M 61,767 +61,767 New
RFC
44
Russell Frank Company
Washington
$1.04M 59,400 +59,400 New
Acadian Asset Management
45
Acadian Asset Management
Massachusetts
$1.01M 57,898 +57,898 New
CS
46
Credit Suisse
Switzerland
$1M 57,225 -20,469 -26%
QI
47
QS Investors
New York
$996K 56,900 +56,900 New
NCCM
48
Nine Chapters Capital Management
New Jersey
$893K 51,000 +51,000 New
California State Teachers Retirement System (CalSTRS)
49
California State Teachers Retirement System (CalSTRS)
California
$889K 50,772 +300 +0.6%
BIG
50
Blackthorn Investment Group
Kansas
$843K 48,167 -49,753 -51%
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