MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

121 hedge funds and large institutions have $295M invested in AG Mortgage Investment Trust in 2014 Q3 according to their latest regulatory filings, with 11 funds opening new positions, 44 increasing their positions, 39 reducing their positions, and 13 closing their positions.

Holders
121
Holders Change
-3
Holders Change %
-2.42%
% of All Funds
3.51%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.03%
New
11
Increased
44
Reduced
39
Closed
13
Calls
$5.64M
Puts
$5.13M
Net Calls
+$505K
Net Calls Change
+$701K

Top Buyers

1
PI
1
Putnam Investments
Massachusetts
$5.48M
2
LSV Asset Management
2
LSV Asset Management
Illinois
$14.4M
3
RCAMU
3
Rothschild & Co Asset Management US
Connecticut
$3.66M
4
SFM
4
Systematic Financial Management
New Jersey
$2.1M
5
Geode Capital Management
5
Geode Capital Management
Massachusetts
$4.24M

Top Sellers

1
MP
1
Mangrove Partners
Connecticut
$0
2
1IC
2
1919 Investment Counsel
Maryland
$14.3M
3
Ameriprise
3
Ameriprise
Minnesota
$4.2M
4
Two Sigma Investments
4
Two Sigma Investments
New York
$673K
5
Renaissance Technologies
5
Renaissance Technologies
New York
$1.79M
Name Holding Trade Value Shares
Change 		Shares
Change %
IAM
26
ICM Asset Management
Washington
$2.64M -$72.9K -1,365 -3%
Deutsche Bank
27
Deutsche Bank
Germany
$2.55M +$10.9K +205 +0.4%
Bank of New York Mellon
28
Bank of New York Mellon
New York
$2.47M -$55.1K -1,032 -2%
CAM
29
ClariVest Asset Management
California
$2.38M +$409K +7,658 +21%
Wells Fargo
30
Wells Fargo
California
$2.23M +$1.09M +20,391 +96%
OC
31
Oppenheimer & Co
New York
$2.22M -$210K -3,942 -9%
TCIM
32
TIAA CREF Investment Management
New York
$2.2M -$75.1K -1,407 -3%
SFM
33
Systematic Financial Management
New Jersey
$2.1M +$2.1M +39,335 New
RFC
34
Russell Frank Company
Washington
$1.81M -$374K -7,000 -17%
Two Sigma Advisers
35
Two Sigma Advisers
New York
$1.8M +$810K +15,166 +82%
Renaissance Technologies
36
Renaissance Technologies
New York
$1.79M -$1.31M -24,571 -42%
Jacobs Levy Equity Management
37
Jacobs Levy Equity Management
New Jersey
$1.79M -$189K -3,533 -10%
Charles Schwab
38
Charles Schwab
California
$1.78M +$225K +4,212 +14%
BIM
39
BlackRock Investment Management
Delaware
$1.74M +$24.9K +467 +1%
MAM
40
Martingale Asset Management
Massachusetts
$1.74M +$3.31K +62 +0.2%
Bank of America
41
Bank of America
North Carolina
$1.65M -$474K -8,881 -22%
Los Angeles Capital Management
42
Los Angeles Capital Management
California
$1.63M +$560K +10,493 +52%
NFA
43
Nationwide Fund Advisors
Ohio
$1.56M +$1.16M +21,800 +292%
Acadian Asset Management
44
Acadian Asset Management
Massachusetts
$1.56M +$1.14M +21,310 +272%
California Public Employees Retirement System
45
California Public Employees Retirement System
California
$1.35M +$110K +2,066 +9%
PPA
46
Parametric Portfolio Associates
Washington
$1.24M +$901K +16,872 +270%
Allianz Asset Management
47
Allianz Asset Management
Germany
$1.17M +$844K +15,811 +260%
MAA
48
Managed Account Advisors
New Jersey
$1.1M +$269K +5,042 +32%
NCCM
49
Nine Chapters Capital Management
New Jersey
$1.08M -$532K -9,967 -33%
Connor, Clark & Lunn Investment Management (CC&L)
50
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$1.08M +$237K +4,434 +28%
1
2
3 4 5