MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

122 hedge funds and large institutions have $309M invested in AG Mortgage Investment Trust in 2014 Q4 according to their latest regulatory filings, with 14 funds opening new positions, 42 increasing their positions, 41 reducing their positions, and 9 closing their positions.

Holders
122
Holders Change
+1
Holders Change %
+0.83%
% of All Funds
3.26%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.03%
New
14
Increased
42
Reduced
41
Closed
9
Calls
$1.53M
Puts
$1.37M
Net Calls
+$166K
Net Calls Change
-$339K

Top Buyers

1
Stifel Financial
1
Stifel Financial
Missouri
$14.6M
2
Acadian Asset Management
2
Acadian Asset Management
Massachusetts
$10.7M
3
Fuller & Thaler Asset Management
3
Fuller & Thaler Asset Management
California
$11.3M
4
LSV Asset Management
4
LSV Asset Management
Illinois
$17.2M
5
AG
5
Aperio Group
California
$2.29M

Top Sellers

1
Prudential Financial
1
Prudential Financial
New Jersey
$6.18M
2
SCM
2
Sterling Capital Management
North Carolina
$6.37M
3
Ameriprise
3
Ameriprise
Minnesota
$278K
4
D.E. Shaw & Co
4
D.E. Shaw & Co
New York
$1.85M
5
SFM
5
Systematic Financial Management
New Jersey
$0
Name Market Value Shares Shares
Change 		Shares
Change %
GC
26
Guggenheim Capital
Illinois
$3.47M 186,670 -39,821 -18%
Bank of New York Mellon
27
Bank of New York Mellon
New York
$3.25M 174,826 +36,343 +26%
IAM
28
ICM Asset Management
Washington
$2.71M 145,926 -2,620 -2%
Deutsche Bank
29
Deutsche Bank
Germany
$2.63M 141,893 -1,403 -1%
CAM
30
ClariVest Asset Management
California
$2.46M 132,617 -833 -0.6%
AG
31
Aperio Group
California
$2.29M 123,114 +101,909 +481%
TCIM
32
TIAA CREF Investment Management
New York
$2.15M 115,757 -7,890 -6%
Two Sigma Investments
33
Two Sigma Investments
New York
$2.1M 113,205 +75,391 +199%
Charles Schwab
34
Charles Schwab
California
$2.03M 109,127 +9,167 +9%
RFC
35
Russell Frank Company
Washington
$1.9M 100,508 -992 -1%
D.E. Shaw & Co
36
D.E. Shaw & Co
New York
$1.85M 99,888 -118,575 -54%
California Public Employees Retirement System
37
California Public Employees Retirement System
California
$1.84M 98,900 +23,200 +31%
PPA
38
Parametric Portfolio Associates
Washington
$1.83M 98,615 +29,260 +42%
BIM
39
BlackRock Investment Management
Delaware
$1.82M 97,826 -60 -0.1%
Goldman Sachs
40
Goldman Sachs
New York
$1.78M 95,743 +50,370 +111%
MAM
41
Martingale Asset Management
Massachusetts
$1.76M 94,694 -3,099 -3%
Bank of America
42
Bank of America
North Carolina
$1.69M 90,758 -1,701 -2%
Allianz Asset Management
43
Allianz Asset Management
Germany
$1.67M 89,979 +24,323 +37%
NFA
44
Nationwide Fund Advisors
Ohio
$1.63M 87,645 -171 -0.2%
Los Angeles Capital Management
45
Los Angeles Capital Management
California
$1.6M 86,365 -5,420 -6%
Wells Fargo
46
Wells Fargo
California
$1.56M 84,036 -41,020 -33%
GCP
47
GSA Capital Partners
United Kingdom
$1.48M 79,706 +24,500 +44%
Jacobs Levy Equity Management
48
Jacobs Levy Equity Management
New Jersey
$1.42M 76,371 -23,900 -24%
Susquehanna International Group
49
Susquehanna International Group
Pennsylvania
$1.36M 73,225 +12,818 +21%
MAA
50
Managed Account Advisors
New Jersey
$1.33M 71,753 +9,808 +16%
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