MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

114 hedge funds and large institutions have $224M invested in AG Mortgage Investment Trust in 2015 Q4 according to their latest regulatory filings, with 11 funds opening new positions, 32 increasing their positions, 44 reducing their positions, and 12 closing their positions.

Holders
114
Holders Change
-2
Holders Change %
-1.72%
% of All Funds
2.99%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
11
Increased
32
Reduced
44
Closed
12
Calls
$81K
Puts
$176K
Net Calls
-$95K
Net Calls Change
-$33K

Top Buyers

1
Invesco
1
Invesco
Georgia
$10.1M
2
Citigroup
2
Citigroup
New York
$8.93M
3
Fuller & Thaler Asset Management
3
Fuller & Thaler Asset Management
California
$19.7M
4
Two Sigma Investments
4
Two Sigma Investments
New York
$2.9M
5
JPMorgan Chase & Co
5
JPMorgan Chase & Co
New York
$2.62M

Top Sellers

1
Acadian Asset Management
1
Acadian Asset Management
Massachusetts
$4.33M
2
Stifel Financial
2
Stifel Financial
Missouri
$5.38M
3
OA
3
Omega Advisors
New York
$0
4
PI
4
Putnam Investments
Massachusetts
$179K
5
Ameriprise
5
Ameriprise
Minnesota
$1.95M
Name Market Value Shares Shares
Change 		Shares
Change %
CHA
26
Cedar Hill Associates
Illinois
$2.35M 183,300 -36,400 -17%
Ameriprise
27
Ameriprise
Minnesota
$1.95M 151,670 -165,400 -52%
EM
28
EnTrustPermal Management
New York
$1.89M 147,200 +85,300 +138%
Two Sigma Advisers
29
Two Sigma Advisers
New York
$1.62M 126,258 +96,400 +323%
CAM
30
ClariVest Asset Management
California
$1.61M 125,665 -39,654 -24%
Royal Bank of Canada
31
Royal Bank of Canada
Ontario, Canada
$1.6M 124,539 +15,069 +14%
PPA
32
Parametric Portfolio Associates
Washington
$1.58M 122,918 -2,271 -2%
BIM
33
BlackRock Investment Management
Delaware
$1.49M 115,647 +223 +0.2%
Bank of New York Mellon
34
Bank of New York Mellon
New York
$1.4M 108,707 -62,035 -36%
Charles Schwab
35
Charles Schwab
California
$1.33M 103,579 +3,418 +3%
TCIM
36
TIAA CREF Investment Management
New York
$1.15M 89,490 -2,305 -3%
Goldman Sachs
37
Goldman Sachs
New York
$1.13M 88,029 -10,541 -11%
Deutsche Bank
38
Deutsche Bank
Germany
$1.12M 87,643 -68,286 -44%
WS
39
Wedbush Securities
California
$997K 77,655 +221 +0.3%
Los Angeles Capital Management
40
Los Angeles Capital Management
California
$848K 66,007 +25,280 +62%
CS
41
Credit Suisse
Switzerland
$782K 60,869 +24,852 +69%
AG
42
Aperio Group
California
$728K 56,736 -54,063 -49%
CPS
43
Counsel Portfolio Services
Ontario, Canada
$689K 53,675 +36,999 +222%
PNC Financial Services Group
44
PNC Financial Services Group
Pennsylvania
$679K 52,854 +674 +1%
California State Teachers Retirement System (CalSTRS)
45
California State Teachers Retirement System (CalSTRS)
California
$676K 52,635 +986 +2%
RFC
46
Russell Frank Company
Washington
$647K 49,790 +6,041 +14%
Wellington Management Group
47
Wellington Management Group
Massachusetts
$625K 48,703 +25,486 +110%
GC
48
Guggenheim Capital
Illinois
$613K 47,772 -5,801 -11%
California Public Employees Retirement System
49
California Public Employees Retirement System
California
$598K 46,600 -800 -2%
KAM
50
Kazazian Asset Management
Florida
$575K 44,773 +44,773 New
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