MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

110 hedge funds and large institutions have $224M invested in AG Mortgage Investment Trust in 2016 Q1 according to their latest regulatory filings, with 11 funds opening new positions, 40 increasing their positions, 34 reducing their positions, and 14 closing their positions.

Holders
110
Holders Change
-4
Holders Change %
-3.51%
% of All Funds
2.94%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
%
% of All Funds
0.03%
New
11
Increased
40
Reduced
34
Closed
14
Calls
$213K
Puts
$137K
Net Calls
+$76K
Net Calls Change
+$171K

Top Buyers

1
Fuller & Thaler Asset Management
1
Fuller & Thaler Asset Management
California
$25.3M
2
NC
2
Northpointe Capital
Michigan
$2.17M
3
KAM
3
Kazazian Asset Management
Florida
$1.82M
4
Renaissance Technologies
4
Renaissance Technologies
New York
$1.42M
5
YMRC
5
Yorktown Management & Research Company
Virginia
$5.88M

Top Sellers

1
GXMC
1
Global X Management Company
New York
$0
2
Acadian Asset Management
2
Acadian Asset Management
Massachusetts
$702K
3
Ameriprise
3
Ameriprise
Minnesota
$0
4
Invesco
4
Invesco
Georgia
$8.53M
5
BFA
5
BlackRock Fund Advisors
California
$14.6M
Name Market Value Shares Shares
Change 		Shares
Change %
NC
26
Northpointe Capital
Michigan
$2.17M 166,239 +166,239 New
PPA
27
Parametric Portfolio Associates
Washington
$2.12M 162,173 +39,255 +32%
KAM
28
Kazazian Asset Management
Florida
$1.82M 139,486 +94,713 +212%
CAM
29
ClariVest Asset Management
California
$1.71M 130,736 +5,071 +4%
BIM
30
BlackRock Investment Management
Delaware
$1.5M 114,972 -675 -0.6%
Bank of New York Mellon
31
Bank of New York Mellon
New York
$1.43M 109,291 +584 +0.5%
Renaissance Technologies
32
Renaissance Technologies
New York
$1.42M 108,800 +87,400 +408%
Charles Schwab
33
Charles Schwab
California
$1.38M 105,884 +2,305 +2%
TCIM
34
TIAA CREF Investment Management
New York
$1.16M 88,889 -601 -0.7%
WS
35
Wedbush Securities
California
$1.02M 77,943 +288 +0.4%
California Public Employees Retirement System
36
California Public Employees Retirement System
California
$1.01M 77,100 +30,500 +65%
Deutsche Bank
37
Deutsche Bank
Germany
$1M 76,946 -10,697 -12%
Goldman Sachs
38
Goldman Sachs
New York
$875K 66,937 -21,092 -24%
Los Angeles Capital Management
39
Los Angeles Capital Management
California
$791K 60,517 -5,490 -8%
California State Teachers Retirement System (CalSTRS)
40
California State Teachers Retirement System (CalSTRS)
California
$786K 60,147 +7,512 +14%
D.E. Shaw & Co
41
D.E. Shaw & Co
New York
$750K 57,413 +57,413 New
AG
42
Aperio Group
California
$727K 55,616 -1,120 -2%
Acadian Asset Management
43
Acadian Asset Management
Massachusetts
$702K 53,675 -283,851 -84%
CPS
44
Counsel Portfolio Services
Ontario, Canada
$702K 53,675 – –
CS
45
Credit Suisse
Switzerland
$688K 52,559 -8,310 -14%
Wellington Management Group
46
Wellington Management Group
Massachusetts
$636K 48,703 – –
GC
47
Guggenheim Capital
Illinois
$625K 47,831 +59 +0.1%
Swiss National Bank
48
Swiss National Bank
Switzerland
$617K 48,800 +9,300 +24%
Royal Bank of Canada
49
Royal Bank of Canada
Ontario, Canada
$615K 47,078 -77,461 -62%
SCM
50
Sterling Capital Management
North Carolina
$612K 46,831 +19,400 +71%
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