MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

115 hedge funds and large institutions have $354M invested in AG Mortgage Investment Trust in 2017 Q4 according to their latest regulatory filings, with 10 funds opening new positions, 39 increasing their positions, 34 reducing their positions, and 11 closing their positions.

Holders
115
Holders Change
-1
Holders Change %
-0.86%
% of All Funds
2.61%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
10
Increased
39
Reduced
34
Closed
11
Calls
$260K
Puts
–
Net Calls
+$260K
Net Calls Change
+$260K

Top Buyers

1
Renaissance Technologies
1
Renaissance Technologies
New York
$4.02M
2
Allianz Asset Management
2
Allianz Asset Management
Germany
$11M
3
Deutsche Bank
3
Deutsche Bank
Germany
$3.45M
4
Vanguard Group
4
Vanguard Group
Pennsylvania
$45.6M
5
Invesco
5
Invesco
Georgia
$16.4M

Top Sellers

1
Thrivent Financial for Lutherans
1
Thrivent Financial for Lutherans
Minnesota
$1.47M
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$0
3
MAM
3
Martingale Asset Management
Massachusetts
$2.2M
4
SFM
4
Systematic Financial Management
New Jersey
$0
5
Fidelity Investments
5
Fidelity Investments
Massachusetts
$5.41M
Name Market Value Shares Shares
Change 		Shares
Change %
Citadel Advisors
26
Citadel Advisors
Florida
$2.73M 143,459 -46,415 -24%
Two Sigma Investments
27
Two Sigma Investments
New York
$2.56M 134,539 -19,609 -13%
Bank of New York Mellon
28
Bank of New York Mellon
New York
$2.47M 130,074 -4,117 -3%
AllianceBernstein
29
AllianceBernstein
Tennessee
$2.4M 126,188 -1,500 -1%
PPA
30
Parametric Portfolio Associates
Washington
$2.3M 121,143 +1,548 +1%
VanEck Associates
31
VanEck Associates
New York
$2.28M 119,957 -9,131 -7%
MAM
32
Martingale Asset Management
Massachusetts
$2.2M 115,649 -93,100 -45%
California Public Employees Retirement System
33
California Public Employees Retirement System
California
$2.02M 106,358 -2,067 -2%
Morgan Stanley
34
Morgan Stanley
New York
$2.02M 106,278 +32,801 +45%
Susquehanna International Group
35
Susquehanna International Group
Pennsylvania
$1.88M 99,092 +66,163 +201%
AIMCA
36
Alberta Investment Management Corp (AIMCo)
Alberta, Canada
$1.68M 88,300 +44,800 +103%
CAM
37
ClariVest Asset Management
California
$1.57M 82,719 -5,372 -6%
CS
38
Credit Suisse
Switzerland
$1.52M 80,022 -5,479 -6%
Thrivent Financial for Lutherans
39
Thrivent Financial for Lutherans
Minnesota
$1.47M 77,401 -136,959 -64%
Ameriprise
40
Ameriprise
Minnesota
$1.35M 71,045 -1,735 -2%
TCIM
41
TIAA CREF Investment Management
New York
$1.26M 66,124 -7,749 -10%
NAM
42
Nissay Asset Management
Japan
$1.21M 63,722 +63,722 New
Los Angeles Capital Management
43
Los Angeles Capital Management
California
$1.16M 61,147 -16,860 -22%
AG
44
Aperio Group
California
$1.13M 59,566 +4,442 +8%
SEI Investments
45
SEI Investments
Pennsylvania
$1.11M 58,539 -3,839 -6%
Wells Fargo
46
Wells Fargo
California
$1.05M 54,977 +8,480 +18%
WS
47
Wedbush Securities
California
$1.04M 54,480 +37 +0.1%
TA
48
Teachers Advisors
New York
$1.02M 53,553 – –
PAM
49
Panagora Asset Management
Massachusetts
$988K 51,996 – –
Swiss National Bank
50
Swiss National Bank
Switzerland
$928K 48,800 – –
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