MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

114 hedge funds and large institutions have $312M invested in AG Mortgage Investment Trust in 2019 Q4 according to their latest regulatory filings, with 19 funds opening new positions, 51 increasing their positions, 31 reducing their positions, and 9 closing their positions.

Holders
114
Holders Change
+10
Holders Change %
+9.62%
% of All Funds
2.25%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
%
% of All Funds
0.02%
New
19
Increased
51
Reduced
31
Closed
9
Calls
–
Puts
$23K
Net Calls
-$23K
Net Calls Change
-$49K

Top Buyers

1
AC
1
Almitas Capital
California
$3.85M
2
Vanguard Group
2
Vanguard Group
Pennsylvania
$47.9M
3
Fuller & Thaler Asset Management
3
Fuller & Thaler Asset Management
California
$26.6M
4
Morgan Stanley
4
Morgan Stanley
New York
$2.82M
5
State Street
5
State Street
Massachusetts
$15M

Top Sellers

1
Invesco
1
Invesco
Georgia
$2.37M
2
Mirae Asset Global Investments
2
Mirae Asset Global Investments
South Korea
$8.75M
3
Grantham, Mayo, Van Otterloo & Co (GMO)
3
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$1.77M
4
Prudential Financial
4
Prudential Financial
New Jersey
$8.11M
5
JPMorgan Chase & Co
5
JPMorgan Chase & Co
New York
$5.88M
Name Market Value Shares Shares
Change 		Shares
Change %
Russell Investments Group
26
Russell Investments Group
United Kingdom
$2.23M 144,949 +66,968 +86%
Nuveen Asset Management
27
Nuveen Asset Management
Illinois
$2.18M 141,469 +15,560 +12%
VanEck Associates
28
VanEck Associates
New York
$2.18M 141,357 -2,282 -2%
Bank of New York Mellon
29
Bank of New York Mellon
New York
$2.11M 136,717 -349 -0.3%
Goldman Sachs
30
Goldman Sachs
New York
$1.9M 123,255 +35,227 +40%
Wells Fargo
31
Wells Fargo
California
$1.83M 118,689 +2,635 +2%
Grantham, Mayo, Van Otterloo & Co (GMO)
32
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$1.77M 114,700 -215,300 -65%
OC
33
Oppenheimer & Co
New York
$1.7M 110,536 -17,395 -14%
CS
34
Credit Suisse
Switzerland
$1.66M 107,780 +2,103 +2%
Bessemer Group
35
Bessemer Group
New Jersey
$1.57M 101,600 +10,600 +12%
AllianceBernstein
36
AllianceBernstein
Tennessee
$1.4M 90,620 -23,180 -20%
PPA
37
Parametric Portfolio Associates
Washington
$1.36M 87,999 -34,485 -28%
D.E. Shaw & Co
38
D.E. Shaw & Co
New York
$1.1M 71,533 +2,066 +3%
Renaissance Technologies
39
Renaissance Technologies
New York
$1.03M 66,922 +66,922 New
Swiss National Bank
40
Swiss National Bank
Switzerland
$965K 62,600 +1,300 +2%
CCM
41
Community Capital Management
Florida
$925K 60,000 +6,500 +12%
VI
42
Vestcor Inc
New Brunswick, Canada
$817K 53,012 +53,012 New
UBS AM
43
UBS AM
Illinois
$809K 52,462 +7,474 +17%
RhumbLine Advisers
44
RhumbLine Advisers
Massachusetts
$803K 52,088 +309 +0.6%
AG
45
AlphaSimPlex Group
Massachusetts
$788K 51,121 +21,749 +74%
Royal Bank of Canada
46
Royal Bank of Canada
Ontario, Canada
$785K 50,873 +3,311 +7%
California State Teachers Retirement System (CalSTRS)
47
California State Teachers Retirement System (CalSTRS)
California
$782K 50,715 – –
Voloridge Investment Management
48
Voloridge Investment Management
Florida
$782K 50,734 +29,446 +138%
SG Americas Securities
49
SG Americas Securities
New York
$775K 50,290 +4,800 +11%
Allianz Asset Management
50
Allianz Asset Management
Germany
$760K 49,312 -13,910 -22%
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