MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

121 hedge funds and large institutions have $295M invested in AG Mortgage Investment Trust in 2014 Q3 according to their latest regulatory filings, with 11 funds opening new positions, 44 increasing their positions, 39 reducing their positions, and 13 closing their positions.

Holders
121
Holders Change
-3
Holders Change %
-2.42%
% of All Funds
3.51%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.03%
New
11
Increased
44
Reduced
39
Closed
13
Calls
$5.64M
Puts
$5.13M
Net Calls
+$505K
Net Calls Change
+$701K

Top Buyers

1
PI
1
Putnam Investments
Massachusetts
$5.48M
2
OA
2
Omega Advisors
New York
$3.56M
3
LSV Asset Management
3
LSV Asset Management
Illinois
$14.4M
4
RCAMU
4
Rothschild & Co Asset Management US
Connecticut
$3.66M
5
SFM
5
Systematic Financial Management
New Jersey
$2.1M

Top Sellers

1
MP
1
Mangrove Partners
Connecticut
$0
2
1IC
2
1919 Investment Counsel
Maryland
$14.3M
3
Ameriprise
3
Ameriprise
Minnesota
$4.2M
4
Two Sigma Investments
4
Two Sigma Investments
New York
$673K
5
Renaissance Technologies
5
Renaissance Technologies
New York
$1.79M
Name Market Value Shares Shares
Change 		Shares
Change %
Susquehanna International Group
51
Susquehanna International Group
Pennsylvania
$1.08M 60,407 +26,916 +80%
GCP
52
GSA Capital Partners
United Kingdom
$983K 55,206 +13,106 +31%
CS
53
Credit Suisse
Switzerland
$944K 52,985 +3,402 +7%
California State Teachers Retirement System (CalSTRS)
54
California State Teachers Retirement System (CalSTRS)
California
$934K 52,469 +697 +1%
Morgan Stanley
55
Morgan Stanley
New York
$880K 49,451 -35,325 -42%
PG
56
PEAK6 Group
Illinois
$831K 46,679 +8,666 +23%
Goldman Sachs
57
Goldman Sachs
New York
$808K 45,373 +40,327 +799%
AllianceBernstein
58
AllianceBernstein
Tennessee
$730K 41,000 – –
Two Sigma Investments
59
Two Sigma Investments
New York
$673K 37,814 -124,015 -77%
RhumbLine Advisers
60
RhumbLine Advisers
Massachusetts
$672K 37,745 +540 +1%
VRS
61
Virginia Retirement Systems
Virginia
$650K 36,500 +21,700 +147%
TA
62
Teachers Advisors
New York
$644K 36,160 – –
Royal Bank of Canada
63
Royal Bank of Canada
Ontario, Canada
$607K 34,058 +5,647 +20%
Swiss National Bank
64
Swiss National Bank
Switzerland
$603K 33,900 – –
TMC
65
Trellus Management Company
Florida
$534K 30,000 – –
ST
66
Stifel Trust
Missouri
$526K 29,538 -13,400 -31%
Jane Street
67
Jane Street
New York
$515K 28,963 +28,963 New
BRWA
68
B. Riley Wealth Advisors
Florida
$433K 24,345 -24,737 -50%
OAM
69
Orinda Asset Management
California
$427K 24,000 +24,000 New
IA
70
IndexIQ Advisors
New York
$413K 23,186 +1,138 +5%
Wellington Management Group
71
Wellington Management Group
Massachusetts
$406K 22,800 – –
SO
72
STRS Ohio
Ohio
$405K 22,734 -18,766 -45%
MLICM
73
Metropolitan Life Insurance Company (MetLife)
New York
$403K 22,624 – –
U
74
UBS
Switzerland
$397K 22,288 -607 -3%
Citadel Advisors
75
Citadel Advisors
Florida
$395K 22,216 -26,635 -55%
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