MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

117 hedge funds and large institutions have $335M invested in AG Mortgage Investment Trust in 2018 Q3 according to their latest regulatory filings, with 9 funds opening new positions, 42 increasing their positions, 36 reducing their positions, and 8 closing their positions.

Holders
117
Holders Change
–
Holders Change %
0%
% of All Funds
2.68%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
9
Increased
42
Reduced
36
Closed
8
Calls
$891K
Puts
$27K
Net Calls
+$864K
Net Calls Change
-$40K

Top Buyers

1
BlackRock
1
BlackRock
New York
$54.6M
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$3.92M
3
UBS Group
3
UBS Group
Switzerland
$17.2M
4
JPMorgan Chase & Co
4
JPMorgan Chase & Co
New York
$8.03M
5
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$2.84M

Top Sellers

1
Fuller & Thaler Asset Management
1
Fuller & Thaler Asset Management
California
$31.4M
2
Citadel Advisors
2
Citadel Advisors
Florida
$559K
3
Allianz Asset Management
3
Allianz Asset Management
Germany
$4.19M
4
Morgan Stanley
4
Morgan Stanley
New York
$1.56M
5
Deutsche Bank
5
Deutsche Bank
Germany
$1.52M
Name Market Value Shares Shares
Change 		Shares
Change %
BlackRock
1
BlackRock
New York
$54.6M 3,005,538 +281,740 +10%
Vanguard Group
2
Vanguard Group
Pennsylvania
$44.9M 2,467,419 +104,217 +4%
Fuller & Thaler Asset Management
3
Fuller & Thaler Asset Management
California
$31.4M 1,726,736 -411,606 -19%
Invesco
4
Invesco
Georgia
$17.6M 967,164 +126,148 +15%
UBS Group
5
UBS Group
Switzerland
$17.2M 945,458 +195,108 +26%
LSV Asset Management
6
LSV Asset Management
Illinois
$17M 935,027 +3,200 +0.3%
State Street
7
State Street
Massachusetts
$14.8M 816,432 +43,929 +6%
Prudential Financial
8
Prudential Financial
New Jersey
$8.79M 483,551 +125,524 +35%
JPMorgan Chase & Co
9
JPMorgan Chase & Co
New York
$8.03M 441,739 +156,858 +55%
AGC
10
Angelo Gordon & Co
New York
$7.27M 400,000 – –
Northern Trust
11
Northern Trust
Illinois
$6.55M 360,410 +9,102 +3%
RCAMU
12
Rothschild & Co Asset Management US
Connecticut
$6.49M 357,207 -7,176 -2%
Stifel Financial
13
Stifel Financial
Missouri
$5.74M 315,633 -23,928 -7%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$5.38M 296,216 +32,687 +12%
Renaissance Technologies
15
Renaissance Technologies
New York
$4.52M 248,600 +24,100 +11%
Allianz Asset Management
16
Allianz Asset Management
Germany
$4.19M 230,387 -97,558 -30%
Arrowstreet Capital
17
Arrowstreet Capital
Massachusetts
$3.92M 215,689 +205,589 +2,036%
Bank of America
18
Bank of America
North Carolina
$3.78M 208,008 -23,497 -10%
PPA
19
Parametric Portfolio Associates
Washington
$3.21M 176,514 +55,891 +46%
Acadian Asset Management
20
Acadian Asset Management
Massachusetts
$2.84M 156,230 +145,844 +1,404%
Charles Schwab
21
Charles Schwab
California
$2.84M 155,982 +4,665 +3%
Two Sigma Investments
22
Two Sigma Investments
New York
$2.74M 150,670 +2,491 +2%
Two Sigma Advisers
23
Two Sigma Advisers
New York
$2.64M 145,423 +7,000 +5%
OC
24
Oppenheimer & Co
New York
$2.56M 140,896 -5,530 -4%
MAM
25
Martingale Asset Management
Massachusetts
$2.53M 139,212 +66,501 +91%
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