MITT

AG Mortgage Investment Trust
MITT

Overview Fund Activity

80 hedge funds and large institutions have $39.6M invested in AG Mortgage Investment Trust in 2020 Q2 according to their latest regulatory filings, with 25 funds opening new positions, 21 increasing their positions, 26 reducing their positions, and 47 closing their positions.

Holders
80
Holders Change
-23
Holders Change %
-22.33%
% of All Funds
1.64%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
25
Increased
21
Reduced
26
Closed
47
Calls
$14.5M
Puts
$13.8M
Net Calls
+$758K
Net Calls Change
+$1.72M

Top Buyers

1
Millennium Management
1
Millennium Management
New York
$1.96M
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$2.39M
3
WG
3
Winton Group
United Kingdom
$2.22M
4
Jane Street
4
Jane Street
New York
$1.47M
5
Goldman Sachs
5
Goldman Sachs
New York
$1.69M

Top Sellers

1
BlackRock
1
BlackRock
New York
$1.39M
2
Mirae Asset Global Investments
2
Mirae Asset Global Investments
South Korea
$0
3
Vanguard Group
3
Vanguard Group
Pennsylvania
$7.43M
4
State Street
4
State Street
Massachusetts
$798K
5
Stifel Financial
5
Stifel Financial
Missouri
$120K
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$7.43M 2,329,854 -900,532 -28%
LSV Asset Management
2
LSV Asset Management
Illinois
$2.49M 779,827 -18,100 -2%
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$2.39M 748,880 +556,980 +290%
WG
4
Winton Group
United Kingdom
$2.22M 695,886 +478,072 +219%
Millennium Management
5
Millennium Management
New York
$1.96M 613,250 +613,250 New
Goldman Sachs
6
Goldman Sachs
New York
$1.69M 531,023 +407,716 +331%
Jane Street
7
Jane Street
New York
$1.47M 460,213 +411,880 +852%
BlackRock
8
BlackRock
New York
$1.39M 434,622 -3,028,723 -87%
AGC
9
Angelo Gordon & Co
New York
$1.28M 400,000 – –
Allianz Asset Management
10
Allianz Asset Management
Germany
$1.12M 349,439 +90,775 +35%
HI
11
HBK Investments
Texas
$1.11M 348,380 +348,380 New
PP
12
Paloma Partners
Connecticut
$986K 308,809 +308,809 New
JPMorgan Chase & Co
13
JPMorgan Chase & Co
New York
$983K 307,966 +131,749 +75%
Geode Capital Management
14
Geode Capital Management
Massachusetts
$900K 282,201 -176,800 -39%
State Street
15
State Street
Massachusetts
$798K 250,290 -725,280 -74%
Susquehanna International Group
16
Susquehanna International Group
Pennsylvania
$781K 244,759 +223,326 +1,042%
Thrivent Financial for Lutherans
17
Thrivent Financial for Lutherans
Minnesota
$674K 211,053 – –
D.E. Shaw & Co
18
D.E. Shaw & Co
New York
$615K 192,768 -115,136 -37%
PPA
19
Parametric Portfolio Associates
Washington
$595K 186,637 +115,239 +161%
Renaissance Technologies
20
Renaissance Technologies
New York
$573K 179,700 +55,300 +44%
Morgan Stanley
21
Morgan Stanley
New York
$531K 166,613 +100,351 +151%
HF
22
HRT Financial
New York
$519K 162,731 +162,731 New
Two Sigma Advisers
23
Two Sigma Advisers
New York
$515K 161,582 -205,100 -56%
Barclays
24
Barclays
United Kingdom
$509K 159,700 +124,238 +350%
Charles Schwab
25
Charles Schwab
California
$486K 152,067 -55,293 -27%
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