Absolute Return Capital’s AGNC Investment AGNC Stock Holding History

Absolute Return Capital’s Portfolio AGNC Stock Details AGNC Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2015 Q4	–	Sell	-13,854	Closed	-$259K	–	12
2015 Q3	$259K	Sell	13,854 -70,785	-84%	-$1.36M	0.02%	418
2015 Q2	$1.55M	Buy	84,639 +30,116	+55%	+$620K	0.06%	288
2015 Q1	$1.16M	Buy	54,523 +25,026	+85%	+$541K	0.03%	383
2014 Q4	$644K	Buy	29,497 +15,155	+106%	+$342K	0.01%	510
2014 Q3	$305K	Buy	14,342 +6,684	+87%	+$154K	﹤0.01%	598
2014 Q2	$179K	Sell	7,658 -32,042	-81%	-$737K	﹤0.01%	1035
2014 Q1	$853K	Buy	39,700 +27,588	+228%	+$593K	0.01%	668
2013 Q4	$234K	Sell	12,112 -249,358	-95%	-$5.31M	﹤0.01%	675
2013 Q3	$5.9M	Buy	261,470 +15,905	+6%	+$358K	0.08%	306
2013 Q2	$5.65M	Buy	+245,565	New	+$7.1M	0.07%	296

Other funds holding AGNC

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

Fidelity Investments Boston, Massachusetts $1.9T AUM 41.92% 1-Year Est. Return

Allianz Asset Management Munich, Germany $95.4B AUM 38.74% 1-Year Est. Return

PRCM

Pine River Capital Management Minnetonka, Minnesota $32.9M AUM 4.47% 1-Year Est. Return

Artisan Partners Milwaukee, Wisconsin $62.3B AUM 26.25% 1-Year Est. Return

OppenheimerFunds New York $80.4B AUM 15.1% 1-Year Est. Return

Credit Suisse Zurich, Switzerland $104B AUM 34.76% 1-Year Est. Return

Absolute Return Capital's AGNC Position: Q4 2015 in Review

Absolute Return Capital sold out of AGNC Investment (AGNC) in Q4 2015, closing a stake of 13,854 shares — an estimated $259K sold.

Absolute Return Capital first reported a position in AGNC in Q2 2013 and held it in 10 quarters. The position peaked at $5.9M in Q3 2013. 335 funds tracked by Wall St. Rank hold AGNC as of Q4 2015.

Absolute Return Capital reported no remaining AGNC Investment position as of Q4 2015 after selling out during the quarter.
Absolute Return Capital sold 13,854 AGNC Investment shares in Q4 2015, an estimated $259K.
Absolute Return Capital first reported a position in AGNC Investment in Q2 2013 and held it in 10 quarters.
Absolute Return Capital's AGNC Investment position peaked at $5.9M in Q3 2013.
335 funds tracked by Wall St. Rank held AGNC Investment as of Q4 2015.

Based on Absolute Return Capital's 13F filing for Q4 2015.