Pine River Capital Management’s AGNC Investment AGNC Stock Holding History

Pine River Capital Management’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
2016 Q1	–	Sell	-6,814,445	Closed	-$118M	–	645
2015 Q4	$118M	Buy	6,814,445 +5,351,490	+366%	+$97.2M	1.57%	8
2015 Q3	$27.4M	Buy	1,462,955 +462,955	+46%	+$8.89M	0.35%	53
2015 Q2	$18.4M	Buy	1,000,000 +966,500	+2,885%	+$19.9M	0.2%	102
2015 Q1	$715K	Sell	33,500 -835,457	-96%	-$18.1M	0.01%	447
2014 Q4	$19M	Sell	868,957 -1,473,686	-63%	-$33.2M	0.24%	82
2014 Q3	$49.8M	Buy	2,342,643 +721,663	+45%	+$16.6M	0.58%	34
2014 Q2	$37.9M	Sell	1,620,980 -2,608,509	-62%	-$60M	0.58%	28
2014 Q1	$90.9M	Sell	4,229,489 -10,313,336	-71%	-$222M	1.38%	11
2013 Q4	$281M	Buy	14,542,825 +7,361,696	+103%	+$157M	3.42%	3
2013 Q3	$162M	Buy	7,181,129 +5,943,991	+480%	+$134M	1.74%	7
2013 Q2	$28.5M	Buy	+1,237,138	New	+$35.8M	0.42%	59

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

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

Greenlight Capital New York $2.05B AUM 78.75% 1-Year Est. Return

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

APG Asset Management Amsterdam, Netherlands $31.6B AUM 19.33% 1-Year Est. Return

JP Morgan Chase New York $1.56T AUM 27.86% 1-Year Est. Return

Pine River Capital Management's AGNC Position: Q1 2016 in Review

Pine River Capital Management sold out of AGNC Investment (AGNC) in Q1 2016, closing a stake of 6,814,445 shares — an estimated $118M sold.

Pine River Capital Management first reported a position in AGNC in Q2 2013 and held it in 11 quarters. The position peaked at $281M in Q4 2013. 354 funds tracked by Wall St. Rank hold AGNC as of Q1 2016.

Pine River Capital Management reported no remaining AGNC Investment position as of Q1 2016 after selling out during the quarter.
Pine River Capital Management sold 6,814,445 AGNC Investment shares in Q1 2016, an estimated $118M.
Pine River Capital Management first reported a position in AGNC Investment in Q2 2013 and held it in 11 quarters.
Pine River Capital Management's AGNC Investment position peaked at $281M in Q4 2013.
354 funds tracked by Wall St. Rank held AGNC Investment as of Q1 2016.

Based on Pine River Capital Management's 13F filing for Q1 2016, filed 16 May 2016.