Teachers Retirement System of the State of Kentucky’s AGNC Investment AGNC Stock Holding History

Teachers Retirement System of the State of Kentucky’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 Q2	–	Sell	-160,730	Closed	-$2.99M	–	1712
2016 Q1	$2.99M	Hold	160,730	–	–	0.04%	430
2015 Q4	$2.79M	Sell	160,730 -10,990	-6%	-$200K	0.04%	445
2015 Q3	$3.21M	Hold	171,720	–	–	0.04%	399
2015 Q2	$3.15M	Hold	171,720	–	–	0.04%	430
2015 Q1	$3.66M	Sell	171,720 -14,740	-8%	-$319K	0.04%	390
2014 Q4	$4.07M	Hold	186,460	–	–	0.05%	359
2014 Q3	$3.96M	Hold	186,460	–	–	0.05%	361
2014 Q2	$4.37M	Sell	186,460 -5,900	-3%	-$136K	0.05%	355
2014 Q1	$4.13M	Hold	192,360	–	–	0.05%	369
2013 Q4	$3.71M	Sell	192,360 -334,340	-63%	-$7.12M	0.04%	382
2013 Q3	$11.9M	Buy	526,700 +20,000	+4%	+$450K	0.11%	188
2013 Q2	$11.7M	Buy	+506,700	New	+$14.6M	0.11%	182

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 18.14% 1-Year Est. Return

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.26% 1-Year Est. Return

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

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

APG Asset Management Amsterdam, Netherlands $40.7B AUM 39.97% 1-Year Est. Return

OppenheimerFunds New York $80.4B AUM 17.47% 1-Year Est. Return

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

JP Morgan Chase New York $1.81T AUM 41.13% 1-Year Est. Return

Teachers Retirement System of the State of Kentucky's AGNC Position: Q2 2016 in Review

Teachers Retirement System of the State of Kentucky sold out of AGNC Investment (AGNC) in Q2 2016, closing a stake of 160,730 shares — an estimated $2.99M sold.

Teachers Retirement System of the State of Kentucky first reported a position in AGNC in Q2 2013 and held it in 12 quarters. The position peaked at $11.9M in Q3 2013. 364 funds tracked by Wall St. Rank hold AGNC as of Q2 2016.

Teachers Retirement System of the State of Kentucky reported no remaining AGNC Investment position as of Q2 2016 after selling out during the quarter.
Teachers Retirement System of the State of Kentucky sold 160,730 AGNC Investment shares in Q2 2016, an estimated $2.99M.
Teachers Retirement System of the State of Kentucky first reported a position in AGNC Investment in Q2 2013 and held it in 12 quarters.
Teachers Retirement System of the State of Kentucky's AGNC Investment position peaked at $11.9M in Q3 2013.
364 funds tracked by Wall St. Rank held AGNC Investment as of Q2 2016.

Based on Teachers Retirement System of the State of Kentucky's 13F filing for Q2 2016, filed 15 Aug 2016.