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Federal Agricultural Mortgage

79 hedge funds and large institutions have $224M invested in Federal Agricultural Mortgage in 2013 Q4 according to their latest regulatory filings, with 6 funds opening new positions, 27 increasing their positions, 32 reducing their positions, and 6 closing their positions.

New
Increased
Maintained
Reduced
Closed

4% more capital invested

Capital invested by funds: $216M → $224M (+$7.86M)

0.47% more ownership

Funds ownership: 69.7%70.16% (+0.47%)

0% more funds holding

Funds holding: 7979 (0)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

0% more first-time investments, than exits

New positions opened: 6 | Existing positions closed: 6

16% less repeat investments, than reductions

Existing positions increased: 27 | Existing positions reduced: 32

Holders
79
Holders Change
Holders Change %
0%
% of All Funds
2.29%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.03%
New
6
Increased
27
Reduced
32
Closed
6
Calls
$462K
Puts
Net Calls
+$462K
Net Calls Change
+$462K
Name Holding Trade Value Shares
Change
Change in
Stake
BIM
26
BlackRock Investment Management
Delaware
$1.19M -$42.2K -1,222 -3%
Renaissance Technologies
27
Renaissance Technologies
New York
$1M +$401K +11,600 +66%
FP
28
Foundry Partners
Minnesota
$893K +$901K +26,075 New
Charles Schwab
29
Charles Schwab
California
$846K +$29.9K +864 +4%
State Board of Administration of Florida Retirement System
30
State Board of Administration of Florida Retirement System
Florida
$844K
CS
31
Credit Suisse
Switzerland
$824K +$322K +9,320 +63%
EVC
32
Eidelman Virant Capital
Missouri
$820K +$827K +23,929 New
HCM
33
Horrell Capital Management
Arkansas
$814K
Royal Bank of Canada
34
Royal Bank of Canada
Ontario, Canada
$771K -$30.5K -882 -4%
Morgan Stanley
35
Morgan Stanley
New York
$758K +$43.4K +1,256 +6%
Boston Partners
36
Boston Partners
Massachusetts
$710K -$7.26K -210 -1%
Prudential Financial
37
Prudential Financial
New Jersey
$645K +$6.91K +200 +1%
PPA
38
Parametric Portfolio Associates
Washington
$643K +$7.29K +211 +1%
California State Teachers Retirement System (CalSTRS)
39
California State Teachers Retirement System (CalSTRS)
California
$638K +$3.46K +100 +0.5%
MC
40
Menta Capital
California
$622K -$89.6K -2,593 -12%
RFC
41
Russell Frank Company
Washington
$588K -$154K -4,462 -19%
Invesco
42
Invesco
Georgia
$549K +$9.3K +269 +2%
TC
43
TFS Capital
Pennsylvania
$535K +$540K +15,616 New
TA
44
Teachers Advisors
New York
$525K +$8.99K +260 +2%
ACM
45
Ativo Capital Management
Illinois
$488K +$17.4K +503 +4%
RhumbLine Advisers
46
RhumbLine Advisers
Massachusetts
$474K -$31.1K -900 -6%
Los Angeles Capital Management
47
Los Angeles Capital Management
California
$407K -$242K -7,010 -37%
Two Sigma Investments
48
Two Sigma Investments
New York
$393K +$397K +11,478 New
VOYA Investment Management
49
VOYA Investment Management
Georgia
$370K
AQR Capital Management
50
AQR Capital Management
Connecticut
$361K -$17.3K -500 -5%

AGM Hedge Fund Activity: Q4 2013 in Review

79 of the 3,445 institutional investors tracked by Wall St. Rank reported a position in Federal Agricultural Mortgage (AGM) for Q4 2013, worth a combined $224M — up 3.6% from $216M a quarter earlier.

Fund positioning in AGM was balanced in Q4 2013: 6 funds opened new positions, 6 closed out, 27 added to existing stakes and 32 trimmed.

The largest buyer was Loomis, Sayles & Company, opening a new position worth an estimated $5.8M. The largest seller was Whitebox Advisors, cutting an estimated $2.86M.

  • 79 institutional investors held Federal Agricultural Mortgage (AGM) as of Q4 2013, unchanged from Q3 2013.
  • Funds reported $224M of Federal Agricultural Mortgage stock for Q4 2013, up 3.6% quarter-over-quarter.
  • 6 funds opened new Federal Agricultural Mortgage positions in Q4 2013 and 6 closed out, a net change of 0 holders.
  • The largest Federal Agricultural Mortgage buyer in Q4 2013 was Loomis, Sayles & Company, an estimated $5.8M added.
  • The largest Federal Agricultural Mortgage seller in Q4 2013 was Whitebox Advisors, an estimated $2.86M sold.

Based on aggregated 13F filings for Q4 2013.