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Federal Agricultural Mortgage

121 hedge funds and large institutions have $445M invested in Federal Agricultural Mortgage in 2017 Q2 according to their latest regulatory filings, with 13 funds opening new positions, 48 increasing their positions, 42 reducing their positions, and 9 closing their positions.

New
Increased
Maintained
Reduced
Closed

44% more first-time investments, than exits

New positions opened: 13 | Existing positions closed: 9

15% more capital invested

Capital invested by funds: $387M → $445M (+$57.9M)

14% more repeat investments, than reductions

Existing positions increased: 48 | Existing positions reduced: 42

14% more call options, than puts

Call options by funds: $4.15M | Put options by funds: $3.64M

3% more funds holding

Funds holding: 117121 (+4)

1.29% more ownership

Funds ownership: 74.49%75.78% (+1.3%)

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

Holders
121
Holders Change
+4
Holders Change %
+3.42%
% of All Funds
3.02%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
13
Increased
48
Reduced
42
Closed
9
Calls
$4.15M
Puts
$3.64M
Net Calls
+$507K
Net Calls Change
-$221K
Name Holding Trade Value Shares
Change
Change in
Stake
Dimensional Fund Advisors
1
Dimensional Fund Advisors
Texas
$51.1M -$258K -4,271 -0.5%
BlackRock
2
BlackRock
New York
$50.8M +$9.16M +151,365 +24%
LSV Asset Management
3
LSV Asset Management
Illinois
$38.3M -$103K -1,700 -0.3%
Vanguard Group
4
Vanguard Group
Pennsylvania
$35.8M +$1.1M +18,174 +3%
Renaissance Technologies
5
Renaissance Technologies
New York
$15.7M +$3.5M +57,900 +31%
AQR Capital Management
6
AQR Capital Management
Connecticut
$15.2M -$1.9M -31,451 -12%
NI
7
Numeric Investors
Massachusetts
$13.3M -$6.37M -105,179 -34%
State Street
8
State Street
Massachusetts
$12.3M +$583K +9,640 +5%
Loomis, Sayles & Company
9
Loomis, Sayles & Company
Massachusetts
$12.3M -$2.23M -36,801 -16%
Prudential Financial
10
Prudential Financial
New Jersey
$10.5M +$1.82M +30,144 +23%
WRM
11
Weybosset Research & Management
Rhode Island
$9.6M -$190K -3,145 -2%
CAM
12
ClariVest Asset Management
California
$9.16M +$1.53M +25,320 +22%
FWSM
13
First Wilshire Securities Management
California
$8.74M -$4.14M -68,484 -34%
Boston Partners
14
Boston Partners
Massachusetts
$7.56M +$11.3K +187 +0.2%
Nordea Investment Management
15
Nordea Investment Management
Sweden
$7.27M +$66.6K +1,100 +1%
Northern Trust
16
Northern Trust
Illinois
$6.74M +$47K +777 +0.8%
AL
17
AJO LP
Pennsylvania
$6.45M -$2.58M -42,603 -30%
Charles Schwab
18
Charles Schwab
California
$6.34M -$955K -15,783 -14%
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$5.39M -$794K -13,113 -14%
MCM
20
Matarin Capital Management
New York
$4.97M +$685K +11,321 +17%
Morgan Stanley
21
Morgan Stanley
New York
$4.96M -$1.39M -22,995 -23%
Geode Capital Management
22
Geode Capital Management
Massachusetts
$4.94M +$363K +6,000 +9%
Invesco
23
Invesco
Georgia
$4.9M +$2.34M +38,590 +104%
Bank of New York Mellon
24
Bank of New York Mellon
New York
$4.67M +$138K +2,284 +3%
Goldman Sachs
25
Goldman Sachs
New York
$4.65M +$479K +7,918 +12%