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Federal Agricultural Mortgage
AGM

121 hedge funds and large institutions have $494M invested in Federal Agricultural Mortgage in 2017 Q3 according to their latest regulatory filings, with 14 funds opening new positions, 39 increasing their positions, 43 reducing their positions, and 13 closing their positions.

New
Increased
Maintained
Reduced
Closed

11% more capital invested

Capital invested by funds: $445M → $494M (+$48.9M)

8% more first-time investments, than exits

New positions opened: 14 | Existing positions closed: 13

0% more funds holding

Funds holding: 121 → 121 (0)

0% more funds holding in top 10

Funds holding in top 10: 1 → 1 (0)

0.98% less ownership

Funds ownership: 75.78% → 74.8% (-0.98%)

9% less repeat investments, than reductions

Existing positions increased: 39 | Existing positions reduced: 43

58% less call options, than puts

Call options by funds: $1.11M | Put options by funds: $2.65M

Holders
121
Holders Change
–
Holders Change %
0%
% of All Funds
3.02%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
14
Increased
39
Reduced
43
Closed
13
Calls
$1.11M
Puts
$2.65M
Net Calls
-$1.53M
Net Calls Change
-$2.04M

Top Buyers

1
Goldman Sachs
Goldman Sachs
New York
+$2.93M
2
MC
Menta Capital
California
+$2.77M
3
TA
Teachers Advisors
New York
+$2.69M
4
Invesco
Invesco
Georgia
+$2.24M
5
3C
361 Capital
Colorado
+$2.11M

Top Sellers

1
NI
Numeric Investors
Massachusetts
-$6.79M
2
AL
AJO LP
Pennsylvania
-$6M
3
Susquehanna International Group
Susquehanna International Group
Pennsylvania
-$2.76M
4
AQR Capital Management
AQR Capital Management
Connecticut
-$2.65M
5
BIM
Bogle Investment Management
Massachusetts
-$1.95M
Name Holding Trade Value Shares
Change 		Change in
Stake
BlackRock
1
BlackRock
New York
$58.3M +$1.1M +16,280 +2%
Dimensional Fund Advisors
2
Dimensional Fund Advisors
Texas
$56M -$1.31M -19,403 -2%
LSV Asset Management
3
LSV Asset Management
Illinois
$44.7M +$1.47M +21,831 +4%
Vanguard Group
4
Vanguard Group
Pennsylvania
$41.6M +$1.3M +19,219 +3%
Renaissance Technologies
5
Renaissance Technologies
New York
$16.4M -$1.15M -17,000 -7%
AQR Capital Management
6
AQR Capital Management
Connecticut
$14.2M -$2.65M -39,245 -17%
Loomis, Sayles & Company
7
Loomis, Sayles & Company
Massachusetts
$13.5M -$252K -3,728 -2%
State Street
8
State Street
Massachusetts
$13M -$796K -11,791 -6%
Prudential Financial
9
Prudential Financial
New Jersey
$12.1M +$256K +3,788 +2%
CAM
10
ClariVest Asset Management
California
$10.5M +$229K +3,399 +2%
FWSM
11
First Wilshire Securities Management
California
$9.15M -$626K -9,274 -7%
WRM
12
Weybosset Research & Management
Rhode Island
$8.84M -$1.81M -26,827 -18%
Boston Partners
13
Boston Partners
Massachusetts
$8.42M -$76.9K -1,139 -1%
Nordea Investment Management
14
Nordea Investment Management
Sweden
$8.41M +$216K +3,200 +3%
Goldman Sachs
15
Goldman Sachs
New York
$8.39M +$2.93M +43,465 +60%
Invesco
16
Invesco
Georgia
$7.92M +$2.24M +33,128 +44%
NI
17
Numeric Investors
Massachusetts
$7.62M -$6.79M -100,574 -49%
Northern Trust
18
Northern Trust
Illinois
$7.58M +$945 +14 +0%
MCM
19
Matarin Capital Management
New York
$7.5M +$1.77M +26,257 +34%
Charles Schwab
20
Charles Schwab
California
$6.7M -$408K -6,039 -6%
Geode Capital Management
21
Geode Capital Management
Massachusetts
$6.47M +$858K +12,703 +17%
Royal Bank of Canada
22
Royal Bank of Canada
Ontario, Canada
$5.38M -$627K -9,289 -11%
Bank of New York Mellon
23
Bank of New York Mellon
New York
$5.22M -$21.9K -325 -0.5%
Ameriprise
24
Ameriprise
Minnesota
$5.08M +$1.61M +23,900 +52%
TA
25
Teachers Advisors
New York
$4.91M +$2.69M +39,890 +145%
1
2 3 4 5

AGM Hedge Fund Activity: Q3 2017 in Review

121 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in Federal Agricultural Mortgage (AGM) for Q3 2017, worth a combined $494M — up 11% from $445M a quarter earlier.

Buyers outnumbered sellers: 14 funds opened new AGM positions and 13 closed out — a net gain of 1 holder — while 39 added to existing stakes and 43 trimmed.

The largest buyer was Goldman Sachs, adding an estimated $2.93M. The largest seller was Numeric Investors, cutting an estimated $6.79M.

  • 121 institutional investors held Federal Agricultural Mortgage (AGM) as of Q3 2017, unchanged from Q2 2017.
  • Funds reported $494M of Federal Agricultural Mortgage stock for Q3 2017, up 11% quarter-over-quarter.
  • 14 funds opened new Federal Agricultural Mortgage positions in Q3 2017 and 13 closed out, a net change of +1 holder.
  • The largest Federal Agricultural Mortgage buyer in Q3 2017 was Goldman Sachs, an estimated $2.93M added.
  • The largest Federal Agricultural Mortgage seller in Q3 2017 was Numeric Investors, an estimated $6.79M sold.

Based on aggregated 13F filings for Q3 2017.