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AGNC Investment

335 hedge funds and large institutions have $3.68B invested in AGNC Investment in 2015 Q4 according to their latest regulatory filings, with 50 funds opening new positions, 106 increasing their positions, 120 reducing their positions, and 59 closing their positions.

New
Increased
Maintained
Reduced
Closed

167% more call options, than puts

Call options by funds: $62.3M | Put options by funds: $23.3M

14% more funds holding in top 10

Funds holding in top 10: 78 (+1)

3% less funds holding

Funds holding: 346335 (-11)

6% less capital invested

Capital invested by funds: $3.91B → $3.68B (-$226M)

12% less repeat investments, than reductions

Existing positions increased: 106 | Existing positions reduced: 120

15% less first-time investments, than exits

New positions opened: 50 | Existing positions closed: 59

Holders
335
Holders Change
-11
Holders Change %
-3.18%
% of All Funds
8.79%
Holding in Top 10
8
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+14.29%
% of All Funds
0.21%
New
50
Increased
106
Reduced
120
Closed
59
Calls
$62.3M
Puts
$23.3M
Net Calls
+$39M
Net Calls Change
-$60.8M
Name Holding Trade Value Shares
Change
Change in
Stake
Canada Pension Plan Investment Board
26
Canada Pension Plan Investment Board
Ontario, Canada
$37.3M +$9.14M +503,400 +31%
Legal & General Group
27
Legal & General Group
United Kingdom
$36.6M +$1.15M +63,495 +3%
Deutsche Bank
28
Deutsche Bank
Germany
$35.4M -$10.4M -570,269 -22%
IVA
29
International Value Advisers
$34.5M -$383K -21,085 -1%
BNP Paribas Financial Markets
30
BNP Paribas Financial Markets
France
$33.5M +$18.7M +1,028,586 +114%
Invesco
31
Invesco
Georgia
$32.2M +$6.8M +374,372 +25%
Northern Trust
32
Northern Trust
Illinois
$30.5M -$4.14M -227,852 -11%
UBS AM
33
UBS AM
Illinois
$27.7M -$2.94M -161,643 -9%
Bank of America
34
Bank of America
North Carolina
$27M +$2.45M +134,710 +9%
GC
35
Greenlight Capital
New York
$26.9M +$28.2M +1,550,000 New
D.E. Shaw & Co
36
D.E. Shaw & Co
New York
$25.2M +$17.9M +988,150 +212%
AAM
37
Advisors Asset Management
Colorado
$25M -$5.73M -315,462 -18%
Bank of New York Mellon
38
Bank of New York Mellon
New York
$23.4M -$1.17M -64,611 -5%
IG
39
ING Group
Netherlands
$22.1M +$20.4M +1,124,000 +749%
California Public Employees Retirement System
40
California Public Employees Retirement System
California
$21.1M +$1.24M +68,400 +6%
TC
41
Talkot Capital
California
$21M +$4.27M +235,000 +24%
TCIM
42
TIAA CREF Investment Management
New York
$20.8M -$291K -16,045 -1%
JHIU
43
Janus Henderson Investors US
Colorado
$19.9M +$1.23M +67,631 +6%
TG
44
TCW Group
California
$19.4M -$8.3M -456,828 -29%
Sumitomo Mitsui Trust Group
45
Sumitomo Mitsui Trust Group
Japan
$18.1M -$1.24M -68,343 -6%
ClearBridge Investments
46
ClearBridge Investments
New York
$17.6M -$863K -47,500 -4%
TD Asset Management
47
TD Asset Management
Ontario, Canada
$17.4M -$638K -35,100 -3%
PI
48
Putnam Investments
Massachusetts
$16.3M -$2.92M -160,530 -15%
Renaissance Technologies
49
Renaissance Technologies
New York
$14.5M -$6.62M -364,629 -30%
AFG
50
American Financial Group
Ohio
$14.2M

AGNC Hedge Fund Activity: Q4 2015 in Review

335 of the 3,813 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q4 2015, worth a combined $3.68B — down 5.8% from $3.91B a quarter earlier.

Sellers outnumbered buyers: 59 funds closed out of AGNC and 50 opened new positions — a net loss of 9 holders — while 120 trimmed existing stakes and 106 added.

The largest buyer was Pine River Capital Management, adding an estimated $97.2M. The largest seller was Feinberg Stephen, exiting entirely with an estimated $140M sold.

  • 335 institutional investors held AGNC Investment (AGNC) as of Q4 2015, down from 346 in Q3 2015.
  • Funds reported $3.68B of AGNC Investment stock for Q4 2015, down 5.8% quarter-over-quarter.
  • 50 funds opened new AGNC Investment positions in Q4 2015 and 59 closed out, a net change of -9 holders.
  • The largest AGNC Investment buyer in Q4 2015 was Pine River Capital Management, an estimated $97.2M added.
  • The largest AGNC Investment seller in Q4 2015 was Feinberg Stephen, an estimated $140M sold.

Based on aggregated 13F filings for Q4 2015.