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AGNC Investment

354 hedge funds and large institutions have $3.74B invested in AGNC Investment in 2016 Q1 according to their latest regulatory filings, with 61 funds opening new positions, 125 increasing their positions, 108 reducing their positions, and 40 closing their positions.

New
Increased
Maintained
Reduced
Closed

53% more first-time investments, than exits

New positions opened: 61 | Existing positions closed: 40

16% more repeat investments, than reductions

Existing positions increased: 125 | Existing positions reduced: 108

6% more funds holding

Funds holding: 335354 (+19)

1% more capital invested

Capital invested by funds: $3.68B → $3.74B (+$54.9M)

13% less funds holding in top 10

Funds holding in top 10: 87 (-1)

17% less call options, than puts

Call options by funds: $9.72M | Put options by funds: $11.7M

Holders
354
Holders Change
+19
Holders Change %
+5.67%
% of All Funds
9.43%
Holding in Top 10
7
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-12.5%
% of All Funds
0.19%
New
61
Increased
125
Reduced
108
Closed
40
Calls
$9.72M
Puts
$11.7M
Net Calls
-$1.98M
Net Calls Change
-$41M
Name Holding Trade Value Shares
Change
Change in
Stake
Legal & General Group
26
Legal & General Group
United Kingdom
$39.2M -$83.8K -4,716 -0.2%
Renaissance Technologies
27
Renaissance Technologies
New York
$38.7M +$22M +1,240,829 +149%
D.E. Shaw & Co
28
D.E. Shaw & Co
New York
$37.5M +$9.92M +558,486 +38%
Northern Trust
29
Northern Trust
Illinois
$36.1M +$3.21M +180,963 +10%
IVA
30
International Value Advisers
$33.5M -$3.42M -192,621 -10%
UBS AM
31
UBS AM
Illinois
$33M +$3.01M +169,574 +11%
Invesco
32
Invesco
Georgia
$32.8M -$1.66M -93,635 -5%
CCP
33
Clough Capital Partners
Massachusetts
$32.7M +$31.2M +1,757,400 New
DFG
34
Delphi Financial Group
Delaware
$32M -$20.2M -1,140,000 -40%
Bank of America
35
Bank of America
North Carolina
$28.9M -$98.5K -5,548 -0.4%
Bank of New York Mellon
36
Bank of New York Mellon
New York
$25.9M +$738K +41,553 +3%
California Public Employees Retirement System
37
California Public Employees Retirement System
California
$23.3M +$549K +30,900 +3%
TCIM
38
TIAA CREF Investment Management
New York
$22.9M +$570K +32,104 +3%
JHIU
39
Janus Henderson Investors US
Colorado
$22.1M +$704K +39,668 +3%
TG
40
TCW Group
California
$21.7M +$800K +45,044 +4%
Two Sigma Advisers
41
Two Sigma Advisers
New York
$20.9M +$13.7M +769,543 +218%
Sumitomo Mitsui Trust Group
42
Sumitomo Mitsui Trust Group
Japan
$20.8M +$1.35M +76,085 +7%
WRF
43
Waddell & Reed Financial
Kansas
$20.7M +$19.8M +1,113,100 New
AAM
44
Advisors Asset Management
Colorado
$20.4M -$6.13M -345,182 -24%
PI
45
Putnam Investments
Massachusetts
$19.9M +$2.28M +128,297 +14%
WA
46
Whitebox Advisors
Minnesota
$19.6M -$41.5M -2,337,258 -69%
RFC
47
Russell Frank Company
Washington
$19.3M +$9.15M +515,286 +99%
TD Asset Management
48
TD Asset Management
Ontario, Canada
$18.5M -$178K -10,000 -1%
PMLI
49
Penn Mutual Life Insurance
Pennsylvania
$17.6M
GIA
50
Gateway Investment Advisers
Ohio
$16.6M +$3.18M +179,151 +25%

AGNC Hedge Fund Activity: Q1 2016 in Review

354 of the 3,754 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q1 2016, worth a combined $3.74B — up 1.5% from $3.68B a quarter earlier.

Buyers outnumbered sellers: 61 funds opened new AGNC positions and 40 closed out — a net gain of 21 holders — while 125 added to existing stakes and 108 trimmed.

The largest buyer was Greenlight Capital, adding an estimated $57.7M. The largest seller was Pine River Capital Management, exiting entirely with an estimated $118M sold.

  • 354 institutional investors held AGNC Investment (AGNC) as of Q1 2016, up from 335 in Q4 2015.
  • Funds reported $3.74B of AGNC Investment stock for Q1 2016, up 1.5% quarter-over-quarter.
  • 61 funds opened new AGNC Investment positions in Q1 2016 and 40 closed out, a net change of +21 holders.
  • The largest AGNC Investment buyer in Q1 2016 was Greenlight Capital, an estimated $57.7M added.
  • The largest AGNC Investment seller in Q1 2016 was Pine River Capital Management, an estimated $118M sold.

Based on aggregated 13F filings for Q1 2016.