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AGNC Investment

327 hedge funds and large institutions have $4.07B invested in AGNC Investment in 2017 Q1 according to their latest regulatory filings, with 33 funds opening new positions, 124 increasing their positions, 113 reducing their positions, and 40 closing their positions.

New
Increased
Maintained
Reduced
Closed

11% more capital invested

Capital invested by funds: $3.66B → $4.07B (+$420M)

1.12% more ownership

Funds ownership: 60.98%62.1% (+1.1%)

10% more repeat investments, than reductions

Existing positions increased: 124 | Existing positions reduced: 113

4% less funds holding

Funds holding: 341327 (-14)

18% less first-time investments, than exits

New positions opened: 33 | Existing positions closed: 40

40% less funds holding in top 10

Funds holding in top 10: 53 (-2)

62% less call options, than puts

Call options by funds: $15.6M | Put options by funds: $41M

Holders
327
Holders Change
-14
Holders Change %
-4.11%
% of All Funds
8.14%
Holding in Top 10
3
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-40%
% of All Funds
0.07%
New
33
Increased
124
Reduced
113
Closed
40
Calls
$15.6M
Puts
$41M
Net Calls
-$25.4M
Net Calls Change
-$25.7M
Name Holding Trade Value Shares
Change
Change in
Stake
Bank of New York Mellon
26
Bank of New York Mellon
New York
$32.3M +$160K +8,304 +0.5%
JHIU
27
Janus Henderson Investors US
Colorado
$29.7M +$1.14M +59,000 +4%
Allianz Asset Management
28
Allianz Asset Management
Germany
$28.3M -$48M -2,492,090 -64%
DFG
29
Delphi Financial Group
Delaware
$26.4M
AAM
30
Advisors Asset Management
Colorado
$26M +$6.07M +314,840 +32%
KBC Group
31
KBC Group
Belgium
$25.6M +$5.9M +306,000 +31%
TCIM
32
TIAA CREF Investment Management
New York
$24.8M -$447K -23,198 -2%
Canada Pension Plan Investment Board
33
Canada Pension Plan Investment Board
Ontario, Canada
$24.2M -$18M -935,100 -43%
California Public Employees Retirement System
34
California Public Employees Retirement System
California
$24.1M +$84.8K +4,400 +0.4%
EAM
35
Edge Asset Management
Washington
$22.4M -$18.6M -966,656 -46%
Arrowstreet Capital
36
Arrowstreet Capital
Massachusetts
$21.9M +$21.2M +1,101,487 New
Sumitomo Mitsui Trust Group
37
Sumitomo Mitsui Trust Group
Japan
$21.9M -$174K -9,016 -0.8%
PPA
38
Parametric Portfolio Associates
Washington
$21.8M +$6.39M +331,679 +44%
NIPH
39
NN Investment Partners Holdings
Netherlands
$21.3M +$2.03M +105,283 +11%
Deutsche Bank
40
Deutsche Bank
Germany
$21.3M -$6.39M -331,297 -24%
Canada Life
41
Canada Life
Manitoba, Canada
$20.3M +$2.63M +136,587 +15%
BNP Paribas Financial Markets
42
BNP Paribas Financial Markets
France
$20.2M +$19.6M +1,017,612 New
Charles Schwab
43
Charles Schwab
California
$20.2M +$2.25M +116,675 +13%
Barclays
44
Barclays
United Kingdom
$19.9M +$14.5M +753,485 +306%
PAM
45
Panagora Asset Management
Massachusetts
$19.8M +$13.8M +718,050 +258%
CS
46
Credit Suisse
Switzerland
$19.4M +$2.15M +111,454 +13%
PI
47
Putnam Investments
Massachusetts
$17.9M -$3.77M -195,764 -18%
GXMC
48
Global X Management Company
New York
$17.7M +$1.02M +52,901 +6%
Bank of America
49
Bank of America
North Carolina
$17.4M -$5.04M -261,714 -23%
Mitsubishi UFJ Trust & Banking
50
Mitsubishi UFJ Trust & Banking
Japan
$17.2M -$311K -16,142 -2%

AGNC Hedge Fund Activity: Q1 2017 in Review

327 of the 4,018 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q1 2017, worth a combined $4.07B — up 11% from $3.66B a quarter earlier.

Sellers outnumbered buyers: 40 funds closed out of AGNC and 33 opened new positions — a net loss of 7 holders — while 113 trimmed existing stakes and 124 added.

The largest buyer was BlackRock, adding an estimated $584M. The largest seller was JP Morgan Chase, cutting an estimated $75.7M.

  • 327 institutional investors held AGNC Investment (AGNC) as of Q1 2017, down from 341 in Q4 2016.
  • Funds reported $4.07B of AGNC Investment stock for Q1 2017, up 11% quarter-over-quarter.
  • 33 funds opened new AGNC Investment positions in Q1 2017 and 40 closed out, a net change of -7 holders.
  • The largest AGNC Investment buyer in Q1 2017 was BlackRock, an estimated $584M added.
  • The largest AGNC Investment seller in Q1 2017 was JP Morgan Chase, an estimated $75.7M sold.

Based on aggregated 13F filings for Q1 2017.