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AGNC Investment

335 hedge funds and large institutions have $4.11B invested in AGNC Investment in 2014 Q3 according to their latest regulatory filings, with 49 funds opening new positions, 126 increasing their positions, 100 reducing their positions, and 33 closing their positions.

New
Increased
Maintained
Reduced
Closed

48% more first-time investments, than exits

New positions opened: 49 | Existing positions closed: 33

26% more repeat investments, than reductions

Existing positions increased: 126 | Existing positions reduced: 100

9% more funds holding in top 10

Funds holding in top 10: 1112 (+1)

5% more funds holding

Funds holding: 320335 (+15)

10% less capital invested

Capital invested by funds: $4.57B → $4.11B (-$459M)

76% less call options, than puts

Call options by funds: $26.2M | Put options by funds: $110M

Holders
335
Holders Change
+15
Holders Change %
+4.69%
% of All Funds
9.72%
Holding in Top 10
12
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+9.09%
% of All Funds
0.35%
New
49
Increased
126
Reduced
100
Closed
33
Calls
$26.2M
Puts
$110M
Net Calls
-$83.5M
Net Calls Change
-$52.9M
Name Holding Trade Value Shares
Change
Change in
Stake
BJ
76
BlackRock Japan
Japan
$8.01M +$398K +17,252 +5%
RL
77
Ruffer LLP
United Kingdom
$7.84M -$12.9M -558,805 -60%
PI
78
PGGM Investments
Netherlands
$7.72M +$283K +12,263 +3%
Swiss National Bank
79
Swiss National Bank
Switzerland
$7.2M -$152K -6,600 -2%
BIM
80
BlackRock Investment Management
Delaware
$7.14M -$103K -4,450 -1%
AllianceBernstein
81
AllianceBernstein
Tennessee
$7.02M +$1.06K +46 +0%
Los Angeles Capital Management
82
Los Angeles Capital Management
California
$6.87M +$4.87M +211,165 +189%
First Trust Advisors
83
First Trust Advisors
Illinois
$6.7M -$1.42M -61,759 -16%
Bank of Montreal
84
Bank of Montreal
Ontario, Canada
$6.69M -$767K -33,273 -10%
Citadel Advisors
85
Citadel Advisors
Florida
$6.46M +$7.01M +304,182 New
Group One Trading
86
Group One Trading
Illinois
$6.39M +$3.63M +157,359 +110%
PPA
87
Parametric Portfolio Associates
Washington
$6.26M +$341K +14,794 +5%
Canada Life
88
Canada Life
Manitoba, Canada
$5.89M +$84K +3,644 +1%
RFC
89
Russell Frank Company
Washington
$5.38M +$771K +33,450 +15%
TA
90
Teachers Advisors
New York
$5.37M +$331K +14,350 +6%
CGI
91
CI Global Investments
California
$5.36M -$28.8M -1,251,800 -83%
AF
92
Ally Financial
Michigan
$4.99M
TAM
93
Trust Asset Management
Texas
$4.85M
RhumbLine Advisers
94
RhumbLine Advisers
Massachusetts
$4.8M +$50.7K +2,200 +1%
AAMU
95
AEGON Asset Management (UK)
United Kingdom
$4.68M +$1.15M +49,691 +29%
TC
96
Talkot Capital
California
$4.67M +$5.07M +220,000 New
EAM
97
Eagle Asset Management
Florida
$4.54M +$2.49M +108,103 +102%
CCMH
98
Cornerstone Capital Management Holdings
New York
$4.18M +$3.91M +169,726 +625%
HCM
99
Herndon Capital Management
Georgia
$4.18M -$87M -3,776,995 -95%
LSV Asset Management
100
LSV Asset Management
Illinois
$4.15M

AGNC Hedge Fund Activity: Q3 2014 in Review

335 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q3 2014, worth a combined $4.11B — down 10% from $4.57B a quarter earlier.

Buyers outnumbered sellers: 49 funds opened new AGNC positions and 33 closed out — a net gain of 16 holders — while 126 added to existing stakes and 100 trimmed.

The largest buyer was TOBAM, adding an estimated $115M. The largest seller was Boston Partners, cutting an estimated $134M.

  • 335 institutional investors held AGNC Investment (AGNC) as of Q3 2014, up from 320 in Q2 2014.
  • Funds reported $4.11B of AGNC Investment stock for Q3 2014, down 10% quarter-over-quarter.
  • 49 funds opened new AGNC Investment positions in Q3 2014 and 33 closed out, a net change of +16 holders.
  • The largest AGNC Investment buyer in Q3 2014 was TOBAM, an estimated $115M added.
  • The largest AGNC Investment seller in Q3 2014 was Boston Partners, an estimated $134M sold.

Based on aggregated 13F filings for Q3 2014.