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AGNC Investment

445 hedge funds and large institutions have $4.3B invested in AGNC Investment in 2020 Q3 according to their latest regulatory filings, with 68 funds opening new positions, 147 increasing their positions, 163 reducing their positions, and 58 closing their positions.

New
Increased
Maintained
Reduced
Closed

26% more call options, than puts

Call options by funds: $158M | Put options by funds: $126M

17% more first-time investments, than exits

New positions opened: 68 | Existing positions closed: 58

1% more funds holding

Funds holding: 439445 (+6)

2% less capital invested

Capital invested by funds: $4.4B → $4.3B (-$99.3M)

10% less repeat investments, than reductions

Existing positions increased: 147 | Existing positions reduced: 163

5.22% less ownership

Funds ownership: 61.23%56.01% (-5.2%)

18% less funds holding in top 10

Funds holding in top 10: 119 (-2)

Holders
445
Holders Change
+6
Holders Change %
+1.37%
% of All Funds
8.98%
Holding in Top 10
9
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-18.18%
% of All Funds
0.18%
New
68
Increased
147
Reduced
163
Closed
58
Calls
$158M
Puts
$126M
Net Calls
+$32.4M
Net Calls Change
-$21.2M
Name Holding Trade Value Shares
Change
Change in
Stake
RhumbLine Advisers
76
RhumbLine Advisers
Massachusetts
$8.28M -$241K -17,499 -3%
ClearBridge Investments
77
ClearBridge Investments
New York
$8.16M
DIA
78
Davidson Investment Advisors
Montana
$7.93M +$1.36M +98,508 +21%
WG
79
Winton Group
United Kingdom
$7.67M +$5.23M +379,723 +221%
OFCM
80
One Fin Capital Management
California
$7.65M
Teacher Retirement System of Texas
81
Teacher Retirement System of Texas
Texas
$7.44M -$3.76M -273,274 -34%
Canada Life
82
Canada Life
Manitoba, Canada
$7.3M +$231K +16,774 +3%
Mitsubishi UFJ Trust & Banking
83
Mitsubishi UFJ Trust & Banking
Japan
$7.19M -$39.5K -2,870 -0.6%
PMAM
84
Penn Mutual Asset Management
Pennsylvania
$7.05M -$26.3M -1,911,283 -79%
Deutsche Bank
85
Deutsche Bank
Germany
$6.88M +$741K +53,880 +12%
Asset Management One
86
Asset Management One
Japan
$6.82M -$142K -10,335 -2%
AG
87
Aperio Group
California
$6.77M +$682K +49,526 +11%
VBFG
88
Vishria Bird Financial Group
Tennessee
$6.64M +$6.57M +477,110 New
RJA
89
Raymond James & Associates
Florida
$6.44M -$382K -27,732 -6%
State of Wisconsin Investment Board
90
State of Wisconsin Investment Board
Wisconsin
$6.42M +$94.8K +6,890 +2%
WAM
91
Wolverine Asset Management
Illinois
$5.96M -$3.79M -275,080 -39%
AllianceBernstein
92
AllianceBernstein
Tennessee
$5.77M -$190K -13,838 -3%
VAS
93
VR Advisory Services
Cayman Islands
$5.68M
AAM
94
Advisors Asset Management
Colorado
$5.35M +$966K +70,207 +22%
GEM
95
Global Endowment Management
North Carolina
$4.88M
BNP Paribas Financial Markets
96
BNP Paribas Financial Markets
France
$4.85M -$56.8M -4,124,654 -92%
DZ Bank
97
DZ Bank
Germany
$4.82M +$1.16M +84,423 +32%
State of New Jersey Common Pension Fund D
98
State of New Jersey Common Pension Fund D
New Jersey
$4.78M +$112K +8,156 +2%
NCP
99
NexWave Capital Partners
New York
$4.72M +$1.41M +102,774 +43%
AAF
100
Andra AP-fonden
Sweden
$4.68M +$334K +24,300 +8%

AGNC Hedge Fund Activity: Q3 2020 in Review

445 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q3 2020, worth a combined $4.3B — down 2.3% from $4.4B a quarter earlier.

Buyers outnumbered sellers: 68 funds opened new AGNC positions and 58 closed out — a net gain of 10 holders — while 147 added to existing stakes and 163 trimmed.

The largest buyer was MKP Capital Management, opening a new position worth an estimated $84.5M. The largest seller was Capital World Investors, cutting an estimated $121M.

  • 445 institutional investors held AGNC Investment (AGNC) as of Q3 2020, up from 439 in Q2 2020.
  • Funds reported $4.3B of AGNC Investment stock for Q3 2020, down 2.3% quarter-over-quarter.
  • 68 funds opened new AGNC Investment positions in Q3 2020 and 58 closed out, a net change of +10 holders.
  • The largest AGNC Investment buyer in Q3 2020 was MKP Capital Management, an estimated $84.5M added.
  • The largest AGNC Investment seller in Q3 2020 was Capital World Investors, an estimated $121M sold.

Based on aggregated 13F filings for Q3 2020.