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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
TA
101
Tiptree Advisors
New York
$4.17M
T
102
TOBAM
France
$4.08M +$4.27M +235,186 New
Alyeska Investment Group
103
Alyeska Investment Group
Illinois
$4.05M +$4.24M +233,705 New
Los Angeles Capital Management
104
Los Angeles Capital Management
California
$4.02M -$3.34M -183,903 -44%
Thrivent Financial for Lutherans
105
Thrivent Financial for Lutherans
Minnesota
$3.76M
NIMI
106
Natixis Investment Managers International
France
$3.6M -$54.7K -3,009 -1%
Teacher Retirement System of Texas
107
Teacher Retirement System of Texas
Texas
$3.48M +$3.2M +176,332 +720%
ASRS
108
Arizona State Retirement System
Arizona
$3.45M +$14.5K +800 +0.4%
BIM
109
BlackRock Investment Management
Delaware
$3.3M -$49.8K -2,740 -1%
CA
110
Commerzbank Aktiengesellschaft
Germany
$3.21M +$1.28M +70,622 +62%
Stifel Financial
111
Stifel Financial
Missouri
$3.11M +$1.15M +63,402 +55%
Aviva
112
Aviva
United Kingdom
$3.04M -$35.4K -1,949 -1%
MNA
113
Manning & Napier Advisors
New York
$2.91M -$18.3K -1,007 -0.6%
PAMU
114
Pictet Asset Management (UK)
United Kingdom
$2.82M -$102K -5,600 -3%
TRSOTSOK
115
Teachers Retirement System of the State of Kentucky
Kentucky
$2.79M -$200K -10,990 -6%
IOOF
116
Independent Order of Foresters
Ontario, Canada
$2.74M +$72.7K +4,000 +3%
LSV Asset Management
117
LSV Asset Management
Illinois
$2.72M -$696K -38,300 -20%
RJA
118
Raymond James & Associates
Florida
$2.67M -$2.69M -148,093 -49%
LPL Financial
119
LPL Financial
California
$2.49M +$1.22M +66,915 +92%
SCM
120
Sterneck Capital Management
Missouri
$2.49M -$602K -33,169 -19%
Cambridge Investment Research Advisors
121
Cambridge Investment Research Advisors
Iowa
$2.48M -$90.6K -4,989 -3%
ProShare Advisors
122
ProShare Advisors
Maryland
$2.29M +$249K +13,693 +12%
Robeco Institutional Asset Management
123
Robeco Institutional Asset Management
Netherlands
$2.26M -$233K -12,851 -9%
LTFS
124
Ladenburg Thalmann Financial Services
Florida
$2.23M +$144K +7,913 +7%
Royal London Asset Management
125
Royal London Asset Management
United Kingdom
$2.2M +$125K +6,855 +6%

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.