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AGNC Investment

327 hedge funds and large institutions have $4.53B invested in AGNC Investment in 2013 Q3 according to their latest regulatory filings, with 50 funds opening new positions, 118 increasing their positions, 126 reducing their positions, and 69 closing their positions.

New
Increased
Maintained
Reduced
Closed

29% more funds holding in top 10

Funds holding in top 10: 79 (+2)

2% more capital invested

Capital invested by funds: $4.44B → $4.53B (+$90.4M)

6% less repeat investments, than reductions

Existing positions increased: 118 | Existing positions reduced: 126

7% less funds holding

Funds holding: 351327 (-24)

15% less call options, than puts

Call options by funds: $143M | Put options by funds: $168M

28% less first-time investments, than exits

New positions opened: 50 | Existing positions closed: 69

Holders
327
Holders Change
-24
Holders Change %
-6.84%
% of All Funds
10.6%
Holding in Top 10
9
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+28.57%
% of All Funds
0.29%
New
50
Increased
118
Reduced
126
Closed
69
Calls
$143M
Puts
$168M
Net Calls
-$25M
Net Calls Change
+$52.3M
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$368M +$8.58M +381,260 +2%
SAC
2
Smith Affiliated Capital
New York
$310M
BFA
3
BlackRock Fund Advisors
California
$307M -$11.6M -516,250 -4%
BIT
4
BlackRock Institutional Trust
California
$206M -$12.1M -536,071 -6%
State Street
5
State Street
Massachusetts
$193M +$4.87M +216,568 +3%
EAM
6
Edge Asset Management
Washington
$175M +$88.8M +3,945,631 +106%
PRCM
7
Pine River Capital Management
Minnesota
$162M +$134M +5,943,991 +480%
Fidelity Investments
8
Fidelity Investments
Massachusetts
$157M +$16.1M +713,200 +11%
UBS AM
9
UBS AM
Illinois
$112M +$6.88M +305,688 +7%
Allianz Asset Management
10
Allianz Asset Management
Germany
$93.6M +$68.9M +3,060,409 +282%
HCM
11
Herndon Capital Management
Georgia
$92.7M +$692K +30,759 +0.8%
Morgan Stanley
12
Morgan Stanley
New York
$91.3M -$2.24M -99,427 -2%
Norges Bank
13
Norges Bank
Norway
$80.2M +$6.43M +285,555 +9%
Wellington Management Group
14
Wellington Management Group
Massachusetts
$74.4M -$107M -4,757,436 -59%
BG
15
BlackRock Group
United Kingdom
$74.3M -$971K -43,145 -1%
Northern Trust
16
Northern Trust
Illinois
$69.4M +$2.93M +130,039 +4%
U
17
UBS
Switzerland
$64.7M +$11.1M +494,562 +21%
Swiss National Bank
18
Swiss National Bank
Switzerland
$62.1M +$2.23M +99,200 +4%
BA
19
BlackRock Advisors
Delaware
$53.7M -$5.76M -255,946 -10%
ACA
20
Anchor Capital Advisors
Massachusetts
$52.4M -$6.05M -268,666 -10%
Goldman Sachs
21
Goldman Sachs
New York
$48.6M +$30.3M +1,345,971 +167%
WI
22
WBI Investments
New Jersey
$48.5M +$48.4M +2,149,854 New
Bank of America
23
Bank of America
North Carolina
$46.8M +$12.6M +559,806 +37%
APG Asset Management
24
APG Asset Management
Netherlands
$42.5M -$20.3M -902,341 -32%
Bank of New York Mellon
25
Bank of New York Mellon
New York
$42.2M +$558K +24,773 +1%

AGNC Hedge Fund Activity: Q3 2013 in Review

327 of the 3,085 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q3 2013, worth a combined $4.53B — up 2% from $4.44B a quarter earlier.

Sellers outnumbered buyers: 69 funds closed out of AGNC and 50 opened new positions — a net loss of 19 holders — while 126 trimmed existing stakes and 118 added.

The largest buyer was Pine River Capital Management, adding an estimated $134M. The largest seller was Wellington Management Group, cutting an estimated $107M.

  • 327 institutional investors held AGNC Investment (AGNC) as of Q3 2013, down from 351 in Q2 2013.
  • Funds reported $4.53B of AGNC Investment stock for Q3 2013, up 2% quarter-over-quarter.
  • 50 funds opened new AGNC Investment positions in Q3 2013 and 69 closed out, a net change of -19 holders.
  • The largest AGNC Investment buyer in Q3 2013 was Pine River Capital Management, an estimated $134M added.
  • The largest AGNC Investment seller in Q3 2013 was Wellington Management Group, an estimated $107M sold.

Based on aggregated 13F filings for Q3 2013.