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AGNC Investment

313 hedge funds and large institutions have $3.66B invested in AGNC Investment in 2013 Q4 according to their latest regulatory filings, with 50 funds opening new positions, 101 increasing their positions, 130 reducing their positions, and 61 closing their positions.

New
Increased
Maintained
Reduced
Closed

22% more funds holding in top 10

Funds holding in top 10: 911 (+2)

4% less funds holding

Funds holding: 327313 (-14)

18% less first-time investments, than exits

New positions opened: 50 | Existing positions closed: 61

19% less capital invested

Capital invested by funds: $4.53B → $3.66B (-$862M)

22% less repeat investments, than reductions

Existing positions increased: 101 | Existing positions reduced: 130

41% less call options, than puts

Call options by funds: $83.6M | Put options by funds: $143M

Holders
313
Holders Change
-14
Holders Change %
-4.28%
% of All Funds
9.09%
Holding in Top 10
11
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+22.22%
% of All Funds
0.32%
New
50
Increased
101
Reduced
130
Closed
61
Calls
$83.6M
Puts
$143M
Net Calls
-$59.2M
Net Calls Change
-$34.3M
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$320M +$6M +281,956 +2%
PRCM
2
Pine River Capital Management
Minnesota
$281M +$157M +7,361,696 +103%
Fidelity Investments
3
Fidelity Investments
Massachusetts
$215M +$89.6M +4,208,000 +61%
BFA
4
BlackRock Fund Advisors
California
$205M -$62.5M -2,934,519 -22%
BIT
5
BlackRock Institutional Trust
California
$181M +$4.87M +228,631 +3%
Morgan Stanley
6
Morgan Stanley
New York
$168M +$99M +4,649,526 +115%
State Street
7
State Street
Massachusetts
$156M -$10.3M -482,945 -6%
Wellington Management Group
8
Wellington Management Group
Massachusetts
$118M +$59.6M +2,801,433 +85%
HCM
9
Herndon Capital Management
Georgia
$77.4M -$1.9M -89,316 -2%
EAM
10
Edge Asset Management
Washington
$75.4M -$79.9M -3,753,742 -49%
Northern Trust
11
Northern Trust
Illinois
$58.7M -$620K -29,127 -0.9%
Boston Partners
12
Boston Partners
Massachusetts
$58.2M +$61.1M +2,871,318 +1,949%
Norges Bank
13
Norges Bank
Norway
$57.8M -$11.8M -555,124 -16%
Susquehanna International Group
14
Susquehanna International Group
Pennsylvania
$56.2M +$30.9M +1,449,206 +99%
SCP
15
Seizert Capital Partners
Michigan
$55.1M +$30.2M +1,417,374 +98%
BG
16
BlackRock Group
United Kingdom
$52.3M -$12.4M -581,654 -18%
WA
17
Whitebox Advisors
Minnesota
$45.5M +$48.7M +2,285,923 +3,181%
ACA
18
Anchor Capital Advisors
Massachusetts
$42.7M -$2.32M -108,756 -5%
Goldman Sachs
19
Goldman Sachs
New York
$40.1M -$1.6M -75,101 -3%
WI
20
WBI Investments
New Jersey
$37.5M -$4.42M -207,570 -10%
Geode Capital Management
21
Geode Capital Management
Massachusetts
$37.2M +$4.08M +191,567 +11%
Allianz Asset Management
22
Allianz Asset Management
Germany
$35.7M -$48.8M -2,292,992 -55%
SO
23
STRS Ohio
Ohio
$34.7M +$10.2M +479,000 +36%
BA
24
BlackRock Advisors
Delaware
$34.3M -$12.8M -598,929 -25%
IG
25
ING Group
Netherlands
$33.9M

AGNC Hedge Fund Activity: Q4 2013 in Review

313 of the 3,445 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q4 2013, worth a combined $3.66B — down 19% from $4.53B a quarter earlier.

Sellers outnumbered buyers: 61 funds closed out of AGNC and 50 opened new positions — a net loss of 11 holders — while 130 trimmed existing stakes and 101 added.

The largest buyer was Pine River Capital Management, adding an estimated $157M. The largest seller was UBS AM, cutting an estimated $85.2M.

  • 313 institutional investors held AGNC Investment (AGNC) as of Q4 2013, down from 327 in Q3 2013.
  • Funds reported $3.66B of AGNC Investment stock for Q4 2013, down 19% quarter-over-quarter.
  • 50 funds opened new AGNC Investment positions in Q4 2013 and 61 closed out, a net change of -11 holders.
  • The largest AGNC Investment buyer in Q4 2013 was Pine River Capital Management, an estimated $157M added.
  • The largest AGNC Investment seller in Q4 2013 was UBS AM, an estimated $85.2M sold.

Based on aggregated 13F filings for Q4 2013.