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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
Vanguard Group
1
Vanguard Group
Pennsylvania
$399M +$9.65M +531,556 +2%
BFA
2
BlackRock Fund Advisors
California
$230M +$6.38M +351,117 +3%
State Street
3
State Street
Massachusetts
$164M +$7.66M +421,794 +5%
BIT
4
BlackRock Institutional Trust
California
$163M -$1.03M -56,904 -0.6%
Fidelity Investments
5
Fidelity Investments
Massachusetts
$146M +$2.69M +147,894 +2%
Allianz Asset Management
6
Allianz Asset Management
Germany
$145M +$3.17M +174,693 +2%
PRCM
7
Pine River Capital Management
Minnesota
$118M +$97.2M +5,351,490 +366%
Artisan Partners
8
Artisan Partners
Wisconsin
$107M -$14.7M -808,436 -12%
O
9
OppenheimerFunds
New York
$97M +$12.6M +692,258 +14%
CS
10
Credit Suisse
Switzerland
$95.2M +$59.6M +3,281,159 +149%
Morgan Stanley
11
Morgan Stanley
New York
$70M -$7.21M -396,788 -9%
UBS Group
12
UBS Group
Switzerland
$68.1M -$19.6M -1,078,591 -22%
Goldman Sachs
13
Goldman Sachs
New York
$66.9M -$11.6M -639,988 -14%
JP Morgan Chase
14
JP Morgan Chase
New York
$60.1M +$22.3M +1,227,778 +55%
WA
15
Whitebox Advisors
Minnesota
$58.7M -$9.25M -509,403 -13%
BG
16
BlackRock Group
United Kingdom
$54.7M +$5.35M +294,363 +10%
EAM
17
Edge Asset Management
Washington
$53.1M -$451K -24,857 -0.8%
SCP
18
Seizert Capital Partners
Michigan
$52.9M -$5.69M -313,206 -9%
APG Asset Management
19
APG Asset Management
Netherlands
$52.9M -$582K -32,034 -1%
Citigroup
20
Citigroup
New York
$51.7M +$2.27M +125,208 +4%
DFG
21
Delphi Financial Group
Delaware
$49.6M
Balyasny Asset Management
22
Balyasny Asset Management
Illinois
$46.8M +$33.4M +1,839,265 +214%
Geode Capital Management
23
Geode Capital Management
Massachusetts
$41.8M +$1.59M +87,297 +4%
HSBC Holdings
24
HSBC Holdings
United Kingdom
$41.4M +$5.96M +327,898 +16%
Swiss National Bank
25
Swiss National Bank
Switzerland
$40.3M +$305K +16,800 +0.7%

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.