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AGNC Investment

342 hedge funds and large institutions have $5.78B invested in AGNC Investment in 2017 Q3 according to their latest regulatory filings, with 35 funds opening new positions, 164 increasing their positions, 98 reducing their positions, and 40 closing their positions.

New
Increased
Maintained
Reduced
Closed

67% more repeat investments, than reductions

Existing positions increased: 164 | Existing positions reduced: 98

19% more capital invested

Capital invested by funds: $4.87B → $5.78B (+$904M)

4.4% more ownership

Funds ownership: 64.35%68.75% (+4.4%)

0% more funds holding in top 10

Funds holding in top 10: 44 (0)

3% less funds holding

Funds holding: 353342 (-11)

13% less first-time investments, than exits

New positions opened: 35 | Existing positions closed: 40

31% less call options, than puts

Call options by funds: $44.4M | Put options by funds: $64.6M

Holders
342
Holders Change
-11
Holders Change %
-3.12%
% of All Funds
8.52%
Holding in Top 10
4
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.1%
New
35
Increased
164
Reduced
98
Closed
40
Calls
$44.4M
Puts
$64.6M
Net Calls
-$20.2M
Net Calls Change
+$35.7M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$758M +$43.4M +2,030,190 +6%
Vanguard Group
2
Vanguard Group
Pennsylvania
$705M +$69.8M +3,266,217 +11%
APG Asset Management
3
APG Asset Management
Netherlands
$270M +$112M +5,230,860 +72%
State Street
4
State Street
Massachusetts
$256M +$16.5M +772,602 +7%
Wells Fargo
5
Wells Fargo
California
$245M +$100M +4,695,908 +71%
Capital World Investors
6
Capital World Investors
California
$193M +$80.1M +3,747,000 +73%
Fidelity Investments
7
Fidelity Investments
Massachusetts
$187M +$107M +4,988,031 +137%
SOMRS
8
State of Michigan Retirement System
Michigan
$165M +$128M +6,004,500 +373%
NSLI
9
Nan Shan Life Insurance
Taiwan
$145M -$23.9M -1,118,817 -14%
Goldman Sachs
10
Goldman Sachs
New York
$113M -$17.2M -805,637 -13%
Geode Capital Management
11
Geode Capital Management
Massachusetts
$106M +$21.2M +992,545 +26%
Artisan Partners
12
Artisan Partners
Wisconsin
$100M -$3.34M -156,382 -3%
Acadian Asset Management
13
Acadian Asset Management
Massachusetts
$97.5M -$23.8M -1,112,453 -20%
Two Sigma Investments
14
Two Sigma Investments
New York
$85.5M +$32.6M +1,524,794 +63%
Northern Trust
15
Northern Trust
Illinois
$82.6M +$17.9M +836,571 +28%
Norges Bank
16
Norges Bank
Norway
$76.5M +$2.17M +101,493 +3%
Citadel Advisors
17
Citadel Advisors
Florida
$75M +$63.1M +2,953,526 +584%
AIMCA
18
Alberta Investment Management Corp (AIMCo)
Alberta, Canada
$73.8M +$5.56M +260,000 +8%
UBS AM
19
UBS AM
Illinois
$66.5M -$17.7M -828,311 -21%
Janus Henderson Group
20
Janus Henderson Group
United Kingdom
$57.9M +$14.3M +668,185 +33%
Renaissance Technologies
21
Renaissance Technologies
New York
$55.9M +$21.8M +1,019,280 +65%
WRF
22
Waddell & Reed Financial
Kansas
$54M -$2.15M -100,600 -4%
Legal & General Group
23
Legal & General Group
United Kingdom
$48.7M +$3.01M +140,831 +7%
Allianz Asset Management
24
Allianz Asset Management
Germany
$47.3M +$7.16M +335,241 +18%
TD Asset Management
25
TD Asset Management
Ontario, Canada
$45.2M -$49.9K -2,334 -0.1%

AGNC Hedge Fund Activity: Q3 2017 in Review

342 of the 4,012 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q3 2017, worth a combined $5.78B — up 19% from $4.87B a quarter earlier.

Sellers outnumbered buyers: 40 funds closed out of AGNC and 35 opened new positions — a net loss of 5 holders — while 98 trimmed existing stakes and 164 added.

The largest buyer was State of Michigan Retirement System, adding an estimated $128M. The largest seller was Invesco, cutting an estimated $46.5M.

  • 342 institutional investors held AGNC Investment (AGNC) as of Q3 2017, down from 353 in Q2 2017.
  • Funds reported $5.78B of AGNC Investment stock for Q3 2017, up 19% quarter-over-quarter.
  • 35 funds opened new AGNC Investment positions in Q3 2017 and 40 closed out, a net change of -5 holders.
  • The largest AGNC Investment buyer in Q3 2017 was State of Michigan Retirement System, an estimated $128M added.
  • The largest AGNC Investment seller in Q3 2017 was Invesco, an estimated $46.5M sold.

Based on aggregated 13F filings for Q3 2017.