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AGNC Investment

445 hedge funds and large institutions have $4.3B invested in AGNC Investment in 2020 Q3 according to their latest regulatory filings, with 68 funds opening new positions, 147 increasing their positions, 163 reducing their positions, and 58 closing their positions.

New
Increased
Maintained
Reduced
Closed

26% more call options, than puts

Call options by funds: $158M | Put options by funds: $126M

17% more first-time investments, than exits

New positions opened: 68 | Existing positions closed: 58

1% more funds holding

Funds holding: 439445 (+6)

2% less capital invested

Capital invested by funds: $4.4B → $4.3B (-$99.3M)

10% less repeat investments, than reductions

Existing positions increased: 147 | Existing positions reduced: 163

5.22% less ownership

Funds ownership: 61.23%56.01% (-5.2%)

18% less funds holding in top 10

Funds holding in top 10: 119 (-2)

Holders
445
Holders Change
+6
Holders Change %
+1.37%
% of All Funds
8.98%
Holding in Top 10
9
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-18.18%
% of All Funds
0.18%
New
68
Increased
147
Reduced
163
Closed
58
Calls
$158M
Puts
$126M
Net Calls
+$32.4M
Net Calls Change
-$21.2M
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$668M -$71.5M -5,197,337 -10%
BlackRock
2
BlackRock
New York
$574M -$2.72M -197,289 -0.5%
State Street
3
State Street
Massachusetts
$215M -$3.97M -288,678 -2%
Fidelity Investments
4
Fidelity Investments
Massachusetts
$175M -$32.7M -2,377,970 -16%
Capital World Investors
5
Capital World Investors
California
$152M -$121M -8,806,065 -45%
N
6
Nuveen
North Carolina
$122M +$13.9M +1,007,243 +13%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$90.6M -$4.32M -313,734 -5%
MCM
8
MKP Capital Management
New York
$85.5M +$84.5M +6,143,797 New
Norges Bank
9
Norges Bank
Norway
$73.1M +$966K +70,175 +1%
WRF
10
Waddell & Reed Financial
Kansas
$69.3M +$27M +1,959,771 +65%
California Public Employees Retirement System
11
California Public Employees Retirement System
California
$65.6M +$1.22M +88,555 +2%
AAMU
12
Amundi Asset Management US
Massachusetts
$65.1M +$46.3M +3,364,166 +256%
D.E. Shaw & Co
13
D.E. Shaw & Co
New York
$60.7M -$7.3M -530,364 -11%
SOMRS
14
State of Michigan Retirement System
Michigan
$57.1M -$5.87M -426,400 -9%
AIM
15
Artemis Investment Management
United Kingdom
$51.6M -$8.93M -649,230 -15%
SC
16
Sculptor Capital
New York
$51.5M -$55M -4,000,000 -52%
Northern Trust
17
Northern Trust
Illinois
$47.9M -$510K -37,070 -1%
Bank of New York Mellon
18
Bank of New York Mellon
New York
$44.3M -$7.56M -549,661 -15%
Charles Schwab
19
Charles Schwab
California
$43.8M -$3.2M -232,675 -7%
Legal & General Group
20
Legal & General Group
United Kingdom
$43.6M -$1.84M -134,062 -4%
PI
21
PineBridge Investments
New York
$42.2M +$1.6M +116,180 +4%
Morgan Stanley
22
Morgan Stanley
New York
$41.5M +$21.3M +1,548,254 +108%
EIC
23
Equity Investment Corp
Georgia
$40.3M -$16M -1,165,197 -29%
CS
24
Credit Suisse
Switzerland
$39.8M -$1.19M -86,115 -3%
UBS AM
25
UBS AM
Illinois
$36.7M +$9.19M +667,640 +34%

AGNC Hedge Fund Activity: Q3 2020 in Review

445 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in AGNC Investment (AGNC) for Q3 2020, worth a combined $4.3B — down 2.3% from $4.4B a quarter earlier.

Buyers outnumbered sellers: 68 funds opened new AGNC positions and 58 closed out — a net gain of 10 holders — while 147 added to existing stakes and 163 trimmed.

The largest buyer was MKP Capital Management, opening a new position worth an estimated $84.5M. The largest seller was Capital World Investors, cutting an estimated $121M.

  • 445 institutional investors held AGNC Investment (AGNC) as of Q3 2020, up from 439 in Q2 2020.
  • Funds reported $4.3B of AGNC Investment stock for Q3 2020, down 2.3% quarter-over-quarter.
  • 68 funds opened new AGNC Investment positions in Q3 2020 and 58 closed out, a net change of +10 holders.
  • The largest AGNC Investment buyer in Q3 2020 was MKP Capital Management, an estimated $84.5M added.
  • The largest AGNC Investment seller in Q3 2020 was Capital World Investors, an estimated $121M sold.

Based on aggregated 13F filings for Q3 2020.