AGNC β€” AGNC INVT CORP

Ownership history in Holocene Advisors, LP  Β·  18 quarters on record

This page tracks every 13F SEC filing in which Holocene Advisors, LP reported a position in AGNC INVT CORP (AGNC). Data includes quarterly share count, position size as % of portfolio, estimated market value, and end-of-quarter stock price β€” sourced directly from SEC EDGAR 13F filings.

πŸ” Peak position
0.06% (2018 Q4)
πŸ“Š Avg. % of fund
0.01%
πŸ“… First filed
2018 Q2
πŸ“… Last filed
2025 Q3
⏱ Quarters held
18

Position Intelligence

Holocene Advisors, LP Γ— AGNC AI Analytics

πŸ“‰ Holocene Advisors, LP underperformed the S&P 500 by –7.4% annually on this AGNC position. Timing score: 54% (7/13 decisions correct). Average cost basis: $7.17. Maximum drawdown during holding period: –38.6%.

πŸ“ˆ Position Alpha vs SPY
-7.4%
annualised excess return

❌ Significantly underperformed the S&P 500 by 7.4% ann.
9 quarters analyzed

⏱️ Timing Score
54%

➑️ Neutral timing β€” roughly coin-flip accuracy on add/trim calls.
7 of 13 add/trim decisions correct

πŸ’° Entry Quality
$7.17
+29.1% vs current ($9.26)

Best entry: $5.08 (2022 Q3)  Β·  Worst: $7.78 (2024 Q4)

πŸ›‘οΈ Drawdown Resilience
–38.6%
max drawdown while held

πŸ’ͺ Held through 1 major drawdown (>20%). Strong conviction under pressure.

πŸ’ͺ Fund Conviction
67%
buy-side decisions

10 adds Β· 5 trims. Bought during 5 of 6 down-price quarters. πŸ“ˆ More buys than sells across the holding period.

πŸ“‘ Position Trajectory
β†’ Stable
last 4–5 quarters trend

βš–οΈ Portfolio weight has remained relatively stable β€” conviction maintained.
Currently 0.0% of portfolio

⚠ Based on quarterly 13F SEC filings and end-of-quarter closing prices. Timing score = accuracy of add/trim decisions vs next-quarter price direction. Alpha = mean quarterly excess return Γ— 4 (annualised). Not investment advice.

% of Fund (quarterly)    AGNC price (monthly, adj. close)
πŸ“‹ Quarterly Holdings History 10 quarters  β–Ύ
Quarter Action Shares Change Chg % % of Fund Mkt Value Price (EOQ)
2025 Q3 REDUCED 12,960 -18,127 -58.3% 0.00% $127K $9.26
2025 Q2 REDUCED 31,087 -290,109 -90.3% 0.00% $286K $8.38
2024 Q4 ADDED 321,196 +100,089 +45.3% 0.01% $3.0M $7.78
2024 Q3 REDUCED 221,107 -18,803 -7.8% 0.01% $2.3M $8.51
2024 Q2 REDUCED 239,910 -253,250 -51.4% 0.01% $2.3M $7.49
2024 Q1 ADDED 493,160 +183,083 +59.0% 0.02% $4.9M $7.49
2023 Q4 UNCHANGED 310,077 β€” 0% 0.01% $3.0M $7.15
2023 Q3 UNCHANGED 310,077 β€” 0% 0.01% $2.9M $6.59
2023 Q2 UNCHANGED 310,077 β€” 0% 0.01% $3.1M $6.82
2023 Q1 ADDED 310,077 +95,344 +44.4% 0.02% $3.1M $6.53
8 older quarters hidden  β€”  Sign in free or upgrade to Premium to see full history
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