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American Capital Agency Corp. Message Board

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  • usaf_ghost_rider usaf_ghost_rider Nov 15, 2012 11:19 AM Flag

    Is There a Way to Know on Which Days They are Buying their own Stock?

    It won't be published "real-time", but they'll do it based on daily deviations from book. I have a subscription that provides fairly real-time 13Fs, block trades, money flows, sources, etc., but it's not that granular. I'm using the following rule of thumb:

    Block trades +/- minus 5-10% of daily book value and all institutional trades above book value are unlikely share repurchases given AGNC's costs and stated repurchase policy.

    Trades minus 10% of book and below are candidates but then I have to use the source data above to isolate origin.

    I'd actually prefer they buy at levels well below book as these have the greatest "multiplier effect" on quarter end book value.

    Sentiment: Buy

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