TWO SIGMA SECURITIES, LLC
Broker-DealerPosition in AGNC — AGNC Investment Corp.
CIK 1450144
NEW YORK, NY
Position in AGNC
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$489,813
-$68,456 QoQ
Shares Held
44,937
-19.3% QoQ
Ownership
0.004%
of shares outstanding
% of Portfolio
0.06%
of 13F equity value
Holder Rank
#303
of 686 holders
Holding Since
Sep 2020
24 quarters on record
Voting authority
Sole 100%
Shared 0%
None 0%
Common Shares in AGNC Over Time
Shares Held
Position Value (USD)
Derivatives in AGNC
reported options exposure · as of Mar 31, 2024CallValue
$613,800
CallShares
62,000
PutValue
$0
PutShares
0
Notional value of option positions as reported on Form 13F. Calls and puts are disclosed separately and do not net against the common-share stake above.
Position in REIT - Mortgage
Real Estate · as of Jun 30, 2026TWO SIGMA SECURITIES, LLC holds $4,144,104 across 13 REIT - Mortgage names. AGNC ranks #4 (11.8% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | NLY |
Annaly Capital Management Inc
|
40,858 | $913,584 | |
| 2 | IVR |
Invesco Mortgage Capital Inc.
|
81,219 | $641,630 | |
| 3 | ARR |
Armour Residential REIT, Inc.
|
28,874 | $503,851 | |
| 4 | AGNC |
AGNC Investment Corp.
This page
|
44,937 | $489,813 | |
| 5 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
39,646 | $423,419 | |
| 6 | DX |
Dynex Capital Inc
|
19,431 | $254,740 | |
| 7 | MFA |
Mfa Financial, Inc.
|
21,475 | $208,092 | |
| 8 | FBRT |
Franklin BSP Realty Trust, Inc.
|
22,844 | $185,950 |
All Filings in AGNC
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44 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $489,813 | 44,937 | Shares | Sole | 2026-08-14 | |
| 2026-03-31 | $558,269 | 55,660 | Shares | Sole | 2026-05-15 | |
| 2025-12-31 | $1,107,483 | 103,310 | Shares | Sole | 2026-02-17 | |
| 2025-09-30 | $116,530 | 11,903 | Shares | Sole | 2025-11-14 | |
| 2025-06-30 | $1,137,400 | 123,765 | Shares | Sole | 2025-08-14 | |
| 2025-03-31 | $99,584 | 10,395 | Shares | Sole | 2025-05-15 | |
| 2024-12-31 | $1,434,752 | 155,782 | Shares | Sole | 2025-02-14 | |
| 2024-09-30 | $1,426,618 | 136,388 | Shares | Sole | 2024-11-14 | |
| 2024-06-30 | $538,618 | 56,459 | Shares | Sole | 2024-08-14 | |
| 2024-03-31 | $881,010 | 88,991 | Shares | Sole | 2024-05-15 | |
| 2024-03-31 | $613,800 | 62,000 | Call | Sole | 2024-05-15 | |
| 2023-12-31 | $195,837 | 19,963 | Shares | Sole | 2024-02-14 | |
| 2023-12-31 | $1,441,089 | 146,900 | Call | Sole | 2024-02-14 | |
| 2023-12-31 | $1,130,112 | 115,200 | Put | Sole | 2024-02-14 | |
| 2023-09-30 | $603,216 | 63,900 | Call | Sole | 2023-11-14 | |
| 2023-09-30 | $1,033,698 | 109,502 | Shares | Sole | 2023-11-14 | |
| 2023-09-30 | $922,288 | 97,700 | Put | Sole | 2023-11-14 | |
| 2023-06-30 | $2,023,974 | 199,800 | Call | Sole | 2023-08-14 | |
| 2023-06-30 | $552,905 | 54,581 | Shares | Sole | 2023-08-14 | |
| 2023-06-30 | $2,052,338 | 202,600 | Put | Sole | 2023-08-14 | |
| 2023-03-31 | $1,360,668 | 134,987 | Shares | Sole | 2023-05-15 | |
| 2023-03-31 | $1,602,720 | 159,000 | Put | Sole | 2023-05-15 | |
| 2023-03-31 | $884,016 | 87,700 | Call | Sole | 2023-05-15 | |
| 2022-12-31 | $1,936,485 | 187,100 | Put | Sole | 2023-02-14 | |
| 2022-12-31 | $1,605,285 | 155,100 | Call | Sole | 2023-02-14 | |
| 2022-12-31 | $482,827 | 46,650 | Shares | Sole | 2023-02-14 | |
| 2022-09-30 | $259,336 | 30,800 | Put | Sole | 2022-11-14 | |
| 2022-09-30 | $1,326,360 | 157,525 | Shares | Sole | 2022-11-14 | |
| 2022-09-30 | $335,116 | 39,800 | Call | Sole | 2022-11-14 | |
| 2022-06-30 | $855,179 | 77,252 | Shares | Sole | 2022-08-15 | |
| 2022-06-30 | $938,736 | 84,800 | Put | Sole | 2022-08-15 | |
| 2022-06-30 | $333,207 | 30,100 | Call | Sole | 2022-08-15 | |
| 2022-03-31 | $265,930 | 20,300 | Call | Sole | 2022-05-16 | |
| 2022-03-31 | $281,650 | 21,500 | Put | Sole | 2022-05-16 | |
| 2022-03-31 | $344,202 | 26,275 | Shares | Sole | 2022-05-16 | |
| 2021-12-31 | $524,896 | 34,900 | Call | Sole | 2022-02-14 | |
| 2021-09-30 | $290,783 | 18,439 | Shares | Sole | 2021-11-15 | |
| 2021-09-30 | $302,784 | 19,200 | Call | Sole | 2021-11-15 | |
| 2021-06-30 | $249,262 | 14,758 | Shares | Sole | 2021-08-16 | |
| 2021-06-30 | $785,385 | 46,500 | Call | Sole | 2021-08-16 | |
| 2021-06-30 | $369,891 | 21,900 | Put | Sole | 2021-08-16 | |
| 2021-03-31 | $360,943 | 21,536 | Shares | Sole | 2021-05-17 | |
| 2020-12-31 | $216,840 | 13,900 | Call | Sole | 2021-02-16 | |
| 2020-09-30 | $332,908 | 23,933 | Shares | Sole | 2020-11-16 | |
| No filing history on record for this holder in this stock. | ||||||