Brevan Howard Capital Management LP
Position in AGNC — AGNC Investment Corp.
CIK 1512857
ST. HELIER, Y9
Position in AGNC
as of Jun 30, 2026
· filed Aug 14, 2026
Position Value
$1,945,639
+$224,792 QoQ
Shares Held
178,499
+4.0% QoQ
Ownership
0.015%
of shares outstanding
% of Portfolio
0.04%
of 13F equity value
Holder Rank
#161
of 701 holders
Holding Since
Mar 2024
7 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 Jun 30, 2026CallValue
$0
CallShares
0
PutValue
$38,150,000
PutShares
3,500,000
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, 2026Brevan Howard Capital Management LP holds $16,953,577 across 13 REIT - Mortgage names. AGNC ranks #3 (11.5% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
614,316 | $6,560,894 | |
| 2 | LADR |
Ladder Capital Corp
|
396,370 | $3,943,881 | |
| 3 | AGNC |
AGNC Investment Corp.
This page
|
178,499 | $1,945,639 | |
| 4 | ARR |
Armour Residential REIT, Inc.
|
49,762 | $868,346 | |
| 5 | STWD |
Starwood Property Trust, Inc.
|
50,300 | $823,914 | |
| 6 | CMTG |
Claros Mortgage Trust, Inc.
|
327,649 | $769,975 | |
| 7 | EFC |
Ellington Financial Inc.
|
41,214 | $560,922 | |
| 8 | NLY |
Annaly Capital Management Inc
|
14,514 | $324,533 |
All Filings in AGNC
Export CSV
15 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 2026-06-30 | $1,945,639 | 178,499 | Shares | Defined | 2026-08-14 | |
| 2026-06-30 | $38,150,000 | 3,500,000 | Put | Defined | 2026-08-14 | |
| 2026-03-31 | $1,720,847 | 171,570 | Shares | Defined | 2026-05-15 | |
| 2026-03-31 | $30,090,000 | 3,000,000 | Call | Defined | 2026-05-15 | |
| 2026-03-31 | $95,527,726 | 9,524,200 | Put | Defined | 2026-05-15 | |
| 2025-12-31 | $529,096 | 49,356 | Shares | Defined | 2026-02-17 | |
| 2025-12-31 | $58,960,000 | 5,500,000 | Put | Defined | 2026-02-17 | |
| 2025-09-30 | $1,924,714 | 196,600 | Shares | Defined | 2025-11-14 | |
| 2025-09-30 | $19,580,000 | 2,000,000 | Put | Defined | 2025-11-14 | |
| 2025-06-30 | $64,330,000 | 7,000,000 | Put | Defined | 2025-08-14 | |
| 2025-06-30 | $1,730,293 | 188,280 | Shares | Defined | 2025-08-14 | |
| 2025-06-30 | $9,190,000 | 1,000,000 | Call | Defined | 2025-08-14 | |
| 2025-03-31 | $9,580,000 | 1,000,000 | Put | Defined | 2025-05-15 | |
| 2025-03-31 | $869,087 | 90,719 | Shares | Defined | 2025-05-15 | |
| 2024-03-31 | $665,468 | 67,219 | Shares | Defined | 2024-05-15 | |
| No filing history on record for this holder in this stock. | ||||||