Brevan Howard Capital Management LP
Position in AGNC — AGNC Investment Corp.
CIK 1512857
ST. HELIER, Y9
Position in AGNC
as of Mar 31, 2026
· filed May 15, 2026
Position Value
$1,720,847
+$1,191,751 QoQ
Shares Held
171,570
+247.6% QoQ
Ownership
0.015%
of shares outstanding
% of Portfolio
0.02%
of 13F equity value
Holder Rank
—
not a current holder
Holding Since
Mar 2024
6 quarters on record
Voting authority
Sole 100.ToString("F0")%
Shared 0.ToString("F0")%
None 0.ToString("F0")%
Common Shares in AGNC Over Time
Shares Held
Position Value (USD)
Derivatives in AGNC
reported options exposure · as of Mar 31, 2026CallValue
$30,090,000
CallShares
3,000,000
PutValue
$95,527,726
PutShares
9,524,200
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 Mar 31, 2026Brevan Howard Capital Management LP holds $15,379,165 across 14 REIT - Mortgage names. AGNC ranks #4 (11.2% of the industry book) .
| # | Ticker | Company | Shares | Value (USD) | Open |
|---|---|---|---|---|---|
| 1 | LADR |
Ladder Capital Corp
|
356,854 | $3,486,462 | |
| 2 | ARI |
Apollo Commercial Real Estate Finance, Inc.
|
304,972 | $3,220,504 | |
| 3 | RITM |
Rithm Capital Corp.
|
187,868 | $1,780,988 | |
| 4 | AGNC |
AGNC Investment Corp.
This page
|
171,570 | $1,720,847 | |
| 5 | DX |
Dynex Capital Inc
|
104,125 | $1,328,635 | |
| 6 | ARR |
Armour Residential REIT, Inc.
|
65,182 | $1,087,235 | |
| 7 | CMTG |
Claros Mortgage Trust, Inc.
|
327,649 | $779,804 | |
| 8 | ORC |
Orchid Island Capital, Inc.
|
76,365 | $536,845 |
All Filings in AGNC
Export CSV
13 filing rows on record
| Report Date | Value (USD) | Shares | Type | Discretion | Filed | |
|---|---|---|---|---|---|---|
| 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. | ||||||