AGNC Investment Corp.
US ˙ NasdaqGS ˙ US00123Q1040

SecurityAGNC / AGNC Investment Corp.
InstitutionState Street Corp
Latest Disclosed Ownership19,069,168 shares
Latest Disclosed Value $ 193,531,548
State Street Corp reports 4.51% increase in ownership of AGNC / AGNC Investment Corp.

On May 15, 2026 - State Street Corp filed a 13F-HR form disclosing ownership of 19,069,168 shares of AGNC Investment Corp. (US:AGNC) valued at $191,263,755 USD as of March 31, 2026. The entity filed a previous 13F-HR on February 13, 2026 disclosing 18,245,939 shares of AGNC Investment Corp.. This represents a change in shares of 4.51% during the quarter. The current value of the position is $196,221,739 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

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Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2026-05-15 2026-03-31 13F AGNC INVT COM 00123Q104 19,069,168 823,229 4.51 193,532 -2.14 0.0067
2026-02-13 2025-12-31 13F AGNC INVT COM 00123Q104 18,245,939 1,090,374 6.36 197,774 16.34 0.0066
2025-11-14 2025-09-30 13F AGNC INVT COM 00123Q104 17,155,565 462,116 2.77 169,999 9.41 0.0059
2025-08-14 2025-06-30 13F AGNC INVT COM 00123Q104 16,693,449 1,906,785 12.90 155,383 8.36 0.0058
2025-05-15 2025-03-31 13F AGNC INVT COM 00123Q104 14,786,664 1,118,044 8.18 143,393 12.44 0.0059
2025-02-14 2024-12-31 13F AGNC INVT COM 00123Q104 13,668,620 964,614 7.59 127,529 -5.10 0.0050
2024-11-14 2024-09-30 13F AGNC INVT COM 00123Q104 12,704,006 -1,040,456 -7.57 134,388 1.25 0.0055
2024-08-14 2024-06-30 13F AGNC INVT COM 00123Q104 13,744,462 -3,078,357 -18.30 132,731 -21.21 0.0058
2024-05-15 2024-03-31 13F AGNC INVT COM 00123Q104 16,822,819 717,706 4.46 168,459 5.41 0.0075
2024-02-14 2023-12-31 13F AGNC INVT COM 00123Q104 16,105,113 707,743 4.60 159,816 8.66 0.0078
2023-11-14 2023-09-30 13F AGNC INVT COM 00123Q104 15,397,370 58,986 0.38 147,082 -6.38 0.0082
2023-08-14 2023-06-30 13F AGNC INVT COM 00123Q104 15,338,384 402,771 2.70 157,098 3.19 0.0083
2023-05-15 2023-03-31 13F AGNC INVT COM 00123Q104 14,935,613 -809,547 -5.14 152,243 -7.57 0.0086
2023-05-15 2022-12-31 13F/A-99 AGNC INVT COM 00123Q104 15,745,160 3,000,558 23.54 164,720 51.45 0.0097
2023-05-15 2022-12-31 13F AGNC INVT COM 00123Q104 15,745,160 3,000,558 164,720 0.0097
2022-11-15 2022-09-30 13F AGNC INVT COM 00123Q104 12,744,602 -11,258 -0.09 108,763 -23.76 0.0069
2022-08-15 2022-06-30 13F AGNC INVT COM 00123Q104 12,755,860 -2,854,739 -18.29 142,658 -30.83 0.0085
2022-05-16 2022-03-31 13F AGNC INVT COM 00123Q104 15,610,599 -412,774 -2.58 206,244 -15.06 0.0102
2022-02-14 2021-12-31 13F AGNC INVT COM 00123Q104 16,023,373 287,123 1.82 242,823 -2.86 0.0115
2021-11-15 2021-09-30 13F AGNC INVT COM 00123Q104 15,736,250 383,262 2.50 249,962 -4.26 0.0132
2021-08-16 2021-06-30 13F AGNC INVT COM 00123Q104 15,352,988 1,966,944 14.69 261,077 15.57 0.0138
2021-07-09 2021-03-31 13F/A-1 AGNC INVT COM 00123Q104 13,386,044 -668,693 -4.76 225,895 2.26 0.0130
2021-05-17 2021-03-31 13F AGNC INVT COM 00123Q104 13,386,044 -668,693 225,895 0.0130
2021-02-16 2020-12-31 13F AGNC INVT COM 00123Q104 14,054,737 -1,242,729 -8.12 220,895 2.95 0.0135
2020-11-10 2020-09-30 13F AGNC INVT COM 00123Q104 15,297,466 -288,678 -1.85 214,563 5.75 0.0146
2020-08-14 2020-06-30 13F AGNC INVT COM 00123Q104 15,586,144 -2,980,096 -16.05 202,902 1.74 0.0148
2020-06-19 2020-03-31 13F/A-1 AGNC INVT COM 00123Q104 18,566,240 22,371 0.12 199,439 -39.70 0.0174
2020-05-11 2020-03-31 13F AGNC INVT COM 00123Q104 18,566,240 22,371 199,439 17,514.7600
2020-02-06 2019-12-31 13F AGNC INVT COM 00123Q104 18,543,869 258,903 1.42 330,761 11.36 0.0227
2019-11-14 2019-09-30 13F AGNC INVT COM 00123Q104 18,284,966 828,696 4.75 297,012 0.23 0.0221
2019-08-14 2019-06-30 13F AGNC INVT COM 00123Q104 17,456,270 -529,207 -2.94 296,328 -9.34 0.0221
2019-05-15 2019-03-31 13F AGNC INVT COM 00123Q104 17,985,477 -472,581 -2.56 326,851 -0.02 0.0255
2019-02-12 2018-12-31 13F AGNC INVT COM 00123Q104 18,458,058 3,536,419 23.70 326,923 17.60 0.0298
2018-11-09 2018-09-30 13F AGNC INVESTMENT Common equity shares 00123Q104 14,921,639 1,849,584 14.15 277,985 14.39 0.0213
2018-08-14 2018-06-30 13F AGNC INVESTMENT Common equity shares 00123Q104 13,072,055 329,390 2.58 243,010 0.80 0.0203
2018-05-15 2018-03-31 13F AGNC INVESTMENT Common equity shares 00123Q104 12,742,665 149,058 1.18 241,093 -5.18 0.0205
2018-02-14 2017-12-31 13F AGNC INVESTMENT Common equity shares 00123Q104 12,593,607 770,184 6.51 254,268 -0.81 0.0204
2017-11-14 2017-09-30 13F AGNC INVESTMENT Common equity shares 00123Q104 11,823,423 772,602 6.99 256,335 8.95 0.0221
2017-08-14 2017-06-30 13F AGNC INVESTMENT Common equity shares 00123Q104 11,050,821 240,765 2.23 235,270 9.41 0.0208
2017-05-15 2017-03-31 13F AGNC INVESTMENT Common equity shares 00123Q104 10,810,056 300,474 2.86 215,029 12.85 0.0192
2017-02-09 2016-12-31 13F AGNC INVESTMENT Common equity shares 00123Q104 10,509,582 260,825 2.54 190,547 -4.85 0.0179
2017-01-13 2016-09-30 13F/A-1 AGNC INVESTMENT Common equity shares 02503X105 10,248,757 86,447 0.85 200,258 -0.57 0.0202
2016-11-14 2016-09-30 13F AGNC INVESTMENT Common equity shares 02503X105 10,183,476 198,982
2016-08-12 2016-06-30 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 10,162,310 43,830 0.43 201,415 6.85 0.0216
2016-05-20 2016-03-31 13F/A-1 AMERICAN CAPITAL AGENCY Common equity shares 02503X105 10,118,480 658,029 6.96 188,510 14.91 0.0204
2016-05-12 2016-03-31 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 10,118,480 188,510
2016-02-16 2015-12-31 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 9,460,451 421,794 4.67 164,049 -2.94 0.0179
2015-11-16 2015-09-30 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 9,038,657 735,274 8.86 169,017 10.80 0.0197
2015-08-13 2015-06-30 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 8,303,383 315,806 3.95 152,536 -10.47 0.0163
2015-05-15 2015-03-31 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 7,987,577 -1,087,885 -11.99 170,375 -14.01 0.0175
2015-02-11 2014-12-31 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 9,075,462 1,076,729 13.46 198,125 16.55 0.0197
2014-11-12 2014-09-30 13F/A-1 AMERICAN CAPITAL AGENCY Common equity shares 02503X105 7,998,733 87,176 1.10 169,990 -8.22 0.0183
2014-11-10 2014-09-30 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 7,998,733 169,990
2014-08-12 2014-06-30 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 7,911,557 -80,321 -1.01 185,215 7.84 0.0200
2014-05-15 2014-03-31 13F/A-1 AMERICAN CAPITAL AGENCY Common equity shares 02503X105 7,991,878 -78,101 -0.97 171,751 10.33 0.0195
2014-05-13 2014-03-31 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 7,995,585 171,831
2014-02-06 2013-12-31 13F/A-1 AMERICAN CAPITAL AGENCY Common equity shares 02503X105 8,069,979 -482,945 -5.65 155,670 -19.36 0.0173
2014-02-06 2013-12-31 13F AMERICAN CAPITAL AGENCY Common equity shares 02503X105 6,208,301 179,668
2013-11-12 2013-09-30 13F AMERICAN CAPITAL AGENCY REIT 02503X105 8,552,924 216,568 2.60 193,042 0.72 0.0238
2013-08-08 2013-06-30 13F AMERICAN CAPITAL AGENCY REIT 02503X105 8,336,356 8,336,356 191,653 0.0250
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.