AGNC Investment Corp.
US ˙ NasdaqGS ˙ US00123Q1040

SecurityAGNC / AGNC Investment Corp.
InstitutionMorgan Stanley
Latest Disclosed Ownership7,271,796 shares
Latest Disclosed Value $ 72,936,126
Morgan Stanley reports 2.93% decrease in ownership of AGNC / AGNC Investment Corp.

On May 15, 2026 - Morgan Stanley filed a 13F-HR form disclosing ownership of 7,271,796 shares of AGNC Investment Corp. (US:AGNC) valued at $72,936,114 USD as of March 31, 2026. The entity filed a previous 13F-HR/A on May 27, 2026 disclosing 7,491,585 shares of AGNC Investment Corp.. This represents a change in shares of -2.93% during the quarter. The current value of the position is $73,954,165 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 7,271,796 -219,789 -2.93 72,936 -9.18 0.0044
2026-05-27 2025-12-31 13F/A-1 AGNC INVT COM 00123Q104 7,491,585 1,462,468 24.26 80,310 36.06 0.0048
2026-02-13 2025-12-31 13F AGNC INVT COM 00123Q104 7,491,585 1,462,468 80,310 0.0048
2026-05-27 2025-09-30 13F/A-1 AGNC INVT COM 00123Q104 6,029,117 -1,374,122 -18.56 59,025 -13.24 0.0036
2025-11-14 2025-09-30 13F AGNC INVT COM 00123Q104 6,029,117 -1,374,122 59,025 0.0036
2025-08-15 2025-06-30 13F AGNC INVT COM 00123Q104 7,403,239 222,017 3.09 68,036 -1.11 0.0044
2025-05-15 2025-03-31 13F AGNC INVT COM 00123Q104 7,181,222 2,603,254 56.86 68,796 63.17 0.0049
2025-05-15 2024-12-31 13F/A-1 AGNC INVT COM 00123Q104 4,577,968 -499,319 -9.83 42,163 -20.61 0.0030
2025-02-14 2024-12-31 13F AGNC INVT COM 00123Q104 4,577,968 -499,319 42,163 0.0030
2025-05-14 2024-09-30 13F/A-2 AGNC INVT COM 00123Q104 5,077,287 1,046,027 25.95 53,108 38.09 0.0039
2025-02-14 2024-09-30 13F/A-1 AGNC INVT COM 00123Q104 5,077,287 1,046,027 53,108 0.0039
2024-11-14 2024-09-30 13F AGNC INVT COM 00123Q104 5,077,287 1,046,027 53,108 0.0005
2025-05-14 2024-06-30 13F/A-2 AGNC INVT COM 00123Q104 4,031,260 1,034,045 34.50 38,458 29.61 0.0030
2024-10-17 2024-06-30 13F/A-1 AGNC INVT COM 00123Q104 4,031,260 1,034,045 38,458 0.0030
2024-08-14 2024-06-30 13F AGNC INVT COM 00123Q104 4,031,260 1,034,045 38,458 0.0030
2024-10-17 2024-03-31 13F/A-2 AGNC INVT COM 00123Q104 2,997,215 -414,283 -12.14 29,672 -11.34 0.0024
2024-08-16 2024-03-31 13F/A-1 AGNC INVT COM 00123Q104 2,997,215 -414,283 29,672 0.0003
2024-05-15 2024-03-31 13F AGNC INVT COM 00123Q104 2,997,215 -414,283 29,672 0.0024
2024-08-16 2023-12-31 13F/A-1 AGNC INVT COM 00123Q104 3,411,498 -961,396 -21.99 33,467 -18.93 0.0029
2024-02-13 2023-12-31 13F AGNC INVT COM 00123Q104 3,411,498 -961,396 33,467 0.0029
2023-11-15 2023-09-30 13F AGNC INVT COM 00123Q104 4,372,894 1,108,678 33.96 41,280 24.84 0.0042
2023-08-14 2023-06-30 13F AGNC INVT COM 00123Q104 3,264,216 -900,961 -21.63 33,067 -21.24 0.0033
2023-05-15 2023-03-31 13F AGNC INVT COM 00123Q104 4,165,177 -899,423 -17.76 41,985 -19.90 0.0045
2023-02-14 2022-12-31 13F AGNC INVT COM 00123Q104 5,064,600 1,254,573 32.93 52,419 63.40 0.0060
2022-11-14 2022-09-30 13F AGNC INVT COM 00123Q104 3,810,027 259,889 7.32 32,079 -18.37 0.0044
2022-10-27 2022-06-30 13F/A-1 AGNC INVT COM 00123Q104 3,550,138 770,665 27.73 39,300 7.93 0.0051
2022-08-15 2022-06-30 13F AGNC INVT COM 00123Q104 3,550,138 770,665 39,300 0.0051
2022-10-27 2022-03-31 13F/A-1 AGNC INVT COM 00123Q104 2,779,473 570,553 25.83 36,411 9.60 0.0049
2022-05-13 2022-03-31 13F AGNC INVT COM 00123Q104 2,779,473 570,553 36,411 0.0049
2022-02-14 2021-12-31 13F AGNC INVT COM 00123Q104 2,208,920 -81,245 -3.55 33,221 -8.02 0.0041
2021-11-15 2021-09-30 13F AGNC INVT COM 00123Q104 2,290,165 -512,522 -18.29 36,116 -23.70 0.0049
2021-08-23 2021-06-30 13F/A-1 AGNC INVT COM 00123Q104 2,802,687 298,148 11.90 47,337 12.78 0.0062
2021-08-16 2021-06-30 13F AGNC INVT COM 00123Q104 2,802,687 298,148 47,337 0.0013
2021-05-17 2021-03-31 13F AGNC INVT COM 00123Q104 2,504,539 -124,829 -4.75 41,974 2.33 0.0062
2021-02-16 2020-12-31 13F AGNC INVT COM 00123Q104 2,629,368 -353,548 -11.85 41,019 -1.14 0.0063
2020-11-13 2020-09-30 13F AGNC INVT COM 00123Q104 2,982,916 1,548,254 107.92 41,493 124.20 0.0080
2020-08-14 2020-06-30 13F AGNC INVT COM 00123Q104 1,434,662 430,647 42.89 18,507 74.22 0.0041
2020-05-26 2020-03-31 13F/A-1 AGNC INVT COM 00123Q104 1,004,015 217,237 27.61 10,623 -23.64 0.0029
2020-05-15 2020-03-31 13F AGNC INVT COM 00123Q104 1,004,015 217,237 10,623 816.0679
2020-02-14 2019-12-31 13F AGNC INVT COM 00123Q104 786,778 -9,508 -1.19 13,911 8.58 0.0032
2019-11-14 2019-09-30 13F AGNC INVT COM 00123Q104 796,286 -65,234 -7.57 12,812 -11.59 0.0034
2019-08-14 2019-06-30 13F AGNC INVT COM 00123Q104 861,520 178,192 26.08 14,492 17.81 0.0039
2019-05-15 2019-03-31 13F AGNC INVT COM 00123Q104 683,328 -78,813 -10.34 12,301 -7.98 0.0035
2019-02-14 2018-12-31 13F AGNC INVT COM 00123Q104 762,141 -120,976 -13.70 13,368 -18.75 0.0040
2019-04-23 2018-09-30 13F/A-2 AGNC INVT COM 00123Q104 883,117 -572,760 -39.34 16,453 -39.21 0.0041
2018-11-20 2018-09-30 13F/A-1 AGNC INVT COM 00123Q104 883,117 0 16,453 0.0041
2018-11-14 2018-09-30 13F AGNC INVT COM 00123Q104 883,117 -572,760 16,453
2019-04-23 2018-06-30 13F/A-1 AGNC INVT COM 00123Q104 1,455,877 569,661 64.28 27,066 61.42 0.0073
2018-08-14 2018-06-30 13F AGNC INVT COM 00123Q104 1,455,877 569,661 27,066
2019-04-23 2018-03-31 13F/A-1 AGNC INVT COM 00123Q104 886,216 -69,705 -7.29 16,767 -13.12 0.0047
2018-05-14 2018-03-31 13F AGNC INVT COM 00123Q104 886,216 -69,705 16,767
2019-04-23 2017-12-31 13F/A-1 AGNC INVT COM 00123Q104 955,921 -22,659 -2.32 19,300 -9.02 0.0053
2018-02-14 2017-12-31 13F AGNC INVT COM 00123Q104 955,921 -22,659 19,300
2017-11-14 2017-09-30 13F AGNC INVT COM 00123Q104 978,580 -264,867 -21.30 21,214 -19.87 0.0064
2017-08-11 2017-06-30 13F AGNC INVT COM 00123Q104 1,243,447 -398,929 -24.29 26,473 -18.96 0.0080
2017-05-22 2017-03-31 13F/A-1 AGNC INVT COM 00123Q104 1,642,376 -1,175,800 -41.72 32,668 -36.06 0.0100
2017-05-12 2017-03-31 13F AGNC INVT COM 00123Q104 1,642,376 32,668
2017-02-22 2016-12-31 13F/A-1 AGNC INVT COM 00123Q104 2,818,176 661,662 30.68 51,094 21.25 0.0167
2017-02-13 2016-12-31 13F AGNC INVT COM 00123Q104 2,818,176 51,094
2016-11-10 2016-09-30 13F AMERICAN CAPITAL AGENCY COM 02503X105 2,156,514 -434,279 -16.76 42,138 -17.94 0.0144
2016-08-12 2016-06-30 13F AMERICAN CAPITAL AGENCY COM 02503X105 2,590,793 -1,082,334 -29.47 51,350 -24.96 0.0185
2016-05-12 2016-03-31 13F AMERICAN CAPITAL AGENCY COM 02503X105 3,673,127 -365,106 -9.04 68,430 -2.27 0.0263
2016-02-09 2015-12-31 13F AMERICAN CAPITAL AGENCY COM 02503X105 4,038,233 -396,788 -8.95 70,023 -15.57 0.0253
2016-02-08 2015-09-30 13F/A-1 AMERICAN CAPITAL AGENCY COM 02503X105 4,435,021 -188,867 -4.08 82,935 -2.36 0.0306
2015-11-09 2015-09-30 13F AMERICAN CAPITAL AGENCY COM 02503X105 4,435,021 82,935
2015-08-12 2015-06-30 13F AMERICAN CAPITAL AGENCY COM 02503X105 4,623,888 41,549 0.91 84,941 -13.10 0.0294
2015-05-14 2015-03-31 13F AMERICAN CAPITAL AGENCY COM 02503X105 4,582,339 16,334 0.36 97,741 -1.94 0.0360
2015-02-13 2014-12-31 13F AMERICAN CAPITAL AGENCY COM 02503X105 4,566,005 -3,312,256 -42.04 99,676 -40.46 0.0364
2014-12-16 2014-09-30 13F/A-1 AMERICAN CAPITAL AGENCY COM 02503X105 7,878,261 3,922,043 99.14 167,413 80.76 0.0644
2014-11-14 2014-09-30 13F AMERICAN CAPITAL AGENCY COM 02503X105 7,878,261 167,413
2014-08-12 2014-06-30 13F AMERICAN CAPITAL AGENCY COM 02503X105 3,956,218 -1,689,078 -29.92 92,615 -23.66 0.1584
2014-05-13 2014-03-31 13F AMERICAN CAPITAL AGENCY COM 02503X105 5,645,296 -3,049,431 -35.07 121,319 -27.67 0.0508
2014-02-13 2013-12-31 13F AMERICAN CAPITAL AGENCY COM 02503X105 8,694,727 4,649,526 114.94 167,721 83.62 0.0713
2013-11-13 2013-09-30 13F AMERICAN CAPITAL AGENCY COR COM 02503X105 4,045,201 -99,427 -2.40 91,341 -4.22 0.0432
2013-08-08 2013-06-30 13F AMERICAN CAPITAL AGENCY COR COM 02503X105 4,144,628 4,144,628 95,368 0.0481
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.