Two Sigma Investments — AGNC Trade History
Quarter-by-quarter changes in the AGNC INVT CORP position · CUSIP 00123Q104
Currently held · 1 QFirst seen: 2016 Q4
| Quarter | Filed | Activity | Shares | Δ Shares | Δ % | Value | % Port. |
|---|---|---|---|---|---|---|---|
| 2026 Q2 | 2026-08-14 | New | 325,899 | 325,899 | — | $3.6M | 0.00% |
| 2026 Q1 | 2026-05-15 | — | — | — | — | — | — |
| 2025 Q4 | 2026-02-17 | — | — | — | — | — | — |
| 2025 Q3 | 2025-11-14 | Sold out | — | -49,252 | -100.0% | — | — |
| 2025 Q2 | 2025-08-14 | Reduce | 49,252 | -166,905 | -77.2% | $452.6K | 0.00% |
| 2025 Q1 | 2025-05-15 | Reduce | 216,157 | -71,936 | -25.0% | $2.1M | 0.00% |
| 2024 Q4 | 2025-02-14 | Reduce | 288,093 | -5,331,470 | -94.9% | $2.7M | 0.01% |
| 2024 Q3 | 2024-11-14 | Add | 5,619,563 | 1,117,092 | +24.8% | $58.8M | 0.13% |
| 2024 Q2 | 2024-08-14 | Add | 4,502,471 | 1,419,799 | +46.1% | $43.0M | 0.10% |
| 2024 Q1 | 2024-05-15 | New | 3,082,672 | 3,082,672 | — | $30.5M | 0.07% |
| 2023 Q4 | 2024-02-14 | Sold out | — | -1,501,624 | -100.0% | — | — |
| 2023 Q3 | 2023-11-14 | Add | 1,501,624 | 1,153,151 | +330.9% | $14.2M | 0.04% |
| 2023 Q2 | 2023-08-14 | Add | 348,473 | 30,463 | +9.6% | $3.5M | 0.01% |
| 2023 Q1 | 2023-05-15 | New | 318,010 | 318,010 | — | $3.2M | 0.01% |
| 2022 Q4 | 2023-02-14 | — | — | — | — | — | — |
| 2022 Q3 | 2022-11-14 | — | — | — | — | — | — |
| 2022 Q2 | 2022-08-15 | — | — | — | — | — | — |
| 2022 Q1 | 2022-05-16 | — | — | — | — | — | — |
| 2021 Q4 | 2022-02-14 | — | — | — | — | — | — |
| 2021 Q3 | 2021-11-15 | — | — | — | — | — | — |
| 2021 Q2 | 2021-08-16 | — | — | — | — | — | — |
| 2021 Q1 | 2021-05-17 | Sold out | — | -3,168,764 | -100.0% | — | — |
| 2020 Q4 | 2021-02-16 | New | 3,168,764 | 3,168,764 | — | $49.4M | 0.14% |
| 2020 Q3 | 2020-11-16 | Sold out | — | -941,165 | -100.0% | — | — |
| 2020 Q2 | 2020-08-14 | Reduce | 941,165 | -174,658 | -15.7% | $12.1M | 0.06% |
| 2020 Q1 | 2020-05-15 | Add | 1,115,823 | 908,343 | +437.8% | $11.8M | 0.10% |
| 2019 Q4 | 2020-02-14 | Reduce | 207,480 | -704,515 | -77.2% | $3.7M | 0.01% |
| 2019 Q3 | 2019-11-14 | Reduce | 911,995 | -3,471,030 | -79.2% | $14.7M | 0.05% |
| 2019 Q2 | 2019-08-14 | Reduce | 4,383,025 | -903,569 | -17.1% | $73.7M | 0.25% |
| 2019 Q1 | 2019-05-15 | Add | 5,286,594 | 2,922,194 | +123.6% | $95.2M | 0.31% |
| 2018 Q4 | 2019-02-14 | Reduce | 2,364,400 | -2,512,190 | -51.5% | $41.5M | 0.16% |
| 2018 Q3 | 2018-11-14 | Add | 4,876,590 | 1,026,210 | +26.7% | $90.9M | 0.25% |
| 2018 Q2 | 2018-08-14 | Add | 3,850,380 | 2,818,648 | +273.2% | $71.6M | 0.21% |
| 2018 Q1 | 2018-05-15 | Reduce | 1,031,732 | -3,103,352 | -75.0% | $19.5M | 0.07% |
| 2017 Q4 | 2018-02-14 | Add | 4,135,084 | 190,813 | +4.8% | $83.5M | 0.27% |
| 2017 Q3 | 2017-11-14 | Add | 3,944,271 | 1,524,794 | +63.0% | $85.5M | 0.30% |
| 2017 Q2 | 2017-08-14 | Add | 2,419,477 | 2,353,007 | +3540.0% | $51.5M | 0.19% |
| 2017 Q1 | 2017-05-15 | Reduce | 66,470 | -777,292 | -92.1% | $1.3M | 0.00% |
| 2016 Q4 | 2017-02-14 | New | 843,762 | 843,762 | — | $15.3M | 0.06% |
| 2016 Q3 | 2016-11-14 | — | — | — | — | — | — |
Share counts are split-adjusted. Time held counts consecutive quarters ending with the latest filing; more than ten years shows as ">10 Years".
13F data shows quarter-end positions, is delayed by up to 45 days and covers only long positions in US-listed securities; short positions, most derivatives and non-US assets are not reported.