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Balance Sheet&yQCONSOLIDATED STATEMENTS OF COMPUxShareholders Equity
Cash Flows% 9Note 4 Investment Securities% 9Note 4 Investment Securi (1)%J 9Note 4 Investment Securi (2)%2 9Note 4 Investment Securi (3)%/ 9Note 4 Investment Securi (4)%G 9Note 4 Investment Securi (5)Z 12Gains and Losses oRepurchase Agreements&XFederal Home Loan Bank Advances&
15Derivative and Other Hedging& 15Derivative and Other Hed (1)& 15Derivative and Other Hed (2)& 15Derivative and Other Hed (3)& 15Derivative and Other Hed (4)&m 15Derivative and Other Hed (5)&]) 15Derivative and Other Hed (6)&XGain Loss From Derivative Instr&rGain Loss From Derivative I (1)&Gain Loss From Derivative I (2)&7Gain Loss From Derivative I (3)&Gain Loss From Derivative I (4)& 20Assets Pledged to Counterpar&K 20Assets Pledged to Counte (1)&3 20Assets Pledged to Counte (2)&Assets Pledged from Counterpart&2Offsetting Assets and Liabiliti&
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }y
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AGNC Investment Corp.10Q
11/06/2015TABLE OF CONTENTS
PART I.
FINANCIAL INFORMATION
Item 1.Financial Statements~
Item 2.,
$Management's Discussion and Analysis~
r80of Financial Condition and Results of OperationsItem 3.0(Quantitative and Qualitative Disclosures~
About Market RiskItem 4.Controls and Procedures~
PART II.OTHER INFORMATIONItem 1.Legal Proceedings~
Item 1A.Risk Factors~
Item 2./'Unregistered Sales of Equity Securities~
and Use of ProceedsItem 3.'Defaults upon Senior Securities~
Item 4.Mine Safety Disclosures~
Item 5.Other Information~
Item 6.Exhibits~
Signatures~
Dlxl`
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }I;}$
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AGNC Investment Corp.10Q
11/06/2015
Balance Sheet
September 30, 2015
December 31, 2014(Unaudited)Assets:3
+Agency securities, at fair value (including~
G
~
b
2*pledged securities of $47,319 and $51,629,
respectively)5Agency securities transferred to consolidated~
~
1)variable interest entities, at fair value(pledged securities)/'U.S. Treasury securities, at fair value~
N~
%%(including pledged securities of $767!and $2,375, respectively)%REIT equity securities, at fair value~
~
!Cash and cash equivalents~
~
Restricted cash~
~
&( Derivative assets, at fair value~
>~
b1)Receivable for securities sold (including~
N~
91pledged securities of $147 and $79, respectively)6.Receivable under reverse repurchase agreements~
~
QOther assets~
~
Total assets~
~
"Liabilities:DS
lpdv?y8qE !"#$%&'()*+,./0123456789:;<=>? Repurchase agreements~
ڀ ~
'!Federal Home Loan Bank advances~
!6!! !!."&Debt of consolidated variable interest~
" ""~
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$%%Derivative liabilities, at fair value~
%%%~
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&2&&~
&V&0'(Obligation to return securities borrowed~
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)at*
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+++~
++,Total liabilities~
,1,,~
,,Stockholders' equity:/.'Preferred stock  $0.01 par value; 10.0.../shares authorized:0%Redeemable Preferred Stock; $0.01 par~
0B00~
0B001(value; 6.9 shares issued and outstanding,2$(aggregate liquidation preference of~
3r44,Common stock  $0.01 par value; 600.0 shares4445authorized;66.346.5 and 352.8 shares issued and outstanding,~
666~
667respectively"8Additional paidin capital~
888~
8r89Retained deficit~
9f99~
99.:&Accumulated other comprehensive income~
:::~
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Balance SheetShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }U5}$
5
AGNC Investment Corp.10Q
11/06/20157/CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME
(
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Nine Months Ended September 30,~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMP
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }2}U}$ }
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*******************AGNC Investment Corp.10Q
11/06/2015Shareholders' Equity
Preferred Stock
Common Stock
Additional
Retained
Accumulated
Total
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }:}$
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AGNC Investment Corp.10Q
11/06/2015
Cash Flows
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Nine Months Ended September 30,~
~~
zOperating activities:
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~
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2*Adjustments to reconcile net income (loss)5to net cash provided by operating activities:2*Amortization of agency securities premiums~
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securities, net+#(Increase) decrease in other assets~
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1&12interest entities23*Net proceeds from preferred stock issuance 333~
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444~
445Cash dividends paid~
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6.6/7'Net change in cash and cash equivalents~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015' 9Note 4. Investment Securities
September 30, 2015
Agency MBS Amortized
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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AGNC Investment Corp.10Q
11/06/2015' 9Note 4. Investment Securities
December 31, 2014
Agency MBS Amortized
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015' 9Note 4. Investment Securities
September 30, 2015
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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11/06/2015' 9Note 4. Investment Securities
December 31, 2014
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015' 9Note 4. Investment Securities
September 30, 2015
December 31, 20141)Estimated Weighted Average Life of Agency
Fair Value Amortized
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~
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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11/06/2015' 9Note 4. Investment Securities
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5)Repurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015 12Gains and Losses
(
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and Losses!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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AGNC Investment Corp.10Q
11/06/2015Repurchase Agreements
September 30, 2015
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015'Federal Home Loan Bank Advances
September 30, 2015Remaining Maturity
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015VN 15Derivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015VN 15Derivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015VN 15Derivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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11/06/2015VN 15Derivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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11/06/2015VN 15Derivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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11/06/2015VN 15Derivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
September 30, 2015
December 31, 2014 TBA Securities by CouponNotionalCost
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015^V_____________________Gain (Loss) From Derivative Instruments and Other Securities, Net
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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AGNC Investment Corp.10Q
11/06/2015^V_____________________Gain (Loss) From Derivative Instruments and Other Securities, Net
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!Weighted Average Days to Maturity#J.P. Morgan Securities, LLC~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015B:_______________________ 20Assets Pledged to Counterparties
September 30, 2015( Assets Pledged to Counterparties/'Repurchase Agreements and FHLB Advances!Debt of Consolidated VIEs
Derivative Agreements
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }0.}$
AGNC Investment Corp.10Q
11/06/2015B:_______________________ 20Assets Pledged to Counterparties
December 31, 2014( Assets Pledged to CounterpartiesRepurchase Agreements 1!Debt of Consolidated VIEs
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }0.}$
AGNC Investment Corp.10Q
11/06/2015B:_______________________ 20Assets Pledged to Counterparties
September 30, 2015
December 31, 2014.&Agency Securities Pledged by Remaining( Fair Value of Pledged Securities Amortized
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015*"Assets Pledged from Counterparties
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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11/06/2015)!Offsetting Assets and Liabilities
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~
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1)! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015
September 30, 2015
December 31, 2014Level 1Level 2
Level 3
Level 1Level 2Level 3Assets:
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/201580 26Accumulated Other Comprehensive Income (Loss)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/201580 26Accumulated Other Comprehensive Income (Loss)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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AGNC Investment Corp.10Q
11/06/2015 31Market Information
&
Interest Rate/Security Price 1
Sept. 30, 2014
Dec. 31, 2014
Mar. 31, 2015
June 30, 2015
Sept. 30, 2015
Sept. 30, 2015
Sept. 30, 2015
vs.
vs
June 30, 2015
Dec. 31, 2014
LIBOR:
1Month
0.16%
0.17%
0.18%
0.19%
0.19% 
bps
+0.02bps3Month
0.24%
0.26%
0.27%
0.28%
0.33%
+0.05
bps
+0.07bps6Month
0.33%
0.36%
0.40%
0.44%
0.53%
+0.09
bps
+0.17bps$U.S. Treasury Security Rate:
2Year U.S. Treasury
0.58%
0.67%
0.56%
0.64%
0.64% 
bps
0.03bps3Year U.S. Treasury
1.06%
1.08%
0.88%
0.99%
0.92%
0.07
bps
0.16bps5Year U.S. Treasury
1.78%
1.65%
1.37%
1.63%
1.37%
0.26
bps
0.28bps10Year U.S. Treasury
2.51%
2.17%
1.93%
2.33%
2.06%
0.27
bps
0.11bps30Year U.S. Treasury
3.21%
2.75%
2.54%
3.10%
2.88%
0.22
bps
+0.13bps Interest Rate Swap Rate:
2Year Swap
0.83%
0.89%
0.81%
0.89%
0.76%
0.13
bps
0.13bps3Year Swap
1.31%
1.29%
1.11%
1.24%
0.99%
0.25
bps
0.30bps5Year Swap
1.95%
1.77%
1.53%
1.77%
1.40%
0.37
bps
0.37bps10Year Swap
2.65%
2.29%
2.03%
2.44%
2.01%
0.43
bps
0.28bps30Year Swap
3.20%
2.70%
2.39%
2.92%
2.53%
0.39
bps
0.17bps%30Year Fixed Rate MBS Price:
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }a/} $ }
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AGNC Investment Corp.10Q
11/06/2015 31Market Information
September 30, 2015
December 31, 2014)!Agency MBS and Net TBA SecuritiesAmortized Cost
Fair Value
Average Coupon
%Amortized Cost
Fair ValueAverage Coupon %Fixed rate:
? 15year
? 15year agency MBS~
B~
Q @ %~
v %~
b~
g @ %~
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30year agency MBS~
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Total 30year~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }}
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AGNC Investment Corp.10Q
11/06/2015 31Market Information
September 30, 2015!Includes Net TBA Position!Excludes Net TBA PositionFixed Rate Securities Par Value Amortized
Fair Value
'% Lower Loan Balance & HARP 1,2 AmortizedWeighted AverageProjected Life
Cost
Cost Basis
WAC 3
Yield 4
Age (Months)
CPR 4
Fixed rate
? 15year
? 2.5%~
C~
E ~
E
49%101.9%
2.97%
2.02%~
9%3.0%~
*D~
NF ~
:G
73%103.1%
3.50%
2.19%~
10%3.5%~
&G~
I ~
K
90%103.6%
3.95%
2.53%~
11%4.0%~
9~
; ~
<
89%104.4%
4.40%
2.70%~
12%4.5%~
.~
z ~
98%104.8%
4.87%
3.03%~
13%? 5.0%~
~
~
28%103.8%
6.53%
4.54%~
z14%Total ? 15year~
V~
& ~
76%103.2%
3.70%
2.36%~
10%20year
? 3.0%~
~
~
28%
99.3%
3.55%
3.11%~
r
8%3.5%~
~
~
V
64%102.2%
4.05%
3.04%~
z10%4.0%~
~
" ~
*
49%104.4%
4.53%
2.96%~
12%4.5%~
b~
z ~
99%106.7%
4.89%
3.02%~
11%? 5.0%~
~
~
%106.0%
5.91%
3.35%~
b19%Total 20year:~
~
: ~
56%101.9%
4.03%
3.05%~
10%30year:
? 3.0%~
k~
k ~
^m
2%100.7%
3.57%
2.90%~
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6 ~
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4.07%
2.84% ~
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"3.37%"~
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$6.21%$
$3.39%$~
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%.{%% ~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }}
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AGNC Investment Corp.10Q
11/06/2015 31Market Information
December 31, 2014!Includes Net TBA Position!Excludes Net TBA PositionFixed Rate Securities Par Value Amortized
Fair Value
'% Lower Loan Balance & HARP 1,2 AmortizedWeighted AverageProjected Life
Cost
Cost Basis
WAC 3
Yield 4
Age (Months)
CPR 4
Fixed rate
? 15year
? 2.5%~
Rz~
 ~

30%102.0%
2.96%
2.03%~
j
8%3.0%~
Nw~
f{ ~
:
48%103.1%
3.50%
2.25%~
~
9%3.5%~
I~
fL ~
fN
99%103.6%
3.95%
2.56%~
10%4.0%~
fG~
J ~
L
89%104.5%
4.40%
2.72%~
12%4.5%~
z~
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4.87%
3.06%~
12%? 5.0%~
~
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6.46%
4.44%~
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j~
~
6
61%103.2%
3.65%
2.37%~
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? 3.0%~
~
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99.3%
3.55%
3.11%~
N
7%3.5%~
~
& ~
63%102.2%
4.05%
3.05%~
Z10%4.0%~
B~
R ~
Z
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4.53%
2.98%~
11%4.5%~
~
~
99%106.8%
4.89%
3.05%~
11%? 5.0%~
~
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%106.0%
5.91%
3.34%~
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B ~
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4.03%
3.06%~
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? 3.0%~
k~
nk ~
l
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3.58%
3.14%~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }6}$
AGNC Investment Corp.10Q
11/06/2015
Balance Sheet 1
)($ in millions, except per share amounts)
Balance Sheet DataSeptember 30, 2015December 31, 2014(unaudited)+
#Investment portfolio, at fair value
~
X
~
v
Total assets~
~
"0(Repurchase agreements, Federal Home Loan~
Z~
$Bank advances and other debtTotal liabilities~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }8}$ }$}$ }$} $ }$}
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AGNC Investment Corp.10Q
11/06/2015Selected Financial Data
(
Three Months Ended September 30,
'
Nine Months Ended September 30,.&Statement of Comprehensive Income Data~
~~
z ~
~
~
z(unaudited)
Interest income
~
~
~
~
Interest expense 2~
6~
b ~
~
Net interest income~
j~
6 ~
B
~
J
Other gain (loss), net 2~
>~
n ~
~
Expenses~
~
~
~
Net income (loss)~
~
~
.
~
f#Dividend on preferred stock~
~
~
V
~
B2*Net income (loss) available (attributable)~
~
~
~
&to common stockholders
Net income (loss)~
~
~
.
~
f+#Other comprehensive income (loss) 2~
~
~
~
r#Comprehensive income (loss)~
~
~
2
~
#Dividend on preferred stock~
~
~
V
~
B%Comprehensive income (loss) available~
~
~
~
%(attributable) to common stockholders
0(Weighted average number of common shares̼u@v@
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%&&(& Three Months Ended September 30,& '&
Nine Months Ended September 30,'Other Data (unaudited)'~
'~'~
'z' ~
'
~'
~
'z*("Average agency securities  at par(~
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(
( ~
(
v2(
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jV)
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*j*~
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+FQ+~
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+
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~
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,,~
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,
,
~
,$~
&.Average stockholders' equity 4.~
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.. ~
.
6.
~
.,/$Average coupon  agency securities 5//(\@ /%//
ףp=
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(\@ /%/
/(\@ /%/0'Average asset yield  agency securities00\(\@ 0%00Gz@ 0%0 0
HzG@ 0%0
0333333@ 0%~
12Average cost of funds 722333333 2%22
ףp=
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2(\ 2%(3 Average net interest rate spread33
ףp=
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\(\? 3%3
3ףp=
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ףp=? 4%44ffffff? 4%4 4
Gz? 4%4
4Gz? 4%*5"estimated TBA dollar roll income 8.6&Average coupon  agency securities (as66zG@ 6%66333333
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zG@ 6%6
6333333
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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11/06/2015'Interest Income and Asset Yield
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield
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11/06/2015'Interest Income and Asset Yield
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015D<_______________________ 39Interest Expense and Cost of Funds
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/20155Gain (Loss) on Sale of Agency Securities, Net
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency SecDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative Instrum Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)Interest Rate Risk
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015)!Other Comprehensive Income (Loss)
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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AGNC Investment Corp.10Q
11/06/2015Repurchase Agreements
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
Leverage! 39Interest Expense and Cost of! 39Interest Expense and Cos (1)! 39Interest Expense and Cos (2)! 39Interest Expense and Cos (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income Taxes Dividends and Income Taxes (1)!Other Comprehensive Income LossRepurchase Agreements (1)
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AGNC Investment Corp.10Q
11/06/2015Interest Rate Risk #
Interest Rate Sensitivity 1&Percentage Change in ProjectedChange in Interest RateNet Interest Income 2Portfolio MarketNet Asset Value 3,5
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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AGNC Investment Corp.10Q
11/06/2015Spread Risk 2
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??;Washington DC 20549TABLE OF CONTENTS
Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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11/06/2015 Stock Repurchase Program
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment Securi (1) 9Note 4 Investment Securi (2) 9Note 4 Investment Securi (3) 9Note 4 Investment Securi (4) 9Note 4 Investment Securi (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging! 15Derivative and Other Hed (1)! 15Derivative and Other Hed (2)! 15Derivative and Other Hed (3)! 15Derivative and Other Hed (4)! 15Derivative and Other Hed (5)! 15Derivative and Other Hed (6)!Gain Loss From Derivative Instr!Gain Loss From Derivative I (1)!Gain Loss From Derivative I (2)!Gain Loss From Derivative I (3)!Gain Loss From Derivative I (4)! 20Assets Pledged to Counterpar! 20Assets Pledged to Counte (1)! 20Assets Pledged to Counte (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti!Offsetting Assets and Liabi (1) ! 26Accumulated Other Comprehens! 26Accumulated Other Compre (1) 31Market Information 31Market Information (1) 31Market Information (2) 31Market Information (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield!Interest Income and Asset Y (1)
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AGNC Investment Corp.10Q
11/06/2015:2Item 6. Exhibits and Financial Statement Schedules
Exhibit No.
Description*3.1%American Capital Agency Corp. Amended
2
*and Restated Certificate of Incorporation,4,as amended, incorporated herein by reference3+to Exhibit 3.1 of Form 10Q for the quarter2*ended March 31, 2012 (File No. 00134057),filed May 9, 2012.*3.24,American Capital Agency Corp. Second Amended5and Restated Bylaws, as amended, incorporated2*herein by reference to Exhibit 3.2 of Form1)10K for the year ended December 31, 20110((File No. 00134057), filed February 23,~
r*3.3%Certificate of Designations of 8.000%0(Series A Cumulative Redeemable Preferred/'Stock, incorporated herein by reference7/to Exhibit 3.1 of Form 8K (File No 00134057),filed April 3, 2012.DlocWK?:MZsM5Q !"#$%&'()*+,./0123456789:;<=>? *3.4  %Certificate of Designations of 7.750%!!0!(Series B Cumulative Redeemable Preferred""/"'Stock, incorporated herein by reference##8#0to Exhibit 3.3 to Form 8A (File No. 00134057),$$$filed May 7, 2014.%%&*4.1&2&*Instruments defining the rights of holders''4',of securities: See Article IV of our Amended((2(*and Restated Certificate of Incorporation,))4),as amended, incorporated herein by reference**3*+to Exhibit 3.1 of Form 10Q for the quarter++2+*ended March 31, 2012 (File No. 00134057),,,,filed May 9, 2012..*4.2.2.*Instruments defining the rights of holders//3/+of securities: See Article VI of our Second0000(Amended and Restated Bylaws, as amended,1131+incorporated herein by reference to Exhibit2242,3.2 of Form 10K for the year ended December335331, 2011 (File No. 00134057), filed February444 23, 2012.556*4.36:62Form of Certificate for Common Stock, incorporated7777/herein by reference to Exhibit 4.1 to Amendment8838+No. 4 to the Registration Statement on Form9919)S11 (Registration No. 333149167), filed:::May 9, 2008.;;<*4.4<6<.Specimen 8.000% Series A Cumulative Redeemable==1=)Preferred Stock Certificate, incorporated>>2>*herein by reference to Exhibit 4.1 of Form??0?(8K (File No. 00134057), filed April 3,D!lgz(:gObrE1F@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_@@~
@rAAB*4.5B6B.Specimen 7.750% Series B Cumulative RedeemableCC1C)Preferred Stock Certificate, incorporatedDD2D*herein by reference to Exhibit 4.1 to FormEE4E,8A (File No. 00134057), filed May 7, 2014.FFG*4.6G3G+Deposit Agreement, dated May 8, 2014, amongHH4H,American Capital Agency Corp., ComputershareIII%Inc. and Computershare Trust Company,JJ1J)N.A., jointly as depositary, incorporatedKK2K*herein by reference to Exhibit 4.2 to FormLL4L,8K (File No. 00134067), filed May 8, 2014.MMN*4.7N0N(Form of Depositary Receipt, incorporatedOO2O*herein by reference to Exhibit 4.3 to FormPP4P,8K (File No. 00134067), filed May 8, 2014.QQR?@R7R/Certification of CEO Pursuant to Section 302(a)SS*S"of the SarbanesOxley Act of 2002.TTU333333?@U7U/Certification of CFO Pursuant to Section 302(a)VV*V"of the SarbanesOxley Act of 2002.WW~
XX0X(Certification of CEO and CFO Pursuant toYY0Y(Section 906 of the SarbanesOxley Act ofZZ~
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