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SEC Filings

10-Q
AGNC INVESTMENT CORP. filed this Form 10-Q on 08/03/2017
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The following table summarizes the monthly weighted average actual one-month annualized constant prepayment rates on our investment portfolio during the six months ended June 30, 2017.
Annualized Monthly Constant Prepayment Rates 1
 
Jan. 2017
 
Feb. 2017
 
Mar. 2017
 
Apr. 2017
 
May 2017
 
June 2017
AGNC portfolio
 
13%
 
10%
 
9%
 
11%
 
10%
 
12%
 ________________________
1.
Weighted average actual one-month annualized CPR released at the beginning of the month based on securities held/outstanding as of the preceding month-end.


31


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