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SEC Filings

10-Q
AGNC INVESTMENT CORP. filed this Form 10-Q on 11/06/2014
Entire Document
 



The following table summarizes recent prepayment trends for our portfolio:
Annualized Monthly Constant Prepayment Rates 1
 
Dec. 2013
 
Jan. 2014
 
Feb. 2014
 
Mar. 2014
 
Apr. 2014
 
May 2014
 
June 2014
 
July 2014
 
Aug. 2014
 
Sept. 2014
AGNC portfolio
 
8%
 
8%
 
7%
 
6%
 
8%
 
9%
 
9%
 
10%
 
11%
 
10%
 ________________________
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.



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