> 56789:;<=>?@ l \pThe Free Software Foundation B=PF0*8X@"1 Helvetica1Courier1Courier New1Courier New1 Helvetica$#,##0_);($#,##0)$#,##0_);[Red]($#,##0)$#,##0.00_);($#,##0.00)$#,##0.00_);[Red]($#,##0.00)**_($* #,##0_);_($* (#,##0);_($* ""_);_(@_)*)'_(* #,##0_);_(* (#,##0);_(* ""_);_(@_)5,2_($* #,##0.00_);_($* (#,##0.00);_($* ""??_);_(@_)2+/_(* #,##0.00_);_(* (#,##0.00);_(* ""??_);_(@_)2$#,##0.00;[Red]$#,##0.003$#,##0.00;[Red]($#,##0.00)4$#,##0;[Red]($#,##00)50.00%;[Red](0.00%)60%;[Red](0%)7#,##0.00;[Red](#,##0.00)8#,##0;[Red](#,##0) + ) , * Ј ~~ ؈ ~~#؈ ~~ ؈ ~~8#܈ ~~3#܈ ~~<#܈ ~~4#܈ ~~7#܈ ~~#؈ ~~83ffff̙̙3f3fff3f3f33333f33AGNC INVESTMENT CORP&0$Securities registered pursuant 5TABLE OF CONTENTS&%QQuarterly Stock Prices and Divi"+hQuarterly Stock Prices (1)&dEquity Compensation Plan Inform$Equity Compensation Plan (1)k
Balance SheetIncome Statement%Item 6 Selected Financial Data 30Market InformationK 30Market Infor (1)~ 30Market Infor (2)! 30Market Infor (3)[ 30Market Infor (4)&Interest Income and Asset Yield%=Interest Income and Asset (1)*Leverage&MInterest Expense and Cost of Fu%eInterest Expense and Cost (1)%yInterest Expense and Cost (2)%,Interest Expense and Cost (3)&3Net Spread and Dollar Roll Inco&Gain Loss on Sale of Investment&Gain Loss on Derivative Instrum!
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Cash Flows#Note 3 Investment Securities~Note 3 Investment (1)Note 3 Investment (2)
Note 3 Investment (3)5Note 3 Investment (4)LNote 3 Investment (5)hNote 3 Investment (6)&~ 77Gains and Losses on Sale of Repurchase Agre (1)&=Federal Home Loan Bank Advances&Derivative and Other Hedging In Derivative and Other (1) Derivative and Other (2) q*Derivative and Other (3) BDerivative and Other (4) \Derivative and Other (5)&#Gain Loss From Derivative Instr%Gain Loss From Derivative (1)%Gain Loss From Derivative (2)%Gain Loss From Derivative (3)&2 84Assets Pledged to Counterpar 84Assets Pledged to (1)  84Assets Pledged to (2)&WOAssets Pledged from Counterpart&hOffsetting Assets and Liabiliti!Offsetting Assets and (1)% $aDistributions to Stockholders&EAccumulated Other Comprehensive Accumulated Other (1)& 90Note 9 Equity Incentive Plan&: Note 12 Business Combination AcVN Note 12 Business (1)&u` Note 13 Quarterly Results Unaud%^ Note 13 Quarterly Results (1)& 97Item 15 Exhibits and Financi# 97Item 15 Exhibits and (1)&5'
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Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
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Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }%}$ }
AGNC Investment Corp.10K
02/27/2017AGNC INVESTMENT CORP.
Delaware
261701984'(State or Other Jurisdiction of(I.R.S. Employer&Incorporation or Organization)Identification No.)
$____________________________1)Created by Morningstar Document Research.0(http://documentresearch.morningstar.com/(Tth\8ZNB=PF0*8X>
@
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??YAGNC INVESTMENT CORPTABLE OF CONTENTS!Quarterly Stock Prices and DiviQuarterly Stock Prices (1)!Equity Compensation Plan InformEquity Compensation Plan (1)
Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage!Interest Expense and Cost of Fu Interest Expense and Cost (1) Interest Expense and Cost (2) Interest Expense and Cost (3)!Net Spread and Dollar Roll Inco!Gain Loss on Sale of Investment!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)! 44Other Comprehensive Income L Interest Income and Asset (2) Interest Income and Asset (3)Leverage (1)! 46Interest Expense and Cost of 46Interest Expense and (1) 46Interest Expense and (2) 46Interest Expense and (3)Net Spread and Dollar (1)! 48Gain Loss on Sale of InvestmGain Loss on Derivative (1)Dividends and Income (2)Dividends and Income (3)!Other Comprehensive Income LossDebt CapitalRepurchase Agreements!AGGREGATE CONTRACTUAL OBLIGATIOInterest Rate Risk
Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }a/}%
AGNC Investment Corp.10K
02/27/2017C;Securities registered pursuant to section 12(b) of the Act:
Title of each class
Name of each exchangeon which registered/'Common Stock, $0.01 par value per share'The NASDAQ Global Select Market
%8.000% Series A Cumulative Redeemable'
The NASDAQ Global Select MarketPreferred Stock%7.750% Series B Cumulative Redeemable'The NASDAQ Global Select MarketPreferred Stock$____________________________1)Created by Morningstar Document Research.0(http://documentresearch.morningstar.com/.fZNB6Ug[3=PF0*8X>
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l 5iJP
dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??YAGNC INVESTMENT CORP!Securities registered pursuant !Quarterly Stock Prices and DiviQuarterly Stock Prices (1)!Equity Compensation Plan InformEquity Compensation Plan (1)
Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage!Interest Expense and Cost of Fu Interest Expense and Cost (1) Interest Expense and Cost (2) Interest Expense and Cost (3)!Net Spread and Dollar Roll Inco!Gain Loss on Sale of Investment!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)! 44Other Comprehensive Income L Interest Income and Asset (2) Interest Income and Asset (3)Leverage (1)! 46Interest Expense and Cost of 46Interest Expense and (1) 46Interest Expense and (2) 46Interest Expense and (3)Net Spread and Dollar (1)! 48Gain Loss on Sale of InvestmGain Loss on Derivative (1)Dividends and Income (2)Dividends and Income (3)!Other Comprehensive Income LossDebt CapitalRepurchase Agreements!AGGREGATE CONTRACTUAL OBLIGATIOInterest Rate Risk
Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }}:}
5
AGNC Investment Corp.10K
02/27/2017TABLE OF CONTENTS
PART I.
Item 1.Business~
Item 1A.Risk Factors~
"
Item 1B.!
Unresolved Staff Comments~
^Item 2.
Properties~
^Item 3.Legal Proceedings~
^Item 4.Mine Safety Disclosures~
^PART II.Item 5..&Market for Registrant's Common Equity,~
b/'Related Stockholder Matters, and Issuer&Purchases of Equity SecuritiesItem 6.Selected Financial Data~
jItem 7.,$Management's Discussion and Analysis~
r80of Financial Condition and Results of OperationsItem 7A.0(Quantitative and Qualitative Disclosures~
About Market RiskItem 8..&Financial Statements and Supplementary~
DataItem 9.5Changes in and Disagreements with Accountants~
.&on Accounting and Financial DisclosureItem 9A.Controls and Procedures~
Dlxl`<[$~RFW.e !"#$%&'()*+,./01234 Item 9B. Other Information~
!!!" PART III.""#Item 10.3#+Directors, Executive Officers and Corporate~
#$$
Governance%Item 11.%Executive Compensation~
%&Item 12.0&(Security Ownership of Certain Beneficial~
&'5'Owners and Management and Related Stockholder((Matters)Item 13.7)/Certain Relationships and Related Transactions,~
)*!*and Director Independence+Item 14..+&Principal Accounting Fees and Services~
+,,,PART IV..Item 6..Exhibits~
./
Signatures~
/01$2____________________________13)Created by Morningstar Document Research.04(http://documentresearch.morningstar.com/.p[il`T,=PF0*8X>
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Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage!Interest Expense and Cost of Fu Interest Expense and Cost (1) Interest Expense and Cost (2) Interest Expense and Cost (3)!Net Spread and Dollar Roll Inco!Gain Loss on Sale of Investment!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)! 44Other Comprehensive Income L Interest Income and Asset (2) Interest Income and Asset (3)Leverage (1)! 46Interest Expense and Cost of 46Interest Expense and (1) 46Interest Expense and (2) 46Interest Expense and (3)Net Spread and Dollar (1)! 48Gain Loss on Sale of InvestmGain Loss on Derivative (1)Dividends and Income (2)Dividends and Income (3)!Other Comprehensive Income LossDebt CapitalRepurchase Agreements!AGGREGATE CONTRACTUAL OBLIGATIOInterest Rate Risk
Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }}
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AGNC Investment Corp.10K
02/27/201780Quarterly Stock Prices and Dividend Declarations
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Fiscal Year 2016
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Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage!Interest Expense and Cost of Fu Interest Expense and Cost (1) Interest Expense and Cost (2) Interest Expense and Cost (3)!Net Spread and Dollar Roll Inco!Gain Loss on Sale of Investment!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)! 44Other Comprehensive Income L Interest Income and Asset (2) Interest Income and Asset (3)Leverage (1)! 46Interest Expense and Cost of 46Interest Expense and (1) 46Interest Expense and (2) 46Interest Expense and (3)Net Spread and Dollar (1)! 48Gain Loss on Sale of InvestmGain Loss on Derivative (1)Dividends and Income (2)Dividends and Income (3)!Other Comprehensive Income LossDebt CapitalRepurchase Agreements!AGGREGATE CONTRACTUAL OBLIGATIOInterest Rate Risk
Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }a}$
AGNC Investment Corp.10K
02/27/201780Quarterly Stock Prices and Dividend Declarations
Tax Characterization.&Dividends Declared Per Share of Common!Ordinary Income Per Share
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Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage!Interest Expense and Cost of Fu Interest Expense and Cost (1) Interest Expense and Cost (2) Interest Expense and Cost (3)!Net Spread and Dollar Roll Inco!Gain Loss on Sale of Investment!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)! 44Other Comprehensive Income L Interest Income and Asset (2) Interest Income and Asset (3)Leverage (1)! 46Interest Expense and Cost of 46Interest Expense and (1) 46Interest Expense and (2) 46Interest Expense and (3)Net Spread and Dollar (1)! 48Gain Loss on Sale of InvestmGain Loss on Derivative (1)Dividends and Income (2)Dividends and Income (3)!Other Comprehensive Income LossDebt CapitalRepurchase Agreements!AGGREGATE CONTRACTUAL OBLIGATIOInterest Rate Risk
Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }0.}$ }8}$ }6
AGNC Investment Corp.10K
02/27/2017,$Equity Compensation Plan Information
Plan Category
7
/Number of securities to be issued upon exercise
6
.Weighted average exercise price of outstanding
0
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Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }}$
AGNC Investment Corp.10K
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02/27/2017
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02/27/2017'Item 6. Selected Financial Data
3
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AGNC Investment Corp.10K
02/27/2017 30Market Information
&
Interest Rate/Security Price 1
Dec. 31, 2015
Mar. 31, 2016
June 30, 2016
Sept. 30, 2016
Dec. 31, 2016
Dec. 31, 2016
vs
Dec. 31, 2015
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0.44%
0.47%
0.53%
0.77%
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0.65%
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1.00%
+0.39
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0.85%
0.90%
0.92%
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1.31%
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1.06%
0.73%
0.59%
0.76%
1.20%
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1.32%
0.86%
0.70%
0.87%
1.46%
+0.14
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1.77%
1.22%
1.01%
1.15%
1.92%
+0.15
bps10Year U.S. Treasury
2.27%
1.78%
1.49%
1.61%
2.43%
+0.16
bps30Year U.S. Treasury
3.01%
2.62%
2.31%
2.33%
3.05%
+0.04
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0.85%
0.74%
1.01%
1.46%
+0.29
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0.96%
0.81%
1.07%
1.68%
+0.27
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1.18%
0.99%
1.18%
1.96%
+0.23
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2.19%
1.64%
1.38%
1.46%
2.32%
+0.13
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2.62%
2.13%
1.84%
1.78%
2.57%
0.05
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AGNC Investment Corp.10K
02/27/2017 30Market Information
December 31, 2016
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AGNC Investment Corp.10K
02/27/2017 30Market Information
December 31, 2016!Includes Net TBA Position!Excludes Net TBA Position1)Fixed Rate Agency RMBS and TBA Securities Par Value Amortized
Fair Value
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Cost
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AGNC Investment Corp.10K
02/27/2017 30Market Information
December 31, 2015!Includes Net TBA Position!Excludes Net TBA Position1)Fixed Rate Agency RMBS and TBA Securities Par Value Amortized
Fair Value
'% Lower Loan Balance & HARP 1,2 AmortizedWeighted AverageProjected Life
Cost
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WAC 3
Yield 4
Age (Months)
CPR 4
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? 15year
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:B ~
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8 ~
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2.71%~
11%4.5%~
~
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98%104.9%
4.87%
3.04%~
12%? 5.0%~
~
~
28%103.8%
6.51%
4.54%~
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~
~
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3.71%
2.38%~
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99.3%
3.55%
3.11%~
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2.97%~
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4.90%
3.03%~
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3.06%~
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AGNC Investment Corp.10K
02/27/2017 30Market Information
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02/27/2017'Interest Income and Asset Yield
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02/27/2017'Interest Income and Asset Yield
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02/27/2017A9_______________________Interest Expense and Cost of Funds
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??YAGNC INVESTMENT CORP!Securities registered pursuant TABLE OF CONTENTS!Quarterly Stock Prices and DiviQuarterly Stock Prices (1)!Equity Compensation Plan InformEquity Compensation Plan (1)
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Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }:}$ }$}$ }$
AGNC Investment Corp.10K
02/27/2017A9_______________________Interest Expense and Cost of Funds
Fiscal Year80Average Ratio of Interest Rate Swaps Outstanding~
~
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Mortgage Borrowings Outstanding#Average mortgage borrowings~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??YAGNC INVESTMENT CORP!Securities registered pursuant TABLE OF CONTENTS!Quarterly Stock Prices and DiviQuarterly Stock Prices (1)!Equity Compensation Plan InformEquity Compensation Plan (1)
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Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }:}$ }$}$ }$
AGNC Investment Corp.10K
02/27/2017A9_______________________Interest Expense and Cost of Funds
Fiscal Year80Average Ratio of Interest Rate Swaps Outstanding~
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dMbP?_*+%,&٭e2?'٭e2?(٭e2?)٭e2?",D/??YAGNC INVESTMENT CORP!Securities registered pursuant TABLE OF CONTENTS!Quarterly Stock Prices and DiviQuarterly Stock Prices (1)!Equity Compensation Plan InformEquity Compensation Plan (1)
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Leverage!Interest Expense and Cost of Fu Interest Expense and Cost (1) Interest Expense and Cost (2) Interest Expense and Cost (3)!Gain Loss on Sale of Investment!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)! 44Other Comprehensive Income L Interest Income and Asset (2) Interest Income and Asset (3)Leverage (1)! 46Interest Expense and Cost of 46Interest Expense and (1) 46Interest Expense and (2) 46Interest Expense and (3)Net Spread and Dollar (1)! 48Gain Loss on Sale of InvestmGain Loss on Derivative (1)Dividends and Income (2)Dividends and Income (3)!Other Comprehensive Income LossDebt CapitalRepurchase Agreements!AGGREGATE CONTRACTUAL OBLIGATIOInterest Rate Risk
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Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }U5}$
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AGNC Investment Corp.10K
02/27/2017)!Net Spread and Dollar Roll Income
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02/27/201791Gain (Loss) on Sale of Investment Securities, Net
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AGNC Investment Corp.10K
02/27/2017^V_______________________Gain (Loss) on Derivative Instruments and Other Securities, Net
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AGNC Investment Corp.10K
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AGNC Investment Corp.10K
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AGNC Investment Corp.10K
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Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }:}$
AGNC Investment Corp.10K
02/27/2017<4 48Gain (Loss) on Sale of Investment Securities, Net
Fiscal Year~
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Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }:}$
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AGNC Investment Corp.10K
02/27/2017^V_______________________Gain (Loss) on Derivative Instruments and Other Securities, Net
Fiscal Year~
~~
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Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }U5}$
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02/27/2017"Dividends and Income Taxes
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AGNC Investment Corp.10K
02/27/2017"Dividends and Income Taxes
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December 31, 2015
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AGNC Investment Corp.10K
02/27/2017)!Other Comprehensive Income (Loss)
Fiscal Year~
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AGNC Investment Corp.10K
02/27/2017Debt Capital
December 31, 2016
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AGNC Investment Corp.10K
02/27/2017Repurchase Agreements
December 31, 2016CounterParty Region!Number of CounterParties/'Percent of Repurchase Agreement Funding
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AGNC Investment Corp.10K
02/27/2017)!AGGREGATE CONTRACTUAL OBLIGATIONS
Fiscal Year
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AGNC Investment Corp.10K
02/27/2017Interest Rate Risk #
Interest Rate Sensitivity 1&Percentage Change in ProjectedChange in Interest RateNet Interest Income 2Portfolio MarketNet Asset Value 3,5
Value 3,4As of December 31, 2016100 Basis Points
9.7%
+0.6%
+4.6%50 Basis Points
1.8%
+0.5%
+4.1%+50 Basis Points
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Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }U}$ }}$ }
AGNC Investment Corp.10K
02/27/2017Spread Risk 3
+Spread Sensitivity of Agency RMBS Portfolio~
&Percentage Change in Projected
Change in MBS Spread
Portfolio
Net AssetMarket Value 2,4 Value 2,3As of December 31, 201625 Basis Points
+1.3%+11.0%10 Basis Points
+0.5%
+4.4%+10 Basis Points
0.5%
4.4%+25 Basis Points
1.3%11.0%As of December 31, 201525 Basis Points
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AGNC Investment Corp.10K
02/27/2017
Balance Sheet
December 31,~
~
~Assets:3
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~
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~
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~
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~
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~
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~
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!!! !?!"net#Other assets~
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1N11~
112Total liabilities~
222~
2j23Stockholders' equity:333/4'Preferred stock  $0.01 par value; 10.04445shares authorized:6%Redeemable Preferred Stock; $0.01 par~
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8
AGNC Investment Corp.10K
02/27/2017Income Statement
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For the year ended December 31,~
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*******************AGNC Investment Corp.10K
02/27/2017Shareholders' Equity
Preferred Stock
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AGNC Investment Corp.10K
02/27/2017
Cash Flows
'
For the year ended December 31,~
~
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zOperating activities:
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~
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~
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AGNC Investment Corp.10K
02/27/2017%Note 3. Investment Securities
December 31, 2016Investment Securities Amortized
Gross
Gross
Fair ValueCost
Unrealized
Unrealized
Gain
LossAgency RMBS:
Fixed rate~
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~
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AGNC Investment Corp.10K
02/27/2017%Note 3. Investment Securities
December 31, 2015Investments Securities Amortized
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02/27/2017%Note 3. Investment Securities
December 31, 2016Agency RMBS
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AGNC Investment Corp.10K
02/27/2017%Note 3. Investment Securities
December 31, 2015Agency RMBS
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AGNC Investment Corp.10K
02/27/2017%Note 3. Investment Securities
December 31, 2016
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02/27/2017%Note 3. Investment Securities
December 31, 2016
December 31, 20155Estimated Weighted Average Life of Securities
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AGNC Investment Corp.10K
02/27/2017%Note 3. Investment Securities
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02/27/2017<4 77Gains and Losses on Sale of Investment Securities
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AGNC Investment Corp.10K
02/27/2017Repurchase Agreements
December 31, 2016
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02/27/2017'Federal Home Loan Bank Advances
December 31, 2016
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AGNC Investment Corp.10K
02/27/2017SKDerivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
December 31,0(Derivative and Other Hedging InstrumentsBalance Sheet Location~
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AGNC Investment Corp.10K
02/27/2017SKDerivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
December 31, 2016
December 31, 2015!Payer Interest Rate SwapsNotionalAverageAverage
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AGNC Investment Corp.10K
02/27/2017SKDerivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
Payer Swaptions
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AGNC Investment Corp.10K
02/27/2017SKDerivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
U.S. Treasury Securities
December 31, 2016
December 31, 2015Maturity&Face Amount Net Long / (Short)
Cost Basis
Net
&Face Amount Net Long / (Short)
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Fair Value
Fair Value
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!!!
!!!!!!!!AGNC Investment Corp.10K
02/27/2017SKDerivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
U.S. Treasury Futures
December 31, 2016
December 31, 2015MaturityNotionalCost
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!!!!!!!!!!!!!!!!!!!AGNC Investment Corp.10K
02/27/2017SKDerivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
December 31, 2016
December 31, 2015 TBA Securities by CouponNotionalCost
Market
Net Carrying Value 4NotionalCostMarketNet Carrying Value 4Amount  Long (Short) 1Basis 2
Value 3
Amount  Long (Short) 1Basis 2Value 3
15Year TBA securities:
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~
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~
~
~
~
~
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~
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AGNC Investment Corp.10K
02/27/2017^V_____________________Gain (Loss) From Derivative Instruments and Other Securities, Net
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AGNC Investment Corp.10K
02/27/2017^V_____________________Gain (Loss) From Derivative Instruments and Other Securities, Net
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AGNC Investment Corp.10K
02/27/2017^V_____________________Gain (Loss) From Derivative Instruments and Other Securities, Net
Fiscal Year 20140(Derivative and Other Hedging InstrumentsNotional Amount Additions Settlement, Termination,Notional Amount Amount ofDecember 31, 2013
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AGNC Investment Corp.10K
02/27/2017^V_____________________Gain (Loss) From Derivative Instruments and Other Securities, Net
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AGNC Investment Corp.10K
02/27/2017+# 84Assets Pledged to Counterparties
December 31, 2016( Assets Pledged to Counterparties/'Repurchase Agreements and FHLB Advances!Debt of Consolidated VIEs
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AGNC Investment Corp.10K
02/27/2017+# 84Assets Pledged to Counterparties
December 31, 2015( Assets Pledged to Counterparties/'Repurchase Agreements and FHLB Advances!Debt of Consolidated VIEs
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AGNC Investment Corp.10K
02/27/2017+# 84Assets Pledged to Counterparties
December 31, 2016
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02/27/2017*"Assets Pledged from Counterparties
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December 31, 2016
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02/27/2017TLNote 12. Business Combination  Acquisition of AGNC Mortgage Management, LLC
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Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
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Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage!Interest Expense and Cost of Fu Interest Expense and Cost (1) Interest Expense and Cost (2) Interest Expense and Cost (3)!Net Spread and Dollar Roll Inco!Gain Loss on Sale of Investment!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)! 44Other Comprehensive Income L Interest Income and Asset (2) Interest Income and Asset (3)Leverage (1)! 46Interest Expense and Cost of 46Interest Expense and (1) 46Interest Expense and (2) 46Interest Expense and (3)Net Spread and Dollar (1)! 48Gain Loss on Sale of InvestmGain Loss on Derivative (1)Dividends and Income (2)Dividends and Income (3)!Other Comprehensive Income LossDebt CapitalRepurchase Agreements!AGGREGATE CONTRACTUAL OBLIGATIOInterest Rate Risk
Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1) 97Item 15 Exhibits and (1)!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }}$ }y<
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AGNC Investment Corp.10K
02/27/2017>6 97Item 15. Exhibits and Financial Statement Schedules
Exhibit No.
Description*2.10(Purchase and Sale Agreement, dated as of
3
+May 23, 2016, by and among American Capital/'Asset Management, LLC, American Capital3+Mortgage Management, LLC, American Capital,/'Ltd. and American Capital Agency Corp.,0(incorporated by reference to Exhibit 2.1/'of Form 8K (File No. 00134057), filed
May 25, 2016.*3.12*AGNC Investment Corp. Amended and Restated1)Certificate of Incorporation, as amended,3+incorporated herein by reference to Exhibit803.1 of Form 10Q for the quarter ended September530, 2016 (File No. 00134057), filed November7, 2016.*3.2/'AGNC Investment Corp. Third Amended and1)Restated Bylaws, as amended, incorporated2*herein by reference to Exhibit 3.2 of Form0(10Q for the quarter ended September 30,D lk_SG;2Mm+G !"#$%&'()*+,./0123456789:;<=>? 1 )2016 (File No. 00134057), filed November!!!7, 2016.""#*3.3##%Certificate of Designations of 8.000%$$0$(Series A Cumulative Redeemable Preferred%%/%'Stock, incorporated herein by reference&&7&/to Exhibit 3.1 of Form 8K (File No 00134057),'''filed April 3, 2012.(()*3.4))%Certificate of Designations of 7.750%**0*(Series B Cumulative Redeemable Preferred++/+'Stock, incorporated herein by reference,,8,0to Exhibit 3.3 of Form 8A (File No. 00134057),filed May 7, 2014.../*4.1/2/*Instruments defining the rights of holders0040,of securities: See Article IV of our Amended1121*and Restated Certificate of Incorporation,2242,as amended, incorporated herein by reference3333+to Exhibit 3.1 of Form 10Q for the quarter4454ended September 30, 2016 (File No. 00134057)555filed November 7, 2016.667*4.2727*Instruments defining the rights of holders8828*of securities: See Article VI of our Third9909(Amended and Restated Bylaws, as amended,::3:+incorporated herein by reference to Exhibit;;8;03.2 of Form 10Q for the quarter ended September<<4<,30, 2016 (File No. 00134057) filed November===7, 2016.>>?*4.3?:?2Form of Certificate for Common Stock, incorporatedD
lo"8Ozbr"G/CP$@ABCDEFGHIJKLMNOPQRSTUVWXYZ[\]^_@@2@*herein by reference to Exhibit 4.3 of FormAA0A(10Q for the quarter ended September 30,BB1B)2016 (File No. 00134057), filed NovemberCCC7, 2016.DDE*4.4E6E.Specimen 8.000% Series A Cumulative RedeemableFF1F)Preferred Stock Certificate, incorporatedGG2G*herein by reference to Exhibit 4.1 of FormHH0H(8K (File No. 00134057), filed April 3,II~
IrJJK*4.5K6K.Specimen 7.750% Series B Cumulative RedeemableLL1L)Preferred Stock Certificate, incorporatedMM2M*herein by reference to Exhibit 4.1 of FormNN4N,8A (File No. 00134057), filed May 7, 2014.OOP*4.6P3P+Deposit Agreement, dated May 8, 2014, amongQQ4Q,American Capital Agency Corp., ComputershareRRR%Inc. and Computershare Trust Company,SS1S)N.A., jointly as depositary, incorporatedTT2T*herein by reference to Exhibit 4.2 of FormUU4U,8K (File No. 00134067), filed May 8, 2014.VVW*4.7W0W(Form of Depositary Receipt, incorporatedXX2X*herein by reference to Exhibit 4.3 of FormYY4Y,8K (File No. 00134067), filed May 8, 2014.ZZ[?*10.1[[%Third Amended and Restated Employment\\/\'Agreement, dated September 22, 2014, as]]3]+amended on November 1, 2016, by and between^^.^&AGNC Mortgage Management, LLC and Gary__._&Kain, incorporated herein by referenceD
lf2rZi^z*t$r#`abcdefghijklmnopqrstuvw``9`1to Exhibit 10.1 of Form 8K (File No. 00134057),aaafiled November 4, 2016.bbc?*10.2c2c*Amended and Restated Employment Agreement,dd4d,dated March 30, 2012, as amended on Novemberee9e11, 2016, by and between AGNC Mortgage Management,ff/f'LLC and Peter J. Federico, incorporatedgg3g+herein by reference to Exhibit 10.2 of Formhh0h(8K (File No. 00134057), filed Novemberiii4, 2016.jjk?*10.3k2k*Amended and Restated Employment Agreement,ll4l,dated March 30, 2012, as amended on Novembermm9m11, 2016, by and between AGNC Mortgage Management,nn2n*LLC and Christopher J. Kuehl, incorporatedoo3o+herein by reference to Exhibit 10.3 of Formpp0p(8K (File No. 00134057), filed Novemberqqq4, 2016.rrst$u____________________________1v)Created by Morningstar Document Research.0w(http://documentresearch.morningstar.com/4zpX_yM5
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Balance SheetIncome Statement Item 6 Selected Financial Data 30Market Information 30Market Infor (1) 30Market Infor (2) 30Market Infor (3) 30Market Infor (4)!Interest Income and Asset Yield Interest Income and Asset (1)
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Spread RiskBalance Sheet (1)Income Statemen (1)Shareholders Equity
Cash FlowsNote 3 Investment SecuritiesNote 3 Investment (1)Note 3 Investment (2)Note 3 Investment (3)Note 3 Investment (4)Note 3 Investment (5)Note 3 Investment (6)! 77Gains and Losses on Sale of Repurchase Agre (1)!Federal Home Loan Bank Advances!Derivative and Other Hedging InDerivative and Other (1)Derivative and Other (2)Derivative and Other (3)Derivative and Other (4)Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 84Assets Pledged to Counterpar 84Assets Pledged to (1) 84Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) Distributions to Stockholders!Accumulated Other ComprehensiveAccumulated Other (1)! 90Note 9 Equity Incentive Plan!Note 12 Business Combination AcNote 12 Business (1)!Note 13 Quarterly Results Unaud Note 13 Quarterly Results (1)! 97Item 15 Exhibits and Financi!Memorandum and Acceptance Agree Memorandum and Acceptance (1)!Ratio of Earnings to Fixed CharU }}$ }I;
AGNC Investment Corp.10K
02/27/2017>6 97Item 15. Exhibits and Financial Statement Schedules
?*10.4
1
)Letter Agreement, dated December 1, 2015,2*as amended on July 1, 2016, by and between%American Capital Mortgage Management,
4
,LLC and Bernice E. Bell, incorporated herein0(by reference to Exhibit 10.4 of Form 8K1)(File No. 00134057), filed July 8, 2016.?*10.50(Retention Bonus Grant Letter, dated July0(1, 2016, by and between American Capital/'Mortgage Management, LLC and Bernice E..&Bell, incorporated herein by reference91to Exhibit 10.5 of Form 8K (File No. 00134057),filed July 8, 2016.?*10.6,$Transition Services Agreement, dated3+July 1, 2016, by and among American Capital%Agency Corp., American Capital, Ltd.,.&American Capital Asset Management, LLC1)and American Capital Mortgage Management,%LLC, incorporated herein by reference80to Exhibit 2.1 of Form 8K (File No. 00134057),filed July 8, 2016.D lk_SG;vD,CmUo% !"#$%&'()*+,./0123456789:;<=>?
!?10.7!7!/AGNC Investment Corp. 2016 Equity and Incentive""2"*Compensation Plan, as adopted at a Special##0#(Meeting of Stockholders held on December$$ $9, 2016, filed herewith.%%
&?10.8&1&)Form of AGNC Investment Corp. 2016 Equity''2'*and Incentive Compensation Plan Restricted((4(,Stock Unit Agreement for Section 16 Officers))2)*with Employment Contracts, filed herewith.**
+?10.9+1+)Form of AGNC Investment Corp. 2016 Equity,,9,1and Incentive Compensation Plan PerformanceBased3+Restricted Stock Unit Agreement for Section....&16 Officers with Employment Contracts,///filed herewith.001?10.10111)Form of AGNC Investment Corp. 2016 Equity2222*and Incentive Compensation Plan Restricted3343,Stock Unit Agreement for Section 16 officers4454without Employment Contracts, filed herewith.556?10.11616)Form of AGNC Investment Corp. 2016 Equity77971and Incentive Compensation Plan PerformanceBased8838+Restricted Stock Unit Agreement for Section9919)16 officers without Employment Contracts,:::filed herewith.;;<?*10.12<1<)AGNC Mortgage Management, LLC Performance==2=*Incentive Plan  MTGE, incorporated herein>>0>(by reference to Exhibit 10.1 of Form 8K??/?'(File No. 00134057), filed January 27,D
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S:S0S(AGNC Investment Corp. Code of Ethics andTT0T(Conduct, adopted October 18, 2016, filedUUU herewith.VV~
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02/27/2017+#Memorandum and Acceptance Agreement
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AGNC Investment Corp.10K
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