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Balance Sheet&OCONSOLIDATED STATEMENTS OF COMPvShareholders Equity=
Cash Flows%p 9Note 4 Investment Securities\ 9Note 4 Investment (1)N 9Note 4 Investment (2) 9Note 4 Investment (3)?* 9Note 4 Investment (4)B 9Note 4 Investment (5)U 12Gains and LosseshRepurchase Agreements&ȌFederal Home Loan Bank Advances& 15Derivative and Other Hedging# 15Derivative and Other (1)# 15Derivative and Other (2)#} 15Derivative and Other (3)#l 15Derivative and Other (4)#= 15Derivative and Other (5)# 15Derivative and Other (6)&rNGain Loss From Derivative Instr%~hGain Loss From Derivative (1)%Gain Loss From Derivative (2)%՟Gain Loss From Derivative (3)%Gain Loss From Derivative (4)& 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)&cAssets Pledged from Counterpart&$Offsetting Assets and Liabiliti!@Offsetting Assets and (1)\ & 26Accumulated Other Comprehens 26Accumulated Other (1)Y 31Market InformationW 31Market Infor (1) 31Market Infor (2)'= 31Market Infor (3)nBalance Sheet (1)Selected Financial Data&Interest Income and Asset Yield%/Interest Income and Asset (1)Leverage& 39Interest Expense and Cost of# 39Interest Expense and (1)#2 39Interest Expense and (2)#H 39Interest Expense and (3)&\ 41Net Spread and Dollar Roll I&zGain Loss on Sale of Agency Sec&Gain Loss on Derivative Instrum![Dividends and Income Taxes ;Dividends and Income (1)&MOther Comprehensive Income LossRepurchase Agre (1)Interest Rate RiskWSpread Risk0Stock Repurchase Program&@Item 6 Exhibits and Financial S
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }%}$ }
AGNC Investment Corp.10Q
11/06/2015Washington, D.C. 20549
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/(Tsg[7YMA=PF0*8X>
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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~
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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~
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'!Federal Home Loan Bank advances~
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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  $0.01 par value; 600.0 shares4445authorized;66.346.5 and 352.8 shares issued and outstanding,~
666~
667respectively"8Additional paidin capital~
888~
8r89Retained deficit~
9f99~
99.:&Accumulated other comprehensive income~
:::~
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Balance SheetShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
Spread RiskStock Repurchase Program!Item 6 Exhibits and Financial SU }U5}$
5
AGNC Investment Corp.10Q
11/06/20157/CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME
(
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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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X !%Purchases of U.S. Treasury securities~
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1&12interest entities23*Net proceeds from preferred stock issuance 3?33~
334%Payments for common stock repurchases~
444~
445Cash dividends paid~
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556%Net cash used in financing activities~
666~
6.6/7'Net change in cash and cash equivalents~
777~
767.8&Cash and cash equivalents at beginning~
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015' 9Note 4. Investment Securities
September 30, 2015
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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 (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015' 9Note 4. Investment Securities
December 31, 2014
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015' 9Note 4. Investment Securities
December 31, 2014
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5)Repurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and Losses!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015'Federal Home Loan Bank Advances
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015VN 15Derivative and Other Hedging Instrument Assets (Liabilities), at Fair Value
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
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AGNC Investment Corp.10Q
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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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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Net Carrying Value 4NotionalCostMarketNet Carrying Value 4Amount  Long (Short) 1Basis 2
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6) Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4) 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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AGNC Investment Corp.10Q
11/06/2015B:_______________________ 20Assets Pledged to Counterparties
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015B:_______________________ 20Assets Pledged to Counterparties
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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AGNC Investment Corp.10Q
11/06/2015B:_______________________ 20Assets Pledged to Counterparties
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from CounterpartOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and Liabiliti ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1)! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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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
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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
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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
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? 15year
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
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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
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2.97%
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
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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
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Cost
Cost Basis
WAC 3
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CPR 4
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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
~
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
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AGNC Investment Corp.10Q
11/06/2015Selected Financial Data
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Three Months Ended September 30,
'
Nine Months Ended September 30,.&Statement of Comprehensive Income Data~
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~
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data Interest Income and Asset (1)
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield
Leverage! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)! 39Interest Expense and Cost of 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
Leverage 39Interest Expense and (1) 39Interest Expense and (2) 39Interest Expense and (3)! 41Net Spread and Dollar Roll I!Gain Loss on Sale of Agency Sec!Gain Loss on Derivative InstrumDividends and Income TaxesDividends and Income (1)!Other Comprehensive Income LossRepurchase Agre (1)Interest Rate Risk
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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AGNC Investment Corp.10Q
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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/20155Gain (Loss) on Sale of Agency Securities, Net
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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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015Repurchase Agreements
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
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11/06/2015Interest 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 (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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AGNC Investment Corp.10Q
11/06/2015Spread Risk 2
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Balance Sheet!CONSOLIDATED STATEMENTS OF COMPShareholders Equity
Cash Flows 9Note 4 Investment Securities 9Note 4 Investment (1) 9Note 4 Investment (2) 9Note 4 Investment (3) 9Note 4 Investment (4) 9Note 4 Investment (5) 12Gains and LossesRepurchase Agreements!Federal Home Loan Bank Advances! 15Derivative and Other Hedging 15Derivative and Other (1) 15Derivative and Other (2) 15Derivative and Other (3) 15Derivative and Other (4) 15Derivative and Other (5) 15Derivative and Other (6)!Gain Loss From Derivative Instr Gain Loss From Derivative (1) Gain Loss From Derivative (2) Gain Loss From Derivative (3) Gain Loss From Derivative (4)! 20Assets Pledged to Counterpar 20Assets Pledged to (1) 20Assets Pledged to (2)!Assets Pledged from Counterpart!Offsetting Assets and LiabilitiOffsetting Assets and (1) ! 26Accumulated Other Comprehens 26Accumulated Other (1) 31Market Information 31Market Infor (1) 31Market Infor (2) 31Market Infor (3)Balance Sheet (1)Selected Financial Data!Interest Income and Asset Yield Interest Income and Asset (1)
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11/06/2015 Stock Repurchase Program
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11/06/2015:2Item 6. Exhibits and Financial Statement Schedules
Exhibit No.
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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[\]^_@@~
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