{"id":517639,"date":"2021-07-26T16:04:27","date_gmt":"2021-07-26T20:04:27","guid":{"rendered":"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/"},"modified":"2021-07-26T16:04:27","modified_gmt":"2021-07-26T20:04:27","slug":"agnc-investment-corp-announces-second-quarter-2021-financial-results","status":"publish","type":"post","link":"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/","title":{"rendered":"AGNC Investment Corp. Announces Second Quarter 2021 Financial Results"},"content":{"rendered":"<div class=\"xn-newslines\">\n<p class=\"xn-distributor\">PR Newswire<\/p>\n<\/p><\/div>\n<div class=\"xn-content\">\n<p>\n        <span class=\"xn-location\">BETHESDA, Md.<\/span>, <span class=\"xn-chron\">July 26, 2021<\/span> \/PRNewswire\/ &#8212; AGNC Investment Corp. (&#8220;AGNC&#8221; or the &#8220;Company&#8221;) (Nasdaq: AGNC) today announced financial results for the quarter ended <span class=\"xn-chron\">June 30, 2021<\/span>. <\/p>\n<p>\n        <b>SECOND QUARTER 2021 FINANCIAL HIGHLIGHTS <\/b>\n      <\/p>\n<ul type=\"disc\">\n<li>\n          <span class=\"xn-money\">$(0.97)<\/span> comprehensive loss per common share, comprised of: <\/li>\n<ul type=\"circle\">\n<li>\n            <span class=\"xn-money\">$(0.83)<\/span> net loss per common share <\/li>\n<li>\n            <span class=\"xn-money\">$(0.15)<\/span> other comprehensive loss (&#8220;OCI&#8221;) per common share on investments marked-to-market through OCI<\/li>\n<\/ul>\n<li>\n          <span class=\"xn-money\">$0.76<\/span> net spread and dollar roll income per common share, excluding estimated &#8220;catch-up&#8221; premium amortization cost <sup>1<\/sup><\/li>\n<ul type=\"circle\">\n<li>Includes <span class=\"xn-money\">$0.31<\/span> per common share of dollar roll income associated with the Company&#8217;s <span class=\"xn-money\">$28.1 billion<\/span> average net long position in forward purchases and sales of Agency mortgage-backed securities (&#8220;MBS&#8221;) in the &#8220;to-be-announced&#8221; (&#8220;TBA&#8221;) market <\/li>\n<li>Excludes <span class=\"xn-money\">$(0.13)<\/span> per common share of estimated &#8220;catch-up&#8221; premium amortization cost due to change in projected constant prepayment rate (&#8220;CPR&#8221;) estimates<\/li>\n<\/ul>\n<li>\n          <span class=\"xn-money\">$16.39<\/span> tangible net book value per common share as of <span class=\"xn-chron\">June 30, 2021<\/span><\/li>\n<ul type=\"circle\">\n<li>Decreased <span class=\"xn-money\">$(1.33)<\/span> per common share, or -7.5%, from <span class=\"xn-money\">$17.72<\/span> per common share as of <span class=\"xn-chron\">March 31, 2021<\/span><\/li>\n<\/ul>\n<li>\n          <span class=\"xn-money\">$0.36<\/span> dividends declared per common share for the second quarter <\/li>\n<li>-5.5% economic return on tangible common equity for the quarter <\/li>\n<ul type=\"circle\">\n<li>Comprised of <span class=\"xn-money\">$0.36<\/span> dividends per common share and <span class=\"xn-money\">$(1.33)<\/span> decrease in tangible net book value per common share<\/li>\n<\/ul>\n<\/ul>\n<p>\n        <b>OTHER SECOND QUARTER HIGHLIGHTS <\/b>\n      <\/p>\n<ul type=\"disc\">\n<li>\n          <span class=\"xn-money\">$87.5 billion<\/span> investment portfolio as of <span class=\"xn-chron\">June 30, 2021<\/span>, comprised of: <\/li>\n<ul type=\"circle\">\n<li>\n            <span class=\"xn-money\">$58.1 billion<\/span> Agency MBS <\/li>\n<li>\n            <span class=\"xn-money\">$27.4 billion<\/span> net TBA mortgage position <\/li>\n<li>\n            <span class=\"xn-money\">$2<\/span>.0\u00a0billion credit risk transfer (&#8220;CRT&#8221;) and non-Agency securities <sup>2<\/sup><\/li>\n<\/ul>\n<li>7.9x tangible net book value &#8220;at risk&#8221; leverage as of <span class=\"xn-chron\">June 30, 2021<\/span><\/li>\n<ul type=\"circle\">\n<li>7.6x average tangible net book value &#8220;at risk&#8221; leverage for the quarter<\/li>\n<\/ul>\n<li>Cash and unencumbered Agency MBS totaled approximately <span class=\"xn-money\">$4.7 billion<\/span> as of <span class=\"xn-chron\">June 30, 2021<\/span><\/li>\n<ul type=\"circle\">\n<li>Excludes unencumbered CRT and non-Agency securities and assets held at the Company&#8217;s broker-dealer subsidiary, Bethesda Securities<\/li>\n<\/ul>\n<li>25.7% portfolio CPR for the quarter <\/li>\n<ul type=\"circle\">\n<li>11.6% average projected portfolio CPR as of <span class=\"xn-chron\">June 30, 2021<\/span><\/li>\n<\/ul>\n<li>2.09% annualized net interest spread and TBA dollar roll income for the quarter, excluding estimated &#8220;catch-up&#8221; premium amortization cost <\/li>\n<ul type=\"circle\">\n<li>Excludes -33 bps of &#8220;catch-up&#8221; premium amortization cost due to change in projected CPR estimates<\/li>\n<\/ul>\n<\/ul>\n<div>\n<table id=\"convertedTablebaf3\" cellspacing=\"0\" cellpadding=\"0\" border=\"0\" class=\"prnsbt0 prnsbr0 prnbcc prnsbb0 prnsbl0\">\n<tr>\n<td class=\"prngen3\">\n              \n            <\/td>\n<td class=\"prngen3\">\n              \n            <\/td>\n<td class=\"prngen3\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td class=\"prngen4\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen4\">\n              \n            <\/td>\n<td colspan=\"10\" class=\"prngen5\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen4\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.<\/span>\n              <\/p>\n<\/td>\n<td colspan=\"10\" class=\"prngen5\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Represents a non-GAAP measure. Please refer to a reconciliation to the most applicable GAAP measure and additional information regarding the use of non-GAAP financial information later in this release.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen4\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.<\/span>\n              <\/p>\n<\/td>\n<td colspan=\"10\" class=\"prngen5\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Includes $0.3 billion of forward settling non-Agency securities reported in derivative assets on the Company&#8217;s accompanying balance sheet.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<\/table><\/div>\n<p>\n        <b>MANAGEMENT REMARKS<\/b>\n      <\/p>\n<p>&#8220;Many of the positive trends that drove the strong performance of the Agency MBS market in the first quarter of 2021 reversed in the second quarter. MBS spreads to benchmark rates widened markedly throughout May and June, which led to underperformance of Agency MBS relative to our hedges,&#8221; said <span class=\"xn-person\">Peter Federico<\/span>, the Company&#8217;s President and Chief Executive Officer. &#8220;Higher coupon Agency MBS, the strongest performers in the first quarter, were the weakest performers in the second quarter as the decline in prepayment speeds that many had anticipated from higher mortgage rates did not materialize. Lower coupon generic Agency MBS also modestly underperformed hedges due primarily to evolving expectations about the timing of the Federal Reserve&#8217;s eventual tapering of its Agency MBS purchases. As a result of these factors, AGNC&#8217;s economic return in the second quarter was negative 5.5%.\u00a0\u00a0 <\/p>\n<p>&#8220;Year-to-date, AGNC has generated a positive economic return of 2.4%. Importantly, this was achieved despite significant interest rate volatility, elevated prepayment speeds, and an accelerated outlook for the normalization of Fed monetary policy. The spread widening that occurred in the second quarter reflects these changing market conditions. As we enter the second half of 2021, we believe that Agency MBS now have a more balanced investment backdrop. With our low leverage profile, AGNC is well-positioned to take advantage of more attractive investment opportunities as they arise.&#8221;\u00a0\u00a0\u00a0\u00a0\u00a0 <\/p>\n<p>&#8220;AGNC continued to generate strong net spread and dollar roll income in the second quarter of 2021, totaling <span class=\"xn-money\">$0.76<\/span> per common share, excluding estimated &#8216;catch-up&#8217; premium amortization cost,&#8221; said <span class=\"xn-person\">Bernice Bell<\/span>, the Company&#8217;s Chief Financial Officer. &#8220;Favorable short-term funding, attractive TBA dollar roll opportunities, and stable hedging cost drove this favorable earnings performance. Also noteworthy, &#8216;at risk&#8217; leverage at quarter end totaled 7.9x tangible equity, or only modestly higher than 7.7x as of our prior quarter end despite the decline in tangible net book value.&#8221;<\/p>\n<p>\n        <b>TANGIBLE NET BOOK VALUE PER COMMON SHARE<\/b>\n      <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s tangible net book value per common share was <span class=\"xn-money\">$16.39<\/span> per share, a decrease of -7.5% for the quarter compared to <span class=\"xn-money\">$17.72<\/span> per share as of <span class=\"xn-chron\">March 31<\/span>, 2021.\u00a0 The Company&#8217;s tangible net book value per common share excludes <span class=\"xn-money\">$526 million<\/span>, or <span class=\"xn-money\">$1.00<\/span> per share, of goodwill as of <span class=\"xn-chron\">June 30, 2021<\/span> and <span class=\"xn-chron\">March 31, 2021<\/span>.<\/p>\n<p>\n        <b>INVESTMENT PORTFOLIO<\/b>\n      <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s investment portfolio totaled <span class=\"xn-money\">$87.5 billion<\/span>, comprised of:<\/p>\n<ul type=\"disc\">\n<li>\n          <span class=\"xn-money\">$85.5 billion<\/span> of Agency MBS and TBA securities, including: <\/li>\n<ul type=\"circle\">\n<li>\n            <span class=\"xn-money\">$85.1 billion<\/span> of fixed-rate securities, comprised of: <\/li>\n<ul type=\"square\">\n<li>\n              <span class=\"xn-money\">$49.7 billion<\/span> 30-year MBS, <\/li>\n<li>\n              <span class=\"xn-money\">$26.6 billion<\/span> 30-year TBA securities, <\/li>\n<li>\n              <span class=\"xn-money\">$5.6 billion<\/span> 15-year MBS, <\/li>\n<li>\n              <span class=\"xn-money\">$0.8 billion<\/span> 15-year TBA securities, and <\/li>\n<li>\n              <span class=\"xn-money\">$2.5 billion<\/span> 20-year MBS; and<\/li>\n<\/ul>\n<li>\n            <span class=\"xn-money\">$0.4 billion<\/span> of collateralized mortgage obligations (&#8220;CMOs&#8221;), adjustable-rate and other Agency securities; and<\/li>\n<\/ul>\n<li>\n          <span class=\"xn-money\">$2<\/span>.0\u00a0billion of CRT and non-Agency securities, including <span class=\"xn-money\">$0.3 billion<\/span> of forward settling non-Agency securities.<\/li>\n<\/ul>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, 30-year and 15-year fixed-rate Agency securities represented 87% and 7%, respectively, of the Company&#8217;s investment portfolio, compared to 80% and 15%, respectively, as of <span class=\"xn-chron\">March 31, 2021<\/span>. <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s fixed-rate securities&#8217; weighted average coupon was 2.93%, compared to 2.95% as of <span class=\"xn-chron\">March 31, 2021<\/span>, comprised of the following weighted average coupons:<\/p>\n<ul type=\"disc\">\n<li>2.98% for 30-year fixed-rate securities; <\/li>\n<li>2.55% for 15-year fixed rate securities; and <\/li>\n<li>2.47% for 20-year fixed-rate securities. <\/li>\n<\/ul>\n<p>The Company accounts for TBA securities (or &#8220;dollar roll funded assets&#8221;) and forward settling non-Agency securities as derivative instruments and recognizes dollar roll income in other gain (loss), net on the Company&#8217;s financial statements.\u00a0 As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s TBA and forward settling non-Agency securities position had a fair value of <span class=\"xn-money\">$27.7 billion<\/span> and a GAAP net carrying value of <span class=\"xn-money\">$79 million<\/span> reported in derivative assets\/(liabilities) on the Company&#8217;s balance sheet, compared to <span class=\"xn-money\">$24.8 billion<\/span> and <span class=\"xn-money\">$(576) million<\/span>, respectively, as of <span class=\"xn-chron\">March 31, 2021<\/span>.<\/p>\n<p>\n        <b>CONSTANT PREPAYMENT RATES<\/b>\n      <\/p>\n<p>The Company&#8217;s investment portfolio had a weighted average CPR of 25.7% for the second quarter, compared to 24.6% for the prior quarter. The weighted average projected CPR for the remaining life of the Company&#8217;s Agency securities held as of <span class=\"xn-chron\">June 30, 2021<\/span> increased to 11.6% from 11.3% as of <span class=\"xn-chron\">March 31, 2021<\/span>, as lower rates and moderately faster prepayment assumptions were largely offset by changes in portfolio composition during the second quarter.<\/p>\n<p>The weighted average cost basis of the Company&#8217;s investment portfolio was 103.7% of par value as of <span class=\"xn-chron\">June 30, 2021<\/span>. Premium amortization cost for the Company&#8217;s investment portfolio for the second quarter was <span class=\"xn-money\">$(204) million<\/span>, or <span class=\"xn-money\">$(0.39)<\/span> per common share, which includes &#8220;catch-up&#8221; premium amortization cost of <span class=\"xn-money\">$(71) million<\/span>, or <span class=\"xn-money\">$(0.13)<\/span> per common share, due to an increase in the Company&#8217;s projected CPR estimates for securities acquired prior to the second quarter. This compares to a net premium amortization benefit for the prior quarter of <span class=\"xn-money\">$76 million<\/span>, or <span class=\"xn-money\">$0.14<\/span> per common share, including a &#8220;catch-up&#8221; premium amortization benefit of <span class=\"xn-money\">$213 million<\/span>, or <span class=\"xn-money\">$0.40<\/span> per common share. <\/p>\n<p>\n        <b>ASSET YIELDS, COST OF FUNDS AND NET INTEREST RATE SPREAD <\/b>\n      <\/p>\n<p>The Company&#8217;s average asset yield on its investment portfolio, excluding the TBA position, was 1.73% for the second quarter, compared to 3.78% for the prior quarter.\u00a0 Excluding &#8220;catch-up&#8221; premium amortization, the Company&#8217;s average asset yield was 2.23% for the second quarter, compared to 2.33% for the prior quarter. Including the TBA position and excluding &#8220;catch-up&#8221; premium amortization, the Company&#8217;s average asset yield for the second quarter was 2.15%, compared to 2.02% for the prior quarter. <\/p>\n<p>For the second quarter, the weighted average interest rate on the Company&#8217;s repurchase agreements was 0.13%, compared to 0.21% for the prior quarter.\u00a0 For the second quarter, the Company&#8217;s TBA position had an implied financing benefit of (0.33)%, compared to a benefit of (0.48)% for the prior quarter.\u00a0 Inclusive of interest rate swaps, the Company&#8217;s combined weighted average cost of funds for the second quarter was 0.06%, compared to 0.02% for the prior quarter.\u00a0 <\/p>\n<p>The Company&#8217;s annualized net interest spread, including the TBA position and interest rate swaps and excluding &#8220;catch-up&#8221; premium amortization, for the second quarter was 2.09%, compared to 2.00% for the prior quarter.\u00a0 <\/p>\n<p>\n        <b>NET SPREAD AND DOLLAR ROLL INCOME<\/b>\n      <\/p>\n<p>The Company recognized net spread and dollar roll income (a non-GAAP financial measure) for the second quarter of <span class=\"xn-money\">$0.76<\/span> per common share, excluding <span class=\"xn-money\">$(0.13)<\/span> per common share of &#8220;catch-up&#8221; premium amortization cost, compared to <span class=\"xn-money\">$0.76<\/span> per common share for the prior quarter, excluding <span class=\"xn-money\">$0.40<\/span> per common share of &#8220;catch-up&#8221; premium amortization benefit.<\/p>\n<p>A reconciliation of the Company&#8217;s net interest income to net spread and dollar roll income and additional information regarding the Company&#8217;s use of non-GAAP measures are included later in this release. <\/p>\n<p>\n        <b>LEVERAGE<\/b>\n      <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, <span class=\"xn-money\">$48.3 billion<\/span> of repurchase agreements, <span class=\"xn-money\">$27.3 billion<\/span> of net TBA dollar roll positions and <span class=\"xn-money\">$0.3 billion<\/span> of forward settling non-Agency securities (at cost), and <span class=\"xn-money\">$0.1 billion<\/span> of other debt were used to fund the Company&#8217;s investment portfolio. The remainder, or approximately <span class=\"xn-money\">$0.4 billion<\/span>, of the Company&#8217;s repurchase agreements was used to fund purchases of U.S. Treasury securities (&#8220;U.S. Treasury repo&#8221;) and is not included in the Company&#8217;s leverage measurements.\u00a0 Inclusive of its TBA and forward settling non-Agency security positions and net payable\/(receivable) for unsettled investment securities, the Company&#8217;s tangible net book value &#8220;at risk&#8221; leverage ratio was 7.9x as of <span class=\"xn-chron\">June 30, 2021<\/span>, compared to 7.7x as of <span class=\"xn-chron\">March 31, 2021<\/span>. The Company&#8217;s average &#8220;at risk&#8221; leverage for the second quarter was 7.6x tangible net book value, compared to 8.0x for the prior quarter. <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s repurchase agreements had a weighted average interest rate of 0.11%, compared to 0.15% as of <span class=\"xn-chron\">March 31, 2021<\/span>, and a weighted average remaining maturity of 54 days, compared to 73 days as of <span class=\"xn-chron\">March 31, 2021<\/span>. As of <span class=\"xn-chron\">June 30, 2021<\/span>, <span class=\"xn-money\">$21.4 billion<\/span>, or 44%, of the Company&#8217;s repurchase agreements were funded through the Company&#8217;s captive broker-dealer subsidiary, Bethesda Securities, LLC. <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s repurchase agreements had remaining maturities of:<\/p>\n<ul type=\"disc\">\n<li>\n          <span class=\"xn-money\">$39.9 billion<\/span> of three months or less; <\/li>\n<li>\n          <span class=\"xn-money\">$1.7 billion<\/span> from three to six months; and <\/li>\n<li>\n          <span class=\"xn-money\">$6.8 billion<\/span> from six to twelve months.<\/li>\n<\/ul>\n<p>\n        <b>HEDGING ACTIVITIES <\/b>\n      <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, interest rate swaps, swaptions and U.S. Treasury positions equaled 97% of the Company&#8217;s outstanding balance of repurchase agreements, TBA position and other debt, compared to 98% as of <span class=\"xn-chron\">March 31, 2021<\/span>.<\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s interest rate swap position totaled <span class=\"xn-money\">$49.7 billion<\/span> in notional amount, or unchanged from <span class=\"xn-chron\">March 31<\/span>, 2021.\u00a0 As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company&#8217;s interest rate swap portfolio had an average fixed pay rate of 0.18%, an average receive rate of 0.06% and an average maturity of 4.4 years, compared to 0.18%, 0.02% and 4.7 years, respectively, as of <span class=\"xn-chron\">March 31, 2021<\/span>. As of <span class=\"xn-chron\">June 30, 2021<\/span>, 74% and 26% of the Company&#8217;s interest rate swap portfolio were linked to the Secured Overnight Financing Rate (&#8220;SOFR&#8221;) and Overnight Index Swap Rate (&#8220;OIS&#8221;), respectively. <\/p>\n<p>As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company had payer swaptions outstanding totaling <span class=\"xn-money\">$11.5 billion<\/span>, compared to <span class=\"xn-money\">$13.2 billion<\/span> as of <span class=\"xn-chron\">March 31<\/span>, 2021.\u00a0 As of <span class=\"xn-chron\">June 30, 2021<\/span>, the Company had net short U.S. Treasury positions outstanding totaling <span class=\"xn-money\">$12.5 billion<\/span>, compared to <span class=\"xn-money\">$16.4 billion<\/span> as of <span class=\"xn-chron\">March 31, 2021<\/span>.<\/p>\n<p>\n        <b>OTHER GAIN (LOSS), NET<\/b>\n      <\/p>\n<p>For the second quarter, the Company recorded a net loss of <span class=\"xn-money\">$(621) million<\/span> in other gain (loss), net, or <span class=\"xn-money\">$(1.18)<\/span> per common share, compared to a net gain of <span class=\"xn-money\">$471 million<\/span>, or <span class=\"xn-money\">$0.88<\/span> per common share, for the prior quarter.\u00a0 Other gain (loss), net for the second quarter was comprised of:<\/p>\n<ul type=\"disc\">\n<li>\n          <span class=\"xn-money\">$25 million<\/span> of net realized gains on sales of investment securities; <\/li>\n<li>\n          <span class=\"xn-money\">$(28) million<\/span> of net unrealized losses on investment securities measured at fair value through net income; <\/li>\n<li>\n          <span class=\"xn-money\">$(19) million<\/span> of interest rate swap periodic costs; <\/li>\n<li>\n          <span class=\"xn-money\">$(381) million<\/span> of net losses on interest rate swaps; <\/li>\n<li>\n          <span class=\"xn-money\">$(313) million<\/span> of net losses on interest rate swaptions; <\/li>\n<li>\n          <span class=\"xn-money\">$(363) million<\/span> of net losses on U.S. Treasury positions; <\/li>\n<li>\n          <span class=\"xn-money\">$162 million<\/span> of TBA dollar roll income; <\/li>\n<li>\n          <span class=\"xn-money\">$234 million<\/span> of net mark-to-market gains on TBA securities; and <\/li>\n<li>\n          <span class=\"xn-money\">$62 million<\/span> of other miscellaneous gains.<\/li>\n<\/ul>\n<p>\n        <b>OTHER COMPREHENSIVE LOSS<\/b>\n      <\/p>\n<p>During the second quarter, the Company recorded an other comprehensive loss of <span class=\"xn-money\">$(77) million<\/span>, or <span class=\"xn-money\">$(0.15)<\/span> per common share, consisting of net unrealized losses on the Company&#8217;s Agency securities recognized through OCI, compared to <span class=\"xn-money\">$(237) million<\/span>, or <span class=\"xn-money\">$(0.44)<\/span> per common share, of other comprehensive loss for the prior quarter.<\/p>\n<p>\n        <b>COMMON STOCK DIVIDENDS<\/b>\n      <\/p>\n<p>During the second quarter, the Company declared dividends of <span class=\"xn-money\">$0.12<\/span> per share to common stockholders of record as of <span class=\"xn-chron\">April 30<\/span>, <span class=\"xn-chron\">May 28<\/span>, and <span class=\"xn-chron\">June 30, 2021<\/span>, respectively, totaling <span class=\"xn-money\">$0.36<\/span> per share for the quarter, which were paid on <span class=\"xn-chron\">May 11<\/span>, <span class=\"xn-chron\">June 9<\/span>, and <span class=\"xn-chron\">July 12, 2021<\/span>, respectively.\u00a0 Since its <span class=\"xn-chron\">May 2008<\/span> initial public offering through the second quarter of 2021, the Company has declared a total of <span class=\"xn-money\">$10.8 billion<\/span> in common stock dividends, or <span class=\"xn-money\">$43.60<\/span> per common share. <\/p>\n<p>\n        <b>FINANCIAL STATEMENTS, OPERATING PERFORMANCE AND PORTFOLIO STATISTICS<\/b>\n      <\/p>\n<p>The following measures of operating performance include net spread and dollar roll income; net spread and dollar roll income, excluding &#8220;catch-up&#8221; premium amortization; economic interest income; economic interest expense; estimated taxable income; and the related per common share measures and financial metrics derived from such information, which are non-GAAP financial measures.\u00a0 Please refer to &#8220;Use of Non-GAAP Financial Information&#8221; later in this release for further discussion of non-GAAP measures.<\/p>\n<div>\n<table cellspacing=\"0\" cellpadding=\"0\" border=\"0\" class=\"prnbcc\">\n<tr>\n<td colspan=\"10\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">AGNC INVESTMENT CORP.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">CONSOLIDATED BALANCE SHEETS<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(in millions, except per share data)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">March 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">December 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">September 30,\u00a0<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Assets:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Agency securities, at fair value (including pledged securities of $49,686, $56,343, $53,698, $55,711 and $69,956, respectively)<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 57,896<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 63,286<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a064,836<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 66,556<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 75,488<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Agency securities transferred to consolidated variable interest entities, at fair value (pledged securities)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">245<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">270<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">295<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">323<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">344<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Credit risk transfer securities, at fair value (including pledged securities of $502, $406, $455, $413 and $479, respectively)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,105<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,073<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">737<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">653<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">712<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Non-Agency securities, at fair value (including pledged securities of $377, $414, $458, $455 and $511, respectively)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">553<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">868<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">546<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">512<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">599<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">U.S. Treasury securities, at fair value (including pledged securities of $397, $0, $0, $0 and $1,136, respectively)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">397<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,181<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Cash and cash equivalents<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">947<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">963<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,017<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">857<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">859<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Restricted cash<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">623<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">813<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,307<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,557<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,306<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Derivative assets, at fair value<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">381<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">698<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">391<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">130<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">140<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Receivable for investment securities sold (including pledged securities of $147, $0, $207, $10 and $480, respectively)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">147<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">50<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">210<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">10<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">489<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Receivable under reverse repurchase agreements<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11,979<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">16,803<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11,748<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8,625<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">7,944<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Goodwill<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Other assets<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen35 prnpr8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">256<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">195<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">204<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">219<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">265<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">\u00a0\u00a0\u00a0\u00a0\u00a0 Total assets<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen12\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 75,055<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen12\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 85,545<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen12\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a081,817<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen12\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 79,968<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen12\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 89,853<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Liabilities:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Repurchase agreements<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 48,737<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 55,056<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a052,366<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 54,566<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 69,685<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Debt of consolidated variable interest entities, at fair value<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">148<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">165<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">177<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">192<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">204<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Payable for investment securities purchased<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3,697<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2,512<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">6,157<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">5,887<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,468<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Derivative liabilities, at fair value<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">14<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">589<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">13<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Dividends payable<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">88<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">88<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">90<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">90<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">92<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Obligation to return securities borrowed under reverse repurchase agreements, at fair value<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">10,920<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">15,090<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11,727<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8,372<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">7,929<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Accounts payable and other liabilities<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">783<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">681<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">219<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">128<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">122<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">\u00a0\u00a0\u00a0\u00a0\u00a0 Total liabilities<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">64,387<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">74,181<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">70,738<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">69,248<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">79,503<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Stockholders&#8217; equity:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Preferred Stock &#8211; aggregate liquidation preference of $1,538<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,489<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,489<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,489<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,489<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,489<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Common stock &#8211; $0.01 par value; 524.9, 524.9, 539.5, 545.2 and 555.5 shares issued and outstanding, respectively<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">5<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">5<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">5<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">5<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">6<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Additional paid-in capital<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">13,741<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">13,736<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">13,972<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">14,053<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">14,191<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Retained deficit<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(4,972)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(4,348)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(5,106)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(5,661)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(6,100)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Accumulated other comprehensive income<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">405<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">482<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">719<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">834<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">764<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">\u00a0\u00a0\u00a0\u00a0\u00a0 Total stockholders&#8217; equity<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">10,668<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11,364<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11,079<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">10,720<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen13\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">10,350<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">\u00a0\u00a0\u00a0\u00a0\u00a0 Total liabilities and stockholders&#8217; equity<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prnsbtb1 prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 75,055<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 85,545<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a081,817<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 79,968<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 89,853<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prnsbtbl prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen16\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prnsbtb1 prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen16\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen16\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Tangible net book value per common share <b><sup>1<\/sup><\/b><\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 16.39<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 17.72<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a016.71<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 15.88<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 14.92<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<\/table><\/div>\n<p \/>\n<p>\u00a0<\/p>\n<p>\u00a0<\/p>\n<div>\n<table cellspacing=\"0\" cellpadding=\"0\" border=\"0\" class=\"prnbcc\">\n<tr>\n<td colspan=\"10\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">AGNC INVESTMENT CORP.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">CONSOLIDATED STATEMENTS OF OPERATIONS<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(in millions, except per share data)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td colspan=\"9\" class=\"prngen19\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Three Months Ended<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">March 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">December 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">September 30,\u00a0<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Interest income:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest income<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0249<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0557<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0235<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0364<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0429<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest expense<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">17<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">29<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">52<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">62<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">134<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net interest income<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">232<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">528<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">183<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">302<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">295<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Other gain (loss), net:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Realized gain (loss) on sale of investment securities, net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen22\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(13)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">133<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">346<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">153<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Unrealized gain (loss) on investment securities measured at fair value through net income, net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen22\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(28)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen22\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(955)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen22\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(192)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen22\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(365)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">679<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Gain (loss) on derivative instruments and other securities, net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen23\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(618)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen24\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1,439<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen24\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">676<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen24\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">400<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen23\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(385)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen25\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Total other gain (loss), net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen23\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(621)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen24\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">471<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen24\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">617<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen24\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">381<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen24\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">447<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Expenses:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<td class=\"prngen21\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Compensation and benefits<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">12<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">16<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">17<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">13<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">13<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Other operating expense<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">10<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen25\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Total operating expense<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">22<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">24<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">21<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">24<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Net income (loss)<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(411)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">975<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">775<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">662<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">718<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Dividend on preferred stock<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Net income (loss) available (attributable) to common stockholders<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prnsbts prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0(436)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prnsbts prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0950<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0750<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0637<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0693<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Net income (loss)<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0(411)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0975<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0775<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0662<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0718<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Unrealized gain (loss) on investment securities measured at fair value through other comprehensive income (loss), net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(77)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(237)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(115)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">70<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">203<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Comprehensive income (loss)<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(488)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">738<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">660<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">732<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">921<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Dividend on preferred stock<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Comprehensive income (loss) available (attributable) to common stockholders<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen26\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0(513)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0713<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0635<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0707<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0896<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Weighted average number of common shares outstanding &#8211; basic<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526.6<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">533.7<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">544.8<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">553.2<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">560.3<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Weighted average number of common shares outstanding &#8211; diluted<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526.6<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">535.6<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">546.4<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">554.3<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">560.8<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Net income (loss) per common share &#8211; basic<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen26\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ (0.83)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 1.78<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.38<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.15<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 1.24<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Net income (loss) per common share &#8211; diluted<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen26\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ (0.83)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 1.77<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.37<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.15<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 1.24<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Comprehensive income (loss) per common share &#8211; basic<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen26\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ (0.97)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 1.34<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.17<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.28<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 1.60<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Comprehensive income (loss) per common share &#8211; diluted<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen26\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ (0.97)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 1.33<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.16<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 1.28<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 1.60<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Dividends declared per common share<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 0.36<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 0.36<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.36<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.36<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen27\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 0.36<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<\/table><\/div>\n<p \/>\n<p>\u00a0<\/p>\n<p>\u00a0<\/p>\n<div>\n<table cellspacing=\"0\" cellpadding=\"0\" border=\"0\" class=\"prnbcc\">\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">AGNC INVESTMENT CORP.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">RECONCILIATION OF GAAP NET INTEREST INCOME TO NET SPREAD AND DOLLAR ROLL INCOME (NON-GAAP MEASURE) <sup>2<\/sup><\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(in millions, except per share data)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td colspan=\"9\" nowrap=\"nowrap\" class=\"prngen19\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Three Months Ended<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">March 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">December 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">September 30,\u00a0<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">GAAP net interest income:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest income<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 249<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0557<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0235<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0364<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 429<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest expense<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">17<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">29<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">52<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">62<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">134<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">GAAP net interest income<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">232<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">528<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">183<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">302<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">295<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">\u00a0\u00a0TBA dollar roll income, net <sup>3,4<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">162<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">154<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">176<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">155<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">78<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest rate swap periodic cost, net <sup>3,8<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(19)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(12)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(7)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(13)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(59)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Other interest and dividend income <sup>3<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Adjusted net interest and dollar roll income<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">375<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">670<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">352<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">444<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">315<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">\u00a0\u00a0 Operating expense<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(22)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(24)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(25)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(21)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(24)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net spread and dollar roll income<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">353<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">646<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">327<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">423<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">291<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">\u00a0\u00a0 Dividend on preferred stock<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net spread and dollar roll income available to common stockholders<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">328<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">621<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">302<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">398<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">266<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Estimated &#8220;catch-up&#8221; premium amortization cost (benefit) due to change in CPR forecast <sup>11<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">71<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(213)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">107<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">50<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">57<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net spread and dollar roll income, excluding &#8220;catch-up&#8221; premium amortization, available to common stockholders<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 399<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0408<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0409<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0448<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 323<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Weighted average number of common shares outstanding &#8211; basic<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526.6<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">533.7<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">544.8<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">553.2<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">560.3<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Weighted average number of common shares outstanding &#8211; diluted<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">528.3<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">535.6<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">546.4<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">554.3<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">560.8<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net spread and dollar roll income per common share &#8211; basic<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.62<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 1.16<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.55<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.72<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.47<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net spread and dollar roll income per common share &#8211; diluted<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.62<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 1.16<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.55<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.72<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.47<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net spread and dollar roll income, excluding &#8220;catch-up&#8221; premium amortization, per common share &#8211; basic<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.76<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 0.76<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.75<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.81<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.58<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net spread and dollar roll income, excluding &#8220;catch-up&#8221; premium amortization, per common share &#8211; diluted<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.76<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 0.76<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.75<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.81<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.58<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<\/table><\/div>\n<p \/>\n<p>\u00a0<\/p>\n<p>\u00a0<\/p>\n<div>\n<table cellspacing=\"0\" cellpadding=\"0\" border=\"0\" class=\"prnbcc\">\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">AGNC INVESTMENT CORP.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">RECONCILIATION OF GAAP NET INCOME TO ESTIMATED TAXABLE INCOME (NON-GAAP MEASURE) <sup>2<\/sup><\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(in millions, except per share data)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td colspan=\"9\" nowrap=\"nowrap\" class=\"prngen19\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Three Months Ended<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">March 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">December 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">September 30,\u00a0<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen8\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net income\/(loss)<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ (411)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0975<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0775<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0662<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 718<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Book to tax differences:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Premium amortization, net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(269)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">44<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(11)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">22<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Realized gain\/loss, net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">43<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(1,494)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(548)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(472)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net capital loss\/(utilization of net capital loss carryforward)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">52<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">89<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(426)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Unrealized (gain)\/loss, net<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">152<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">545<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(121)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">354<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(291)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Other<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">5<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(10)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">5<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(2)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Total book to tax differences<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">253<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(1,139)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(620)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(129)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(697)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">REIT taxable income (loss)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(158)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(164)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">155<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">533<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">21<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">REIT taxable income attributed to preferred stock<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">REIT taxable income (loss), attributed to common stock<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prnsbtb1 prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ (158)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen29\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 (164)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0130<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen15\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0508<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen29\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 (4)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Weighted average common shares outstanding &#8211; basic<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526.6<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">533.7<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">544.8<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">553.2<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">560.3<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Weighted average common shares outstanding &#8211; diluted<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">526.6<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">533.7<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">546.4<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">554.3<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">560.3<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">REIT taxable income (loss) per common share &#8211; basic<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$(0.30)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0(0.31)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.24<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.92<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$(0.01)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">REIT taxable income (loss) per common share &#8211; diluted<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$(0.30)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0(0.31)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.24<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 0.92<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$(0.01)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Beginning net capital loss carryforward<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 89<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 &#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen7\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 426<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Increase (decrease) in net capital loss carryforward<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">52<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">89<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen11\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(426)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Ending net capital loss carryforward<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 141<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a089<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 &#8211;<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Ending net capital loss carryforward per common share<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a00.27<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 0.17<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen18\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 &#8211;<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<td class=\"prngen7\">\n              \n            <\/td>\n<\/tr>\n<\/table><\/div>\n<p \/>\n<p>\u00a0<\/p>\n<p>\u00a0<\/p>\n<div>\n<table cellspacing=\"0\" cellpadding=\"0\" border=\"0\" class=\"prnbcc\">\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">AGNC INVESTMENT CORP.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">NET INTEREST SPREAD COMPONENTS BY FUNDING SOURCE <sup>2<\/sup><\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(in millions, except per share data)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td colspan=\"9\" nowrap=\"nowrap\" class=\"prngen19\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Three Months Ended<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">March 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">December 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">September 30,\u00a0<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Adjusted net interest and dollar roll income, excluding &#8220;catch-up&#8221; premium amortization:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Economic interest income:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Investment securities &#8211; GAAP interest income <sup>12<\/sup><\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 249<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0557<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0235<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0364<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 429<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Estimated &#8220;catch-up&#8221; premium amortization cost (benefit) due to change in CPR forecast <sup>11<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">71<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(213)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">107<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">50<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">57<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">TBA dollar roll income &#8211; implied interest income <sup>3,6<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen35 prnpr14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">139<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">116<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">129<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">114<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">74<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Economic interest income, excluding &#8220;catch-up&#8221; premium amortization<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">459<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">460<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">471<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">528<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">560<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Economic interest expense:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Repurchase agreements and other debt &#8211; GAAP interest expense<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(17)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(29)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(52)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(62)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(134)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">TBA dollar roll income &#8211; implied interest benefit (expense) <sup>3,5<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">23<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">38<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">47<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">41<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">4<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest rate swap periodic cost, net <sup>3,8<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(19)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(12)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(7)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(13)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(59)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Economic interest expense<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(13)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(3)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(12)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(34)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen35\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(189)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Other interest and dividend income <sup>3<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">&#8211;<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen34\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Adjusted net interest and dollar roll income, excluding &#8220;catch-up&#8221; premium amortization<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen36\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 446<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen36\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0457<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen36\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0459<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen36\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0494<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen36\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 372<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Net interest spread, excluding &#8220;catch-up&#8221; amortization:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average asset yield:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Investment securities &#8211; average asset yield<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.73%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.78%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.64%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.28%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.39%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Estimated &#8220;catch-up&#8221; premium amortization cost (benefit) due to change in CPR forecast<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.50%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen37\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(1.45)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.75%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.31%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.32%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Investment securities average asset yield, excluding &#8220;catch-up&#8221; premium amortization<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.23%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.33%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.39%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.59%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.71%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">TBA securities &#8211; average implied asset yield <sup>6<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.98%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.44%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.53%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.64%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.90%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average asset yield, excluding &#8220;catch-up&#8221; premium amortization <sup>7<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prnsbtbl prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.15%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen38\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.02%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen38\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.07%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen38\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.30%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen38\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.56%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average total cost of funds:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Repurchase agreements and other debt &#8211; average funding cost<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.13%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.21%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.38%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.40%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.76%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">TBA securities &#8211; average implied funding (benefit) cost <sup>5<\/sup><\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen37\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.33)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen37\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.48)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen37\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.54)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen37\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.58)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen37\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.09)%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td nowrap=\"nowrap\" class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average cost of funds, before interest rate swap <br \/>periodic cost, net <sup>7<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prnsbtbl prngen42\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.03)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen39\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.04)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prnsbtbl prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.02%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.09%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen40\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.61%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen20\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest rate swap periodic cost, net <sup>10<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.09%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.06%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.03%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.06%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.27%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average total cost of funds <sup>9<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.06%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.02%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.05%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.15%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen28\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.88%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average net interest spread, excluding &#8220;catch-up&#8221; premium amortization<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.09%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.00%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.02%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.15%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen30\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.68%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<\/table><\/div>\n<p \/>\n<p>\u00a0<\/p>\n<p>\u00a0<\/p>\n<div>\n<table cellspacing=\"0\" cellpadding=\"0\" border=\"0\" class=\"prnbcc\">\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">AGNC INVESTMENT CORP.<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">KEY STATISTICS*<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(in millions, except per share data)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td colspan=\"10\" nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(unaudited)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td colspan=\"9\" nowrap=\"nowrap\" class=\"prngen19\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Three Months Ended<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td rowspan=\"2\" class=\"prngen41\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Key Balance Sheet Statistics:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">March 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">December 31,<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">September 30,\u00a0<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">June 30,<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2021<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen32\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2020<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Investment securities: <sup>12<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Fixed-rate Agency MBS, at fair value &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 57,757<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 63,122<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 64,615<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 66,278<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 75,165<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Other Agency MBS, at fair value &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0384<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0434<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0516<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0601<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0667<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Credit risk transfer securities, at fair value &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 1,105<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 1,073<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0737<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0653<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0712<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Non-Agency MBS, at fair value &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0553<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0868<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0546<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0512<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0599<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Total investment securities, at fair value &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 59,799<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 65,497<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 66,414<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 68,044<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 77,143<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Total investment securities, at cost &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 58,379<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 63,975<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 63,701<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 65,024<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 73,828<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Total investment securities, at par &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 56,309<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 61,454<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 61,270<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 62,449<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 70,878<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average investment securities, at cost<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 57,420<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 58,948<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 57,194<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 63,893<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 71,787<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average investment securities, at par<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 55,246<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 56,641<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 54,983<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 61,398<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 68,994<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">TBA securities: <sup>20<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net TBA portfolio &#8211; as of period end, at fair value<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 27,689<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 24,779<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 31,479<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 29,536<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 20,543<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net TBA portfolio &#8211; as of period end, at cost<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 27,610<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 25,355<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 31,204<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 29,460<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 20,413<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net TBA portfolio &#8211; as of period end, carrying value<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a079<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 (576)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0275<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a076<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0130<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average net TBA portfolio, at cost<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 28,082<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 32,022<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 33,753<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 27,785<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 15,662<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average repurchase agreements and other debt <sup>13<\/sup><\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 52,374<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 54,602<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 53,645<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 61,008<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 69,552<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average stockholders&#8217; equity <sup>14<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 11,103<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 11,312<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 10,918<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 10,527<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ 10,262<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Tangible net book value per common share <sup>1<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 16.39<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 17.72<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 16.71<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 15.88<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 14.92<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Tangible net book value &#8220;at risk&#8221; leverage &#8211; average <sup>15<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">7.6:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.0:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.4:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.9:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.8:1<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Tangible net book value &#8220;at risk&#8221; leverage &#8211; as of period end <sup>16<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">7.9:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">7.7:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.5:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.8:1<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen6\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">9.2:1<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\"><br \/>\n                  <b>Key Performance Statistics:<\/b><br \/>\n                <\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Investment securities: <sup>12<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average coupon<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.28%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.40%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.64%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.73%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.77%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average asset yield<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.73%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.78%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.64%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.28%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.39%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average asset yield, excluding &#8220;catch-up&#8221; premium amortization<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.23%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.33%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.39%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.59%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.71%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average coupon &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.19%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.23%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.39%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.59%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">3.71%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average asset yield &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.42%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.39%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.33%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.56%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.64%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average actual CPR for securities held during the period<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">25.7%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">24.6%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">27.6%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">24.3%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">19.9%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average forecasted CPR &#8211; as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11.6%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">11.3%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">17.6%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">15.9%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">16.6%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Total premium amortization (cost) benefit, net<\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0(204)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen31\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a076<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0(266)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0 \u00a0 \u00a0 \u00a0 \u00a0(209)<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen33\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">$ \u00a0 \u00a0(223)<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen41\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">TBA securities:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average coupon &#8211; as of period end <sup>17<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.50%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.35%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.98%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.06%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.41%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average implied asset yield <sup>6<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.98%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.44%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.53%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.64%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.90%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Combined investment and TBA securities &#8211; average asset yield, excluding &#8220;catch-up&#8221; premium amortization <sup>7<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.15%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.02%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.07%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.30%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.56%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Cost of funds:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Repurchase agreements &#8211; average funding cost<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.13%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.21%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.38%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.40%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.76%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">TBA securities &#8211; average implied funding cost (benefit) <sup>5<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen42\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.33)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen42\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.48)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen42\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.54)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen42\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.58)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen42\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(0.09)%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest rate swaps &#8211; average periodic expense, net <sup>10<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.09%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.06%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.03%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.06%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.27%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Average total cost of funds, inclusive of TBAs and interest rate swap periodic expense, net <sup>7,9<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.06%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.02%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.05%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.15%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.88%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Repurchase agreements &#8211; average funding cost as of period end<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.11%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.15%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.24%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.37%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.41%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Interest rate swaps &#8211; average net pay\/(receive) rate as of period end <sup>18<\/sup><\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.12%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.16%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.07%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.07%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.26%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Net interest spread:<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Combined investment and TBA securities average net interest spread<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.75%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.95%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.55%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.94%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.42%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen10\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Combined investment and TBA securities average net interest spread, excluding &#8220;catch-up&#8221; premium amortization<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.09%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.00%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.02%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">2.15%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">1.68%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Expenses % of average stockholders&#8217; equity &#8211; annualized<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.79%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.85%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.92%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.80%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">0.94%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td nowrap=\"nowrap\" class=\"prngen9\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">Economic return (loss) on tangible common equity &#8211; unannualized <sup>19<\/sup><\/span>\n              <\/p>\n<\/td>\n<td nowrap=\"nowrap\" class=\"prngen42\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">(5.5)%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.2%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">7.5%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">8.8%<\/span>\n              <\/p>\n<\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td nowrap=\"nowrap\" class=\"prngen14\">\n<p class=\"prnews_p\">\n                <span class=\"prnews_span\">12.2%<\/span>\n              <\/p>\n<\/td>\n<\/tr>\n<tr>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<td class=\"prngen31\">\n              \n            <\/td>\n<\/tr>\n<\/table><\/div>\n<p>*Except as noted below, average numbers for each period are weighted based on days on the Company&#8217;s books and records. All percentages are annualized, unless otherwise noted. <\/p>\n<p>Numbers in financial tables may not total due to rounding.<\/p>\n<ol type=\"1\">\n<li>Tangible net book value per common share excludes preferred stock liquidation preference and goodwill. <\/li>\n<li>Table includes non-GAAP financial measures and\/or amounts derived from non-GAAP measures. Refer to &#8220;Use of Non-GAAP Financial Information&#8221; for additional discussion of non-GAAP financial measures. <\/li>\n<li>Amount reported in gain (loss) on derivatives instruments and other securities, net in the accompanying consolidated statements of operations. <\/li>\n<li>Dollar roll income represents the price differential, or &#8220;price drop,&#8221; between the TBA price for current month settlement versus the TBA price for forward month settlement.\u00a0Amount includes dollar roll income (loss) on long and short TBA securities. Amount excludes TBA mark-to-market adjustments. <\/li>\n<li>The implied funding cost\/benefit of TBA dollar roll transactions is determined using the &#8220;price drop&#8221; (Note 4) and market based assumptions regarding the &#8220;cheapest-to-deliver&#8221; collateral that can be delivered to satisfy the TBA contract, such as the anticipated collateral&#8217;s weighted average coupon, weighted average maturity and projected 1-month CPR.\u00a0 The average implied funding cost\/benefit for all TBA transactions is weighted based on the Company&#8217;s daily average TBA balance outstanding for the period. <\/li>\n<li>The average implied asset yield for TBA dollar roll transactions is extrapolated by adding the average TBA implied funding cost (Note 5) to the net dollar roll yield. The net dollar roll yield is calculated by dividing dollar roll income (Note 4) by the average net TBA balance (cost basis) outstanding for the period. <\/li>\n<li>Amount calculated on a weighted average basis based on average balances outstanding during the period and their respective asset yield\/funding cost. <\/li>\n<li>Represents periodic interest rate swap settlements. Amount excludes interest rate swap termination fees and mark-to-market adjustments. <\/li>\n<li>Cost of funds excludes other supplemental hedges used to hedge a portion of the Company&#8217;s interest rate risk (such as swaptions and U.S. Treasury positions) and U.S. Treasury repurchase agreements. <\/li>\n<li>Represents interest rate swap periodic cost measured as a percent of total mortgage funding (Agency repurchase agreements, other debt and net TBA securities). <\/li>\n<li>&#8220;Catch-up&#8221; premium amortization cost\/benefit is reported in interest income on the accompanying consolidated statements of operations. <\/li>\n<li>Investment securities include Agency MBS, CRT and non-Agency securities.\u00a0Amounts exclude TBA and forward settling\u00a0securities. <\/li>\n<li>Average repurchase agreements and other debt excludes U.S. Treasury repurchase agreements. <\/li>\n<li>Average stockholders&#8217; equity calculated as the average month-ended stockholders&#8217; equity during the quarter. <\/li>\n<li>Average tangible net book value &#8220;at risk&#8221; leverage during the period was calculated by dividing the sum of the daily weighted average Agency repurchase agreements, other debt, and TBA and forward settling securities (at cost) outstanding for the period by the sum of average stockholders&#8217; equity adjusted to exclude goodwill. Leverage excludes U.S. Treasury repurchase agreements. <\/li>\n<li>Tangible net book value &#8220;at risk&#8221; leverage as of period end was calculated by dividing the sum of the amount outstanding under repurchase agreements, other debt, net TBA position and forward settling securities (at cost), and net receivable \/ payable for unsettled investment securities outstanding by the sum of total stockholders&#8217; equity adjusted to exclude goodwill.\u00a0 Leverage excludes U.S. Treasury repurchase agreements. <\/li>\n<li>Average TBA coupon is for the long TBA position only. <\/li>\n<li>Includes forward starting swaps not yet in effect as of reported period-end. <\/li>\n<li>Economic return (loss) on tangible common equity represents the sum of the change in tangible net book value per common share and dividends declared on common stock during the period over the beginning tangible net book value per common share. <\/li>\n<li>Includes net TBA dollar roll position and forward settling securities. <\/li>\n<\/ol>\n<p>\n        <b>STOCKHOLDER CALL<\/b>\n      <\/p>\n<p>AGNC invites stockholders, prospective stockholders and analysts to attend the AGNC stockholder call on July\u00a027, 2021 at <span class=\"xn-chron\">8:30 am ET<\/span>.\u00a0 Interested persons who do not plan on asking a question and have internet access are encouraged to utilize the free webcast at <u><a href=\"http:\/\/www.AGNC.com\" rel=\"nofollow\">www.AGNC.com<\/a><\/u>.\u00a0 Those who plan on participating in the Q&amp;A or do not have internet available may access the call by dialing (877) 300-5922 (U.S. domestic) or (412) 902-6621 (international). Please advise the operator you are dialing in for the AGNC Investment Corp. stockholder call. <\/p>\n<p>A slide presentation will accompany the call and will be available at <u><a href=\"http:\/\/www.AGNC.com\" rel=\"nofollow\">www.AGNC.com<\/a><\/u>.\u00a0 Select the Q2 2021 Earnings Presentation link to download and print the presentation in advance of the stockholder call.<\/p>\n<p>An archived audio of the stockholder call combined with the slide presentation will be available on the AGNC website after the call on July\u00a027, 2021.\u00a0 In addition, there will be a phone recording available one hour after the call on July\u00a027, 2021 through <span class=\"xn-chron\">August 10, 2021<\/span>. Those who are interested in hearing the recording of the presentation, can access it by dialing (877) 344-7529 (U.S. domestic) or (412) 317-0088 (international), passcode 10157767<b>.<\/b><\/p>\n<p>For further information, please contact Investor Relations at (301) 968-9300 or <a target=\"_blank\" href=\"mailto:IR@AGNC.com\" rel=\"nofollow noopener\">IR@AGNC.com<\/a>. <\/p>\n<p>\n        <b>ABOUT AGNC INVESTMENT CORP.<\/b>\n      <\/p>\n<p>AGNC Investment Corp. is an internally-managed real estate investment trust (&#8220;REIT&#8221;) that invests primarily in residential mortgage-backed securities for which the principal and interest payments are guaranteed by a U.S. Government-sponsored enterprise or a U.S. Government agency.\u00a0 For further information, please refer to <u><a target=\"_blank\" href=\"https:\/\/c212.net\/c\/link\/?t=0&amp;l=en&amp;o=3238077-1&amp;h=3394698631&amp;u=http%3A%2F%2Fwww.agnc.com%2F&amp;a=www.AGNC.com\" rel=\"nofollow noopener\">www.AGNC.com<\/a><\/u>.<\/p>\n<p>\n        <b>FORWARD LOOKING STATEMENTS<\/b>\n      <\/p>\n<p>This press release contains forward-looking statements within the meaning of the Private Securities Litigation Reform Act. Forward-looking statements are based on estimates, projections, beliefs and assumptions of management of the Company at the time of such statements and are not guarantees of future performance. Forward-looking statements involve risks and uncertainties in predicting future results and conditions. Actual results could differ materially from those projected in these forward-looking statements due to a variety of important factors, including, without limitation, changes in interest rates, changes in MBS spreads to benchmark interest rates, changes in the yield curve, changes in prepayment rates, the availability and terms of financing, changes in the market value of the Company&#8217;s assets, general economic conditions, market conditions, conditions in the market for Agency securities, any of which may be materially impacted by changes in the Federal Reserve&#8217;s bond buying program or other monetary policy changes, and legislative and regulatory changes that could adversely affect the business of the Company. Certain factors that could cause actual results to differ materially from those contained in the forward-looking statements, are included in the Company&#8217;s periodic reports filed with the Securities and Exchange Commission (&#8220;SEC&#8221;). Copies are available on the SEC&#8217;s website, <a href=\"http:\/\/www.sec.gov\" rel=\"nofollow\">www.sec.gov<\/a>. The Company disclaims any obligation to update or revise any forward-looking statements based on the occurrence of future events, the receipt of new information, or otherwise.<\/p>\n<p>\n        <b>USE OF NON-GAAP FINANCIAL INFORMATION<\/b>\n      <\/p>\n<p>In addition to the results presented in accordance with GAAP, the Company&#8217;s results of operations discussed in this release include certain non-GAAP financial information, including &#8220;net spread and dollar roll income,&#8221; &#8220;net spread and dollar roll income, excluding &#8216;catch-up&#8217; premium amortization,&#8221; &#8220;economic interest income&#8221;\u00a0 and &#8220;economic interest expense&#8221; (both components of &#8220;net spread and dollar roll income&#8221;), &#8220;estimated taxable income&#8221; and the related per common share measures and certain financial metrics derived from such non-GAAP information, such as &#8220;cost of funds&#8221; and &#8220;net interest spread.&#8221;\u00a0 <\/p>\n<p>&#8220;Net spread and dollar roll income&#8221; is measured as (i) net interest income (GAAP measure) adjusted to include TBA dollar roll income, interest rate swap periodic cost and other interest and dividend income (referred to as &#8220;adjusted net interest and dollar roll income&#8221;) less (ii) total operating expense (GAAP measure).\u00a0 &#8220;Net spread and dollar roll income, excluding &#8216;catch-up&#8217; premium amortization,&#8221; further excludes retrospective &#8220;catch-up&#8221; adjustments to premium amortization cost due to changes in projected CPR estimates. <\/p>\n<p>By providing users of the Company&#8217;s financial information with such measures in addition to the related GAAP measures, the Company believes users will have greater transparency into the information used by the Company&#8217;s management in its financial and operational decision-making.\u00a0 The Company also believes that it is important for users of its financial information to consider information related to the Company&#8217;s current financial performance without the effects of certain transactions that are not necessarily indicative of its current investment portfolio performance and operations.\u00a0 <\/p>\n<p>Specifically, in the case of &#8220;adjusted net interest and dollar roll income,&#8221; the Company believes the inclusion of TBA dollar roll income is meaningful as TBAs, which are accounted for under GAAP as derivative instruments with gains and losses recognized in other gain (loss) in the Company&#8217;s statement of operations, are economically equivalent to holding and financing generic Agency MBS using short-term repurchase agreements.\u00a0 Similarly, the Company believes that the inclusion of periodic interest rate swap settlements in such measure, which are recognized under GAAP in other gain (loss), is meaningful as interest rate swaps are the primary instrument the Company uses to economically hedge against fluctuations in the Company&#8217;s borrowing costs and inclusion of periodic interest rate swap settlements is more indicative of the Company&#8217;s total cost of funds than interest expense alone.\u00a0 In the case of &#8220;net spread and dollar roll income, excluding &#8216;catch-up&#8217; premium amortization,&#8221; the Company believes the exclusion of &#8220;catch-up&#8221; adjustments to premium amortization cost is meaningful as it excludes the cumulative effect from prior reporting periods due to current changes in future prepayment expectations and, therefore, exclusion of such &#8220;catch-up&#8221; cost or benefit is more indicative of the current earnings potential of the Company&#8217;s investment portfolio. In the case of estimated taxable income, the Company believes it is meaningful information as it is directly related to the amount of dividends the Company is required to distribute in order to maintain its REIT qualification status.<\/p>\n<p>However, because such measures are incomplete measures of the Company&#8217;s financial performance and involve differences from results computed in accordance with GAAP, they should be considered as supplementary to, and not as a substitute for, results computed in accordance with GAAP. In addition, because not all companies use identical calculations, the Company&#8217;s presentation of such non-GAAP measures may not be comparable to other similarly-titled measures of other companies.\u00a0 Furthermore, estimated taxable income can include certain information that is subject to potential adjustments up to the time of filing the Company&#8217;s income tax returns, which occurs after the end of its fiscal year.<\/p>\n<p>A reconciliation of GAAP net interest income to non-GAAP &#8220;net spread and dollar roll income, excluding &#8216;catch-up&#8217; premium amortization&#8221; and a reconciliation of GAAP net income to non-GAAP &#8220;estimated taxable income&#8221; is included in this release.<\/p>\n<p>CONTACT:<br \/><u>Investors<\/u> &#8211; (301) 968-9300<br \/><u>Media<\/u> &#8211; (301) 968-9303<\/p>\n<p id=\"PURL\">\n        <img loading=\"lazy\" decoding=\"async\" title=\"Cision\" width=\"12\" height=\"12\" alt=\"Cision\" src=\"https:\/\/c212.net\/c\/img\/favicon.png?sn=PH53387&amp;sd=2021-07-26\" \/> View original content:<a id=\"PRNURL\" rel=\"nofollow\" href=\"https:\/\/www.prnewswire.com\/news-releases\/agnc-investment-corp-announces-second-quarter-2021-financial-results-301341385.html\">https:\/\/www.prnewswire.com\/news-releases\/agnc-investment-corp-announces-second-quarter-2021-financial-results-301341385.html<\/a><\/p>\n<p>SOURCE  AGNC Investment Corp.<\/p>\n<\/p><\/div>\n<p>    <img decoding=\"async\" alt=\"\" src=\"https:\/\/rt.prnewswire.com\/rt.gif?NewsItemId=PH53387&amp;Transmission_Id=202107261601PR_NEWS_USPR_____PH53387&amp;DateId=20210726\" style=\"border:0px;width:1px;height:1px\" \/><\/p>\n","protected":false},"excerpt":{"rendered":"<p>PR Newswire BETHESDA, Md., July 26, 2021 \/PRNewswire\/ &#8212; AGNC Investment Corp. (&#8220;AGNC&#8221; or the &#8220;Company&#8221;) (Nasdaq: AGNC) today announced financial results for the quarter ended June 30, 2021. SECOND QUARTER 2021 FINANCIAL HIGHLIGHTS $(0.97) comprehensive loss per common share, comprised of: $(0.83) net loss per common share $(0.15) other comprehensive loss (&#8220;OCI&#8221;) per common share on investments marked-to-market through OCI $0.76 net spread and dollar roll income per common share, excluding estimated &#8220;catch-up&#8221; premium amortization cost 1 Includes $0.31 per common share of dollar roll income associated with the Company&#8217;s $28.1 billion average net long position in forward purchases and sales of Agency mortgage-backed securities (&#8220;MBS&#8221;) in the &#8220;to-be-announced&#8221; (&#8220;TBA&#8221;) market Excludes $(0.13) per common share of estimated &#8220;catch-up&#8221; &hellip; <\/p>\n<p class=\"link-more\"><a href=\"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/\" class=\"more-link\">Continue reading<span class=\"screen-reader-text\"> &#8220;AGNC Investment Corp. Announces Second Quarter 2021 Financial Results&#8221;<\/span><\/a><\/p>\n","protected":false},"author":2,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[],"tags":[],"class_list":["post-517639","post","type-post","status-publish","format-standard","hentry"],"yoast_head":"<!-- This site is optimized with the Yoast SEO plugin v27.5 - https:\/\/yoast.com\/product\/yoast-seo-wordpress\/ -->\n<title>AGNC Investment Corp. Announces Second Quarter 2021 Financial Results - Market Newsdesk<\/title>\n<meta name=\"robots\" content=\"index, follow, max-snippet:-1, max-image-preview:large, max-video-preview:-1\" \/>\n<link rel=\"canonical\" href=\"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/\" \/>\n<meta property=\"og:locale\" content=\"en_US\" \/>\n<meta property=\"og:type\" content=\"article\" \/>\n<meta property=\"og:title\" content=\"AGNC Investment Corp. Announces Second Quarter 2021 Financial Results - Market Newsdesk\" \/>\n<meta property=\"og:description\" content=\"PR Newswire BETHESDA, Md., July 26, 2021 \/PRNewswire\/ &#8212; AGNC Investment Corp. (&#8220;AGNC&#8221; or the &#8220;Company&#8221;) (Nasdaq: AGNC) today announced financial results for the quarter ended June 30, 2021. SECOND QUARTER 2021 FINANCIAL HIGHLIGHTS $(0.97) comprehensive loss per common share, comprised of: $(0.83) net loss per common share $(0.15) other comprehensive loss (&#8220;OCI&#8221;) per common share on investments marked-to-market through OCI $0.76 net spread and dollar roll income per common share, excluding estimated &#8220;catch-up&#8221; premium amortization cost 1 Includes $0.31 per common share of dollar roll income associated with the Company&#8217;s $28.1 billion average net long position in forward purchases and sales of Agency mortgage-backed securities (&#8220;MBS&#8221;) in the &#8220;to-be-announced&#8221; (&#8220;TBA&#8221;) market Excludes $(0.13) per common share of estimated &#8220;catch-up&#8221; &hellip; Continue reading &quot;AGNC Investment Corp. 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Announces Second Quarter 2021 Financial Results - Market Newsdesk","robots":{"index":"index","follow":"follow","max-snippet":"max-snippet:-1","max-image-preview":"max-image-preview:large","max-video-preview":"max-video-preview:-1"},"canonical":"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/","og_locale":"en_US","og_type":"article","og_title":"AGNC Investment Corp. Announces Second Quarter 2021 Financial Results - Market Newsdesk","og_description":"PR Newswire BETHESDA, Md., July 26, 2021 \/PRNewswire\/ &#8212; AGNC Investment Corp. (&#8220;AGNC&#8221; or the &#8220;Company&#8221;) (Nasdaq: AGNC) today announced financial results for the quarter ended June 30, 2021. SECOND QUARTER 2021 FINANCIAL HIGHLIGHTS $(0.97) comprehensive loss per common share, comprised of: $(0.83) net loss per common share $(0.15) other comprehensive loss (&#8220;OCI&#8221;) per common share on investments marked-to-market through OCI $0.76 net spread and dollar roll income per common share, excluding estimated &#8220;catch-up&#8221; premium amortization cost 1 Includes $0.31 per common share of dollar roll income associated with the Company&#8217;s $28.1 billion average net long position in forward purchases and sales of Agency mortgage-backed securities (&#8220;MBS&#8221;) in the &#8220;to-be-announced&#8221; (&#8220;TBA&#8221;) market Excludes $(0.13) per common share of estimated &#8220;catch-up&#8221; &hellip; Continue reading \"AGNC Investment Corp. Announces Second Quarter 2021 Financial Results\"","og_url":"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/","og_site_name":"Market Newsdesk","article_published_time":"2021-07-26T20:04:27+00:00","og_image":[{"url":"https:\/\/c212.net\/c\/img\/favicon.png?sn=PH53387&amp;sd=2021-07-26","type":"","width":"","height":""}],"author":"Newsdesk","twitter_card":"summary_large_image","twitter_misc":{"Written by":"Newsdesk","Est. reading time":"26 minutes"},"schema":{"@context":"https:\/\/schema.org","@graph":[{"@type":"Article","@id":"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/#article","isPartOf":{"@id":"https:\/\/www.marketnewsdesk.com\/index.php\/agnc-investment-corp-announces-second-quarter-2021-financial-results\/"},"author":{"name":"Newsdesk","@id":"https:\/\/www.marketnewsdesk.com\/#\/schema\/person\/482f27a394d4fda80ecb5499e519d979"},"headline":"AGNC Investment Corp. 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