Agnc investment corp. (AGNC)
CashFlow / Quarterly
Mar'20Dec'19Sep'19Jun'19Mar'19Dec'18Sep'18Jun'18Mar'18Dec'17Sep'17Jun'17Mar'17Dec'16Sep'16Jun'16Mar'16Dec'15Sep'15Jun'15Mar'15Dec'14Sep'14Jun'14Mar'14Dec'13Sep'13Jun'13Mar'13Dec'12Sep'12Jun'12Mar'12Dec'11Sep'11Jun'11Mar'11Dec'10Sep'10Jun'10Mar'10
Operating activities:
Net Income (Loss) Attributable to Parent

-2,421

871

-4

-444

265

-804

216

293

424

385

286

24

76

1,019

511

-135

-772

588

-633

512

-252

-322

197

33

-141

-100

-701

1,829

231

811

86

-261

641

208

251

177

134

137

60

36

53

Adjustments to reconcile net income to net cash provided by operating activities:
Amortization of premiums and discounts on mortgage-backed securities, net

-384

-84

-192

-183

-142

-107

-81

-74

-69

-96

-97

-96

-89

-6

-110

-134

-150

-78

-128

-69

-133

-121

-100

-109

-142

-117

-168

-98

-134

-152

-219

-196

-100

-121

-113

-79

-48

-33

-30

-22

-12

Amortization of accumulated other comprehensive loss on interest rate swaps de-designated as qualifying hedges

-

-

-

-

-

-

-

-

-

-

-

-

-

-1

-7

-12

-19

-22

-24

-26

-29

-35

-38

-40

-43

-45

-47

-48

-49

-50

-51

-52

-52

-54

0

0

0

-

-

-

-

Amortization of intangible assets

-

-

-

-

-

0

24

0

1

0

1

1

1

1

1

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Amortization of interest rate swap termination fee

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

2

3

Stock based compensation

3

5

3

3

2

1

2

2

1

1

2

1

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

Gain (Loss) on Sales of Mortgage Backed Securities (MBS)

494

107

89

132

60

-21

-40

-74

-2

-16

22

15

-84

-5

61

55

-2

2

-39

-22

36

34

14

22

-19

-666

-733

17

-26

353

210

417

216

112

263

94

4

10

24

29

27

Unrealized gain on investment securities measured at fair value through net income, net

-197

160

-355

-759

-1,060

-683

363

94

523

65

31

-9

-16

11

6

0

-11

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Loss on derivative instruments and other securities, net

3,154

-662

548

1,438

1,000

1,633

-430

-298

-738

-271

-131

169

40

-753

-248

367

944

-326

778

-237

549

539

51

243

378

-184

339

-1,444

98

-89

460

1,029

-47

137

221

101

-12

-

-

-

-

Increase in interest receivable

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

14

-1

(Increase) decrease in other assets

-78

0

-1

1

35

29

-68

142

-3

17

22

4

-125

3

-13

-6

-18

10

129

-60

4

16

-7

-4

-60

-30

44

29

-19

-3

25

-16

70

30

7

38

46

8

19

0

-0

Increase (decrease) in accounts payable and other accrued liabilities

-160

22

-53

-53

75

27

66

25

3

50

14

26

-9

36

1

-3

12

13

-8

-1

1

-27

-17

37

-13

425

-70

9

-39

61

14

-1

12

23

-9

10

8

4

0

0

-1

Accretion of discounts on debt of consolidated variable interest entities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

3

2

0

0

-

-

-

-

-

-

-

-

Net cash provided by operating activities

347

373

243

235

329

273

430

122

288

325

256

289

390

323

341

326

362

358

199

451

420

328

362

444

488

1,017

472

494

518

638

597

614

472

401

306

235

128

92

64

39

36

Investing activities:
Purchases of Agency mortgage-backed securities

23,339

10,349

13,236

7,925

16,038

12,971

21,669

5,659

2,287

12,097

14,758

4,492

4,573

3,561

3,822

6,083

7,370

8,978

4,910

4,210

14,672

11,007

8,665

5,274

1,403

5,579

37,351

18,668

15,294

18,268

24,344

27,793

34,298

25,061

18,612

23,123

14,688

10,343

4,109

5,135

3,056

Purchases of credit risk transfer and non-Agency securities

347

173

329

405

499

521

614

222

215

193

270

294

317

193

36

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from sale of Agency mortgage-backed securities

49,596

5,592

5,434

7,492

4,694

1,436

2,370

3,145

1,181

5,311

5,754

3,212

4,424

998

5,956

7,563

3,513

5,179

4,609

10,907

7,099

5,183

9,744

6,115

9,545

21,464

24,674

13,750

19,568

21,031

10,933

25,089

8,196

13,517

12,862

9,589

1,900

5,368

2,159

2,617

1,916

Proceeds from sale of credit risk transfer and non-Agency securities

492

307

278

555

297

408

103

172

208

57

119

125

193

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net (payments on) proceeds from derivative instruments not designated as qualifying hedges

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-0

Principal collections on Agency mortgage-backed securities

3,743

4,302

3,736

2,883

1,889

1,853

1,896

1,760

1,661

1,793

1,814

1,626

1,636

2,130

2,303

2,080

1,601

1,743

2,071

2,295

1,811

1,680

1,965

1,860

1,853

2,388

2,897

2,670

2,634

2,670

2,569

2,442

1,895

1,575

1,236

1,027

795

608

372

424

175

Principal collections on credit risk transfer and non-Agency securities

11

5

1

9

5

6

5

4

0

1

0

0

4

10

4

6

3

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Payments on U.S. Treasury securities

17,907

654

3,634

14,985

7,550

3,710

2,385

3,389

1,345

1,138

3,298

5,572

1,748

2,305

359

1,080

739

2,950

9,963

14,882

21,929

22,622

12,249

12,297

4,343

8,462

31,244

19,333

9,222

2,302

5,536

18,342

2,016

17,885

1,037

2,612

410

-

-

-

-

Proceeds from Sale of Available-for-sale Securities

8,795

5,242

1,191

2,019

5,103

8,927

5,063

5,915

1,403

2,875

4,809

3,874

2,999

4,652

2,794

783

2,164

4,117

13,383

12,855

17,999

21,865

10,879

10,517

12,807

9,456

22,100

13,395

10,001

6,769

11,515

18,610

2,118

18,606

741

2,639

411

-

-

-

-

Net proceeds from reverse repurchase agreements

5,275

-4,052

2,795

11,693

1,526

-5,396

-2,924

-2,482

231

-1,706

-1,683

1,419

-1,192

-2,275

-2,459

181

-1,450

-250

1,278

434

2,043

40

1,363

64

-4,804

-73

7,622

2,861

-473

-5,109

-5,435

-12,886

12,375

-29,131

12,694

12,982

2,939

-

-

-

-

Net payments on derivative instruments

2,742

-

-

-

714

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Payments made on reverse repurchase agreements

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

15,223

-

11,781

14,370

2,691

-

-

-

-

Net proceeds from (payments on) derivative instruments

-

-

-

-

-

1,011

-457

-164

-466

-215

-170

60

72

400

283

23

586

243

82

102

-99

-31

-57

-167

-58

311

390

-23

329

185

360

320

136

72

85

129

-20

-

-

-

-

Gain on derivative instruments and trading securities, net

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

5

Proceeds from U.S. Treasury securities sold prior to purchase

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

11,000

-

3,501

5,353

3,200

-

-

-

-

Purchases of REIT equity securities

-

-

-

-

-

-

-

-

-

-

-

4

0

-

-

-

-

0

0

0

11

30

0

0

204

197

0

0

0

-

-

-

8,031

-11,919

4,580

3,891

3,448

-

-

-

-

Proceeds from sale of REIT equity securities

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

24

0

11

30

148

152

86

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

(Increase) decrease in restricted cash pledged for derivative instruments

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-132

635

-330

395

-81

11

514

168

24

-1,139

717

100

30

67

-13

-21

-38

185

114

-1

14

24

11

7

Net proceeds from other investing activity

-

-

-

-

-

0

-46

0

16

-

-

-

-

-

-

31

-31

-

15

-15

28

106

-33

94

183

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

Net cash provided by (used in) investing activities

23,577

773

-4,215

511

-11,287

-10,979

-17,652

-592

1,287

-4,906

-7,343

-166

1,354

-1,521

4,296

3,259

-2,833

-1,336

5,760

7,642

-7,973

-4,855

3,264

696

13,244

18,662

-10,553

-6,019

6,785

4,576

-10,725

-933

-24,099

-9,706

-5,246

-12,649

-11,971

-4,408

-1,585

-2,098

-964

Financing activities:
Proceeds from repurchase arrangements

1,162,934

983,056

1,347,845

973,782

930,289

731,719

597,449

459,127

243,168

188,631

129,989

87,032

77,864

21,546

61,387

72,450

62,155

62,862

85,185

112,429

120,104

74,791

73,174

64,457

79,314

143,786

211,512

113,162

96,511

94,628

102,754

113,509

93,962

91,551

225,670

11,511

10,314

79,691

1,335

1,983

809

Payments on repurchase agreements

1,185,576

984,486

1,343,499

974,201

919,321

721,736

580,554

459,245

244,507

183,840

123,542

87,349

76,347

21,356

65,689

75,775

58,614

62,122

94,349

120,363

112,288

69,822

76,561

65,472

93,118

162,726

201,490

106,971

104,729

99,404

93,040

113,785

71,827

-

-

-

-

-

-

-

-

Payments on debt of consolidated variable interest entities

16

13

14

15

13

15

21

21

21

24

25

27

28

35

36

33

31

34

41

45

35

39

43

40

36

29

52

64

64

70

71

5

4

3

5

6

5

-

-

-

-

Proceeds from Federal Home Loan Bank advances

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

2,098

7,520

5,437

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Payments on Federal Home Loan Bank advances

-

-

-

-

-

-

-

-

-

0

0

0

3,037

0

0

0

2,814

7,269

1,935

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Proceeds from Issuance of Preferred Stock and Preference Stock

557

390

0

0

227

0

0

0

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

Net proceeds from common stock issuance

439

0

0

190

0

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

1

1,802

1

1,240

155

2,205

1,109

146

1,369

1,753

681

142

168

62

Payments for Repurchase of Common Stock

-

-

-

-

-

-

-

-

-

-

-

-

-

0

0

0

116

161

45

79

0

0

0

0

74

586

263

7

0

-

-

-

-

-

-

-

-

-

-

-

-

Cash dividends paid

277

276

276

289

298

275

252

227

220

215

203

191

186

187

199

205

208

213

216

233

240

391

235

233

235

313

420

499

427

431

384

286

314

258

180

135

91

54

47

37

34

Net cash provided by (used in) financing activities

-21,939

-1,504

3,953

-533

10,884

10,699

17,439

422

-1,580

4,552

7,599

-535

-1,734

-55

-4,514

-3,563

2,470

583

-5,964

-8,291

7,541

4,539

-3,665

-1,119

-14,149

-19,665

9,287

5,622

-6,907

-5,353

10,598

656

24,022

9,688

5,298

12,739

11,971

4,372

1,486

2,103

830

Net change in cash and cash equivalents

1,985

-358

-19

213

-74

-7

217

-48

-5

-29

512

-412

10

-1,253

123

22

-1

-395

-5

-198

-12

12

-39

21

-417

14

-794

97

396

-139

470

337

395

383

358

325

128

57

-34

44

-97