2011 Q4 Form 10-Q Financial Statement

#000142368911000009 Filed on November 07, 2011

View on sec.gov

Income Statement

Concept 2011 Q4 2011 Q3 2011 Q1
Revenue $328.4M $416.3M $180.2M
YoY Change 93.75% 381.83% 149.93%
Cost Of Revenue $108.4M $110.7M $44.10M
YoY Change 272.51% 422.17% 154.91%
Gross Profit $219.9M $305.7M $136.1M
YoY Change 56.62% 368.87% 148.36%
Gross Profit Margin 66.96% 73.43% 75.53%
Selling, General & Admin
YoY Change
% of Gross Profit
Research & Development
YoY Change
% of Gross Profit
Depreciation & Amortization
YoY Change
% of Gross Profit
Operating Expenses $24.00M $22.00M $11.00M
YoY Change 262.7% 375.88% 217.46%
Operating Profit $195.9M $283.7M $125.1M
YoY Change 46.43% 368.33% 143.69%
Interest Expense $91.00M $94.00M $36.00M
YoY Change 269.36% 407.26% 132.11%
% of Operating Profit 46.45% 33.13% 28.78%
Other Income/Expense, Net
YoY Change
Pretax Income $213.0M $252.0M $134.0M
YoY Change 54.03% 318.06% 152.12%
Income Tax $5.100M $1.100M $0.00
% Of Pretax Income 2.39% 0.44% 0.0%
Net Earnings $208.0M $251.0M $134.0M
YoY Change 50.64% 318.14% 152.12%
Net Earnings / Revenue 63.34% 60.29% 74.36%
Basic Earnings Per Share
Diluted Earnings Per Share $992.4K $1.386M $1.478M
COMMON SHARES
Basic Shares Outstanding 183.6M shares
Diluted Shares Outstanding

Balance Sheet

Concept 2011 Q4 2011 Q3 2011 Q1
SHORT-TERM ASSETS
Cash & Short-Term Investments $1.367B $984.0M $301.0M
YoY Change 690.17% 755.65% 186.67%
Cash & Equivalents $1.367B $984.0M $301.0M
Short-Term Investments
Other Short-Term Assets
YoY Change
Inventory
Prepaid Expenses
Receivables $443.0M $2.698B $298.0M
Other Receivables $0.00 $34.00M $43.00M
Total Short-Term Assets $1.810B $3.716B $642.0M
YoY Change 256.3% 579.34% 30.22%
LONG-TERM ASSETS
Property, Plant & Equipment
YoY Change
Goodwill
YoY Change
Intangibles
YoY Change
Long-Term Investments $55.55B $42.75B $28.19B
YoY Change 303.74% 339.04% 438.03%
Other Assets $336.0M $375.0M $75.00M
YoY Change 342.11% 504.84% 177.78%
Total Long-Term Assets $56.16B $43.32B $28.51B
YoY Change 302.08% 341.54% 440.33%
TOTAL ASSETS
Total Short-Term Assets $1.810B $3.716B $642.0M
Total Long-Term Assets $56.16B $43.32B $28.51B
Total Assets $57.97B $47.04B $29.16B
YoY Change 300.47% 354.09% 405.29%
SHORT-TERM LIABILITIES
YoY Change
Accounts Payable $40.00M $17.00M $16.00M
YoY Change 400.0% 325.0%
Accrued Expenses
YoY Change
Deferred Revenue
YoY Change
Short-Term Debt $47.74B $38.90B $22.06B
YoY Change 306.15% 383.2% 374.35%
Long-Term Debt Due
YoY Change
Total Short-Term Liabilities $50.01B $40.83B $25.72B
YoY Change 297.55% 337.55% 401.62%
LONG-TERM LIABILITIES
Long-Term Debt $0.00 $0.00 $0.00
YoY Change
Other Long-Term Liabilities $1.752B $1.266B $93.00M
YoY Change 440.74% 1010.53% 210.0%
Total Long-Term Liabilities $1.752B $1.266B $93.00M
YoY Change 440.74% 1010.53% 210.0%
TOTAL LIABILITIES
Total Short-Term Liabilities $50.01B $40.83B $25.72B
Total Long-Term Liabilities $1.752B $1.266B $93.00M
Total Liabilities $51.76B $42.10B $25.81B
YoY Change 301.12% 345.68% 400.48%
SHAREHOLDERS EQUITY
Retained Earnings -$38.00M $67.17M
YoY Change -148.65%
Common Stock $2.000M $1.836M
YoY Change 208.17%
Preferred Stock
YoY Change
Treasury Stock (at cost)
YoY Change
Treasury Stock Shares
Shareholders Equity $6.212B $4.940B $3.345B
YoY Change
Total Liabilities & Shareholders Equity $57.97B $47.04B $29.16B
YoY Change 300.47% 354.09% 405.29%

Cashflow Statement

Concept 2011 Q4 2011 Q3 2011 Q1
OPERATING ACTIVITIES
Net Income $208.0M $251.0M $134.0M
YoY Change 50.64% 318.14% 152.12%
Depreciation, Depletion And Amortization
YoY Change
Cash From Operating Activities $401.0M $306.0M $128.0M
YoY Change 332.11% 375.16% 252.62%
INVESTING ACTIVITIES
Capital Expenditures
YoY Change
Acquisitions
YoY Change
Other Investing Activities -$9.706B -$5.246B -$11.97B
YoY Change 120.18% 230.87% 1141.55%
Cash From Investing Activities -$9.706B -$5.246B -$11.97B
YoY Change 120.18% 230.87% 1141.55%
FINANCING ACTIVITIES
Cash Dividend Paid $91.00M
YoY Change
Common Stock Issuance & Retirement, Net $1.108B $719.0M
YoY Change 388.11%
Debt Paid & Issued, Net
YoY Change
Cash From Financing Activities 9.688B 5.298B $11.97B
YoY Change 121.55% 256.48% 1341.59%
NET CHANGE
Cash From Operating Activities 401.0M 306.0M $128.0M
Cash From Investing Activities -9.706B -5.246B -$11.97B
Cash From Financing Activities 9.688B 5.298B $11.97B
Net Change In Cash 383.0M 358.0M $128.0M
YoY Change 566.09% -1125.79% -231.28%
FREE CASH FLOW
Cash From Operating Activities $401.0M $306.0M $128.0M
Capital Expenditures
Free Cash Flow
YoY Change

Facts In Submission

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109096000 USD
us-gaap Other Comprehensive Income Reclassification Adjustment For Sale Of Securities Included In Net Income Before Tax
OtherComprehensiveIncomeReclassificationAdjustmentForSaleOfSecuritiesIncludedInNetIncomeBeforeTax
786581000 USD
CY2011Q3 us-gaap Other Comprehensive Income Reclassification Adjustment For Sale Of Securities Included In Net Income Before Tax
OtherComprehensiveIncomeReclassificationAdjustmentForSaleOfSecuritiesIncludedInNetIncomeBeforeTax
786581000 USD
CY2010Q3 us-gaap Other Comprehensive Income Reclassification Adjustment For Sale Of Securities Included In Net Income Before Tax
OtherComprehensiveIncomeReclassificationAdjustmentForSaleOfSecuritiesIncludedInNetIncomeBeforeTax
109096000 USD
CY2010Q3 us-gaap Other Comprehensive Income Unrealized Gain Loss On Derivatives Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
-38620000 USD
us-gaap Other Comprehensive Income Unrealized Gain Loss On Derivatives Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
-703747000 USD
CY2011Q3 us-gaap Other Comprehensive Income Unrealized Gain Loss On Derivatives Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
-512208000 USD
us-gaap Other Comprehensive Income Unrealized Gain Loss On Derivatives Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
-91002000 USD
CY2011Q2 us-gaap Other Comprehensive Income Unrealized Gain Loss On Derivatives Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
-252664000 USD
CY2011Q1 us-gaap Other Comprehensive Income Unrealized Gain Loss On Derivatives Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedGainLossOnDerivativesArisingDuringPeriodNetOfTax
61126000 USD
CY2011Q3 us-gaap Other Comprehensive Income Unrealized Holding Gain Loss On Securities Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
535439000 USD
CY2010Q3 us-gaap Other Comprehensive Income Unrealized Holding Gain Loss On Securities Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
11660000 USD
us-gaap Other Comprehensive Income Unrealized Holding Gain Loss On Securities Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
73077000 USD
us-gaap Other Comprehensive Income Unrealized Holding Gain Loss On Securities Arising During Period Net Of Tax
OtherComprehensiveIncomeUnrealizedHoldingGainLossOnSecuritiesArisingDuringPeriodNetOfTax
814536000 USD
CY2010Q4 us-gaap Other Long Term Debt
OtherLongTermDebt
72927000 USD
CY2011Q3 us-gaap Other Long Term Debt
OtherLongTermDebt
56864000 USD
us-gaap Other Than Temporary Impairment Losses Investments Portion Recognized In Earnings Net
OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet
0 USD
us-gaap Other Than Temporary Impairment Losses Investments Portion Recognized In Earnings Net
OtherThanTemporaryImpairmentLossesInvestmentsPortionRecognizedInEarningsNet
0 USD
CY2011Q3 us-gaap Payables To Broker Dealers And Clearing Organizations
PayablesToBrokerDealersAndClearingOrganizations
1660276000 USD
CY2010Q4 us-gaap Payables To Broker Dealers And Clearing Organizations
PayablesToBrokerDealersAndClearingOrganizations
727374000 USD
us-gaap Payments For Proceeds From Derivative Instrument Financing Activities
PaymentsForProceedsFromDerivativeInstrumentFinancingActivities
14092000 USD
us-gaap Payments For Proceeds From Derivative Instrument Financing Activities
PaymentsForProceedsFromDerivativeInstrumentFinancingActivities
194081000 USD
us-gaap Payments For Securities Purchased Under Agreements To Resell
PaymentsForSecuritiesPurchasedUnderAgreementsToResell
0 USD
us-gaap Payments For Securities Purchased Under Agreements To Resell
PaymentsForSecuritiesPurchasedUnderAgreementsToResell
28841942000 USD
us-gaap Payments Of Dividends
PaymentsOfDividends
406438000 USD
us-gaap Payments Of Dividends
PaymentsOfDividends
118638000 USD
us-gaap Payments To Acquire Available For Sale Securities
PaymentsToAcquireAvailableForSaleSecurities
465149000 USD
us-gaap Payments To Acquire Available For Sale Securities
PaymentsToAcquireAvailableForSaleSecurities
4058828000 USD
us-gaap Payments To Acquire Marketable Securities
PaymentsToAcquireMarketableSecurities
0 USD
us-gaap Payments To Acquire Marketable Securities
PaymentsToAcquireMarketableSecurities
11918676000 USD
us-gaap Payments To Acquire Mortgage Backed Securities Mbs Categorized As Available For Sale
PaymentsToAcquireMortgageBackedSecuritiesMBSCategorizedAsAvailableForSale
56422788000 USD
us-gaap Payments To Acquire Mortgage Backed Securities Mbs Categorized As Available For Sale
PaymentsToAcquireMortgageBackedSecuritiesMBSCategorizedAsAvailableForSale
12301251000 USD
CY2011Q3 us-gaap Preferred Stock Par Or Stated Value Per Share
PreferredStockParOrStatedValuePerShare
0.01
CY2010Q4 us-gaap Preferred Stock Par Or Stated Value Per Share
PreferredStockParOrStatedValuePerShare
0.01
CY2011Q3 us-gaap Preferred Stock Shares Authorized
PreferredStockSharesAuthorized
10000 shares
CY2010Q4 us-gaap Preferred Stock Shares Authorized
PreferredStockSharesAuthorized
10000 shares
CY2010Q4 us-gaap Preferred Stock Shares Issued
PreferredStockSharesIssued
0 shares
CY2011Q3 us-gaap Preferred Stock Shares Issued
PreferredStockSharesIssued
0 shares
CY2011Q3 us-gaap Preferred Stock Shares Outstanding
PreferredStockSharesOutstanding
0 shares
CY2010Q4 us-gaap Preferred Stock Shares Outstanding
PreferredStockSharesOutstanding
0 shares
CY2010Q4 us-gaap Preferred Stock Value
PreferredStockValue
0 USD
CY2011Q3 us-gaap Preferred Stock Value
PreferredStockValue
0 USD
us-gaap Proceeds From Issuance Of Common Stock
ProceedsFromIssuanceOfCommonStock
373184000 USD
us-gaap Proceeds From Other Debt
ProceedsFromOtherDebt
80822000 USD
us-gaap Proceeds From Other Debt
ProceedsFromOtherDebt
0 USD
us-gaap Proceeds From Payments For Securities Purchased Under Agreements To Resell
ProceedsFromPaymentsForSecuritiesPurchasedUnderAgreementsToResell
28615437000 USD
us-gaap Proceeds From Payments For Securities Purchased Under Agreements To Resell
ProceedsFromPaymentsForSecuritiesPurchasedUnderAgreementsToResell
0 USD
us-gaap Proceeds From Sale Of Available For Sale Securities
ProceedsFromSaleOfAvailableForSaleSecurities
3791498000 USD
us-gaap Proceeds From Sale Of Available For Sale Securities
ProceedsFromSaleOfAvailableForSaleSecurities
466775000 USD
us-gaap Proceeds From Sale Of Mortgage Backed Securities Mbs Categorized As Available For Sale
ProceedsFromSaleOfMortgageBackedSecuritiesMBSCategorizedAsAvailableForSale
6693342000 USD
us-gaap Proceeds From Sale Of Mortgage Backed Securities Mbs Categorized As Available For Sale
ProceedsFromSaleOfMortgageBackedSecuritiesMBSCategorizedAsAvailableForSale
24351207000 USD
CY2010 us-gaap Proceeds From Securities Purchased Under Agreements To Resell
ProceedsFromSecuritiesPurchasedUnderAgreementsToResell
244800000 USD
us-gaap Proceeds From Short Term Debt
ProceedsFromShortTermDebt
4127565000 USD
us-gaap Proceeds From Short Term Debt
ProceedsFromShortTermDebt
27161527000 USD
CY2011Q3 us-gaap Receivables From Brokers Dealers And Clearing Organizations
ReceivablesFromBrokersDealersAndClearingOrganizations
2698121000 USD
CY2010Q4 us-gaap Receivables From Brokers Dealers And Clearing Organizations
ReceivablesFromBrokersDealersAndClearingOrganizations
258984000 USD
us-gaap Repayments Of Other Debt
RepaymentsOfOtherDebt
0 USD
us-gaap Repayments Of Other Debt
RepaymentsOfOtherDebt
16063000 USD
CY2011Q3 us-gaap Restricted Cash And Cash Equivalents
RestrictedCashAndCashEquivalents
375207000 USD
CY2010Q4 us-gaap Restricted Cash And Cash Equivalents
RestrictedCashAndCashEquivalents
76094000 USD
CY2011Q3 us-gaap Retained Earnings Accumulated Deficit
RetainedEarningsAccumulatedDeficit
67174000 USD
CY2010Q4 us-gaap Retained Earnings Accumulated Deficit
RetainedEarningsAccumulatedDeficit
78116000 USD
CY2011Q1 us-gaap Sale Of Stock Price Per Share
SaleOfStockPricePerShare
28.00
CY2011Q1 us-gaap Sale Of Stock Price Per Share
SaleOfStockPricePerShare
27.72
CY2011Q2 us-gaap Sale Of Stock Price Per Share
SaleOfStockPricePerShare
27.56
CY2011Q3 us-gaap Secured Debt
SecuredDebt
56900000 USD
CY2010Q4 us-gaap Secured Debt
SecuredDebt
72900000 USD
CY2010Q4 us-gaap Securities Held As Collateral At Fair Value
SecuritiesHeldAsCollateralAtFairValue
77900000 USD
CY2011Q3 us-gaap Securities Held As Collateral At Fair Value
SecuritiesHeldAsCollateralAtFairValue
60800000 USD
CY2010Q4 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
11680092000 USD
CY2011Q3 us-gaap Securities Sold Under Agreements To Repurchase
SecuritiesSoldUnderAgreementsToRepurchase
38841619000 USD
us-gaap Share Based Compensation
ShareBasedCompensation
128000 USD
us-gaap Share Based Compensation
ShareBasedCompensation
68000 USD
CY2010Q4 us-gaap Short Term Debt Weighted Average Interest Rate
ShortTermDebtWeightedAverageInterestRate
0.0031
CY2011Q3 us-gaap Short Term Debt Weighted Average Interest Rate
ShortTermDebtWeightedAverageInterestRate
0.0028
CY2011Q1 us-gaap Stock Issued During Period Shares New Issues
StockIssuedDuringPeriodSharesNewIssues
32200000 shares
us-gaap Stock Issued During Period Shares New Issues
StockIssuedDuringPeriodSharesNewIssues
108790000 shares
CY2011Q1 us-gaap Stock Issued During Period Shares New Issues
StockIssuedDuringPeriodSharesNewIssues
26910000 shares
CY2011Q2 us-gaap Stock Issued During Period Shares New Issues
StockIssuedDuringPeriodSharesNewIssues
49680000 shares
CY2011Q1 us-gaap Stock Issued During Period Value New Issues
StockIssuedDuringPeriodValueNewIssues
1752812000 USD
CY2011Q3 us-gaap Stock Issued During Period Value New Issues
StockIssuedDuringPeriodValueNewIssues
147000000 USD
CY2011Q2 us-gaap Stock Issued During Period Value New Issues
StockIssuedDuringPeriodValueNewIssues
1368404000 USD
us-gaap Stock Issued During Period Value New Issues
StockIssuedDuringPeriodValueNewIssues
2980331000 USD
CY2011Q1 us-gaap Stock Issued During Period Value New Issues
StockIssuedDuringPeriodValueNewIssues
719250000 USD
CY2011Q2 us-gaap Stock Issued During Period Value New Issues
StockIssuedDuringPeriodValueNewIssues
1368848000 USD
CY2011Q1 us-gaap Stock Issued During Period Value New Issues
StockIssuedDuringPeriodValueNewIssues
892233000 USD
CY2010Q4 us-gaap Stockholders Equity
StockholdersEquity
1572064000 USD
CY2011Q3 us-gaap Stockholders Equity
StockholdersEquity
4940256000 USD
CY2011Q1 us-gaap Stockholders Equity
StockholdersEquity
3344501000 USD
CY2011Q2 us-gaap Stockholders Equity
StockholdersEquity
4776646000 USD
CY2010Q3 us-gaap Unrealized Gain Loss On Derivatives
UnrealizedGainLossOnDerivatives
900000 USD
us-gaap Unrealized Gain Loss On Derivatives
UnrealizedGainLossOnDerivatives
7800000 USD
CY2011Q3 agnc Additions Of Interest Rate Cash Flow Hedge Derivatives
AdditionsOfInterestRateCashFlowHedgeDerivatives
2100000000 USD
agnc Additions Of Interest Rate Cash Flow Hedge Derivatives
AdditionsOfInterestRateCashFlowHedgeDerivatives
2150000000 USD
CY2010Q3 agnc Additions Of Interest Rate Cash Flow Hedge Derivatives
AdditionsOfInterestRateCashFlowHedgeDerivatives
1200000000 USD
agnc Additions Of Interest Rate Cash Flow Hedge Derivatives
AdditionsOfInterestRateCashFlowHedgeDerivatives
17900000000 USD
CY2011Q3 agnc Agency Securities Amortized Cost
AgencySecuritiesAmortizedCost
41203908000 USD
CY2010Q4 agnc Agency Securities Amortized Cost
AgencySecuritiesAmortizedCost
13533896000 USD
CY2011Q3 agnc Agency Securities Gross Unrealized Gain
AgencySecuritiesGrossUnrealizedGain
813116000 USD
CY2010Q4 agnc Agency Securities Gross Unrealized Gain
AgencySecuritiesGrossUnrealizedGain
73409000 USD
CY2010 agnc Agency Securities Pledged As Collateral Accrued Interest
AgencySecuritiesPledgedAsCollateralAccruedInterest
43888000 USD
agnc Agency Securities Pledged As Collateral Accrued Interest
AgencySecuritiesPledgedAsCollateralAccruedInterest
129394000 USD
CY2010 agnc Agency Securities Pledged As Collateral Amortized Cost
AgencySecuritiesPledgedAsCollateralAmortizedCost
12473350000 USD
agnc Agency Securities Pledged As Collateral Amortized Cost
AgencySecuritiesPledgedAsCollateralAmortizedCost
40009803000 USD
CY2010Q4 agnc Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements
AgencySecuritiesPledgedAsCollateralAmortizedCostUnderRepurchaseAgreements
12434559000 USD
CY2011Q3 agnc Agency Securities Pledged As Collateral Amortized Cost Under Repurchase Agreements
AgencySecuritiesPledgedAsCollateralAmortizedCostUnderRepurchaseAgreements
40830723000 USD
CY2011Q3 agnc Agency Securities Pledged As Collateral Gross Unrealized Loss
AgencySecuritiesPledgedAsCollateralGrossUnrealizedLoss
46605000 USD
CY2010Q4 agnc Agency Securities Pledged As Collateral Gross Unrealized Loss
AgencySecuritiesPledgedAsCollateralGrossUnrealizedLoss
97025000 USD
agnc Amortization Of Interest Rate Swap Termination Fee
AmortizationOfInterestRateSwapTerminationFee
0 USD
agnc Amortization Of Interest Rate Swap Termination Fee
AmortizationOfInterestRateSwapTerminationFee
6278000 USD
CY2011Q3 agnc Available For Sale Securities Weighted Average Life Amortized Cost
AvailableForSaleSecuritiesWeightedAverageLifeAmortizedCost
40975612000 USD
CY2010Q4 agnc Available For Sale Securities Weighted Average Life Amortized Cost
AvailableForSaleSecuritiesWeightedAverageLifeAmortizedCost
13481492000 USD
CY2011Q3 agnc Available For Sale Securities Weighted Average Life Coupon Rate
AvailableForSaleSecuritiesWeightedAverageLifeCouponRate
0.0416
CY2010Q4 agnc Available For Sale Securities Weighted Average Life Coupon Rate
AvailableForSaleSecuritiesWeightedAverageLifeCouponRate
0.0449
CY2011Q3 agnc Available For Sale Securities Weighted Average Life Fair Value
AvailableForSaleSecuritiesWeightedAverageLifeFairValue
41762193000 USD
CY2010Q4 agnc Available For Sale Securities Weighted Average Life Fair Value
AvailableForSaleSecuritiesWeightedAverageLifeFairValue
13453541000 USD
agnc Average Margin Agency Securities
AverageMarginAgencySecurities
0.0180
CY2010 agnc Average Margin Agency Securities
AverageMarginAgencySecurities
0.0182
CY2010 agnc Average Reset Rate For Adjustable Rate Securities
AverageResetRateForAdjustableRateSecurities
0.0276
CY2010Q3 agnc Net Income Per Common Share Basic And Diluted
NetIncomePerCommonShareBasicAndDiluted
1.69
agnc Net Income Per Common Share Basic And Diluted
NetIncomePerCommonShareBasicAndDiluted
4.19
CY2010Q4 agnc Obligation To Return Securities Borrowed Under Reverse Repurchase Agreements At Fair Value
ObligationToReturnSecuritiesBorrowedUnderReverseRepurchaseAgreementsAtFairValue
245532000 USD
CY2011Q3 agnc Obligation To Return Securities Borrowed Under Reverse Repurchase Agreements At Fair Value
ObligationToReturnSecuritiesBorrowedUnderReverseRepurchaseAgreementsAtFairValue
473247000 USD
CY2010Q3 agnc Other Realized Gain Loss On Derivative Instruments And Other Securities Net
OtherRealizedGainLossOnDerivativeInstrumentsAndOtherSecuritiesNet
-736000 USD
agnc Other Realized Gain Loss On Derivative Instruments And Other Securities Net
OtherRealizedGainLossOnDerivativeInstrumentsAndOtherSecuritiesNet
-222594000 USD
CY2011Q3 agnc Other Realized Gain Loss On Derivative Instruments And Other Securities Net
OtherRealizedGainLossOnDerivativeInstrumentsAndOtherSecuritiesNet
-173190000 USD
agnc Other Realized Gain Loss On Derivative Instruments And Other Securities Net
OtherRealizedGainLossOnDerivativeInstrumentsAndOtherSecuritiesNet
-4214000 USD
agnc Prepayment Rate Of Remaining Life Of Investment Portfolio
PrepaymentRateOfRemainingLifeOfInvestmentPortfolio
0.13
CY2010 agnc Average Underlying Index Rate On Agency Securities Based On Current Spot Rate
AverageUnderlyingIndexRateOnAgencySecuritiesBasedOnCurrentSpotRate
0.0094
CY2010 agnc Collateralized Agency Securities Sold But Not Settled
CollateralizedAgencySecuritiesSoldButNotSettled
244700000 USD
agnc Collateralized Agency Securities Sold But Not Settled
CollateralizedAgencySecuritiesSoldButNotSettled
2690000000 USD
CY2011Q3 agnc Excise Tax
ExciseTax
1100000 USD
agnc Excise Tax
ExciseTax
250000 USD
CY2010Q3 agnc Excise Tax
ExciseTax
250000 USD
agnc Excise Tax
ExciseTax
1100000 USD
CY2011Q3 agnc Fair Value Of Cmo Securities Directly Held
FairValueOfCmoSecuritiesDirectlyHeld
454400000 USD
CY2010Q4 agnc Fair Value Of Cmo Securities Directly Held
FairValueOfCmoSecuritiesDirectlyHeld
458600000 USD
CY2010 agnc Future Prepayment Rate Assumption Of Investment Portfolio
FuturePrepaymentRateAssumptionOfInvestmentPortfolio
0.1200
agnc Future Prepayment Rate Assumption Of Investment Portfolio
FuturePrepaymentRateAssumptionOfInvestmentPortfolio
0.13
agnc Gain On Interest Only Securities Remeasured At Fair Value Through Earnings
GainOnInterestOnlySecuritiesRemeasuredAtFairValueThroughEarnings
24400000 USD
CY2011Q3 agnc Gain On Interest Only Securities Remeasured At Fair Value Through Earnings
GainOnInterestOnlySecuritiesRemeasuredAtFairValueThroughEarnings
27500000 USD
agnc Hedge De Designation Of Interest Rate Cash Flow Hedge Derivatives
HedgeDeDesignationOfInterestRateCashFlowHedgeDerivatives
0 USD
agnc Hedge De Designation Of Interest Rate Cash Flow Hedge Derivatives
HedgeDeDesignationOfInterestRateCashFlowHedgeDerivatives
23900000000 USD
CY2011Q3 agnc Hedge De Designation Of Interest Rate Cash Flow Hedge Derivatives
HedgeDeDesignationOfInterestRateCashFlowHedgeDerivatives
23900000000 USD
CY2010Q3 agnc Hedge De Designation Of Interest Rate Cash Flow Hedge Derivatives
HedgeDeDesignationOfInterestRateCashFlowHedgeDerivatives
0 USD
CY2010Q4 agnc Interest Rate Derivative Designated As Hedging Instruments Average Fixed Pay Rate
InterestRateDerivativeDesignatedAsHedgingInstrumentsAverageFixedPayRate
0.0163
CY2010Q4 agnc Interest Rate Derivative Designated As Hedging Instruments Average Fixed Receive Rate
InterestRateDerivativeDesignatedAsHedgingInstrumentsAverageFixedReceiveRate
0.0026
CY2011Q3 agnc Interest Rate Derivative Not Designated As Hedging Instruments Average Fixed Pay Rate
InterestRateDerivativeNotDesignatedAsHedgingInstrumentsAverageFixedPayRate
0.0200
CY2011Q3 agnc Interest Rate Derivative Not Designated As Hedging Instruments Average Receive Rate
InterestRateDerivativeNotDesignatedAsHedgingInstrumentsAverageReceiveRate
0.0037
agnc Interest Rate Swap Term
InterestRateSwapTerm
5
agnc Loss On Derivative Instruments And Trading Securities
LossOnDerivativeInstrumentsAndTradingSecurities
470000000 USD
agnc Loss On Derivative Instruments And Trading Securities Net
LossOnDerivativeInstrumentsAndTradingSecuritiesNet
309990000 USD
agnc Loss On Derivative Instruments And Trading Securities Net
LossOnDerivativeInstrumentsAndTradingSecuritiesNet
19680000 USD
CY2010Q3 agnc Loss On Interest Only Securities Remeasured At Fair Value Through Earnings
LossOnInterestOnlySecuritiesRemeasuredAtFairValueThroughEarnings
900000 USD
agnc Loss On Interest Only Securities Remeasured At Fair Value Through Earnings
LossOnInterestOnlySecuritiesRemeasuredAtFairValueThroughEarnings
7800000 USD
CY2010Q3 agnc Management Fees
ManagementFees
2697000 USD
agnc Management Fees
ManagementFees
6795000 USD
CY2011Q3 agnc Management Fees
ManagementFees
15634000 USD
agnc Management Fees
ManagementFees
36511000 USD
agnc Net Income Per Common Share Basic And Diluted
NetIncomePerCommonShareBasicAndDiluted
4.97
CY2011Q3 agnc Net Income Per Common Share Basic And Diluted
NetIncomePerCommonShareBasicAndDiluted
1.39
CY2010 agnc Proceeds From Securitizations Of Agency Securities
ProceedsFromSecuritizationsOfAgencySecurities
80800000 USD
agnc Proceeds From Us Treasury Securities Sold Not Yet Purchased
ProceedsFromUSTreasurySecuritiesSoldNotYetPurchased
12053954000 USD
agnc Proceeds From Us Treasury Securities Sold Not Yet Purchased
ProceedsFromUSTreasurySecuritiesSoldNotYetPurchased
0 USD
CY2010Q4 agnc Principal Balance Of Securities Held As Collateral
PrincipalBalanceOfSecuritiesHeldAsCollateral
73500000 USD
CY2011Q3 agnc Principal Balance Of Securities Held As Collateral
PrincipalBalanceOfSecuritiesHeldAsCollateral
57500000 USD
CY2011Q3 agnc Principal Payments Receivable
PrincipalPaymentsReceivable
33831000 USD
CY2010Q4 agnc Principal Payments Receivable
PrincipalPaymentsReceivable
75524000 USD
agnc Proceeds From Principal Collection Of Mortgage Backed Securities Categorized As Available For Sale
ProceedsFromPrincipalCollectionOfMortgageBackedSecuritiesCategorizedAsAvailableForSale
3058375000 USD
agnc Proceeds From Principal Collection Of Mortgage Backed Securities Categorized As Available For Sale
ProceedsFromPrincipalCollectionOfMortgageBackedSecuritiesCategorizedAsAvailableForSale
972551000 USD
CY2010Q3 agnc Realized Gain Loss On Periodic Interest Settlements Of Interest Rate Swaps Net
RealizedGainLossOnPeriodicInterestSettlementsOfInterestRateSwapsNet
0 USD
CY2011Q3 agnc Realized Gain Loss On Periodic Interest Settlements Of Interest Rate Swaps Net
RealizedGainLossOnPeriodicInterestSettlementsOfInterestRateSwapsNet
-1773000 USD
agnc Realized Gain Loss On Periodic Interest Settlements Of Interest Rate Swaps Net
RealizedGainLossOnPeriodicInterestSettlementsOfInterestRateSwapsNet
-1773000 USD
agnc Realized Gain Loss On Periodic Interest Settlements Of Interest Rate Swaps Net
RealizedGainLossOnPeriodicInterestSettlementsOfInterestRateSwapsNet
0 USD
agnc Realized Gain On Agency Securities
RealizedGainOnAgencySecurities
3000000 USD
CY2010Q3 agnc Realized Gain On Agency Securities
RealizedGainOnAgencySecurities
1200000 USD
agnc Realized Gain On Agency Securities
RealizedGainOnAgencySecurities
700000 USD
CY2011Q3 agnc Realized Gain On Agency Securities
RealizedGainOnAgencySecurities
3500000 USD
CY2011Q3 agnc Receivable Under Reverse Repurchase Agreements
ReceivableUnderReverseRepurchaseAgreements
473800000 USD
CY2010Q4 agnc Receivable Under Reverse Repurchase Agreements
ReceivableUnderReverseRepurchaseAgreements
247438000 USD
CY2011Q3 agnc Repurchase Agreements Weighted Average Days To Maturity
RepurchaseAgreementsWeightedAverageDaysToMaturity
30
CY2010Q4 agnc Repurchase Agreements Weighted Average Days To Maturity
RepurchaseAgreementsWeightedAverageDaysToMaturity
22
agnc Required Annual Distribution Of Taxable Net Income
RequiredAnnualDistributionOfTaxableNetIncome
0.90
CY2010Q4 agnc Risk Of Repurchase Agreement To Stockholders Equity
RiskOfRepurchaseAgreementToStockholdersEquity
0.10
CY2011Q3 agnc Risk Of Repurchase Agreement To Stockholders Equity
RiskOfRepurchaseAgreementToStockholdersEquity
0.10
agnc Schedule Of Summary Of Interest Rate Swaption Agreements Outstanding In Future Pay Fixed Rate Textblock
ScheduleOfSummaryOfInterestRateSwaptionAgreementsOutstandingInFuturePayFixedRateTextblock
<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;padding-top:12px;text-indent:32px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">As of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">September&#160;30, 2011</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December&#160;31, 2010</font><font style="font-family:inherit;font-size:10pt;">, we had interest rate swaption agreements outstanding consisting of options to enter into interest rate swaps in the future where we would pay a fixed rate (&#8220;payer swaptions&#8221;) as summarized in the tables below (dollars in thousands).</font><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;width:95.703125%;border-collapse:collapse;text-align:left;"><tr><td colspan="22" rowspan="1"></td></tr><tr><td width="25%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="7%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="6%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="11%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td colspan="9" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Option</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td colspan="10" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Underlying Swap</font></div></td></tr><tr><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Payer Swaptions</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td 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style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Average</font></div><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Months to</font></div><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Expiration</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Notional</font></div><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Amount</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td colspan="2" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="text-align:center;font-size:8pt;"><font 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style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">As of September 30, 2011</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">45,570</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;" rowspan="1" 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style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3,250,000</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">3.59</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1M LIBOR</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">6.9</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">As of December 31, 2010</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,596</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">16,766</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">850,000</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">2.28</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">%</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">1M LIBOR</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">5.6</font></div></td></tr></table></div></div></div>
CY2010Q4 agnc Secured Debt Reverse Repurchase Agreements Fair Value
SecuredDebtReverseRepurchaseAgreementsFairValue
245500000 USD
CY2010 agnc Securitization Of Agency Securities Under Cost Basis
SecuritizationOfAgencySecuritiesUnderCostBasis
85900000 USD
CY2011Q3 agnc Securitized Cmo Securities
SecuritizedCmoSecurities
458300000 USD
CY2010Q4 agnc Securitized Cmo Securities
SecuritizedCmoSecurities
463600000 USD
CY2011Q3 agnc Spread Over Libor
SpreadOverLibor
25 basis points
agnc Summary Of Continuous Unrealized Loss Positions Of Available For Sale Securitytext Block
SummaryOfContinuousUnrealizedLossPositionsOfAvailableForSaleSecuritytextBlock
<div style="font-family:Times New Roman;font-size:10pt;"><div style="line-height:120%;text-indent:32px;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">The following table presents the gross unrealized loss and fair values of our available-for-sale agency securities by length of time that such securities have been in a continuous unrealized loss position as of </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">September&#160;30, 2011</font><font style="font-family:inherit;font-size:10pt;"> and </font><font style="font-family:inherit;font-size:10pt;color:#000000;text-decoration:none;">December&#160;31, 2010</font><font style="font-family:inherit;font-size:10pt;"> (in thousands):</font></div><div style="line-height:120%;font-size:9pt;"><font style="font-family:inherit;font-size:9pt;">&#160;</font></div><div style="line-height:120%;text-align:center;font-size:10pt;"><div style="padding-left:0px;text-indent:0px;line-height:normal;padding-top:10px;"><table cellpadding="0" cellspacing="0" style="font-family:Times New Roman;font-size:10pt;margin-left:auto;margin-right:auto;width:88.4765625%;border-collapse:collapse;text-align:left;"><tr><td colspan="25" rowspan="1"></td></tr><tr><td width="26%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="2%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="9%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="8%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td><td width="10%" rowspan="1" colspan="1"></td><td width="1%" rowspan="1" colspan="1"></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td colspan="23" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Unrealized Loss Position For</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td colspan="7" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1"><div style="text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Less than 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style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="font-weight:bold;text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Estimated Fair</font></div><div style="font-weight:bold;text-align:center;font-size:8pt;"><font style="font-family:inherit;font-size:8pt;font-weight:bold;">Value</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td colspan="3" style="vertical-align:bottom;border-bottom:1px solid #000000;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1"><div style="font-weight:bold;text-align:center;font-size:8pt;"><font 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style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,145,531</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(19,670</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#8212;</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#8212;</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">4,145,531</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;background-color:#cceeff;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(19,670</font></div></td><td style="vertical-align:bottom;background-color:#cceeff;padding-right:2px;padding-top:2px;padding-bottom:2px;border-top:1px solid #000000;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr><tr><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">December&#160;31, 2010</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,498,384</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(96,445</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#8212;</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#8212;</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">7,498,384</font></div></td><td style="vertical-align:bottom;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;"><br clear="none"/></font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;padding-right:2px;" rowspan="1" colspan="1"><div style="overflow:hidden;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">&#160;</font></div></td><td style="vertical-align:bottom;padding-left:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">$</font></div></td><td style="vertical-align:bottom;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:right;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">(96,445</font></div></td><td style="vertical-align:bottom;padding-right:2px;padding-top:2px;padding-bottom:2px;" rowspan="1" colspan="1"><div style="text-align:left;font-size:10pt;"><font style="font-family:inherit;font-size:10pt;">)</font></div></td></tr></table></div></div></div>
agnc Terminations Of Interest Rate Cash Flow Hedge Derivatives
TerminationsOfInterestRateCashFlowHedgeDerivatives
-450000000 USD
agnc Terminations Of Interest Rate Cash Flow Hedge Derivatives
TerminationsOfInterestRateCashFlowHedgeDerivatives
0 USD
CY2010Q3 agnc Terminations Of Interest Rate Cash Flow Hedge Derivatives
TerminationsOfInterestRateCashFlowHedgeDerivatives
0 USD
CY2011Q3 agnc Terminations Of Interest Rate Cash Flow Hedge Derivatives
TerminationsOfInterestRateCashFlowHedgeDerivatives
-200000000 USD
CY2010 agnc To Be Issued Securities Collateralized By Agency Securities Transferred
ToBeIssuedSecuritiesCollateralizedByAgencySecuritiesTransferred
5100000 USD
CY2010Q4 agnc Total Agency Securities
TotalAgencySecurities
13510280000 USD
CY2011Q3 agnc Total Agency Securities
TotalAgencySecurities
41970419000 USD
CY2010 agnc Total Fair Value Of Agency Securities Pledged And Accrued Interest
TotalFairValueOfAgencySecuritiesPledgedAndAccruedInterest
12559825000 USD
agnc Total Fair Value Of Agency Securities Pledged And Accrued Interest
TotalFairValueOfAgencySecuritiesPledgedAndAccruedInterest
41686568000 USD
agnc Transfers Between Hierarchy Levels
TransfersBetweenHierarchyLevels
0
agnc Transfers Between Hierarchy Levels
TransfersBetweenHierarchyLevels
0
agnc Unamortized Principal Balance Of Interest Only Strips
UnamortizedPrincipalBalanceOfInterestOnlyStrips
1300000000 USD
CY2010 agnc Unamortized Principal Balance Of Interest Only Strips
UnamortizedPrincipalBalanceOfInterestOnlyStrips
500000000 USD
agnc Unamortized Principal Balance Of Principal Only Strips
UnamortizedPrincipalBalanceOfPrincipalOnlyStrips
43000000 USD
agnc Unrealized Gain Loss On Derivative Instrument And Trading Securities
UnrealizedGainLossOnDerivativeInstrumentAndTradingSecurities
-15466000 USD
agnc Unrealized Gain Loss On Derivative Instrument And Trading Securities
UnrealizedGainLossOnDerivativeInstrumentAndTradingSecurities
-85623000 USD
CY2010Q3 agnc Unrealized Gain Loss On Derivative Instrument And Trading Securities
UnrealizedGainLossOnDerivativeInstrumentAndTradingSecurities
-2997000 USD
CY2011Q3 agnc Unrealized Gain Loss On Derivative Instrument And Trading Securities
UnrealizedGainLossOnDerivativeInstrumentAndTradingSecurities
-46543000 USD
agnc Unrealized Gain On Derivative Instrument And Trading Securities
UnrealizedGainOnDerivativeInstrumentAndTradingSecurities
24400000 USD
CY2011Q3 agnc Unrealized Gain On Derivative Instrument And Trading Securities
UnrealizedGainOnDerivativeInstrumentAndTradingSecurities
27500000 USD
CY2010Q3 agnc Unrealized Gain On Derivative Instrument And Trading Securities
UnrealizedGainOnDerivativeInstrumentAndTradingSecurities
500000 USD
agnc Unrealized Gain On Derivative Instrument And Trading Securities
UnrealizedGainOnDerivativeInstrumentAndTradingSecurities
1900000 USD
CY2010 agnc Weighted Average Contractual Interest Rate Of Interest Only Strips
WeightedAverageContractualInterestRateOfInterestOnlyStrips
0.0495
agnc Weighted Average Contractual Interest Rate Of Interest Only Strips
WeightedAverageContractualInterestRateOfInterestOnlyStrips
0.0557
CY2010Q4 agnc Weighted Average Coupon Rate
WeightedAverageCouponRate
0.0470
CY2011Q3 agnc Weighted Average Coupon Rate
WeightedAverageCouponRate
0.0435
agnc Weighted Average Life Of Interest Only Securities
WeightedAverageLifeOfInterestOnlySecurities
2.8 years
CY2010 agnc Weighted Average Life Of Interest Only Securities
WeightedAverageLifeOfInterestOnlySecurities
6.2 years
agnc Weighted Average Life Of Principal Only Securities
WeightedAverageLifeOfPrincipalOnlySecurities
2.4 years
agnc Weighted Average Number Of Common Shares Outstanding Basic And Diluted
WeightedAverageNumberOfCommonSharesOutstandingBasicAndDiluted
134163000 shares
agnc Weighted Average Number Of Common Shares Outstanding Basic And Diluted
WeightedAverageNumberOfCommonSharesOutstandingBasicAndDiluted
30161000 shares
CY2010Q3 agnc Weighted Average Number Of Common Shares Outstanding Basic And Diluted
WeightedAverageNumberOfCommonSharesOutstandingBasicAndDiluted
35495000 shares
CY2011Q3 agnc Weighted Average Number Of Common Shares Outstanding Basic And Diluted
WeightedAverageNumberOfCommonSharesOutstandingBasicAndDiluted
180725000 shares
CY2010Q4 agnc Weighted Average Yield Percentage
WeightedAverageYieldPercentage
0.0331
CY2011Q3 agnc Weighted Average Yield Percentage
WeightedAverageYieldPercentage
0.0318
CY2010 agnc Weighted Average Yield Percentage For Period
WeightedAverageYieldPercentageForPeriod
0.0344
CY2011Q3 agnc Weighted Average Yield Percentage For Period
WeightedAverageYieldPercentageForPeriod
0.0314
agnc Weighted Average Yield Percentage For Period
WeightedAverageYieldPercentageForPeriod
0.0325
dei Amendment Flag
AmendmentFlag
false
dei Current Fiscal Year End Date
CurrentFiscalYearEndDate
--12-31
dei Document Fiscal Period Focus
DocumentFiscalPeriodFocus
Q3
dei Document Fiscal Year Focus
DocumentFiscalYearFocus
2011
dei Document Period End Date
DocumentPeriodEndDate
2011-09-30
dei Document Type
DocumentType
10-Q
dei Entity Central Index Key
EntityCentralIndexKey
0001423689
CY2011Q4 dei Entity Common Stock Shares Outstanding
EntityCommonStockSharesOutstanding
183619759 shares
dei Entity Filer Category
EntityFilerCategory
Large Accelerated Filer
dei Entity Registrant Name
EntityRegistrantName
American Capital Agency Corp
dei Trading Symbol
TradingSymbol
AGNC
CY2011Q3 invest Derivative Notional Amount
DerivativeNotionalAmount
-817215000 USD
CY2010Q4 invest Derivative Notional Amount
DerivativeNotionalAmount
-848897000 USD

Files In Submission

Name View Source Status
0001423689-11-000009-index-headers.html Edgar Link pending
0001423689-11-000009-index.html Edgar Link pending
0001423689-11-000009.txt Edgar Link pending
0001423689-11-000009-xbrl.zip Edgar Link pending
agnc-20110930.xml Edgar Link completed
agnc-20110930.xsd Edgar Link pending
agnc-20110930_cal.xml Edgar Link unprocessable
agnc-20110930_def.xml Edgar Link unprocessable
agnc-20110930_lab.xml Edgar Link unprocessable
agnc-20110930_pre.xml Edgar Link unprocessable
agnc10q93011.htm Edgar Link pending
agnc10q93011ex101.htm Edgar Link pending
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FilingSummary.xml Edgar Link unprocessable
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