AGNC Investment Corp. Non-Agency securities, at fair value, and other mortgage credit investments (including pledged securities of $8 and $13, respectively) decreased by 2.1% to $93.00M in Q1 2026 compared to the prior quarter. Year-over-year, this metric declined by 67.9%, from $290.00M to $93.00M. Over 5 years (FY 2020 to FY 2025), Non-Agency securities, at fair value, and other mortgage credit investments (including pledged securities of $8 and $13, respectively) shows a downward trend with a -29.5% CAGR.
An increase signals a higher risk appetite and a search for higher yields outside of the government-guaranteed agency market.
Represents investments in non-agency mortgage-backed securities and other credit-sensitive mortgage products. Unlike age...
Standard for REITs with credit-sensitive portfolios; peers often distinguish this from agency-only portfolios.
non_current_assets_non_agency_securitiesat_fair_value| Q2 '21 | Q3 '21 | Q4 '21 | Q1 '22 | Q2 '22 | Q3 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q3 '23 | Q4 '23 | Q1 '24 | Q2 '24 | Q3 '24 | Q4 '24 | Q1 '25 | Q2 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Value | $553.00M | $578.00M | $843.00M | $804.00M | $881.00M | $869.00M | $682.00M | $530.00M | $353.00M | $353.00M | $351.00M | $353.00M | $317.00M | $334.00M | $315.00M | $290.00M | $109.00M | $97.00M | $95.00M | $93.00M |
| QoQ Change | — | +4.5% | +45.8% | -4.6% | +9.6% | -1.4% | -21.5% | -22.3% | -33.4% | +0.0% | -0.6% | +0.6% | -10.2% | +5.4% | -5.7% | -7.9% | -62.4% | -11.0% | -2.1% | -2.1% |
| YoY Change | — | — | — | — | +59.3% | +50.3% | -19.1% | -34.1% | -59.9% | -59.4% | -48.5% | -33.4% | -10.2% | -5.4% | -10.3% | -17.8% | -65.6% | -71.0% | -69.8% | -67.9% |