AGNC Investment Investor Presentation — April 2022

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Q1 2022 Earnings Supplemental Materials

Forward- Looking Information

This presentation contains forward- looking statements and information. Statements that are not historical facts, including stat ements about our beliefs and

expectations, are forward- looking statements. Forward- looking statements include statements preceded by, followed by or that include the words “may,” “could,”

“would,” “should,” “believe,” “expect,” “anticipate,” “plan,” “estimate,” “target,” “project,” “intend” and similar expressions. These statements include, among others,

statements regarding our expected performance, anticipated returns on our investments, financing and hedging strategies, and means to implement those

strategies, and actual or anticipated actions of the Federal Reserve (the “Fed”), and the impact of those actual or anticipat ed actions on the Company.

The forward- looking statements are based on our beliefs, assumptions and expectations of our future performance, taking into account all information currently

available to us. You should not place undue reliance on these forward- looking statements. These beliefs, assumptions and expectations can change as a result of

many possible events or factors, not all of which are known to us. Some of these factors are described under the caption ‘‘Ri sk Factors’’ in our Annual Report on

Form 10- K. If a change occurs, our business, financial condition, liquidity and results of operations may vary materially from t hose expressed in our forward- looking

statements. Any forward- looking statement speaks only as of the date on which it is made. New risks and uncertainties arise from time to time, and it is impossible

for us to predict those events or how they may affect us. Except as required by law, we are not obligated to, and do not intend to, update or revise any forward