See? There is one way that AGNC's price can stay depressed! Seems to good to be true (despite the data)... it must be a scheme :-)
I do own a sizable block of NLY also. It's been a great holding for me for years. They just had a great earnings report. I don't think you go wrong either way, but I do believe AGNC has a better earning producing plan in place these days. JMHO. Good luck whatever you decide or do.