|   |
|---|
|   |  |
| x | QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |

|        |
|--------|
|        |  |
|  ̈ | TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES EXCHANGE ACT OF 1934 |

|                                                               |
|---------------------------------------------------------------|
|                                                               |  |
| Maryland                                                      | 20-4072657 |
| (State or other jurisdiction ofincorporation or organization) | (IRS EmployerIdentification No.) |
| 890 Winter Street, Suite 200, Waltham, Massachusetts          | 02451 |
| (Address of principal executive offices)                      | (Zip Code) |

|                                   |
|-----------------------------------|
|                                   |  |  |  |
| Large accelerated filer | x | Accelerated filer |  ̈ |
| Non-accelerated filer             |  ̈ (Do not check if a smaller reporting company) | Smaller reporting company |  ̈ |

|                                |
|--------------------------------|
|                                |  |
| Class                          | April 22, 2016 |
| Common Stock ($0.01 par value) | 151,556,564 |

|        |
|--------|
|        |
|   |

----

|     |           |
|-----|-----------|
| (a) | Exhibits. |

|                                |
|--------------------------------|
|                                |  |  |
| ExhibitNumber                  |   | Description of Exhibit |
|                           |   |
| 3.1(1)                         |   | Articles of Amendment and Restatement of CYS Investments, Inc. |
|                           |   |   |
| 3.2(2)                         |   | Articles of Amendment to the Articles of Amendment and Restatement |
|                           |   |   |
| 3.3(2)                         |   | Articles of Amendment to the Articles of Amendment and Restatement |
|                           |   |   |
| 3.4(3)                         |   | Articles of Amendment to the Articles of Amendment and Restatement |
|                           |   |   |
| 3.5(4)                         |   | Articles Supplementary of 7.75% Series A Cumulative Redeemable Preferred Stock |
|                           |   |   |
| 3.6(5)                         |   | Articles Supplementary of 7.50% Series B Cumulative Redeemable Preferred Stock |
|                           |   |   |
| 3.7(6)                         |   | Amended and Restated Bylaws of CYS Investments, Inc. |
|                           |   |   |
| 10.1                           |   | 2016 Incentive Compensation Plan |
|                           |   |   |
| 31.1*                          |   | Certification of Chief Executive Officer pursuant to Section 302 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| 31.2*                          |   | Certification of Chief Financial Officer pursuant to Section 302 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| 32.1**                         |   | Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| 32.2**                         |   | Certification of Chief Financial Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| Exhibit 101.INS XBRL |   | Instance Document (7) |
|                           |   |
| Exhibit 101.SCH XBRL |   | Taxonomy Extension Schema Document (7) |
|                           |   |
| Exhibit 101.CAL XBRL      |   | Taxonomy Extension Calculation Linkbase Document (7) |
|                           |   |
| Exhibit 101.DEF XBRL           |   | Additional Taxonomy Extension Definition Linkbase Document Created (7) |
|                           |   |
| Exhibit 101.LAB XBRL |   | Taxonomy Extension Label Linkbase Document (7) |
|                           |   |
| Exhibit 101.PRE XBRL           |   | Taxonomy Extension Presentation Linkbase Document (7) |

|     |                                                                                                                                                                  |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Incorporated by reference to the Registrant’s Registration Statement on Form S-11 filed with the Securities and Exchange Commission (File No. 333-142236). |

|     |                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Incorporated by reference from the Registrant’s Form 10-K filed with the Securities and Exchange Commission on February 10, 2010. |

----

|     |                                                                                                                                                          |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Incorporated by reference from the Registrant’s Current Report on Form 8-K filed with the Securities and Exchange Commission on September 1, 2011. |

|     |                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Incorporated by reference from the Registrant's Current Report on Form 8-K filed with the Securities and Exchange Commission on August 2, 2012. |

|     |                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Incorporated by reference from the Registrant's Current Report on Form 8-K filed with the Securities and Exchange Commission on April 29, 2013. |

|     |                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------|
| (6) | Incorporated by reference from the Registrant’s Form 10-K filed with the Securities and Exchange Commission on February 10, 2012. |

|     |                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Incorporated by reference from the Registrant’s Form 10-Q filed with the Securities and Exchange Commission on April 22, 2016. |

----

|                            |                                                                                                                                                                                                                                                                                                                                                             |
|----------------------------|-------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| Dated: April 26, 2016 | BY:    /s/ FRANCES R. SPARK                                                             |

----

|                                |
|--------------------------------|
|                                |  |  |
| ExhibitNumber                  |   | Description |
|                           |   |
| 3.1(1)                         |   | Articles of Amendment and Restatement of CYS Investments, Inc. |
|                           |   |   |
| 3.2(2)                         |   | Articles of Amendment to the Articles of Amendment and Restatement |
|                           |   |   |
| 3.3(2)                         |   | Articles of Amendment to the Articles of Amendment and Restatement |
|                           |   |   |
| 3.4(3)                         |   | Articles of Amendment to the Articles of Amendment and Restatement |
|                           |   |   |
| 3.5(4)                         |   | Articles Supplementary of 7.75% Series A Cumulative Redeemable Preferred Stock |
|                           |   |   |
| 3.6(5)                         |   | Articles Supplementary of 7.50% Series B Cumulative Redeemable Preferred Stock |
|                           |   |   |
| 3.7(6)                         |   | Amended and Restated Bylaws of CYS Investments, Inc. |
|                           |   |   |
| 10.1                           |   | 2016 Incentive Compensation Plan |
|                           |   |   |
| 31.1*                          |   | Certification of Chief Executive Officer pursuant to Section 302 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| 31.2*                          |   | Certification of Chief Financial Officer pursuant to Section 302 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| 32.1**                         |   | Certification of Chief Executive Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| 32.2**                         |   | Certification of Chief Financial Officer pursuant to 18 U.S.C. Section 1350, as adopted pursuant to Section 906 of the Sarbanes – Oxley Act of 2002 |
|                           |   |
| Exhibit 101.INS XBRL |   | Instance Document (7) |
|                           |   |
| Exhibit 101.SCH XBRL |   | Taxonomy Extension Schema Document (7) |
|                           |   |
| Exhibit 101.CAL XBRL |   | Taxonomy Extension Calculation Linkbase Document (7) |
|                           |   |
| Exhibit 101.DEF XBRL |   | Additional Taxonomy Extension Definition Linkbase Document Created (7) |
|                           |   |
| Exhibit 101.LAB XBRL |   | Taxonomy Extension Label Linkbase Document (7) |
|                           |   |
| Exhibit 101.PRE XBRL |   | Taxonomy Extension Presentation Linkbase Document (7) |

|     |                                                                                                                                                                  |
|-----|------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| (1) | Incorporated by reference to the Registrant’s Registration Statement on Form S-11 filed with the Securities and Exchange Commission (File No. 333-142236). |

|     |                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------|
| (2) | Incorporated by reference from the Registrant’s Form 10-K filed with the Securities and Exchange Commission on February 10, 2010. |

|     |                                                                                                                                                          |
|-----|----------------------------------------------------------------------------------------------------------------------------------------------------------|
| (3) | Incorporated by reference from the Registrant’s Current Report on Form 8-K filed with the Securities and Exchange Commission on September 1, 2011. |

|     |                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------|
| (4) | Incorporated by reference from the Registrant's Current Report on Form 8-K filed with the Securities and Exchange Commission on August 2, 2012. |

|     |                                                                                                                                                 |
|-----|-------------------------------------------------------------------------------------------------------------------------------------------------|
| (5) | Incorporated by reference from the Registrant's Current Report on Form 8-K filed with the Securities and Exchange Commission on April 29, 2013. |

|     |                                                                                                                                         |
|-----|-----------------------------------------------------------------------------------------------------------------------------------------|
| (6) | Incorporated by reference from the Registrant’s Form 10-K filed with the Securities and Exchange Commission on February 10, 2012. |

|     |                                                                                                                                      |
|-----|--------------------------------------------------------------------------------------------------------------------------------------|
| (7) | Incorporated by reference from the Registrant’s Form 10-Q filed with the Securities and Exchange Commission on April 22, 2016. |