earnings
confidence high
sentiment positive
materiality 0.75
AGNC Q3 2021 comprehensive income $0.37/sh; tangible book $16.41; 2.3% economic return
AGNC Investment Corp.
2021-Q3 EPS reported
$1.32
- Comprehensive income $0.37 per common share ($0.35 net income + $0.02 OCI); $0.36 dividend declared.
- Tangible net book value per common share $16.41, up $0.02 from Q2 2021.
- Net spread and dollar roll income $0.75 per common share, excluding estimated catch-up premium amortization.
- Investment portfolio $84.1B: $53.7B Agency MBS, $28.3B net TBA, $2.1B CRT/non-Agency; leverage 7.5x.
- Portfolio CPR 22.5% for Q3; annualized net interest spread and TBA dollar roll income 2.19%, excluding catch-up.