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Mar 31, 2021

AGNC Q1 2021 Earnings Report

Announced financial results for the quarter ended March 31, 2021.

Key Takeaways

AGNC Investment Corp. reported a comprehensive income of $1.33 per common share and a tangible net book value of $17.72 per common share as of March 31, 2021. The company's economic return on tangible common equity was 8.2% for the quarter.

Comprehensive income per common share was $1.33.

Net spread and dollar roll income per common share was $0.76, excluding estimated 'catch-up' premium amortization benefit.

Tangible net book value per common share increased to $17.72 as of March 31, 2021, a 6.0% increase from December 31, 2020.

Economic return on tangible common equity was 8.2% for the quarter.

Total Revenue
$528M
Previous year: $65M
+712.3%
EPS
$0.76
Previous year: $0.57
+33.3%
Economic Return on Equity
8.2%
Portfolio CPR
24.6%
Previous year: 12.2%
+101.6%
Net Interest Spread
2%
Previous year: 1.3%
+53.8%
Cash and Equivalents
$963M
Previous year: $1.29B
-25.3%
Total Assets
$85.5B
Previous year: $85.1B
+0.5%

AGNC

AGNC

Forward Guidance

AGNC believes the Fed will remain accommodative, maintaining its asset purchase program and near-zero interest rate policy until substantial further economic recovery is achieved, creating an attractive investment landscape for Agency MBS.

Positive Outlook

  • Favorable short-term funding.
  • Attractive TBA dollar roll opportunities.
  • Beneficial hedging arrangements from last year's market disruptions.
  • Expectation that the Fed will remain accommodative.
  • Attractive investment landscape for Agency MBS.