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Jun 30, 2023

AGNC Q2 2023 Earnings Report

Announced financial results for the quarter ended June 30, 2023.

Key Takeaways

AGNC Investment Corp. reported a comprehensive income per common share of $0.32, which included net income per common share of $0.43. The company's tangible net book value per common share was $9.39 as of June 30, 2023, representing a decrease of $(0.02) per share for the quarter. AGNC generated a 3.6% economic return on tangible common equity, consisting of $0.36 dividends per common share and a $(0.02) decrease in tangible net book value per common share.

Comprehensive income per common share was $0.32.

Net spread and dollar roll income per common share was $0.67, excluding estimated 'catch-up' premium amortization benefit.

Tangible net book value per common share decreased by $(0.02) to $9.39.

Economic return on tangible common equity was 3.6%.

Total Revenue
-$69M
Previous year: $315M
-121.9%
EPS
$0.67
Previous year: $0.83
-19.3%
Economic Return on Equity
3.6%
Net Interest Spread
3.26%
At Risk Leverage Ratio
7.2
Previous year: 7.4
-2.7%
Cash and Equivalents
$716M
Previous year: $906M
-21.0%
Total Assets
$60.5B
Previous year: $61.2B
-1.2%

AGNC

AGNC

Forward Guidance

Management believes that they are at the forefront of one of the most constructive investment environments in their 15 year history, driven by historically attractive asset valuations, strong funding markets, and gradually improving hedging conditions as the Fed's tightening campaign concludes.

Positive Outlook

  • Favorable investment outlook for Agency MBS.
  • Historically attractive asset valuations.
  • Strong funding markets.
  • Gradually improving hedging conditions as the Fed's tightening campaign concludes.
  • Portfolio can generate robust risk-adjusted returns for stockholders.

Challenges Ahead

  • Short term deviations from this promising path are possible.
  • Changes in monetary policy and other factors that affect interest rates.
  • MBS spreads to benchmark interest rates, the forward yield curve, or prepayment rates.
  • The availability and terms of financing.
  • Changes in the market value of the Company's assets.