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Sep 30, 2020

AGNC Q3 2020 Earnings Report

AGNC reported strong financial performance, driven by stable interest rates and the Federal Reserve's ongoing purchases.

Key Takeaways

AGNC Investment Corp. announced financial results for the quarter ended September 30, 2020, with a comprehensive income of $1.28 per common share and a tangible net book value of $15.88 per common share, representing an increase of 6.4% for the quarter.

Comprehensive income per common share was $1.28, including $1.15 net income and $0.13 other comprehensive income.

Net spread and dollar roll income per common share was $0.81, excluding estimated 'catch-up' premium amortization cost.

Tangible net book value per common share increased to $15.88, a 6.4% increase from the previous quarter.

The company repurchased 11.0 million shares of common stock for $154 million during the quarter.

Total Revenue
$302M
Previous year: $119M
+153.8%
EPS
$0.81
Previous year: $0.59
+37.3%
Economic Return on Equity
8.8%
Previous year: 2.7%
+225.9%
Portfolio CPR
24.3%
Previous year: 13.5%
+80.0%
Net Interest Spread
2.15%
Previous year: 1.31%
+64.1%
Cash and Equivalents
$857M
Previous year: $906M
-5.4%
Total Assets
$80B
Previous year: $110B
-27.1%

AGNC

AGNC

Forward Guidance

The Fed's announced policy shift to average inflation targeting will likely cause the current low rate environment to persist for a prolonged period, which should be beneficial to the investment environment.

Positive Outlook

  • Stable interest rates
  • Federal Reserve's ongoing purchases
  • Fed's announced policy shift to average inflation targeting
  • Strong earnings environment
  • Attractive hedging and funding opportunities

Challenges Ahead

  • Changes in interest rates
  • Changes in the yield curve
  • Changes in prepayment rates
  • Availability and terms of financing
  • Changes in the market value of the Company's assets