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Dec 31, 2019

AGNC Q4 2019 Earnings Report

AGNC's financial results for Q4 2019 were announced, showcasing a strong quarter driven by tightening Agency MBS spreads and a favorable interest rate environment.

Key Takeaways

AGNC Investment Corp. reported a strong fourth quarter in 2019, with a 9.6% economic return driven by dividends and an increase in tangible net book value. The company benefited from Federal Reserve monetary easing and reduced global trade uncertainty.

Comprehensive income per common share was $1.59, including $1.56 net income per common share.

Tangible net book value per common share increased to $17.66, up 6.7% from the previous quarter.

Net spread and dollar roll income per common share was $0.57, excluding estimated 'catch-up' premium amortization benefit.

The investment portfolio totaled $107.9 billion, including $98.9 billion in Agency MBS and $7.4 billion in net TBA mortgage positions.

Total Revenue
$287M
Previous year: $186M
+54.3%
EPS
$0.57
Previous year: $0.53
+7.5%
Economic Return on Equity
9.6%
Portfolio CPR
15.4%
Net Interest Spread
1.33%
Cash and Equivalents
$831M
Previous year: $921M
-9.8%
Total Assets
$113B
Previous year: $109B
+3.5%

AGNC

AGNC

Forward Guidance

AGNC believes it is well-positioned to generate attractive risk-adjusted returns due to a benign interest rate environment and favorable developments in financing.

Positive Outlook

  • Favorable interest rate environment
  • Positive developments on the financing front
  • Potential for attractive risk-adjusted returns
  • Low-cost advantage in the residential mortgage REIT sector
  • Additional capacity to take advantage of favorable earnings environments

Challenges Ahead

  • Changes in interest rates
  • Changes in the yield curve
  • Changes in prepayment rates
  • Availability and terms of financing
  • General economic conditions