公司业务及投资组合 - 公司是美国住房市场的主要私人资本提供者，主要投资于机构住房抵押支持证券[61] - 公司在第一季度保持相对保守的定位，减少了利率对冲头寸，并将更大比例的对冲头寸延长到收益曲线的后端[65] - 公司持续将投资组合中的加息率提高，预计机构住房抵押支持证券的长期前景仍然非常积极[65] - 公司认为，随着美联储逐渐调整资产负债表，机构住房抵押支持证券的估值具有历史上的吸引力，并有望在相当长的时间内保持这种状态[66] - 公司的投资组合总额为567亿美元，较2022年12月31日的595亿美元有所下降[69] - 公司30年期RMBS投资总额为55164亿美元，占总固定利率机构RMBS和TBA证券投资的92%[70] - 公司在2023年3月31日的投资证券加权平均收益率为3.55%[69] - 公司在2023年3月31日的投资证券价值为46339万美元，较上一年底增长了1435万美元[75] - 公司在2023年3月31日的总资产为66111万美元，较上一年底增长了14463万美元[75] - 公司在2023年3月31日的净损失为1.51亿美元，较去年同期净损失额度有所减少[75] 财务表现 - 公司在2023年3月31日的经济利息收入为6.4亿美元，较去年同期增长了2亿美元[79] - 公司在2023年3月31日的经济利息支出为1.47亿美元，较去年同期增长了1.31亿美元[85] - 公司在2023年3月31日的平均实际投资组合CPR为5.2%，较去年同期的14.5%有所下降[79] - 公司在2023年3月31日的经济利息收入中，现金/票面利息收入占比4.06%，较去年同期的3.07%有所增加[79] - 公司在2023年3月31日的经济利息支出中，TBA美元滚动收入的隐含利息收入占比4.53%，较去年同期的-0.49%有显著增长[85] - 公司在2023年3月31日的经济利息支出中，利率互换周期成本为-3.50%，较去年同期的0.10%有显著减少[85] 资金管理及风险控制 - 公司主要融资来源为抵押贷款回购协议，通过双边安排和第三方回购协议进行融资[95] - 公司通过利用衍生金融工具来管理利率风险，以确保短期融资成本不会比长期固定资产的收益在利率上升期间增长更快[96] - 公司与反方风险管理的策略包括监控抵押品头寸、限制合作方范围和分散资金来源[98] - 公司与回购协议合作方的最大风险金额占有限公司有形股东权益的不到4%[99] - 公司通过直接销售或交付TBA合同来产生流动性，以管理资产销售的风险[100] 其他 - 公司会在股价低于当前有形净账面价值时回购普通股[103] - 公司在2023年3月底没有与非合并实体或金融合作伙伴关系[104]

AGNC Investment Corp. (NASDAQ:AGNC) Q1 2023 Earnings Conference Call April 25, 2023 8:30 AM ET Company Participants Katie Wisecarver - Investor Relations Peter Federico - Director, President and Chief Executive Officer Bernie Bell - Executive Vice President and Chief Financial Officer Chris Kuehl - Executive Vice President and Chief Investment Officer Aaron Pas - Senior Vice President, Non-Agency Portfolio Management Conference Call Participants Rick Shane - J.P. Morgan Trevor Cranston - JMP Securities Doug ...

Q1 2023 Stockholder Presentation April 25, 2023 © 2023 AGNC Investment Corp. All Rights Reserved. Safe Harbor Statement Safe harbor statement under the private securities litigation reform act of 1995 This presentation contains statements that, to the extent they are not recitations of historical fact, constitute "forward-looking statements" within the meaning of the Private Securities Litigation Reform Act of 1995 (the "Reform Act"). All such forwardlooking statements are intended to be subject to the safe ...

公司财务表现 - 2022年，公司的净利差和美元滚动收入为1,676百万美元，较2021年的1,598百万美元和2020年的1,493百万美元有所增长[1] - 2022年，公司投资证券的净损益为7,684百万美元，较2021年的1,977百万美元和2020年的2,067百万美元有显著下降[2] - 2022年，公司衍生工具和其他证券的净损益为4,630百万美元，较2021年的1,110百万美元和2020年的2,463百万美元有显著增长[3] 风险管理 - 质押要求和未负债资产对公司的影响[4] - 对手方风险管理策略[5] - 公司与回购协议对手方的最大风险金额[6] 公司文化与员工福利 - 公司相信员工的强度、健康和奉献精神对公司的成功至关重要[7] - 公司通过匿名员工调查评估员工满意度、参与度和具体关注点[8] - 公司董事会和管理层利用员工调查结果和持续反馈来实施各种想法和建议[9] - 公司的企业文化倡导开放和诚实的沟通、公平对待、友好和高道德和合规标准[10] - 公司的员工发展政策和计划旨在进一步促进员工的职业发展[11] - 公司的核心价值观之一是每个个体都应该受到尊重和平等对待[12] - 公司通过灵活、全面和便捷的医疗保险计划来支持员工的身体、财务和情感福祉[13] - 公司在COVID-19大流行期间采取措施保护员工的健康和安全[14]

AGNC Investment Corp. (NASDAQ:AGNC) Credit Suisse 24th Annual Financial Services Forum February 14, 2023 3:15 PM ET Company Participants Peter Federico - CEO Sean Reid - EVP, Strategy & Corporate Development Conference Call Participants Douglas Harter - Credit Suisse Douglas Harter Thanks for joining us. I'm Douglas Harter from Credit Suisse, cover mortgage finance, including the mortgage REITs and happy to have AGNC back at the conference with us. Up here on stage with me, we have Peter Federico, CEO; and ...

Q4 2022 Stockholder Presentation January 31, 2023 © 2023 AGNC Investment Corp. All Rights Reserved. Safe Harbor Statement Safe harbor statement under the private securities litigation reform act of 1995 This presentation contains statements that, to the extent they are not recitations of historical fact, constitute "forward-looking statements" within the meaning of the Private Securities Litigation Reform Act of 1995 (the "Reform Act"). All such forwardlooking statements are intended to be subject to the sa ...

AGNC Investment Corp. (NASDAQ:AGNC) Q4 2022 Earnings Conference Call January 31, 2023 8:30 AM ET Company Participants Katie Wisecarver - Investor Relations Peter Federico - Director, President and Chief Executive Officer Bernie Bell - Executive Vice President and Chief Financial Officer Chris Kuehl - Executive Vice President and Chief Investment Officer Aaron Pas - Senior Vice President, Non-Agency Portfolio Management Sean Reid - Executive Vice President, Strategy and Corporate Development Conference Call ...

AGNC Investment Corp. (NASDAQ:AGNC) Q3 2022 Earnings Conference Call October 25, 2022 8:30 AM ET Company Participants Katie Wisecarver - Vice President of Investor Relations Peter Federico - Director, President and Chief Executive Officer Bernice Bell - Executive Vice President and Chief Financial Officer Christopher Kuehl - Executive Vice President and Chief Investment Officer Aaron Pas - Senior Vice President Conference Call Participants Douglas Harter - Credit Suisse Bose George - Keefe, Bruyette & Woods ...

AGNC Investment Corp. (NASDAQ:AGNC) Barclays Global Financial Services Conference September 13, 2022 12:00 PM ET Company Participants Peter Federico - CEO Conference Call Participants Carter Smith - Barclays Carter Smith Good afternoon, everyone. Thank you for joining me. I'm Carter Smith with Barclays, and I'm pleased to be joined here by Peter Federico, CEO of AGNC Investment Corporation. Today's presentation will be a fireside chat. I have a prepared list of questions here in front of me, but feel free t ...