Other
Future Prepayment Rate Assumption Of Investment Portfolio
AGNC Investment Corp. Future Prepayment Rate Assumption Of Investment Portfolio increased by 930.0% to 10.3% in Q1 2026 compared to the prior quarter. Year-over-year, this metric grew by 7.3%, from 9.6% to 10.3%.
Analysis
StatementIncome Statement
SectionOther
CategoryRisk
SignalContext dependent
VolatilityModerate
First reportedQ1 2014
Last reportedQ1 2026May 4, 2026
How to read this metric
Higher prepayment rates generally reduce the expected yield on premium-priced mortgage-backed securities, while lower rates extend the duration of the assets.
Detailed definition
This metric represents the projected rate at which the principal of the underlying mortgage loans in the investment port...
Peer comparison
Standard across mortgage REITs, though specific models and assumptions vary by portfolio composition.
Metric ID:
other_future_prepayment_rate_assumption_of_investment_portfolioHistorical Data
9 periods
| Q1 '22 | Q4 '22 | Q1 '23 | Q2 '23 | Q1 '24 | Q1 '25 | Q3 '25 | Q4 '25 | Q1 '26 | |
|---|---|---|---|---|---|---|---|---|---|
| Value | 7.4% | 0.4% | 7.4% | 4% | 7.7% | 9.6% | 0.8% | 1% | 10.3% |
| QoQ Change | — | -94.6% | >999% | -45.9% | +92.5% | +24.7% | -91.7% | +25.0% | +930.0% |
| YoY Change | — | — | +0.0% | — | +4.1% | +24.7% | — | — | +7.3% |
Range0.4% – 10.3%
CAGR+18.0%
Avg YoY Growth+9.0%
Median YoY Growth+5.7%
Current Streak2 quarters growth
Future Prepayment Rate Assumption Of Investment Portfolio at Other Companies
Frequently Asked Questions
- What is AGNC Investment Corp.'s future prepayment rate assumption of investment portfolio?
- AGNC Investment Corp. (AGNC) reported future prepayment rate assumption of investment portfolio of 10.3% in Q1 2026.
- How has AGNC Investment Corp.'s future prepayment rate assumption of investment portfolio changed year-over-year?
- AGNC Investment Corp.'s future prepayment rate assumption of investment portfolio increased by 7.3% year-over-year, from 9.6% to 10.3%.
- What does future prepayment rate assumption of investment portfolio mean?
- The estimated speed at which mortgage borrowers will pay off their loans early.