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Should be soon. I haven't seen anything from any of the reits yet.
CMO will be the first out of the gate with earnings after the close on the 30th (Wednesday).
So CMO announce that spreads declined 17% and book value fell 3%. The stock opens up down 3% and makes its way to flat by the end of the day. Not sure what to make of that.
If AGNC follows suit the stock is currently trading around book value.
So far I only see AGNC and MTGE announced their earnings. This is from today 1/30.
AGNC = FEB 7th
MTGE = FEB 8th