Leverage 9.2x v. 8.5x
CPR 3.6% v. 4.10%
weighted average portfolio yield: 2.86% v 2.79%
cost of Financing: .81% v. .79%
net interest rate spread: 2.05% v. 2.00%
book value: $ 21.67 v. $ 21.76
Operating Earnings (gaap): $ 1.04 v. $ 2.72
Core Earnings: $1.05 v. $.89
Thanks Jtrader and Bovisutor.
In their last 10Q last time I was looking at it, in terms of interest rates and the effect on their portfolio.
They were big time slanted to interest rates rising helps them a lot.
And rates droping had a huge negative effect.
(they are hedged positively).
So if rates trickle up a little bit in Q1, that should be great for them.