AGNCNasdaqReal Estate Investment Trusts

AGNC Investment Corp. (AGNC) earnings date, market-implied expected move, and options open interest by expiry

8.54

pre 8.65 +1.35%

Pre-market06:39 ETdelayed

Open8.58Volume23.1MMkt cap$11.1BP/E96.06EPS0.09Div yield16.57%

Day8.57 – 8.65100%52-wk8.27 – 10.9114%

AGNC

AGNC Investment Corp.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Jan 25

after close · in 82 days

est.Q4 FY26

Calendar

Next report

Last report

+4.27%

vs ±3.2% implied · ×1.35

shaded = implied · ▲▼ = realized

Oct 19 '26 · confirmed

Implied vs realized

Largest filed tie

—

Supply chain

13F top-10 QoQ

+6.02%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

712 managers

Top fund weight

0.13%

AGNC weight · REVS

N-PORTJul 31 '26

3 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

AGNC Investment (AGNC) is expected to report on Jan 25 after close (estimated date).

Implied vs realized

2 reports

—≥ implied

Q2 FY26Jul 20 '26confirmed—▲+0.28%—

Q3 FY26Oct 19 '26confirmed±3.2%▲+4.27%×1.35

quarterimplied−5%0+5%realized×

Q3 FY26±3.2%▲+4.27%×1.35

Q2 FY26—▲+0.28%—

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 8 expiries · Oct 30 close

1.13OI · 8 expiries · Oct 30 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

5 nearer expiries

20,6230%Nov 62d1.6812,297+1%1.68

2,375+13%Nov 139d0.298,128−3%0.29

61,647+2%Nov 2016d1.4043,971+37%1.40

6,764+2%Nov 2723d3.571,894+14%3.57

419—Dec 430d0.0225,066—0.02

96,490−2%Dec 1844d1.3273,344−3%1.32

68,827+2%Jan 1572d0.9969,515−3%0.99

report · Jan 25 · after close · est.

21,060+36%Mar 19135d18,6590%

ExpiryPutsCallsP/C

5 nearer expiries

Nov 62d20,6230%12,297+1%1.68

Nov 139d2,375+13%8,128−3%0.29

Nov 2016d61,647+2%43,971+37%1.40

Nov 2723d6,764+2%1,894+14%3.57

Dec 430d419—25,066—0.02

Dec 1844d96,490−2%73,344−3%1.32

Jan 1572d68,827+2%69,515−3%0.99

report · Jan 25 · after close · est.

Mar 19135d21,060+36%18,6590%1.13

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ2 FY26

95.61%as filednet margin · revenue +74.05% QoQ · +710.71% YoY

Revenue$684M+74.05%

Pre-tax income$654M+541.89%

Net income$654M95.61%+541.89%

Source: SEC filings · standardized · QE Jun 30 '26 · bars = % of revenue

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 06:30 ET

Intraday

Event sensitivity

PPI ×1.55· ±1.6% vs ±1.0% · 10 releases

eventrelease day|move|up · n×base

PPIproducer prices±1.6%5 of 10×1.55

NFPjobs report±1.5%5 of 10×1.44

FOMCrate decision±1.5%11 of 24×1.42

PCEpersonal income & outlays±1.1%11 of 19×1.02

GDPgross domestic product±1.0%9 of 19×0.96

CPROFcorporate profits±0.8%6 of 12×0.80

CPIconsumer prices±0.6%2 of 10×0.60

Bar = avg |move| to ±2% · tick = ±1.0% avg day · ×base = |move| ÷ ±1.0% · min 6 releases

Earnings history

EPS -1.17 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 19 '26 · confirmed	-1.17	—
Q2 FY26	Jul 20 '26 · confirmed	0.52	—
Q1 FY26	—	-0.17	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod