Arlington Asset book value slips 2%


Book value per share of $31.77 is off from $32.44 at end of Q2, and compares to last night's close of $25.21.

Agency MBS portfolio of $1.6B fair value is all 30-year fixed-rate. Non-agency MBS portfolio size has fair value of $344.1M. CPR on agency portfolio is 9.85%.

AI unchanged premarket.

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