More on Arlington Asset Management (AI) Q1 earnings: Agency MBS portfolio (all 30-year fixed)...

|About: Arlington Asset Investme... (AI)|By:, SA News Editor

More on Arlington Asset Management (AI) Q1 earnings: Agency MBS portfolio (all 30-year fixed) fair value of $1.6B with weighted average coupon of 4.08%. Non-agency MBS portfolio fair value of $275.9M with weighted average coupon of 4.2%, unlevered cash yield of 10.8%. 90-day CPR on agency portfolio of 8.64%. Conference call at 9 ET. (PR)