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Strategies & Market Trends : Dividend investing for retirement
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To: Elroy who wrote (6990)12/30/2010 2:32:18 AM
From: Paul Senior  Read Replies (2) of 34328
 
If only I were capable of understanding what they actually are saying/doing. Then I might be able pass along a clear response. I am not, so I can't, but this from AGNC is somehow relevant:

From their website Fact Sheet:

"Financing and Hedging Summary
AGNC has diversified funding sources. As of September 30, 2010 we had repurchase agreements with 21 counterparties, with no more than 10% of our equity at risk with a single counterparty.
Repurchase Agreements ($ in Millions)
Repo Weighted Average
Outstanding Interest Rate Days to Maturity
Total/Weighted Average $7,969.4 0.28% 22 Days
In terms of hedging, AGNC had over $4 billion notional value of interest rate swaps as of September 30, 2010, representing 51% of the repurchase agreements outstanding. AGNC also had 200 million in payer swaptions, which seek to hedge larger changes in interest rates."

Once they hit me with swaptions, I'm done for.
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