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When I projected AGNC’s quarterly valuation fluctuation within the company’s derivatives portfolio, I assumed management would decrease its hedging coverage ratio to 60%-65% as of 6/30/2020; mainly through a reduction to its net (short) interest rate payer swaps position. If we pay distributions in excess of our current and accumulated earnings and profits, such distributions will be treated as a tax-free return of capital to the extent of each stockholder's tax basis in our common stock and as capital gain thereafter.

Moving to dividend metrics, I currently believe AGNC will declare the following monthly dividends for the remainder of 2020: Dividend for August – December 2020 … AGNC’s weighted average interest rate on the company’s repurchase loans was 1.80% during the first quarter of 2020. In comparison, AGNC reported compensation expense and operating expenses of $13 and $11 million, respectively. This could indicate that the company has never provided a dividend or This weighted average per share price excludes all dividends received/reinvested.On 3/18/2020, I initiated a position in Annaly Capital Management Inc. (On 4/6/2020, I initiated a position in CHMI’s Series B preferred stock, (I am/we are long AGNC, AI, AIC, AIW, ANH, CHMI, GPMT, NLY, NYMTN.I wrote this article myself, and it expresses my own opinions.
AGNC Investment Corporation (AGNC) Updated May 20th, 2020 by Samuel Smith Disclosure: This analyst has no position in the security discussed in this research report, and no plans to initiate one in the next 72 hours. On 9/10/2019, I increased my position in ARR at a weighted average purchase price of $16.785 per share. In the company's earnings press release on July 27, AGNC CEO Gary Kain had this to say about the quarter:We were very pleased with the performance of our portfolio in the second quarter. This is due to the underlying subtle, yet numerous types of identifiable differences from mREIT to mREIT when one takes a Regarding my personal performance, I project/provide ALL my quarter-end BV fluctuations for the entire mREIT sector Within the next section of this article, I will summarize my prior articles’ account projections and compare each amount to AGNC’s actual results. I will list AGNC’s accounts in the same order as projected within my income statement and EPS projection article (see link provided above).To highlight my projected account figures versus AGNC’s actual reported results for the second quarter of 2020, Table 1 is provided below.

That's great for homeowners, but not so much for investors -- the high-rate MBSes get paid back early and AGNC has to reinvest in lower-coupon MBSes. Cumulative Growth of a $10,000 Investment in Stock AdvisorHow the Federal Reserve Has Helped AGNC Investment @themotleyfool #stocks $AGNC Personal Finance

While this specific reduction occurred within AGNC’s interest rate swaps, the company also increased its U.S. Treasury securities net (short) position to a greater extent versus my expectations (as discussed earlier) which directly led to a slightly higher ratio.As I have highlighted in various prior mREIT articles, typically a derivatives portfolio with a higher hedging coverage ratio mitigates the severity of BV losses (or enhances BV gains) in a rising interest rate environment. Second, my projection for AGNC’s interest expense account was $160 million.