{"schema_version":"secwatch.filing_event.v1","accession":"0001423689-21-000061","form_type":"8-K","ticker":"AGNC","cik":"0001423689","company_name":"AGNC Investment Corp.","filed_at":"2021-07-26T23:59:59+00:00","discovered_at":"2026-05-14T18:04:18.060033+00:00","generated_at":"2026-06-30T02:32:24.821414+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.8,"calibrated_materiality_score":0.8,"confidence":"high","headline":"AGNC reports Q2 2021 comprehensive loss of $(0.97)/share; tangible book value down 7.5%","bullets":["Comprehensive loss per common share of $(0.97), net loss $(0.83) per share.","Tangible net book value fell to $16.39 from $17.72 as of March 31, 2021.","Net spread and dollar roll income $0.76/share, excluding catch-up premium amortization cost.","Portfolio $87.5B; at-risk leverage 7.9x; portfolio CPR 25.7% for the quarter.","Dividend of $0.36 per common share declared; economic return -5.5% on tangible equity."],"urls":{"canonical":"https://secwatch.observer/filing/0001423689-21-000061","json":"https://secwatch.observer/filing/0001423689-21-000061.json","markdown":"https://secwatch.observer/filing/0001423689-21-000061.md","text":"https://secwatch.observer/filing/0001423689-21-000061.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1423689/000142368921000061/0001423689-21-000061-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1423689/000142368921000061/agnc-20210726.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-30T02:32:24.821414+00:00"},"review":{"review_status":"machine_generated","human_reviewed":false,"corrected":false,"correction_note":null,"correction_timestamp":null,"superseded_by":null,"related_filings":[]},"source_grounded_claims":[],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}