{"schema_version":"secwatch.filing_event.v1","accession":"0001423689-21-000068","form_type":"8-K","ticker":"AGNC","cik":"0001423689","company_name":"AGNC Investment Corp.","filed_at":"2021-10-25T23:59:59+00:00","discovered_at":"2026-05-14T18:04:12.532431+00:00","generated_at":"2026-06-28T18:24:42.969331+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"positive","materiality_score":0.75,"calibrated_materiality_score":0.75,"confidence":"high","headline":"AGNC Q3 2021 comprehensive income $0.37/sh; tangible book $16.41; 2.3% economic return","bullets":["Comprehensive income $0.37 per common share ($0.35 net income + $0.02 OCI); $0.36 dividend declared.","Tangible net book value per common share $16.41, up $0.02 from Q2 2021.","Net spread and dollar roll income $0.75 per common share, excluding estimated catch-up premium amortization.","Investment portfolio $84.1B: $53.7B Agency MBS, $28.3B net TBA, $2.1B CRT/non-Agency; leverage 7.5x.","Portfolio CPR 22.5% for Q3; annualized net interest spread and TBA dollar roll income 2.19%, excluding catch-up."],"urls":{"canonical":"https://secwatch.observer/filing/0001423689-21-000068","json":"https://secwatch.observer/filing/0001423689-21-000068.json","markdown":"https://secwatch.observer/filing/0001423689-21-000068.md","text":"https://secwatch.observer/filing/0001423689-21-000068.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1423689/000142368921000068/0001423689-21-000068-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1423689/000142368921000068/agnc-20211025.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-28T18:24:42.969331+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"}