secwatch.observer — SEC 8-K summary
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Issuer:     AGNC Investment Corp. (AGNC)
CIK:        0001423689
Form:       8-K
Filed at:   2021-10-25T23:59:59+00:00
Accession:  0001423689-21-000068
Event type: earnings
Sentiment:  positive
Materiality: 0.75
Item codes: 2.02, 9.01
LLM model:  deepseek-v4-flash:cloud@v2

AGNC Q3 2021 comprehensive income $0.37/sh; tangible book $16.41; 2.3% economic return
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- 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.

Source:
  EDGAR index:    https://www.sec.gov/Archives/edgar/data/1423689/000142368921000068/0001423689-21-000068-index.htm
  Primary doc:    https://www.sec.gov/Archives/edgar/data/1423689/000142368921000068/agnc-20211025.htm
  HTML page:      https://secwatch.observer/filing/0001423689-21-000068

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