{"schema_version":"secwatch.filing_event.v1","accession":"0001423689-26-000144","form_type":"8-K","ticker":"AGNC","cik":"0001423689","company_name":"AGNC Investment Corp.","filed_at":"2026-10-19T20:03:07+00:00","discovered_at":"2026-10-19T20:04:00.290824+00:00","generated_at":"2026-10-19T20:04:04.571325+00:00","sec_items":["2.02","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.85,"calibrated_materiality_score":0.85,"confidence":"high","headline":"AGNC Q3 2026 comprehensive loss of $1.28/share; tangible book value drops 16.9% to $7.13","bullets":["Total comprehensive loss of $(1.28) per common share: $(1.17) net loss plus $(0.11) OCI on mark-to-market investments; net spread and dollar roll income was $0.37/share.","Tangible net book value fell $1.45, or 16.9%, to $7.13 per share at Sept 30, 2026 from $8.58 at June 30; economic return on tangible common equity was -12.7%.","Dividend of $0.36 per common share declared for Q3; portfolio of $94.4B included $91.4B Agency MBS, $2.4B net TBA and $0.6B CRT/non-Agency credit investments.","Leverage was 7.9x tangible net book value at risk (7.6x quarterly average); cash and unencumbered Agency MBS of $6.3B equaled 57% of tangible equity.","Issued 97.6 million common shares via ATM offerings for $992M net proceeds; $526M ($0.42/share) of goodwill excluded from tangible book value."],"urls":{"canonical":"https://secwatch.observer/filing/0001423689-26-000144","json":"https://secwatch.observer/filing/0001423689-26-000144.json","markdown":"https://secwatch.observer/filing/0001423689-26-000144.md","text":"https://secwatch.observer/filing/0001423689-26-000144.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1423689/000142368926000144/0001423689-26-000144-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1423689/000142368926000144/agnc-20261019.htm"},"model":{"generated_by":"deepseek-v4.1-flash:cloud@v2","generated_at":"2026-10-19T20:04:04.571325+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"}