Impact ledger

AGNC Investment Corp. (AGNC)

13 events mapped to this ticker since 2026-06-12.

Assumption changes

Date	Assumption	Direction	Magnitude	Conf.
2026-06-29	net_debt	Bullish	—	0.80
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.90
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.85
2026-06-29	net_debt	Bullish	—	0.80
2026-06-28	net_debt	Bullish	—	0.85

Event impact log

Date	Event	Channel	Direction	Horizon	Impact
2026-07-16	Event	Similar to other mREITs, AGNC faces increased funding costs and potential portfolio value depreciation in a rising rate environment. This can pressure net interest income and dividend sustainability.	Bearish	1-3m	0.85
2026-07-16	Event	Similar to NLY, AGNC is a mortgage REIT. Rising oil prices leading to higher interest rates would likely compress its net interest margin and could negatively impact its book value due to mark-to-market adjustments on its mortgage-backed securities portfolio.	Bearish	1-3m	0.70
2026-07-16	Event	Similar business model to NLY, making it susceptible to the same pressures from rising interest rates and potential credit deterioration.	Bearish	1-3m	0.70
2026-07-05	Event	Direct impact on net interest margin and dividend sustainability due to narrowing spreads and lower reinvestment rates.	Bearish	1-3m	0.90
2026-07-01	Event	While primarily focused on agency MBS, AGNC's financing strategies and investor sentiment can be broadly influenced by capital market conditions for other REITs.	watch	1-3m	0.30
2026-06-29	Event	Rising long-term interest rates directly reduce the fair value of AGNC's mortgage-backed securities (MBS) portfolio, leading to unrealized losses. Increased hedging costs to mitigate interest rate risk will compress net interest margin. Higher funding costs for repurchase agreements could also reduc	Bearish	1-3m	0.90
2026-06-29	Event	Direct impact on MBS valuations, increased hedging costs, potential for lower net interest margin.	Bearish	1-3m	0.90
2026-06-29	Event	Direct impact on net interest margin and book value due to rising rates and hedging costs. Increased volatility in asset valuations.	Bearish	1-3m	0.80
2026-06-29	Event	Direct exposure to interest rate risk affecting MBS valuations and funding costs. While hedging is in place, it may not fully offset significant or prolonged rate increases.	Bearish	3-12m	0.90
2026-06-29	Event	Rising interest rates and increased volatility in the mortgage-backed securities (MBS) market, impacting net interest margin and hedging costs.	Bearish	1-3m	0.70
2026-06-28	Event	Rising interest rates and increased volatility in the fixed-income market, particularly for agency mortgage-backed securities (MBS), will likely compress net interest margins and increase hedging costs for mREITs.	Bearish	1-3m	0.80
2026-06-28	Event	Increased funding costs and decreased MBS portfolio valuation due to rising interest rates and hawkish Fed policy.	Bearish	1-3m	0.90
2026-06-12	Event	Peer comparison in the mortgage REIT (mREIT) sector; investor sentiment towards mREIT dividend sustainability.	watch	1-3m	0.30

This ledger is regenerated from Market Ontology's public event pipeline. For live alerts on new assumption changes for AGNC, start a trial or view the AGNC entity page.