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Invesco10-Q: Margin pressure

Faces 12.61% book value decline from a 1% interest rate hike

What happened

The company's book value per common share is highly sensitive to interest rate changes, with a projected 12.61% drop for a 100 basis point increase. This significant exposure creates a strong incentive to invest in sophisticated risk management, hedging, and analytics solutions to protect the balance sheet.

Source

SEC EDGARMay 6, 2026

Quarterly report (Form 10-Q)

Invesco 10-Q

Filing excerpt

The sensitivity analysis table presented below shows the estimated impact of an instantaneous parallel shift in the yield curve, up and down 50 and 100 basis points, on the market value of our interest rate-sensitive instruments and book value per common share as of March 31, 2026...

sec.gov/Archives/edgar/data/1437071/000143707126000038/ivr-20260331.htmRead the full source

Other signals in this filing (6)

Extracted by Autobound

From the Signal API record
Signal
10-Q: Margin pressure

What this signalsFilings often name leadership changes, deals and spending plans.

Fiscal year end
03/31
Filed
May 6, 2026

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The full record

From the Signal API record

Numbers

Percent
-12.61% (Estimated Percentage Change in Book Value per Common Share from a +1.00% change in interest rates)

Details

CIK
1437071
Accession number
0001437071-26-000038
Timeframe
Current quarter
Filing year
2026
Fiscal year
0
Why it matters
Efficiency tools needed
Signal category
Financial

Topics and mentions

Technologies

  • interest rate swaps
  • U.S. Treasury futures

Extraction

Confidence
High
Relevance
90%
Sentiment
Negative
Detected
May 12, 2026
signal_type
sec-10q
signal_subtype
marginPressure

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This page shows a preview. The full sec-10q record in the Signal API and MCP can also have these 8 fields. Some fields are empty for some signals.

Company

  • linkedin_urlValue in the API
  • industriesValue in the API
  • employee_count_lowValue in the API
  • employee_count_highValue in the API
  • revenueValue in the API
  • descriptionValue in the API

Signal

  • signal_nameValue in the API
  • associationValue in the API
Show the full JSONThe record on this page and the API request

GET /v1/signals/b1592c9a-dec9-46d8-94b0-0a3b870ccefd returns this record as JSON. POST /v1/companies/enrich returns every signal for invescomortgagecapital.com.

{
  "signal_id": "b1592c9a-dec9-46d8-94b0-0a3b870ccefd",
  "signal_type": "sec-10q",
  "signal_subtype": "marginPressure",
  "detected_at": "2026-05-12T09:24:57.46+00:00",
  "company": {
    "name": "Invesco",
    "domain": "invescomortgagecapital.com"
  },
  "data": {
    "detail": "The company's book value per common share is highly sensitive to interest rate changes, with a projected 12.61% drop for a 100 basis point increase. This significant exposure creates a strong incentive to invest in sophisticated risk management, hedging, and analytics solutions to protect the balance sheet.",
    "metrics": {
      "pct": -12.61,
      "timeframe": "current_quarter",
      "pct_context": "Estimated Percentage Change in Book Value per Common Share from a +1.00% change in interest rates"
    },
    "summary": "Faces 12.61% book value decline from a 1% interest rate hike",
    "excerpts": "The sensitivity analysis table presented below shows the estimated impact of an instantaneous parallel shift in the yield curve, up and down 50 and 100 basis points, on the market value of our interest rate-sensitive instruments and book value per common share as of March 31, 2026...",
    "relevance": 0.9,
    "sentiment": "negative",
    "confidence": "high",
    "source_url": "https://www.sec.gov/Archives/edgar/data/1437071/000143707126000038/ivr-20260331.htm",
    "filing_date": "2026-05-06",
    "filing_year": 2026,
    "fiscal_year": 0,
    "fiscal_year_end": "03/31",
    "sales_relevance": "Efficiency tools needed",
    "signal_category": "financial",
    "technologies_mentioned": [
      "interest rate swaps",
      "U.S. Treasury futures"
    ]
  }
}

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