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Invesco10-Q: Inflation impact

Projects a 10% book value loss if Agency MBS spreads widen by just 0.20%

What happened

The company's valuation is highly exposed to mortgage-backed security (MBS) spread risk, with models showing a 10.04% decline in book value per share if spreads widen by just 20 basis points. This highlights a critical vulnerability to market sentiment and a need for sophisticated tools to manage spread risk.

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 change in Agency MBS spreads, up and down 10 and 20 basis points, on the market value of our investments and our 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: Inflation impact

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
-10.04% (Estimated decrease in book value per common share from a 0.20% increase in Agency MBS spreads)

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
Operations

Topics and mentions

Vendors

  • Invesco Advisers Inc.

Extraction

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

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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/2c1c21b1-0835-4029-9279-c9865f09444e returns this record as JSON. POST /v1/companies/enrich returns every signal for invescomortgagecapital.com.

{
  "signal_id": "2c1c21b1-0835-4029-9279-c9865f09444e",
  "signal_type": "sec-10q",
  "signal_subtype": "inflationImpact",
  "detected_at": "2026-05-12T09:24:57.124+00:00",
  "company": {
    "name": "Invesco",
    "domain": "invescomortgagecapital.com"
  },
  "data": {
    "detail": "The company's valuation is highly exposed to mortgage-backed security (MBS) spread risk, with models showing a 10.04% decline in book value per share if spreads widen by just 20 basis points. This highlights a critical vulnerability to market sentiment and a need for sophisticated tools to manage spread risk.",
    "metrics": {
      "pct": -0.1004,
      "timeframe": "current_quarter",
      "pct_context": "Estimated decrease in book value per common share from a 0.20% increase in Agency MBS spreads"
    },
    "summary": "Projects a 10% book value loss if Agency MBS spreads widen by just 0.20%",
    "excerpts": "The sensitivity analysis table presented below shows the estimated impact of an instantaneous change in Agency MBS spreads, up and down 10 and 20 basis points, on the market value of our investments and our 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": "operations",
    "vendors_mentioned": [
      "Invesco Advisers Inc."
    ]
  }
}

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