{"schema_version":"secwatch.filing_event.v1","accession":"0001437071-23-000032","form_type":"8-K","ticker":"IVR","cik":"0001437071","company_name":"Invesco Mortgage Capital Inc.","filed_at":"2023-11-06T23:59:59+00:00","discovered_at":"2026-05-14T18:03:29.076506+00:00","generated_at":"2026-06-08T19:35:16.836628+00:00","sec_items":["2.02","8.01","9.01"],"event_type":"earnings","sentiment":"negative","materiality_score":0.85,"calibrated_materiality_score":0.85,"confidence":"high","headline":"Invesco Mortgage Capital reports Q3 net loss of $1.62/share; book value drops 17% to $9.93","bullets":["Net loss per common share of $1.62 vs $0.03 in Q2; earnings available for distribution per share $1.51 vs $1.45.","Book value per common share fell to $9.93 from $11.98 (-17.1%); estimated $9.07-$9.45 as of Nov 3.","Economic return of (13.8)% for Q3 vs (1.8)% in Q2; debt-to-equity ratio increased to 6.4x from 5.9x.","Common dividend unchanged at $0.40/share; portfolio $5.4B at quarter end, reduced to $3.6B by Oct 31.","CEO cites challenging environment for Agency RMBS due to higher rates and volatility; cautious outlook."],"urls":{"canonical":"https://secwatch.observer/filing/0001437071-23-000032","json":"https://secwatch.observer/filing/0001437071-23-000032.json","markdown":"https://secwatch.observer/filing/0001437071-23-000032.md","text":"https://secwatch.observer/filing/0001437071-23-000032.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1437071/000143707123000032/0001437071-23-000032-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1437071/000143707123000032/ivr-20231106.htm"},"model":{"generated_by":"deepseek-v4-flash:cloud@v2","generated_at":"2026-06-08T19:35:16.836628+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":[{"claim_id":"377cb931ca0e719c25f24fa70beb8c385e34a566","claim":"Invesco Mortgage Capital Inc. reported financial results for the quarter ended September 30, 2023.","evidence_excerpt":"On November 6, 2023, Invesco Mortgage Capital Inc. (the “registrant”) issued a press release announcing its financial results for the quarter ended September 30, 2023 (the “Release”).","evidence_source":"SEC 8-K Item 2.02","evidence_url":"https://www.sec.gov/Archives/edgar/data/1437071/000143707123000032/0001437071-23-000032-index.htm","confidence":0.85,"family_label":"Earnings Releases","details":[{"label":"Period","value":"the quarter ended September 30, 2023"},{"label":"Result","value":"reported results"}],"fact_type":"earnings_release"}],"license":"Source filings: public domain (SEC EDGAR). Summaries (headline + bullets): CC-BY-4.0; attribute https://secwatch.observer"}