{"schema_version":"secwatch.filing_event.v1","accession":"0001437071-26-000076","form_type":"8-K","ticker":"IVR","cik":"0001437071","company_name":"Invesco Mortgage Capital Inc.","filed_at":"2026-10-14T20:43:40+00:00","discovered_at":"2026-10-14T20:45:00.233118+00:00","generated_at":"2026-10-14T20:45:03.745519+00:00","sec_items":["2.02","7.01","8.01","9.01"],"event_type":"dividend","sentiment":"neutral","materiality_score":0.45,"calibrated_materiality_score":0.45,"confidence":"high","headline":"Invesco Mortgage declares $0.12 October dividend; Sept. 30 book value $6.74/share, portfolio $8.0B","bullets":["Declared monthly common dividend of $0.12 per share, payable Nov 16, 2026 to holders of record Oct 26; ex-dividend date Oct 26.","Estimated book value per common share of $6.74 as of Sept. 30, 2026, based on 109.1M common shares and $168.1M Series C preferred liquidation preference.","Total investment portfolio including TBAs $7.97B; 30-year fixed-rate Agency RMBS $6.63B (83.2%) at 5.34% weighted average yield; Agency CMBS $681M (8.5%).","Repurchase agreement borrowings of $6.84B at 3.97% weighted average rate with 20 days weighted average remaining maturity; unrestricted cash $401.3M.","Debt-to-equity 7.6x and economic debt-to-equity 8.3x; interest rate swaps notional $5.19B at 2.72% average fixed pay; short Treasury futures $1.61B."],"urls":{"canonical":"https://secwatch.observer/filing/0001437071-26-000076","json":"https://secwatch.observer/filing/0001437071-26-000076.json","markdown":"https://secwatch.observer/filing/0001437071-26-000076.md","text":"https://secwatch.observer/filing/0001437071-26-000076.txt","edgar_index":"https://www.sec.gov/Archives/edgar/data/1437071/000143707126000076/0001437071-26-000076-index.htm","edgar_primary_document":"https://www.sec.gov/Archives/edgar/data/1437071/000143707126000076/ivr-20261014.htm"},"model":{"generated_by":"deepseek-v4.1-flash:cloud@v2","generated_at":"2026-10-14T20:45:03.745519+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"}