Invesco Mortgage Capital (IVR) risk factors

Interest-rate risks are expanded to cover repo costs, derivative losses, margin calls, liquidity pressure and weaker risk models.

Invesco Mortgage Capital faces primary risks from interest rate volatility, heavy reliance on repurchase agreement leverage, and mortgage prepayment uncertainties. The portfolio is exposed to spread risk on mortgage-backed securities and potential policy changes affecting Fannie Mae and Freddie Mac. Active management and third-party dependency further shape the risk profile.