David B. Lyle

IVR

CHIEF OPERATING OFFICER · INVESCO MORTGAGE CAPITAL INC. · CIK 0001698662

FILING MIX · LIFETIME100%/0%

BUYS

SELLS

TOTAL VALUE

$93.7K

COMPANIES

ACTIVE SINCE

Feb 2020

HOLDINGS NOW

35,383

AVG SELL PX

—

Trades · vs SPY

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Performance · forward returns vs SPY

2 backtested trades · 8 horizonsHow are these numbers computed? →

Forward-return performance of every backtestable P/S trade by David B. Lyle, measured at 8 horizons from 7 days to 2 years. Deduped per economic event so co-filings count once. Excess return = trade return minus SPY return over the same window.

HORIZON	TRADES	WIN RATE	INSIDER RETURN	SPY RETURN	MEAN EXCESS	MEDIAN EXCESS	T-STAT
7d	2	+50.00%	-0.08%	+1.32%	-1.40%	-1.40%	—
14d	2	+0.00%	-18.26%	-7.67%	-10.59%	-10.59%	—
30d	2	+0.00%	-37.24%	-6.39%	-30.84%	-30.84%	—
60d	2	+0.00%	-44.45%	-1.10%	-43.35%	-43.35%	—
90d	2	+0.00%	-45.48%	+0.11%	-45.60%	-45.60%	—
180d	2	+0.00%	-59.86%	+1.66%	-61.52%	-61.52%	—
1y	2	+0.00%	-59.69%	+8.33%	-68.02%	-68.02%	—
2y	2	+0.00%	-75.65%	+24.94%	-100.60%	-100.60%	—

How to read this: Insider Returnis the average raw return of the filer's trades over the horizon. SPY Return is what SPY did over those same windows — reference only, not a comparison. The headline alpha number is Mean Excess = Insider − SPY; green means the filer beat SPY, red means they trailed it. Win rate is the share of individual trades where the filer beat SPY. T-statvalues above 2 mean the alpha is unlikely to be chance given the sample size. "Pending" counts trades where the horizon hasn't elapsed yet; their stats are not included in the row average.

Holdings over time

IVR · 35,383 shares · as of Nov 10, 2021

Trading cadence · quarterly flow

BUY ● SELL ●

2020

2021

FLOW · 4 buys / 0 sellsCOVERAGE · 8 quarters

Form 4 filings · all activity

COMPANY	TYPE	SHARES	PRICE	VALUE	HELD AFTER	TRADE DATE	FILED	DETAILS
IVR INVESCO MORTGAGE CAPITAL INC.	PURCHASE Chief Operating Officer	3,000	$3.22	$9.7K	35,383	Nov 10, 2021	Nov 12, 2021 ↗	View →
IVR INVESCO MORTGAGE CAPITAL INC.	PURCHASE Chief Operating Officer	2,883	—	—	32,383	Jun 30, 2020	Jul 1, 2020 ↗	View →
IVR INVESCO MORTGAGE CAPITAL INC.	PURCHASE Chief Operating Officer	48	—	—	548	Jun 30, 2020	Jul 1, 2020 ↗	View →
IVR INVESCO MORTGAGE CAPITAL INC.	PURCHASE Chief Operating Officer	5,000	$16.82	$84.1K	29,500	Feb 27, 2020	Feb 28, 2020 ↗	View →

Other insiders · IVR

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About this filer

CIK 0001698662

ROLE

Chief Operating Officer

PRIMARY

IVR

COMPANIES

ACTIVE SINCE

Feb 2020

MARKETPEEL · /INSIDER/0001698662DATA · SEC EDGAR · FORM 4 · CONSOLIDATED TAPE

David B. Lyle

The morning brief, before the bell.