Rotella Capital Management’s Invesco Mortgage Capital IVR Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Shares Change %	Capital Flow	Portfolio Weight	Portfolio Position
2015 Q4	–	Sell	-2,730	Closed	-$853K	–	501
2015 Q3	$853K	Buy	+2,730	New	+$853K	0.28%	186