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Invesco Mortgage Capital

143 hedge funds and large institutions have $226M invested in Invesco Mortgage Capital in 2023 Q1 according to their latest regulatory filings, with 36 funds opening new positions, 40 increasing their positions, 43 reducing their positions, and 16 closing their positions.

New
Increased
Maintained
Reduced
Closed

125% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 16

14% more funds holding

Funds holding: 125143 (+18)

7% less repeat investments, than reductions

Existing positions increased: 40 | Existing positions reduced: 43

2.04% less ownership

Funds ownership: 54.65%52.61% (-2%)

8% less capital invested

Capital invested by funds: $246M → $226M (-$19.5M)

13% less call options, than puts

Call options by funds: $18.3M | Put options by funds: $21.1M

Holders
143
Holders Change
+18
Holders Change %
+14.4%
% of All Funds
2.28%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
36
Increased
40
Reduced
43
Closed
16
Calls
$18.3M
Puts
$21.1M
Net Calls
-$2.79M
Net Calls Change
-$4.51M
Name Holding Trade Value Shares
Change
Change in
Stake
Swiss National Bank
26
Swiss National Bank
Switzerland
$846K -$43.8K -3,400 -4%
GG
27
Golden Green
South Carolina
$831K +$966K +74,938 New
GCM
28
Graham Capital Management
Connecticut
$729K -$447K -34,711 -35%
Public Sector Pension Investment Board (PSP Investments)
29
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$692K -$24.2K -1,879 -3%
Goldman Sachs
30
Goldman Sachs
New York
$651K -$168K -13,035 -18%
UBS Group
31
UBS Group
Switzerland
$606K +$96.9K +7,518 +16%
LPL Financial
32
LPL Financial
California
$594K -$51.6K -4,006 -7%
AllianceBernstein
33
AllianceBernstein
Tennessee
$589K -$67.2K -5,217 -9%
CS
34
Credit Suisse
Switzerland
$530K +$74.4K +5,770 +14%
New York State Teachers Retirement System (NYSTRS)
35
New York State Teachers Retirement System (NYSTRS)
New York
$509K +$2.58K +200 +0.4%
Truist Financial
36
Truist Financial
North Carolina
$498K +$579K +44,930 New
WA
37
Wealthstar Advisors
Texas
$495K -$8.88K -689 -2%
California State Teachers Retirement System (CalSTRS)
38
California State Teachers Retirement System (CalSTRS)
California
$491K +$18K +1,397 +3%
Millennium Management
39
Millennium Management
New York
$481K +$559K +43,400 New
Bank of America
40
Bank of America
North Carolina
$478K +$3.34K +259 +0.6%
Citigroup
41
Citigroup
New York
$448K +$248K +19,258 +91%
EGM
42
Engineers Gate Manager
New York
$447K +$519K +40,276 New
Simplex Trading
43
Simplex Trading
Illinois
$429K +$283K +21,981 +131%
Wolverine Trading
44
Wolverine Trading
Illinois
$419K -$54.9K -4,259 -10%
COPPSERS
45
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$417K -$3.18K -247 -0.7%
D.E. Shaw & Co
46
D.E. Shaw & Co
New York
$380K -$2M -155,471 -82%
Cerity Partners
47
Cerity Partners
New York
$361K +$5.14K +399 New
CANY
48
Caxton Associates (New York)
New York
$360K +$418K +32,466 New
PCM
49
Penserra Capital Management
California
$352K +$77K +5,974 +23%
Two Sigma Advisers
50
Two Sigma Advisers
New York
$349K +$205K +15,900 +102%

IVR Hedge Fund Activity: Q1 2023 in Review

143 of the 6,275 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q1 2023, worth a combined $226M — down 8% from $246M a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new IVR positions and 16 closed out — a net gain of 20 holders — while 40 added to existing stakes and 43 trimmed.

The largest buyer was Marshall Wace, opening a new position worth an estimated $8.46M. The largest seller was Mirae Asset Global Investments, cutting an estimated $7.46M.

  • 143 institutional investors held Invesco Mortgage Capital (IVR) as of Q1 2023, up from 125 in Q4 2022.
  • Funds reported $226M of Invesco Mortgage Capital stock for Q1 2023, down 8% quarter-over-quarter.
  • 36 funds opened new Invesco Mortgage Capital positions in Q1 2023 and 16 closed out, a net change of +20 holders.
  • The largest Invesco Mortgage Capital buyer in Q1 2023 was Marshall Wace, an estimated $8.46M added.
  • The largest Invesco Mortgage Capital seller in Q1 2023 was Mirae Asset Global Investments, an estimated $7.46M sold.

Based on aggregated 13F filings for Q1 2023.