Invesco Mortgage Capital
IVR
127 hedge funds and large institutions have $209M invested in Invesco Mortgage Capital in 2022 Q3 according to their latest regulatory filings, with 20 funds opening new positions, 42 increasing their positions, 41 reducing their positions, and 26 closing their positions.
23% more call options, than puts
Call options by funds: $85.7M | Put options by funds: $69.4M
2% more repeat investments, than reductions
Existing positions increased: 42 | Existing positions reduced: 41
3.9% less ownership
Funds ownership: 57.37% → 53.47% (-3.9%)
5% less funds holding
Funds holding: 133 → 127 (-6)
23% less first-time investments, than exits
New positions opened: 20 | Existing positions closed: 26
25% less capital invested
Capital invested by funds: $278M → $209M (-$68.5M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Vanguard Group
Malvern,
Pennsylvania
|
+$4.48M |
| 2 |
Citadel Advisors
Miami,
Florida
|
+$3.82M |
| 3 |
GCM
Graham Capital Management
Rowayton,
Connecticut
|
+$2.56M |
| 4 |
Renaissance Technologies
New York
|
+$2.38M |
| 5 |
Arrowstreet Capital
Boston,
Massachusetts
|
+$2.22M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Balyasny Asset Management
Chicago,
Illinois
|
-$12.5M |
| 2 |
Millennium Management
New York
|
-$3.24M |
| 3 |
Goldman Sachs
New York
|
-$1.8M |
| 4 |
BlackRock
New York
|
-$1.71M |
| 5 |
Jane Street
New York
|
-$1.44M |
IVR Hedge Fund Activity: Q3 2022 in Review
127 of the 5,805 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q3 2022, worth a combined $209M — down 25% from $278M a quarter earlier.
Sellers outnumbered buyers: 26 funds closed out of IVR and 20 opened new positions — a net loss of 6 holders — while 41 trimmed existing stakes and 42 added.
The largest buyer was Vanguard Group, adding an estimated $4.48M. The largest seller was Balyasny Asset Management, exiting entirely with an estimated $12.5M sold.
- 127 institutional investors held Invesco Mortgage Capital (IVR) as of Q3 2022, down from 133 in Q2 2022.
- Funds reported $209M of Invesco Mortgage Capital stock for Q3 2022, down 25% quarter-over-quarter.
- 20 funds opened new Invesco Mortgage Capital positions in Q3 2022 and 26 closed out, a net change of -6 holders.
- The largest Invesco Mortgage Capital buyer in Q3 2022 was Vanguard Group, an estimated $4.48M added.
- The largest Invesco Mortgage Capital seller in Q3 2022 was Balyasny Asset Management, an estimated $12.5M sold.
Based on aggregated 13F filings for Q3 2022.