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Invesco Mortgage Capital
IVR

133 hedge funds and large institutions have $278M invested in Invesco Mortgage Capital in 2022 Q2 according to their latest regulatory filings, with 18 funds opening new positions, 60 increasing their positions, 44 reducing their positions, and 86 closing their positions.

New
Increased
Maintained
Reduced
Closed

52.14% more ownership

Funds ownership: 5.23% → 57.37% (+52%)

37% more call options, than puts

Call options by funds: $128M | Put options by funds: $93.5M

36% more repeat investments, than reductions

Existing positions increased: 60 | Existing positions reduced: 44

29% less capital invested

Capital invested by funds: $394M → $278M (-$116M)

35% less funds holding

Funds holding: 205 → 133 (-72)

79% less first-time investments, than exits

New positions opened: 18 | Existing positions closed: 86

Holders
133
Holders Change
-72
Holders Change %
-35.12%
% of All Funds
2.24%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
18
Increased
60
Reduced
44
Closed
86
Calls
$128M
Puts
$93.5M
Net Calls
+$35M
Net Calls Change
+$18.8M

Top Buyers

Rank Fund Capital Flow
1
Balyasny Asset Management
Balyasny Asset Management
Illinois
+$11.9M
2
BlackRock
BlackRock
New York
+$6.89M
3
Renaissance Technologies
Renaissance Technologies
New York
+$4.36M
4
Goldman Sachs
Goldman Sachs
New York
+$3.89M
5
Millennium Management
Millennium Management
New York
+$3.7M

Top Sellers

Rank Fund Capital Flow
1
Vanguard Group
Vanguard Group
Pennsylvania
-$9.61M
2
Two Sigma Advisers
Two Sigma Advisers
New York
-$1.08M
3
Deutsche Bank
Deutsche Bank
Germany
-$1.02M
4
Citigroup
Citigroup
New York
-$958K
5
Parallax Volatility Advisers
Parallax Volatility Advisers
California
-$838K
Name Holding Trade Value Shares
Change 		Change in
Stake
Two Sigma Investments
126
Two Sigma Investments
New York
– -$631K -27,674 Closed
Canada Life
127
Canada Life
Manitoba, Canada
– -$617K -26,487 Closed
TPSF
128
Texas Permanent School Fund
Texas
– -$504K -22,101 Closed
WG
129
Winton Group
United Kingdom
– -$383K -16,811 Closed
Squarepoint
130
Squarepoint
New York
– -$319K -13,977 Closed
HT
131
HAP Trading
New York
– -$232K -13,711 Closed
BNP Paribas Financial Markets
132
BNP Paribas Financial Markets
France
– -$310K -13,611 Closed
HF
133
HRT Financial
New York
– -$303K -13,311 Closed
VF
134
Virtu Financial
New York
– -$278K -12,172 Closed
BCM
135
Bluefin Capital Management
New York
– -$197K -11,690 Closed
Cetera Investment Advisers
136
Cetera Investment Advisers
Illinois
– -$241K -10,578 Closed
HSBC Holdings
137
HSBC Holdings
United Kingdom
– -$207K -9,100 Closed
SPIA
138
Steward Partners Investment Advisory
New York
– -$204K -8,940 Closed
ECM
139
Everence Capital Management
Indiana
– -$202K -8,876 Closed
GIM
140
Greenwich Investment Management
Connecticut
– -$198K -8,689 Closed
ASRS
141
Arizona State Retirement System
Arizona
– -$192K -8,427 Closed
Bank of Montreal
142
Bank of Montreal
Ontario, Canada
– -$192K -8,402 Closed
Victory Capital Management
143
Victory Capital Management
Texas
– -$123K -7,088 Closed
CCG
144
Ceeto Capital Group
Florida
– -$161K -7,047 Closed
ProShare Advisors
145
ProShare Advisors
Maryland
– -$159K -6,975 Closed
Teacher Retirement System of Texas
146
Teacher Retirement System of Texas
Texas
– -$148K -6,479 Closed
TSS
147
Two Sigma Securities
New York
– -$141K -6,199 Closed
Janus Henderson Group
148
Janus Henderson Group
United Kingdom
– -$131K -5,786 Closed
SPWM
149
Straight Path Wealth Management
Michigan
– -$125K -5,500 Closed
Envestnet Asset Management
150
Envestnet Asset Management
Illinois
– -$124K -5,448 Closed
4 5
6
7 8

IVR Hedge Fund Activity: Q2 2022 in Review

133 of the 5,936 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q2 2022, worth a combined $278M — down 29% from $394M a quarter earlier.

Sellers outnumbered buyers: 86 funds closed out of IVR and 18 opened new positions — a net loss of 68 holders — while 44 trimmed existing stakes and 60 added.

The largest buyer was Balyasny Asset Management, adding an estimated $11.9M. The largest seller was Vanguard Group, cutting an estimated $9.61M.

  • 133 institutional investors held Invesco Mortgage Capital (IVR) as of Q2 2022, down from 205 in Q1 2022.
  • Funds reported $278M of Invesco Mortgage Capital stock for Q2 2022, down 29% quarter-over-quarter.
  • 18 funds opened new Invesco Mortgage Capital positions in Q2 2022 and 86 closed out, a net change of -68 holders.
  • The largest Invesco Mortgage Capital buyer in Q2 2022 was Balyasny Asset Management, an estimated $11.9M added.
  • The largest Invesco Mortgage Capital seller in Q2 2022 was Vanguard Group, an estimated $9.61M sold.

Based on aggregated 13F filings for Q2 2022.