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Invesco Mortgage Capital

230 hedge funds and large institutions have $374M invested in Invesco Mortgage Capital in 2020 Q1 according to their latest regulatory filings, with 45 funds opening new positions, 106 increasing their positions, 54 reducing their positions, and 56 closing their positions.

New
Increased
Maintained
Reduced
Closed

96% more repeat investments, than reductions

Existing positions increased: 106 | Existing positions reduced: 54

0.61% less ownership

Funds ownership: 7.26%6.65% (-0.61%)

5% less funds holding

Funds holding: 243230 (-13)

20% less first-time investments, than exits

New positions opened: 45 | Existing positions closed: 56

36% less call options, than puts

Call options by funds: $899K | Put options by funds: $1.4M

78% less capital invested

Capital invested by funds: $1.73B → $374M (-$1.36B)

Holders
230
Holders Change
-13
Holders Change %
-5.35%
% of All Funds
5.07%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
45
Increased
106
Reduced
54
Closed
56
Calls
$899K
Puts
$1.4M
Net Calls
-$502K
Net Calls Change
+$409K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$101M +$43.4M +295,709 +11%
Vanguard Group
2
Vanguard Group
Pennsylvania
$56.2M +$25M +170,168 +12%
State Street
3
State Street
Massachusetts
$20M +$15.2M +103,785 +22%
LSV Asset Management
4
LSV Asset Management
Illinois
$11.7M +$28.6M +194,745 +131%
Invesco
5
Invesco
Georgia
$8.63M -$1.14M -7,775 -3%
Ameriprise
6
Ameriprise
Minnesota
$8.34M +$14.7M +99,994 +69%
Geode Capital Management
7
Geode Capital Management
Massachusetts
$7.49M +$4.62M +31,491 +17%
Northern Trust
8
Northern Trust
Illinois
$7.29M +$3.56M +24,219 +13%
Norges Bank
9
Norges Bank
Norway
$7.26M +$3.38M +23,000 +12%
RCAMU
10
Rothschild & Co Asset Management US
Connecticut
$7.1M +$7.09M +48,312 +30%
Bank of New York Mellon
11
Bank of New York Mellon
New York
$6.5M -$1.52M -10,342 -5%
Massachusetts Financial Services
12
Massachusetts Financial Services
Massachusetts
$6.43M +$3.85M +26,189 +16%
Morgan Stanley
13
Morgan Stanley
New York
$6.37M +$93.4K +636 +0.3%
Wells Fargo
14
Wells Fargo
California
$5.88M -$7.93M -53,988 -24%
Renaissance Technologies
15
Renaissance Technologies
New York
$5.59M -$9.66M -65,789 -29%
Mirae Asset Global Investments
16
Mirae Asset Global Investments
South Korea
$5.52M +$1.44M +9,822 +6%
Charles Schwab
17
Charles Schwab
California
$4.75M +$2.44M +16,604 +14%
WG
18
Winton Group
United Kingdom
$4.45M -$1.54M -10,488 -7%
Principal Financial Group
19
Principal Financial Group
Iowa
$4.22M +$1.61M +10,934 +10%
Prudential Financial
20
Prudential Financial
New Jersey
$4.12M -$1.76M -11,981 -9%
Allianz Asset Management
21
Allianz Asset Management
Germany
$3.5M -$3.02M -20,534 -17%
Two Sigma Advisers
22
Two Sigma Advisers
New York
$3.46M +$13.4M +91,170 +899%
JP Morgan Chase
23
JP Morgan Chase
New York
$2.9M +$601K +4,092 +5%
Acadian Asset Management
24
Acadian Asset Management
Massachusetts
$2.76M +$11.8M +80,210 +12,359%
N
25
Nuveen
North Carolina
$2.66M -$28.7M -195,371 -71%

IVR Hedge Fund Activity: Q1 2020 in Review

230 of the 4,538 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q1 2020, worth a combined $374M — down 78% from $1.73B a quarter earlier.

Sellers outnumbered buyers: 56 funds closed out of IVR and 45 opened new positions — a net loss of 11 holders — while 54 trimmed existing stakes and 106 added.

The largest buyer was BlackRock, adding an estimated $43.4M. The largest seller was UBS Group, cutting an estimated $50.4M.

  • 230 institutional investors held Invesco Mortgage Capital (IVR) as of Q1 2020, down from 243 in Q4 2019.
  • Funds reported $374M of Invesco Mortgage Capital stock for Q1 2020, down 78% quarter-over-quarter.
  • 45 funds opened new Invesco Mortgage Capital positions in Q1 2020 and 56 closed out, a net change of -11 holders.
  • The largest Invesco Mortgage Capital buyer in Q1 2020 was BlackRock, an estimated $43.4M added.
  • The largest Invesco Mortgage Capital seller in Q1 2020 was UBS Group, an estimated $50.4M sold.

Based on aggregated 13F filings for Q1 2020.