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Invesco Mortgage Capital

202 hedge funds and large institutions have $383M invested in Invesco Mortgage Capital in 2020 Q2 according to their latest regulatory filings, with 35 funds opening new positions, 101 increasing their positions, 60 reducing their positions, and 59 closing their positions.

New
Increased
Maintained
Reduced
Closed

92% more call options, than puts

Call options by funds: $50.8M | Put options by funds: $26.5M

68% more repeat investments, than reductions

Existing positions increased: 101 | Existing positions reduced: 60

2% more capital invested

Capital invested by funds: $374M → $383M (+$8.82M)

0.44% less ownership

Funds ownership: 6.65%6.21% (-0.44%)

12% less funds holding

Funds holding: 230202 (-28)

41% less first-time investments, than exits

New positions opened: 35 | Existing positions closed: 59

Holders
202
Holders Change
-28
Holders Change %
-12.17%
% of All Funds
4.14%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
35
Increased
101
Reduced
60
Closed
59
Calls
$50.8M
Puts
$26.5M
Net Calls
+$24.4M
Net Calls Change
+$24.9M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$110M -$1.13M -32,903 -1%
Vanguard Group
2
Vanguard Group
Pennsylvania
$65.9M +$3.91M +113,824 +7%
Invesco
3
Invesco
Georgia
$25.9M +$15.1M +440,435 +174%
State Street
4
State Street
Massachusetts
$24.6M +$2.49M +72,513 +12%
Arrowstreet Capital
5
Arrowstreet Capital
Massachusetts
$9.9M +$7.03M +204,527 +340%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$9.46M +$1.14M +33,148 +15%
Northern Trust
7
Northern Trust
Illinois
$8.77M +$711K +20,678 +10%
LSV Asset Management
8
LSV Asset Management
Illinois
$8.3M -$4.16M -121,007 -35%
Massachusetts Financial Services
9
Massachusetts Financial Services
Massachusetts
$8.18M +$1.04M +30,105 +16%
Charles Schwab
10
Charles Schwab
California
$6.71M +$1.38M +39,998 +29%
Ameriprise
11
Ameriprise
Minnesota
$6.53M -$2.39M -69,513 -28%
Bank of New York Mellon
12
Bank of New York Mellon
New York
$6.5M -$574K -16,704 -9%
Norges Bank
13
Norges Bank
Norway
$5.31M -$2.44M -71,039 -33%
Morgan Stanley
14
Morgan Stanley
New York
$5.02M -$1.81M -52,524 -28%
Principal Financial Group
15
Principal Financial Group
Iowa
$4.68M +$46.5K +1,352 +1%
N
16
Nuveen
North Carolina
$3.79M +$805K +23,403 +30%
CS
17
Credit Suisse
Switzerland
$3.6M +$2.33M +67,873 +240%
VanEck Associates
18
VanEck Associates
New York
$3.04M +$822K +23,902 +42%
Goldman Sachs
19
Goldman Sachs
New York
$3.04M +$207K +6,021 +8%
Wells Fargo
20
Wells Fargo
California
$2.96M -$3.21M -93,348 -54%
WG
21
Winton Group
United Kingdom
$2.94M -$1.79M -51,969 -40%
RhumbLine Advisers
22
RhumbLine Advisers
Massachusetts
$2.31M +$114K +3,330 +6%
Legal & General Group
23
Legal & General Group
United Kingdom
$2.26M +$194K +5,652 +10%
Prudential Financial
24
Prudential Financial
New Jersey
$2.05M -$2.27M -65,885 -55%
Swiss National Bank
25
Swiss National Bank
Switzerland
$1.8M +$570K +16,571 +53%

IVR Hedge Fund Activity: Q2 2020 in Review

202 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q2 2020, worth a combined $383M — up 2.4% from $374M a quarter earlier.

Sellers outnumbered buyers: 59 funds closed out of IVR and 35 opened new positions — a net loss of 24 holders — while 60 trimmed existing stakes and 101 added.

The largest buyer was Invesco, adding an estimated $15.1M. The largest seller was Rothschild & Co Asset Management US, exiting entirely with an estimated $7.1M sold.

  • 202 institutional investors held Invesco Mortgage Capital (IVR) as of Q2 2020, down from 230 in Q1 2020.
  • Funds reported $383M of Invesco Mortgage Capital stock for Q2 2020, up 2.4% quarter-over-quarter.
  • 35 funds opened new Invesco Mortgage Capital positions in Q2 2020 and 59 closed out, a net change of -24 holders.
  • The largest Invesco Mortgage Capital buyer in Q2 2020 was Invesco, an estimated $15.1M added.
  • The largest Invesco Mortgage Capital seller in Q2 2020 was Rothschild & Co Asset Management US, an estimated $7.1M sold.

Based on aggregated 13F filings for Q2 2020.