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Invesco Mortgage Capital

180 hedge funds and large institutions have $256M invested in Invesco Mortgage Capital in 2020 Q3 according to their latest regulatory filings, with 25 funds opening new positions, 57 increasing their positions, 74 reducing their positions, and 45 closing their positions.

New
Increased
Maintained
Reduced
Closed

1% less call options, than puts

Call options by funds: $41.6M | Put options by funds: $42M

0.99% less ownership

Funds ownership: 6.21%5.22% (-0.99%)

11% less funds holding

Funds holding: 202180 (-22)

23% less repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 74

33% less capital invested

Capital invested by funds: $383M → $256M (-$127M)

44% less first-time investments, than exits

New positions opened: 25 | Existing positions closed: 45

Holders
180
Holders Change
-22
Holders Change %
-10.89%
% of All Funds
3.63%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
25
Increased
57
Reduced
74
Closed
45
Calls
$41.6M
Puts
$42M
Net Calls
-$353K
Net Calls Change
-$24.7M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$84.7M +$5.92M +191,905 +7%
Vanguard Group
2
Vanguard Group
Pennsylvania
$38.9M -$10.2M -329,175 -19%
State Street
3
State Street
Massachusetts
$16.4M -$1.58M -51,309 -8%
Susquehanna International Group
4
Susquehanna International Group
Pennsylvania
$8.44M +$9.12M +295,722 +1,902%
Citadel Advisors
5
Citadel Advisors
Florida
$6.99M +$7.45M +241,532 +1,469%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$6.89M +$43K +1,394 +0.6%
Northern Trust
7
Northern Trust
Illinois
$6.08M -$310K -10,041 -4%
Charles Schwab
8
Charles Schwab
California
$5.33M +$527K +17,103 +10%
Bank of New York Mellon
9
Bank of New York Mellon
New York
$5.31M +$680K +22,064 +13%
Arrowstreet Capital
10
Arrowstreet Capital
Massachusetts
$5.01M -$2.47M -80,009 -30%
LSV Asset Management
11
LSV Asset Management
Illinois
$4.13M -$2.14M -69,467 -31%
Norges Bank
12
Norges Bank
Norway
$3.93M +$96.6K +3,133 +2%
Morgan Stanley
13
Morgan Stanley
New York
$3.79M +$180K +5,826 +4%
Principal Financial Group
14
Principal Financial Group
Iowa
$3.55M +$184K +5,961 +5%
JP Morgan Chase
15
JP Morgan Chase
New York
$3.53M +$2.7M +87,718 +216%
CS
16
Credit Suisse
Switzerland
$2.93M +$364K +11,818 +12%
Invesco
17
Invesco
Georgia
$2.91M -$18.1M -586,211 -85%
Ameriprise
18
Ameriprise
Minnesota
$2.63M -$2.41M -78,199 -45%
VanEck Associates
19
VanEck Associates
New York
$2.54M +$375K +12,155 +15%
N
20
Nuveen
North Carolina
$2.19M -$636K -20,624 -20%
Legal & General Group
21
Legal & General Group
United Kingdom
$2.01M +$419K +13,592 +22%
Group One Trading
22
Group One Trading
Illinois
$1.83M +$2.08M +67,595 New
Goldman Sachs
23
Goldman Sachs
New York
$1.82M -$432K -14,021 -17%
Wells Fargo
24
Wells Fargo
California
$1.8M -$394K -12,766 -16%
RhumbLine Advisers
25
RhumbLine Advisers
Massachusetts
$1.61M -$64.8K -2,102 -3%

IVR Hedge Fund Activity: Q3 2020 in Review

180 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q3 2020, worth a combined $256M — down 33% from $383M a quarter earlier.

Sellers outnumbered buyers: 45 funds closed out of IVR and 25 opened new positions — a net loss of 20 holders — while 74 trimmed existing stakes and 57 added.

The largest buyer was Susquehanna International Group, adding an estimated $9.12M. The largest seller was Invesco, cutting an estimated $18.1M.

  • 180 institutional investors held Invesco Mortgage Capital (IVR) as of Q3 2020, down from 202 in Q2 2020.
  • Funds reported $256M of Invesco Mortgage Capital stock for Q3 2020, down 33% quarter-over-quarter.
  • 25 funds opened new Invesco Mortgage Capital positions in Q3 2020 and 45 closed out, a net change of -20 holders.
  • The largest Invesco Mortgage Capital buyer in Q3 2020 was Susquehanna International Group, an estimated $9.12M added.
  • The largest Invesco Mortgage Capital seller in Q3 2020 was Invesco, an estimated $18.1M sold.

Based on aggregated 13F filings for Q3 2020.