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Invesco Mortgage Capital

202 hedge funds and large institutions have $627M invested in Invesco Mortgage Capital in 2021 Q2 according to their latest regulatory filings, with 41 funds opening new positions, 86 increasing their positions, 47 reducing their positions, and 26 closing their positions.

New
Increased
Maintained
Reduced
Closed

83% more repeat investments, than reductions

Existing positions increased: 86 | Existing positions reduced: 47

58% more first-time investments, than exits

New positions opened: 41 | Existing positions closed: 26

11% more capital invested

Capital invested by funds: $567M → $627M (+$60.8M)

8% more funds holding

Funds holding: 187202 (+15)

0.41% more ownership

Funds ownership: 6.09%6.49% (+0.41%)

10% less call options, than puts

Call options by funds: $120M | Put options by funds: $133M

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

Holders
202
Holders Change
+15
Holders Change %
+8.02%
% of All Funds
3.52%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
41
Increased
86
Reduced
47
Closed
26
Calls
$120M
Puts
$133M
Net Calls
-$13M
Net Calls Change
+$29.9M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$192M +$25.5M +672,034 +16%
Vanguard Group
2
Vanguard Group
Pennsylvania
$116M +$23.1M +609,482 +26%
State Street
3
State Street
Massachusetts
$32.7M +$5.6M +147,916 +21%
Two Sigma Investments
4
Two Sigma Investments
New York
$23.9M +$17.7M +465,916 +316%
Geode Capital Management
5
Geode Capital Management
Massachusetts
$18.6M +$4.3M +113,462 +31%
Two Sigma Advisers
6
Two Sigma Advisers
New York
$18.2M +$5.52M +145,580 +45%
Susquehanna International Group
7
Susquehanna International Group
Pennsylvania
$16.8M -$12.7M -335,646 -44%
Morgan Stanley
8
Morgan Stanley
New York
$14.4M +$9.51M +251,079 +210%
Charles Schwab
9
Charles Schwab
California
$13.4M +$2.05M +54,000 +19%
Northern Trust
10
Northern Trust
Illinois
$11.2M +$913K +24,108 +9%
Bank of New York Mellon
11
Bank of New York Mellon
New York
$9.89M +$475K +12,534 +5%
Mirae Asset Global Investments
12
Mirae Asset Global Investments
South Korea
$8.46M -$499K -13,163 -6%
VanEck Associates
13
VanEck Associates
New York
$8.04M +$2.11M +55,704 +37%
Principal Financial Group
14
Principal Financial Group
Iowa
$7.77M +$1.45M +38,263 +24%
EE
15
EWG Elevate
California
$7.04M +$22.7K +599 +0.3%
CS
16
Credit Suisse
Switzerland
$6.92M +$54.2K +1,430 +0.8%
LSV Asset Management
17
LSV Asset Management
Illinois
$5.98M
Citadel Advisors
18
Citadel Advisors
Florida
$5.7M -$5.48M -144,517 -50%
CCP
19
Cunning Capital Partners
North Carolina
$5.49M
BPCM
20
Beach Point Capital Management
California
$5.05M -$14.5M -381,710 -75%
Ameriprise
21
Ameriprise
Minnesota
$4.85M +$696K +18,375 +17%
PPA
22
Parametric Portfolio Associates
Washington
$4.67M +$1.39M +36,737 +44%
GCM
23
Ghisallo Capital Management
Massachusetts
$4.47M +$4.34M +114,676 New
N
24
Nuveen
North Carolina
$3.76M -$111K -2,936 -3%
JP Morgan Chase
25
JP Morgan Chase
New York
$3.76M +$1.2M +31,708 +49%

IVR Hedge Fund Activity: Q2 2021 in Review

202 of the 5,745 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q2 2021, worth a combined $627M — up 11% from $567M a quarter earlier.

Buyers outnumbered sellers: 41 funds opened new IVR positions and 26 closed out — a net gain of 15 holders — while 86 added to existing stakes and 47 trimmed.

The largest buyer was BlackRock, adding an estimated $25.5M. The largest seller was Beach Point Capital Management, cutting an estimated $14.5M.

  • 202 institutional investors held Invesco Mortgage Capital (IVR) as of Q2 2021, up from 187 in Q1 2021.
  • Funds reported $627M of Invesco Mortgage Capital stock for Q2 2021, up 11% quarter-over-quarter.
  • 41 funds opened new Invesco Mortgage Capital positions in Q2 2021 and 26 closed out, a net change of +15 holders.
  • The largest Invesco Mortgage Capital buyer in Q2 2021 was BlackRock, an estimated $25.5M added.
  • The largest Invesco Mortgage Capital seller in Q2 2021 was Beach Point Capital Management, an estimated $14.5M sold.

Based on aggregated 13F filings for Q2 2021.