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Invesco Mortgage Capital

210 hedge funds and large institutions have $526M invested in Invesco Mortgage Capital in 2021 Q3 according to their latest regulatory filings, with 30 funds opening new positions, 92 increasing their positions, 60 reducing their positions, and 19 closing their positions.

New
Increased
Maintained
Reduced
Closed

58% more first-time investments, than exits

New positions opened: 30 | Existing positions closed: 19

53% more repeat investments, than reductions

Existing positions increased: 92 | Existing positions reduced: 60

4% more funds holding

Funds holding: 202210 (+8)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

0.72% less ownership

Funds ownership: 6.49%5.77% (-0.72%)

16% less capital invested

Capital invested by funds: $627M → $526M (-$101M)

18% less call options, than puts

Call options by funds: $87.7M | Put options by funds: $107M

Holders
210
Holders Change
+8
Holders Change %
+3.96%
% of All Funds
3.68%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
30
Increased
92
Reduced
60
Closed
19
Calls
$87.7M
Puts
$107M
Net Calls
-$19.8M
Net Calls Change
-$6.77M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$164M +$9.51M +292,643 +6%
Vanguard Group
2
Vanguard Group
Pennsylvania
$95.1M +$1.77M +54,557 +2%
State Street
3
State Street
Massachusetts
$28.3M +$1.97M +60,764 +7%
Two Sigma Investments
4
Two Sigma Investments
New York
$18.8M -$561K -17,272 -3%
Geode Capital Management
5
Geode Capital Management
Massachusetts
$15.5M +$452K +13,910 +3%
Two Sigma Advisers
6
Two Sigma Advisers
New York
$14.7M +$37.7K +1,160 +0.2%
Susquehanna International Group
7
Susquehanna International Group
Pennsylvania
$12.2M -$1.46M -45,080 -10%
Charles Schwab
8
Charles Schwab
California
$12.2M +$1.4M +43,086 +13%
Morgan Stanley
9
Morgan Stanley
New York
$10.5M -$1.16M -35,794 -10%
BPCM
10
Beach Point Capital Management
California
$9.92M +$6.02M +185,384 +143%
Northern Trust
11
Northern Trust
Illinois
$9.74M +$756K +23,261 +8%
Bank of New York Mellon
12
Bank of New York Mellon
New York
$9.35M +$1.4M +43,148 +17%
Citadel Advisors
13
Citadel Advisors
Florida
$8.26M +$3.78M +116,308 +80%
Mirae Asset Global Investments
14
Mirae Asset Global Investments
South Korea
$7.18M +$357K +10,981 +5%
Principal Financial Group
15
Principal Financial Group
Iowa
$6.3M +$20.9K +643 +0.3%
CS
16
Credit Suisse
Switzerland
$5.91M +$352K +10,833 +6%
VanEck Associates
17
VanEck Associates
New York
$5.86M -$651K -20,032 -10%
UBS Group
18
UBS Group
Switzerland
$5.16M +$2.6M +80,141 +96%
LSV Asset Management
19
LSV Asset Management
Illinois
$4.98M +$154K +4,741 +3%
Citigroup
20
Citigroup
New York
$4.71M +$2.23M +68,500 +85%
JP Morgan Chase
21
JP Morgan Chase
New York
$4.12M +$1.12M +34,418 +36%
Ameriprise
22
Ameriprise
Minnesota
$3.98M +$58.7K +1,808 +1%
PPA
23
Parametric Portfolio Associates
Washington
$3.89M +$117K +3,595 +3%
N
24
Nuveen
North Carolina
$3.19M +$190K +5,847 +6%
Thrivent Financial for Lutherans
25
Thrivent Financial for Lutherans
Minnesota
$2.89M +$2.22M +68,398 +295%

IVR Hedge Fund Activity: Q3 2021 in Review

210 of the 5,712 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q3 2021, worth a combined $526M — down 16% from $627M a quarter earlier.

Buyers outnumbered sellers: 30 funds opened new IVR positions and 19 closed out — a net gain of 11 holders — while 92 added to existing stakes and 60 trimmed.

The largest buyer was BlackRock, adding an estimated $9.51M. The largest seller was EWG Elevate, cutting an estimated $5.79M.

  • 210 institutional investors held Invesco Mortgage Capital (IVR) as of Q3 2021, up from 202 in Q2 2021.
  • Funds reported $526M of Invesco Mortgage Capital stock for Q3 2021, down 16% quarter-over-quarter.
  • 30 funds opened new Invesco Mortgage Capital positions in Q3 2021 and 19 closed out, a net change of +11 holders.
  • The largest Invesco Mortgage Capital buyer in Q3 2021 was BlackRock, an estimated $9.51M added.
  • The largest Invesco Mortgage Capital seller in Q3 2021 was EWG Elevate, an estimated $5.79M sold.

Based on aggregated 13F filings for Q3 2021.