Invesco Mortgage Capital
IVR
133 hedge funds and large institutions have $278M invested in Invesco Mortgage Capital in 2022 Q2 according to their latest regulatory filings, with 18 funds opening new positions, 60 increasing their positions, 44 reducing their positions, and 86 closing their positions.
52.14% more ownership
Funds ownership: 5.23% → 57.37% (+52%)
37% more call options, than puts
Call options by funds: $128M | Put options by funds: $93.5M
36% more repeat investments, than reductions
Existing positions increased: 60 | Existing positions reduced: 44
29% less capital invested
Capital invested by funds: $394M → $278M (-$116M)
35% less funds holding
Funds holding: 205 → 133 (-72)
79% less first-time investments, than exits
New positions opened: 18 | Existing positions closed: 86
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Balyasny Asset Management
Chicago,
Illinois
|
+$11.9M |
| 2 |
BlackRock
New York
|
+$6.89M |
| 3 |
Renaissance Technologies
New York
|
+$4.36M |
| 4 |
Goldman Sachs
New York
|
+$3.89M |
| 5 |
Millennium Management
New York
|
+$3.7M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Vanguard Group
Malvern,
Pennsylvania
|
-$9.61M |
| 2 |
Two Sigma Advisers
New York
|
-$1.08M |
| 3 |
Deutsche Bank
Frankfurt Am Main Ge,
Germany
|
-$1.02M |
| 4 |
Citigroup
New York
|
-$958K |
| 5 |
Parallax Volatility Advisers
San Francisco,
California
|
-$838K |
IVR Hedge Fund Activity: Q2 2022 in Review
133 of the 5,936 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q2 2022, worth a combined $278M — down 29% from $394M a quarter earlier.
Sellers outnumbered buyers: 86 funds closed out of IVR and 18 opened new positions — a net loss of 68 holders — while 44 trimmed existing stakes and 60 added.
The largest buyer was Balyasny Asset Management, adding an estimated $11.9M. The largest seller was Vanguard Group, cutting an estimated $9.61M.
- 133 institutional investors held Invesco Mortgage Capital (IVR) as of Q2 2022, down from 205 in Q1 2022.
- Funds reported $278M of Invesco Mortgage Capital stock for Q2 2022, down 29% quarter-over-quarter.
- 18 funds opened new Invesco Mortgage Capital positions in Q2 2022 and 86 closed out, a net change of -68 holders.
- The largest Invesco Mortgage Capital buyer in Q2 2022 was Balyasny Asset Management, an estimated $11.9M added.
- The largest Invesco Mortgage Capital seller in Q2 2022 was Vanguard Group, an estimated $9.61M sold.
Based on aggregated 13F filings for Q2 2022.