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Invesco Mortgage Capital
IVR

165 hedge funds and large institutions have $887M invested in Invesco Mortgage Capital in 2016 Q1 according to their latest regulatory filings, with 27 funds opening new positions, 48 increasing their positions, 57 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 1 → 2 (+1)

8% more first-time investments, than exits

New positions opened: 27 | Existing positions closed: 25

0% more funds holding

Funds holding: 165 → 165 (0)

0.08% less ownership

Funds ownership: 6.57% → 6.49% (-0.08%)

9% less capital invested

Capital invested by funds: $972M → $887M (-$85.5M)

16% less repeat investments, than reductions

Existing positions increased: 48 | Existing positions reduced: 57

28% less call options, than puts

Call options by funds: $1.85M | Put options by funds: $2.56M

Holders
165
Holders Change
–
Holders Change %
0%
% of All Funds
4.4%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
27
Increased
48
Reduced
57
Closed
25
Calls
$1.85M
Puts
$2.56M
Net Calls
-$714K
Net Calls Change
+$1.29M

Top Buyers

Rank Fund Capital Flow
1
CHAM
Clear Harbor Asset Management
Connecticut
+$7.84M
2
MP
Mangrove Partners
Connecticut
+$7M
3
GXMC
Global X Management Company
New York
+$6.4M
4
Balyasny Asset Management
Balyasny Asset Management
Illinois
+$5.92M
5
Capital Fund Management (CFM)
Capital Fund Management (CFM)
France
+$4.68M

Top Sellers

Rank Fund Capital Flow
1
Citigroup
Citigroup
New York
-$41.7M
2
JP Morgan Chase
JP Morgan Chase
New York
-$15.1M
3
Deutsche Bank
Deutsche Bank
Germany
-$13.9M
4
WAM
Weiss Asset Management
Massachusetts
-$9.66M
5
BFA
BlackRock Fund Advisors
California
-$8.98M
Name Holding Trade Value Shares
Change 		Change in
Stake
Barclays
26
Barclays
United Kingdom
$7.27M -$180K -1,556 -3%
Wellington Management Group
27
Wellington Management Group
Massachusetts
$7.11M – – –
CL
28
CSS LLC
Illinois
$6.91M +$1.43M +12,413 +28%
UBS Group
29
UBS Group
Switzerland
$6.83M -$1.71M -14,834 -21%
Bank of America
30
Bank of America
North Carolina
$5.63M +$173K +1,496 +3%
BIM
31
BlackRock Investment Management
Delaware
$5.35M -$287K -2,490 -5%
California Public Employees Retirement System
32
California Public Employees Retirement System
California
$5.09M +$360K +3,120 +8%
AAMU
33
AEGON Asset Management (UK)
United Kingdom
$5.04M – – –
Capital Fund Management (CFM)
34
Capital Fund Management (CFM)
France
$4.94M +$4.68M +40,577 New
TCIM
35
TIAA CREF Investment Management
New York
$4.51M -$425K -3,677 -9%
GC
36
Guggenheim Capital
Illinois
$4.03M -$1.26M -10,917 -25%
VanEck Associates
37
VanEck Associates
New York
$3.83M -$407K -3,529 -10%
PAM
38
PVG Asset Management
Colorado
$3.77M +$3.57M +30,914 New
Baird Financial Group
39
Baird Financial Group
Wisconsin
$3.63M +$3.44M +29,784 New
Thrivent Financial for Lutherans
40
Thrivent Financial for Lutherans
Minnesota
$3.37M – – –
Alyeska Investment Group
41
Alyeska Investment Group
Illinois
$3.11M +$2.95M +25,509 New
California State Teachers Retirement System (CalSTRS)
42
California State Teachers Retirement System (CalSTRS)
California
$2.94M +$147K +1,274 +6%
PCM
43
Piermont Capital Management
Missouri
$2.73M +$553K +4,791 +27%
AllianceBernstein
44
AllianceBernstein
Tennessee
$2.71M +$210K +1,819 +9%
AFG
45
American Financial Group
Ohio
$2.48M – – –
Wells Fargo
46
Wells Fargo
California
$2.4M -$309K -2,679 -12%
Swiss National Bank
47
Swiss National Bank
Switzerland
$2.38M +$418K +3,620 +22%
RhumbLine Advisers
48
RhumbLine Advisers
Massachusetts
$2.37M +$241K +2,084 +12%
TA
49
Teachers Advisors
New York
$2.3M – – –
PMLI
50
Penn Mutual Life Insurance
Pennsylvania
$2.04M +$462K +4,000 +31%
1
2
3 4 5

IVR Hedge Fund Activity: Q1 2016 in Review

165 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q1 2016, worth a combined $887M — down 8.8% from $972M a quarter earlier.

Buyers outnumbered sellers: 27 funds opened new IVR positions and 25 closed out — a net gain of 2 holders — while 48 added to existing stakes and 57 trimmed.

The largest buyer was Clear Harbor Asset Management, opening a new position worth an estimated $7.84M. The largest seller was Citigroup, cutting an estimated $41.7M.

  • 165 institutional investors held Invesco Mortgage Capital (IVR) as of Q1 2016, unchanged from Q4 2015.
  • Funds reported $887M of Invesco Mortgage Capital stock for Q1 2016, down 8.8% quarter-over-quarter.
  • 27 funds opened new Invesco Mortgage Capital positions in Q1 2016 and 25 closed out, a net change of +2 holders.
  • The largest Invesco Mortgage Capital buyer in Q1 2016 was Clear Harbor Asset Management, an estimated $7.84M added.
  • The largest Invesco Mortgage Capital seller in Q1 2016 was Citigroup, an estimated $41.7M sold.

Based on aggregated 13F filings for Q1 2016.