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Invesco Mortgage Capital
IVR

169 hedge funds and large institutions have $1.07B invested in Invesco Mortgage Capital in 2013 Q3 according to their latest regulatory filings, with 19 funds opening new positions, 53 increasing their positions, 66 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

10% more call options, than puts

Call options by funds: $10.9M | Put options by funds: $9.91M

0.03% more ownership

Funds ownership: 5.13% → 5.16% (+0.03%)

0% more funds holding in top 10

Funds holding in top 10: 1 → 1 (0)

7% less funds holding

Funds holding: 181 → 169 (-12)

7% less capital invested

Capital invested by funds: $1.15B → $1.07B (-$77.3M)

20% less repeat investments, than reductions

Existing positions increased: 53 | Existing positions reduced: 66

34% less first-time investments, than exits

New positions opened: 19 | Existing positions closed: 29

Holders
169
Holders Change
-12
Holders Change %
-6.63%
% of All Funds
5.48%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.03%
New
19
Increased
53
Reduced
66
Closed
29
Calls
$10.9M
Puts
$9.91M
Net Calls
+$1.03M
Net Calls Change
+$6.77M

Top Buyers

Rank Fund Capital Flow
1
TIM
Thornburg Investment Management
New Mexico
+$50.7M
2
BFA
BlackRock Fund Advisors
California
+$7.32M
3
U
UBS
Switzerland
+$6.42M
4
Citadel Advisors
Citadel Advisors
Florida
+$6.29M
5
CS
Credit Suisse
Switzerland
+$6.05M

Top Sellers

Rank Fund Capital Flow
1
Morgan Stanley
Morgan Stanley
New York
-$37.5M
2
TD Asset Management
TD Asset Management
Ontario, Canada
-$12.7M
3
Goldman Sachs
Goldman Sachs
New York
-$6.06M
4
Millennium Management
Millennium Management
New York
-$4.82M
5
N
Nuveen
North Carolina
-$4.73M
Name Holding Trade Value Shares
Change 		Change in
Stake
Swiss National Bank
51
Swiss National Bank
Switzerland
$1.96M -$133K -840 -6%
Lazard Asset Management
52
Lazard Asset Management
New York
$1.9M – – –
Millennium Management
53
Millennium Management
New York
$1.77M -$4.82M -30,453 -73%
NFA
54
Nationwide Fund Advisors
Ohio
$1.73M +$160K +1,011 +10%
Allianz Asset Management
55
Allianz Asset Management
Germany
$1.72M -$852K -5,390 -32%
PCMI
56
Paradigm Capital Management Inc
New York
$1.71M -$1.17M -7,383 -40%
MLICM
57
Metropolitan Life Insurance Company (MetLife)
New York
$1.68M -$8.54K -54 -0.5%
DCM
58
Dupont Capital Management
Delaware
$1.66M +$1.7M +10,760 New
State Board of Administration of Florida Retirement System
59
State Board of Administration of Florida Retirement System
Florida
$1.63M – – –
AIG
60
American International Group
New York
$1.42M -$13.9K -88 -0.9%
AQR Capital Management
61
AQR Capital Management
Connecticut
$1.39M -$45.9K -290 -3%
IAM
62
ICM Asset Management
Washington
$1.32M +$1.36M +8,609 New
ZDA
63
Zweig-DiMenna Associates
New York
$1.3M -$316 -2 -0%
VOYA Investment Management
64
VOYA Investment Management
Georgia
$1.29M – – –
PG
65
PEAK6 Group
Illinois
$1.28M +$2.11M +13,344 +401%
WBC
66
Westpac Banking Corp
Australia
$1.28M -$647K -4,090 -33%
BA
67
BlackRock Advisors
Delaware
$1.25M -$1.26K -8 -0.1%
IA
68
IndexIQ Advisors
New York
$1.19M -$636K -4,024 -34%
Fifth Third Bancorp
69
Fifth Third Bancorp
Ohio
$1.11M +$28.3K +179 +3%
PPA
70
Parametric Portfolio Associates
Washington
$1.09M +$21.7K +137 +2%
BG
71
BlackRock Group
United Kingdom
$1.02M +$127K +805 +14%
CCA
72
Catalyst Capital Advisors
New York
$1M – – –
UBS AM
73
UBS AM
Illinois
$982K -$20.6K -130 -2%
Public Employees Retirement Association of Colorado
74
Public Employees Retirement Association of Colorado
Colorado
$961K – – –
SO
75
STRS Ohio
Ohio
$942K -$28.5K -180 -3%
1 2
3
4 5

IVR Hedge Fund Activity: Q3 2013 in Review

169 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q3 2013, worth a combined $1.07B — down 6.7% from $1.15B a quarter earlier.

Sellers outnumbered buyers: 29 funds closed out of IVR and 19 opened new positions — a net loss of 10 holders — while 66 trimmed existing stakes and 53 added.

The largest buyer was Thornburg Investment Management, adding an estimated $50.7M. The largest seller was Morgan Stanley, cutting an estimated $37.5M.

  • 169 institutional investors held Invesco Mortgage Capital (IVR) as of Q3 2013, down from 181 in Q2 2013.
  • Funds reported $1.07B of Invesco Mortgage Capital stock for Q3 2013, down 6.7% quarter-over-quarter.
  • 19 funds opened new Invesco Mortgage Capital positions in Q3 2013 and 29 closed out, a net change of -10 holders.
  • The largest Invesco Mortgage Capital buyer in Q3 2013 was Thornburg Investment Management, an estimated $50.7M added.
  • The largest Invesco Mortgage Capital seller in Q3 2013 was Morgan Stanley, an estimated $37.5M sold.

Based on aggregated 13F filings for Q3 2013.