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Invesco Mortgage Capital
IVR

166 hedge funds and large institutions have $1.76B invested in Invesco Mortgage Capital in 2014 Q1 according to their latest regulatory filings, with 24 funds opening new positions, 45 increasing their positions, 59 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed

14% more first-time investments, than exits

New positions opened: 24 | Existing positions closed: 21

1% more funds holding

Funds holding: 164 → 166 (+2)

1.11% more ownership

Funds ownership: 5% → 6.1% (+1.1%)

9% less capital invested

Capital invested by funds: $1.94B → $1.76B (-$179M)

24% less repeat investments, than reductions

Existing positions increased: 45 | Existing positions reduced: 59

30% less call options, than puts

Call options by funds: $9.95M | Put options by funds: $14.2M

Holders
166
Holders Change
+2
Holders Change %
+1.22%
% of All Funds
4.79%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.03%
New
24
Increased
45
Reduced
59
Closed
21
Calls
$9.95M
Puts
$14.2M
Net Calls
-$4.21M
Net Calls Change
-$7.5M

Top Buyers

Rank Fund Capital Flow
1
BNP Paribas Financial Markets
BNP Paribas Financial Markets
France
+$105M
2
Citigroup
Citigroup
New York
+$18M
3
Citadel Advisors
Citadel Advisors
Florida
+$11.6M
4
Bank of America
Bank of America
North Carolina
+$10.5M
5
GC
Guggenheim Capital
Illinois
+$8.2M

Top Sellers

Rank Fund Capital Flow
1
Morgan Stanley
Morgan Stanley
New York
-$13.1M
2
Wells Fargo
Wells Fargo
California
-$11.2M
3
TIM
Thornburg Investment Management
New Mexico
-$8.9M
4
Two Sigma Investments
Two Sigma Investments
New York
-$8.5M
5
MVP
Miller Value Partners
Florida
-$7.86M
Name Holding Trade Value Shares
Change 		Change in
Stake
RFC
51
Russell Frank Company
Washington
$2.09M +$828K +5,120 +68%
PPA
52
Parametric Portfolio Associates
Washington
$2M +$427K +2,637 +28%
Goldman Sachs
53
Goldman Sachs
New York
$1.86M -$3.5M -21,625 -66%
Bank of Montreal
54
Bank of Montreal
Ontario, Canada
$1.81M -$963K -5,953 -35%
WAM
55
Wolverine Asset Management
Illinois
$1.8M +$747K +4,617 +73%
State Board of Administration of Florida Retirement System
56
State Board of Administration of Florida Retirement System
Florida
$1.74M – – –
ACA
57
Anchor Capital Advisors
Massachusetts
$1.74M -$123K -762 -7%
MLICM
58
Metropolitan Life Insurance Company (MetLife)
New York
$1.65M -$147K -909 -8%
Lazard Asset Management
59
Lazard Asset Management
New York
$1.65M -$396K -2,447 -20%
NFA
60
Nationwide Fund Advisors
Ohio
$1.6M -$141K -871 -8%
IA
61
IndexIQ Advisors
New York
$1.57M +$174K +1,078 +13%
AIG
62
American International Group
New York
$1.44M -$59.8K -370 -4%
MAM
63
Martingale Asset Management
Massachusetts
$1.42M +$1.39M +8,600 New
BA
64
BlackRock Advisors
Delaware
$1.4M -$44.3K -274 -3%
BG
65
BlackRock Group
United Kingdom
$1.39M +$156K +967 +13%
ZDA
66
Zweig-DiMenna Associates
New York
$1.39M – – –
VOYA Investment Management
67
VOYA Investment Management
Georgia
$1.38M – – –
AQR Capital Management
68
AQR Capital Management
Connecticut
$1.38M – – –
UBS AM
69
UBS AM
Illinois
$1.27M +$226K +1,400 +22%
Acadian Asset Management
70
Acadian Asset Management
Massachusetts
$1.27M +$701K +4,332 +128%
Fifth Third Bancorp
71
Fifth Third Bancorp
Ohio
$1.18M +$23K +142 +2%
CCA
72
Catalyst Capital Advisors
New York
$1.07M – – –
Public Employees Retirement Association of Colorado
73
Public Employees Retirement Association of Colorado
Colorado
$1.03M – – –
CFMC
74
Curbstone Financial Management Corp
New Hampshire
$1.01M +$997K +6,165 New
WFI
75
West Family Investments
California
$1M – – –
1 2
3
4 5

IVR Hedge Fund Activity: Q1 2014 in Review

166 of the 3,462 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q1 2014, worth a combined $1.76B — down 9.2% from $1.94B a quarter earlier.

Buyers outnumbered sellers: 24 funds opened new IVR positions and 21 closed out — a net gain of 3 holders — while 45 added to existing stakes and 59 trimmed.

The largest buyer was BNP Paribas Financial Markets, adding an estimated $105M. The largest seller was Morgan Stanley, cutting an estimated $13.1M.

  • 166 institutional investors held Invesco Mortgage Capital (IVR) as of Q1 2014, up from 164 in Q4 2013.
  • Funds reported $1.76B of Invesco Mortgage Capital stock for Q1 2014, down 9.2% quarter-over-quarter.
  • 24 funds opened new Invesco Mortgage Capital positions in Q1 2014 and 21 closed out, a net change of +3 holders.
  • The largest Invesco Mortgage Capital buyer in Q1 2014 was BNP Paribas Financial Markets, an estimated $105M added.
  • The largest Invesco Mortgage Capital seller in Q1 2014 was Morgan Stanley, an estimated $13.1M sold.

Based on aggregated 13F filings for Q1 2014.