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Invesco Mortgage Capital

167 hedge funds and large institutions have $977M invested in Invesco Mortgage Capital in 2015 Q3 according to their latest regulatory filings, with 19 funds opening new positions, 49 increasing their positions, 66 reducing their positions, and 33 closing their positions.

New
Increased
Maintained
Reduced
Closed

33% more call options, than puts

Call options by funds: $3.54M | Put options by funds: $2.67M

0.22% more ownership

Funds ownership: 6.27%6.49% (+0.22%)

8% less funds holding

Funds holding: 181167 (-14)

12% less capital invested

Capital invested by funds: $1.1B → $977M (-$127M)

26% less repeat investments, than reductions

Existing positions increased: 49 | Existing positions reduced: 66

33% less funds holding in top 10

Funds holding in top 10: 32 (-1)

42% less first-time investments, than exits

New positions opened: 19 | Existing positions closed: 33

Holders
167
Holders Change
-14
Holders Change %
-7.73%
% of All Funds
4.66%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.06%
New
19
Increased
49
Reduced
66
Closed
33
Calls
$3.54M
Puts
$2.67M
Net Calls
+$872K
Net Calls Change
+$4.12M
Name Holding Trade Value Shares
Change
Change in
Stake
PCM
51
Piermont Capital Management
Missouri
$2.16M +$23K +165 +0.9%
Walleye Trading
52
Walleye Trading
New York
$2.15M +$2.03M +14,582 +485%
Jacobs Levy Equity Management
53
Jacobs Levy Equity Management
New Jersey
$2.15M -$572K -4,106 -19%
RhumbLine Advisers
54
RhumbLine Advisers
Massachusetts
$2.08M +$128K +915 +6%
PPA
55
Parametric Portfolio Associates
Washington
$2.04M +$411K +2,952 +21%
Swiss National Bank
56
Swiss National Bank
Switzerland
$2.04M +$287K +2,060 +14%
OAM
57
Orinda Asset Management
California
$1.84M +$2.09M +15,000 New
IA
58
IndexIQ Advisors
New York
$1.64M -$26.2K -188 -1%
PMLI
59
Penn Mutual Life Insurance
Pennsylvania
$1.56M
Legal & General Group
60
Legal & General Group
United Kingdom
$1.51M -$124K -888 -7%
UBS AM
61
UBS AM
Illinois
$1.49M +$406K +2,910 +31%
New York State Common Retirement Fund
62
New York State Common Retirement Fund
New York
$1.47M -$157K -1,128 -9%
MAM
63
Martingale Asset Management
Massachusetts
$1.33M +$93.8K +673 +7%
DLCIG
64
D.L. Carlson Investment Group
New Hampshire
$1.31M -$66.2K -475 -4%
State Board of Administration of Florida Retirement System
65
State Board of Administration of Florida Retirement System
Florida
$1.3M
Royal Bank of Canada
66
Royal Bank of Canada
Ontario, Canada
$1.28M -$652K -4,676 -31%
Los Angeles Capital Management
67
Los Angeles Capital Management
California
$1.27M +$1.45M +10,372 New
Susquehanna International Group
68
Susquehanna International Group
Pennsylvania
$1.24M -$460K -3,301 -25%
CAM
69
ClariVest Asset Management
California
$1.22M +$83.6K +600 +6%
AGC
70
Angelo Gordon & Co
New York
$1.1M
MLICM
71
Metropolitan Life Insurance Company (MetLife)
New York
$1.05M -$30K -215 -2%
NFA
72
Nationwide Fund Advisors
Ohio
$982K
AIG
73
American International Group
New York
$964K +$63.7K +457 +6%
KAM
74
Kazazian Asset Management
Florida
$957K +$1.09M +7,815 New
ZDA
75
Zweig-DiMenna Associates
New York
$943K -$3.35K -24 -0.3%

IVR Hedge Fund Activity: Q3 2015 in Review

167 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q3 2015, worth a combined $977M — down 12% from $1.1B a quarter earlier.

Sellers outnumbered buyers: 33 funds closed out of IVR and 19 opened new positions — a net loss of 14 holders — while 66 trimmed existing stakes and 49 added.

The largest buyer was Thornburg Investment Management, adding an estimated $43M. The largest seller was Prudential Financial, cutting an estimated $27.7M.

  • 167 institutional investors held Invesco Mortgage Capital (IVR) as of Q3 2015, down from 181 in Q2 2015.
  • Funds reported $977M of Invesco Mortgage Capital stock for Q3 2015, down 12% quarter-over-quarter.
  • 19 funds opened new Invesco Mortgage Capital positions in Q3 2015 and 33 closed out, a net change of -14 holders.
  • The largest Invesco Mortgage Capital buyer in Q3 2015 was Thornburg Investment Management, an estimated $43M added.
  • The largest Invesco Mortgage Capital seller in Q3 2015 was Prudential Financial, an estimated $27.7M sold.

Based on aggregated 13F filings for Q3 2015.