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Invesco Mortgage Capital

166 hedge funds and large institutions have $1.23B invested in Invesco Mortgage Capital in 2014 Q2 according to their latest regulatory filings, with 20 funds opening new positions, 51 increasing their positions, 62 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

200% more funds holding in top 10

Funds holding in top 10: 13 (+2)

8% more call options, than puts

Call options by funds: $15M | Put options by funds: $13.8M

0% more funds holding

Funds holding: 166166 (0)

0% more first-time investments, than exits

New positions opened: 20 | Existing positions closed: 20

0.36% less ownership

Funds ownership: 6.1%5.74% (-0.36%)

18% less repeat investments, than reductions

Existing positions increased: 51 | Existing positions reduced: 62

30% less capital invested

Capital invested by funds: $1.76B → $1.23B (-$534M)

Holders
166
Holders Change
Holders Change %
0%
% of All Funds
4.77%
Holding in Top 10
3
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+200%
% of All Funds
0.09%
New
20
Increased
51
Reduced
62
Closed
20
Calls
$15M
Puts
$13.8M
Net Calls
+$1.16M
Net Calls Change
+$5.36M
Name Holding Trade Value Shares
Change
Change in
Stake
TIM
1
Thornburg Investment Management
New Mexico
$157M -$18M -105,274 -10%
Vanguard Group
2
Vanguard Group
Pennsylvania
$124M +$816K +4,764 +0.7%
BFA
3
BlackRock Fund Advisors
California
$108M -$6.07M -35,418 -5%
Morgan Stanley
4
Morgan Stanley
New York
$65.8M +$23M +134,508 +55%
BIT
5
BlackRock Institutional Trust
California
$56.2M -$1.48M -8,639 -3%
State Street
6
State Street
Massachusetts
$50.7M -$1.2M -7,001 -2%
Norges Bank
7
Norges Bank
Norway
$48.3M +$21.2M +123,798 +80%
Northern Trust
8
Northern Trust
Illinois
$40.9M -$2.6M -15,194 -6%
Deutsche Bank
9
Deutsche Bank
Germany
$39.5M +$11M +64,041 +39%
Citigroup
10
Citigroup
New York
$38.4M +$15.7M +91,733 +71%
AAM
11
Advisors Asset Management
Colorado
$35.6M +$13M +75,858 +59%
Wells Fargo
12
Wells Fargo
California
$30.4M -$24.8M -144,984 -45%
TC
13
Talkot Capital
California
$25.3M +$20.8M +121,645 +505%
Citadel Advisors
14
Citadel Advisors
Florida
$24.9M -$34.4M -201,091 -58%
Bank of America
15
Bank of America
North Carolina
$24.1M +$4.66M +27,232 +24%
Renaissance Technologies
16
Renaissance Technologies
New York
$22.4M +$9.3M +54,296 +73%
U
17
UBS
Switzerland
$22M +$5.76M +33,610 +36%
GC
18
Guggenheim Capital
Illinois
$18.7M +$1.67M +9,765 +10%
Bank of New York Mellon
19
Bank of New York Mellon
New York
$17.1M -$17.1M -99,911 -50%
CS
20
Credit Suisse
Switzerland
$16.9M +$1.52M +8,893 +10%
PRCM
21
Pine River Capital Management
Minnesota
$14.8M
MP
22
Mangrove Partners
Connecticut
$13.3M
Susquehanna International Group
23
Susquehanna International Group
Pennsylvania
$12.8M -$71.1K -415 -0.6%
Invesco
24
Invesco
Georgia
$12.1M -$761K -4,441 -6%
AC
25
Ascend Capital
California
$11.2M +$11.1M +64,730 New

IVR Hedge Fund Activity: Q2 2014 in Review

166 of the 3,479 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q2 2014, worth a combined $1.23B — down 30% from $1.76B a quarter earlier.

Fund positioning in IVR was balanced in Q2 2014: 20 funds opened new positions, 20 closed out, 51 added to existing stakes and 62 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $23M. The largest seller was BNP Paribas Financial Markets, cutting an estimated $111M.

  • 166 institutional investors held Invesco Mortgage Capital (IVR) as of Q2 2014, unchanged from Q1 2014.
  • Funds reported $1.23B of Invesco Mortgage Capital stock for Q2 2014, down 30% quarter-over-quarter.
  • 20 funds opened new Invesco Mortgage Capital positions in Q2 2014 and 20 closed out, a net change of 0 holders.
  • The largest Invesco Mortgage Capital buyer in Q2 2014 was Morgan Stanley, an estimated $23M added.
  • The largest Invesco Mortgage Capital seller in Q2 2014 was BNP Paribas Financial Markets, an estimated $111M sold.

Based on aggregated 13F filings for Q2 2014.