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Invesco Mortgage Capital

181 hedge funds and large institutions have $1.1B invested in Invesco Mortgage Capital in 2015 Q2 according to their latest regulatory filings, with 27 funds opening new positions, 63 increasing their positions, 60 reducing their positions, and 27 closing their positions.

New
Increased
Maintained
Reduced
Closed

5% more repeat investments, than reductions

Existing positions increased: 63 | Existing positions reduced: 60

0.17% more ownership

Funds ownership: 6.1%6.27% (+0.17%)

0% more funds holding in top 10

Funds holding in top 10: 33 (0)

0% more first-time investments, than exits

New positions opened: 27 | Existing positions closed: 27

1% less funds holding

Funds holding: 183181 (-2)

5% less capital invested

Capital invested by funds: $1.17B → $1.1B (-$63.6M)

38% less call options, than puts

Call options by funds: $5.4M | Put options by funds: $8.65M

Holders
181
Holders Change
-2
Holders Change %
-1.09%
% of All Funds
4.88%
Holding in Top 10
3
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.08%
New
27
Increased
63
Reduced
60
Closed
27
Calls
$5.4M
Puts
$8.65M
Net Calls
-$3.25M
Net Calls Change
+$5.67M
Name Holding Trade Value Shares
Change
Change in
Stake
TIM
1
Thornburg Investment Management
New Mexico
$183M -$988K -6,320 -0.5%
Vanguard Group
2
Vanguard Group
Pennsylvania
$114M +$5.63M +35,974 +5%
BFA
3
BlackRock Fund Advisors
California
$88.1M -$10.9M -69,851 -10%
Citigroup
4
Citigroup
New York
$61.2M +$24M +153,632 +56%
Prudential Financial
5
Prudential Financial
New Jersey
$50.9M +$14.3M +91,418 +35%
Deutsche Bank
6
Deutsche Bank
Germany
$50.9M +$27.3M +174,387 +96%
BIT
7
BlackRock Institutional Trust
California
$44.1M -$217K -1,389 -0.4%
State Street
8
State Street
Massachusetts
$40.7M -$304K -1,941 -0.7%
AAM
9
Advisors Asset Management
Colorado
$36.1M -$4.02M -25,695 -9%
Morgan Stanley
10
Morgan Stanley
New York
$36M -$15.5M -98,920 -28%
Northern Trust
11
Northern Trust
Illinois
$32.2M -$124K -791 -0.4%
Balyasny Asset Management
12
Balyasny Asset Management
Illinois
$25.7M +$25.5M +163,240 +998%
UBS Group
13
UBS Group
Switzerland
$25.2M +$7.36M +47,030 +36%
TC
14
Talkot Capital
California
$19.7M -$3.93M -25,143 -15%
MP
15
Mangrove Partners
Connecticut
$16.9M +$2.23M +14,270 +14%
Norges Bank
16
Norges Bank
Norway
$16.4M
Invesco
17
Invesco
Georgia
$15.9M +$391K +2,500 +2%
Bank of New York Mellon
18
Bank of New York Mellon
New York
$12.7M +$257K +1,641 +2%
Geode Capital Management
19
Geode Capital Management
Massachusetts
$10.5M +$354K +2,263 +3%
GXMC
20
Global X Management Company
New York
$10.1M +$350K +2,240 +3%
GC
21
Guggenheim Capital
Illinois
$9.67M -$1.09M -6,963 -9%
Millennium Management
22
Millennium Management
New York
$9.16M -$25.9M -165,727 -72%
Bank of America
23
Bank of America
North Carolina
$8.41M +$1.63M +10,431 +22%
WAM
24
Wolverine Asset Management
Illinois
$7.73M -$3.03M -19,396 -26%
Goldman Sachs
25
Goldman Sachs
New York
$7.63M -$1.02M -6,545 -11%

IVR Hedge Fund Activity: Q2 2015 in Review

181 of the 3,711 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q2 2015, worth a combined $1.1B — down 5.4% from $1.17B a quarter earlier.

Fund positioning in IVR was balanced in Q2 2015: 27 funds opened new positions, 27 closed out, 63 added to existing stakes and 60 trimmed.

The largest buyer was Deutsche Bank, adding an estimated $27.3M. The largest seller was Millennium Management, cutting an estimated $25.9M.

  • 181 institutional investors held Invesco Mortgage Capital (IVR) as of Q2 2015, down from 183 in Q1 2015.
  • Funds reported $1.1B of Invesco Mortgage Capital stock for Q2 2015, down 5.4% quarter-over-quarter.
  • 27 funds opened new Invesco Mortgage Capital positions in Q2 2015 and 27 closed out, a net change of 0 holders.
  • The largest Invesco Mortgage Capital buyer in Q2 2015 was Deutsche Bank, an estimated $27.3M added.
  • The largest Invesco Mortgage Capital seller in Q2 2015 was Millennium Management, an estimated $25.9M sold.

Based on aggregated 13F filings for Q2 2015.