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Invesco Mortgage Capital

165 hedge funds and large institutions have $887M invested in Invesco Mortgage Capital in 2016 Q1 according to their latest regulatory filings, with 27 funds opening new positions, 48 increasing their positions, 57 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

8% more first-time investments, than exits

New positions opened: 27 | Existing positions closed: 25

0% more funds holding

Funds holding: 165165 (0)

0.08% less ownership

Funds ownership: 6.57%6.49% (-0.08%)

9% less capital invested

Capital invested by funds: $972M → $887M (-$85.5M)

16% less repeat investments, than reductions

Existing positions increased: 48 | Existing positions reduced: 57

28% less call options, than puts

Call options by funds: $1.85M | Put options by funds: $2.56M

Holders
165
Holders Change
Holders Change %
0%
% of All Funds
4.4%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
27
Increased
48
Reduced
57
Closed
25
Calls
$1.85M
Puts
$2.56M
Net Calls
-$714K
Net Calls Change
+$1.29M
Name Holding Trade Value Shares
Change
Change in
Stake
TIM
1
Thornburg Investment Management
New Mexico
$193M
Vanguard Group
2
Vanguard Group
Pennsylvania
$96.8M -$1.48M -12,858 -2%
BFA
3
BlackRock Fund Advisors
California
$62.1M -$8.98M -77,781 -13%
MP
4
Mangrove Partners
Connecticut
$38.1M +$7M +60,596 +24%
BIT
5
BlackRock Institutional Trust
California
$36.5M -$1.39M -12,032 -4%
Balyasny Asset Management
6
Balyasny Asset Management
Illinois
$36.4M +$5.92M +51,276 +21%
State Street
7
State Street
Massachusetts
$33.8M +$547K +4,740 +2%
Citigroup
8
Citigroup
New York
$32.6M -$41.7M -361,408 -57%
AAM
9
Advisors Asset Management
Colorado
$18.2M -$3.26M -28,198 -16%
Morgan Stanley
10
Morgan Stanley
New York
$17.5M -$358K -3,104 -2%
Prudential Financial
11
Prudential Financial
New Jersey
$16.6M +$2.53M +21,887 +19%
Northern Trust
12
Northern Trust
Illinois
$16.1M +$192K +1,663 +1%
GXMC
13
Global X Management Company
New York
$14.1M +$6.4M +55,428 +92%
Norges Bank
14
Norges Bank
Norway
$14M
Deutsche Bank
15
Deutsche Bank
Germany
$14M -$13.9M -120,589 -51%
Fidelity Investments
16
Fidelity Investments
Massachusetts
$12.4M -$24.2K -210 -0.2%
Goldman Sachs
17
Goldman Sachs
New York
$11.3M +$2.08M +17,985 +24%
Federated Hermes
18
Federated Hermes
Pennsylvania
$10.1M +$4.01M +34,688 +72%
WA
19
Whitebox Advisors
Minnesota
$9.59M +$1.39M +12,077 +18%
Bank of New York Mellon
20
Bank of New York Mellon
New York
$8.88M +$401K +3,475 +5%
CS
21
Credit Suisse
Switzerland
$8.46M -$6.2M -53,674 -44%
CHAM
22
Clear Harbor Asset Management
Connecticut
$8.28M +$7.84M +67,942 New
YMRC
23
Yorktown Management & Research Company
Virginia
$7.67M
Citadel Advisors
24
Citadel Advisors
Florida
$7.59M +$2.47M +21,411 +52%
Charles Schwab
25
Charles Schwab
California
$7.29M +$405K +3,507 +6%

IVR Hedge Fund Activity: Q1 2016 in Review

165 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in Invesco Mortgage Capital (IVR) for Q1 2016, worth a combined $887M — down 8.8% from $972M a quarter earlier.

Buyers outnumbered sellers: 27 funds opened new IVR positions and 25 closed out — a net gain of 2 holders — while 48 added to existing stakes and 57 trimmed.

The largest buyer was Clear Harbor Asset Management, opening a new position worth an estimated $7.84M. The largest seller was Citigroup, cutting an estimated $41.7M.

  • 165 institutional investors held Invesco Mortgage Capital (IVR) as of Q1 2016, unchanged from Q4 2015.
  • Funds reported $887M of Invesco Mortgage Capital stock for Q1 2016, down 8.8% quarter-over-quarter.
  • 27 funds opened new Invesco Mortgage Capital positions in Q1 2016 and 25 closed out, a net change of +2 holders.
  • The largest Invesco Mortgage Capital buyer in Q1 2016 was Clear Harbor Asset Management, an estimated $7.84M added.
  • The largest Invesco Mortgage Capital seller in Q1 2016 was Citigroup, an estimated $41.7M sold.

Based on aggregated 13F filings for Q1 2016.