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PMT

PennyMac Mortgage Investment
PMT

144 hedge funds and large institutions have $791M invested in PennyMac Mortgage Investment in 2017 Q1 according to their latest regulatory filings, with 24 funds opening new positions, 55 increasing their positions, 42 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed

31% more repeat investments, than reductions

Existing positions increased: 55 | Existing positions reduced: 42

10% more capital invested

Capital invested by funds: $717M → $791M (+$73.7M)

0.95% more ownership

Funds ownership: 65.69% → 66.64% (+0.95%)

0% more funds holding in top 10

Funds holding in top 10: 3 → 3 (0)

7% less funds holding

Funds holding: 155 → 144 (-11)

14% less first-time investments, than exits

New positions opened: 24 | Existing positions closed: 28

57% less call options, than puts

Call options by funds: $888K | Put options by funds: $2.04M

Holders
144
Holders Change
-11
Holders Change %
-7.1%
% of All Funds
3.58%
Holding in Top 10
3
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.07%
New
24
Increased
55
Reduced
42
Closed
28
Calls
$888K
Puts
$2.04M
Net Calls
-$1.16M
Net Calls Change
-$454K

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$102M
2
Goldman Sachs
Goldman Sachs
New York
+$13M
3
UBS Group
UBS Group
Switzerland
+$5.29M
4
SI
Sapience Investments
California
+$4.34M
5
AIU
Algebris Investments (UK)
United Kingdom
+$3.81M

Top Sellers

Rank Fund Capital Flow
1
Wells Fargo
Wells Fargo
California
-$9.77M
2
AllianceBernstein
AllianceBernstein
Tennessee
-$5.32M
3
Morgan Stanley
Morgan Stanley
New York
-$3.79M
4
YMRC
Yorktown Management & Research Company
Virginia
-$3.27M
5
GXMC
Global X Management Company
New York
-$2.8M
Name Holding Trade Value Shares
Change 		Change in
Stake
California Public Employees Retirement System
26
California Public Employees Retirement System
California
$6.61M -$147K -8,700 -2%
Prudential Financial
27
Prudential Financial
New Jersey
$6.22M -$2.4M -141,800 -29%
AIU
28
Algebris Investments (UK)
United Kingdom
$6.04M +$3.81M +225,000 New
Wells Fargo
29
Wells Fargo
California
$5.78M -$9.77M -576,212 -64%
NIMC
30
NWQ Investment Management Company
California
$5.4M +$54.7K +3,229 +1%
Bank of America
31
Bank of America
North Carolina
$5.31M +$262K +15,439 +5%
AM
32
Ares Management
California
$4.91M +$600K +35,429 +15%
PPA
33
Parametric Portfolio Associates
Washington
$4.65M +$578K +34,115 +15%
VanEck Associates
34
VanEck Associates
New York
$4.32M +$72.7K +4,292 +2%
Susquehanna International Group
35
Susquehanna International Group
Pennsylvania
$3.99M +$483K +28,505 +15%
WAM
36
Wolverine Asset Management
Illinois
$3.97M +$3.79M +223,612 New
Deutsche Bank
37
Deutsche Bank
Germany
$3.83M +$285K +16,835 +8%
QI
38
QS Investors
New York
$3.6M +$29.4K +1,737 +0.9%
MAM
39
Martingale Asset Management
Massachusetts
$3.36M +$1.81M +106,510 +128%
CC
40
Cipher Capital
New York
$3.3M +$2.84M +167,489 +914%
TCIM
41
TIAA CREF Investment Management
New York
$3.25M -$683K -40,310 -18%
Barclays
42
Barclays
United Kingdom
$3.04M +$10.3K +609 +0.4%
EM
43
EnTrustPermal Management
New York
$2.49M +$288K +17,000 +14%
RGREA
44
Ranger Global Real Estate Advisors
Colorado
$2.43M +$11.8K +696 +0.5%
Renaissance Technologies
45
Renaissance Technologies
New York
$2.39M +$2.28M +134,530 New
California State Teachers Retirement System (CalSTRS)
46
California State Teachers Retirement System (CalSTRS)
California
$2.38M -$107K -6,300 -4%
First Trust Advisors
47
First Trust Advisors
Illinois
$2.23M +$751K +44,336 +54%
Allianz Asset Management
48
Allianz Asset Management
Germany
$2.12M +$2.02M +119,359 New
TA
49
Teachers Advisors
New York
$2.08M +$25.3K +1,492 +1%
Legal & General Group
50
Legal & General Group
United Kingdom
$1.94M +$144K +8,509 +8%
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PMT Hedge Fund Activity: Q1 2017 in Review

144 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2017, worth a combined $791M — up 10% from $717M a quarter earlier.

Sellers outnumbered buyers: 28 funds closed out of PMT and 24 opened new positions — a net loss of 4 holders — while 42 trimmed existing stakes and 55 added.

The largest buyer was BlackRock, adding an estimated $102M. The largest seller was Wells Fargo, cutting an estimated $9.77M.

  • 144 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2017, down from 155 in Q4 2016.
  • Funds reported $791M of PennyMac Mortgage Investment stock for Q1 2017, up 10% quarter-over-quarter.
  • 24 funds opened new PennyMac Mortgage Investment positions in Q1 2017 and 28 closed out, a net change of -4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2017 was BlackRock, an estimated $102M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2017 was Wells Fargo, an estimated $9.77M sold.

Based on aggregated 13F filings for Q1 2017.