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PMT

PennyMac Mortgage Investment
PMT

158 hedge funds and large institutions have $809M invested in PennyMac Mortgage Investment in 2017 Q2 according to their latest regulatory filings, with 26 funds opening new positions, 53 increasing their positions, 47 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

117% more first-time investments, than exits

New positions opened: 26 | Existing positions closed: 12

13% more repeat investments, than reductions

Existing positions increased: 53 | Existing positions reduced: 47

10% more funds holding

Funds holding: 144 → 158 (+14)

2% more capital invested

Capital invested by funds: $791M → $809M (+$17.9M)

7.51% less ownership

Funds ownership: 66.64% → 59.13% (-7.5%)

33% less funds holding in top 10

Funds holding in top 10: 3 → 2 (-1)

47% less call options, than puts

Call options by funds: $1.07M | Put options by funds: $2.02M

Holders
158
Holders Change
+14
Holders Change %
+9.72%
% of All Funds
3.94%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
26
Increased
53
Reduced
47
Closed
12
Calls
$1.07M
Puts
$2.02M
Net Calls
-$946K
Net Calls Change
+$211K

Top Buyers

Rank Fund Capital Flow
1
CCP
Clough Capital Partners
Massachusetts
+$5.07M
2
Millennium Management
Millennium Management
New York
+$4.07M
3
WAM
Wolverine Asset Management
Illinois
+$3.83M
4
UBS Group
UBS Group
Switzerland
+$3.77M
5
AAM
Advisors Asset Management
Colorado
+$3.63M

Top Sellers

Rank Fund Capital Flow
1
DFG
Delphi Financial Group
Delaware
-$24.9M
2
SI
Sapience Investments
California
-$9.69M
3
Citigroup
Citigroup
New York
-$6.78M
4
Prudential Financial
Prudential Financial
New Jersey
-$2.78M
5
Goldman Sachs
Goldman Sachs
New York
-$1.11M
Name Holding Trade Value Shares
Change 		Change in
Stake
GIM
26
Greenwich Investment Management
Connecticut
$6.58M -$863K -48,497 -12%
SGCIA
27
Smith Graham & Co Investment Advisors
Texas
$6.58M -$350K -19,660 -5%
California Public Employees Retirement System
28
California Public Employees Retirement System
California
$6.43M -$374K -21,000 -6%
VanEck Associates
29
VanEck Associates
New York
$5.74M +$1.26M +70,599 +29%
NIMC
30
NWQ Investment Management Company
California
$5.4M -$154K -8,637 -3%
Susquehanna International Group
31
Susquehanna International Group
Pennsylvania
$5.39M +$1.24M +69,823 +31%
AM
32
Ares Management
California
$5.06M – – –
Millennium Management
33
Millennium Management
New York
$4.82M +$4.07M +228,660 +661%
PPA
34
Parametric Portfolio Associates
Washington
$4.65M -$135K -7,586 -3%
Bank of America
35
Bank of America
North Carolina
$4.52M -$924K -51,939 -17%
MAM
36
Martingale Asset Management
Massachusetts
$4.51M +$1.02M +57,101 +30%
CC
37
Cipher Capital
New York
$4.27M +$852K +47,900 +26%
Citadel Advisors
38
Citadel Advisors
Florida
$4.19M +$2.45M +137,924 +151%
Two Sigma Investments
39
Two Sigma Investments
New York
$3.92M +$2.42M +136,247 +175%
Prudential Financial
40
Prudential Financial
New Jersey
$3.55M -$2.78M -156,380 -45%
QI
41
QS Investors
New York
$3.39M -$305K -17,134 -8%
Renaissance Technologies
42
Renaissance Technologies
New York
$3.33M +$845K +47,470 +35%
TCIM
43
TIAA CREF Investment Management
New York
$3.27M -$74.1K -4,162 -2%
Barclays
44
Barclays
United Kingdom
$2.99M -$140K -7,894 -5%
EM
45
EnTrustPermal Management
New York
$2.56M – – –
RGREA
46
Ranger Global Real Estate Advisors
Colorado
$2.5M – – –
GC
47
Guggenheim Capital
Illinois
$2.33M +$447K +25,137 +25%
Arrowstreet Capital
48
Arrowstreet Capital
Massachusetts
$2.32M +$2.26M +126,924 New
TA
49
Teachers Advisors
New York
$2.14M -$2.53K -142 -0.1%
California State Teachers Retirement System (CalSTRS)
50
California State Teachers Retirement System (CalSTRS)
California
$2.14M -$307K -17,277 -13%
1
2
3 4 5

PMT Hedge Fund Activity: Q2 2017 in Review

158 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2017, worth a combined $809M — up 2.3% from $791M a quarter earlier.

Buyers outnumbered sellers: 26 funds opened new PMT positions and 12 closed out — a net gain of 14 holders — while 53 added to existing stakes and 47 trimmed.

The largest buyer was Clough Capital Partners, adding an estimated $5.07M. The largest seller was Delphi Financial Group, cutting an estimated $24.9M.

  • 158 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2017, up from 144 in Q1 2017.
  • Funds reported $809M of PennyMac Mortgage Investment stock for Q2 2017, up 2.3% quarter-over-quarter.
  • 26 funds opened new PennyMac Mortgage Investment positions in Q2 2017 and 12 closed out, a net change of +14 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2017 was Clough Capital Partners, an estimated $5.07M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2017 was Delphi Financial Group, an estimated $24.9M sold.

Based on aggregated 13F filings for Q2 2017.