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PMT

PennyMac Mortgage Investment
PMT

171 hedge funds and large institutions have $1.05B invested in PennyMac Mortgage Investment in 2014 Q4 according to their latest regulatory filings, with 21 funds opening new positions, 55 increasing their positions, 55 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more funds holding in top 10

Funds holding in top 10: 4 → 6 (+2)

17% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 18

0% more repeat investments, than reductions

Existing positions increased: 55 | Existing positions reduced: 55

1% less funds holding

Funds holding: 173 → 171 (-2)

3.47% less ownership

Funds ownership: 70.12% → 66.66% (-3.5%)

6% less capital invested

Capital invested by funds: $1.11B → $1.05B (-$64.7M)

44% less call options, than puts

Call options by funds: $1.86M | Put options by funds: $3.31M

Holders
171
Holders Change
-2
Holders Change %
-1.16%
% of All Funds
4.56%
Holding in Top 10
6
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+50%
% of All Funds
0.16%
New
21
Increased
55
Reduced
55
Closed
18
Calls
$1.86M
Puts
$3.31M
Net Calls
-$1.45M
Net Calls Change
+$427K

Top Buyers

Rank Fund Capital Flow
1
Millennium Management
Millennium Management
New York
+$25.6M
2
Bank of America
Bank of America
North Carolina
+$18.7M
3
Two Sigma Advisers
Two Sigma Advisers
New York
+$8.24M
4
Two Sigma Investments
Two Sigma Investments
New York
+$6.94M
5
AllianceBernstein
AllianceBernstein
Tennessee
+$5.81M

Top Sellers

Rank Fund Capital Flow
1
EC
EJF Capital
Virginia
-$40.1M
2
Ameriprise
Ameriprise
Minnesota
-$22M
3
IG
ING Group
Netherlands
-$13.5M
4
Schroder Investment Management Group
Schroder Investment Management Group
United Kingdom
-$11.9M
5
First Trust Advisors
First Trust Advisors
Illinois
-$11.8M
Name Holding Trade Value Shares
Change 		Change in
Stake
EWM
51
Edge Wealth Management
New York
$2.81M +$151K +7,000 +6%
SCM
52
Sterling Capital Management
North Carolina
$2.67M +$77.7K +3,611 +3%
KCM
53
Key Colony Management
Arkansas
$2.6M – – –
GC
54
Guggenheim Capital
Illinois
$2.43M +$1.27M +59,058 +105%
MAM
55
Martingale Asset Management
Massachusetts
$2.38M -$88.3K -4,100 -4%
POA
56
Pergamon Offshore Advisors
New York
$2.36M +$2.41M +111,800 New
IAA
57
Ironsides Asset Advisors
North Carolina
$2.34M +$38.7K +1,800 +2%
TA
58
Teachers Advisors
New York
$2.32M – – –
B
59
Baird
Wisconsin
$2.16M +$1.66M +77,015 +303%
MAMNY
60
Marathon Asset Management (New York)
New York
$2.11M – – –
Goldman Sachs
61
Goldman Sachs
New York
$2.08M -$2.57M -119,523 -55%
PPA
62
Parametric Portfolio Associates
Washington
$2.01M +$754K +35,031 +58%
RhumbLine Advisers
63
RhumbLine Advisers
Massachusetts
$1.96M +$23.3K +1,081 +1%
MVP
64
Miller Value Partners
Florida
$1.91M – – –
Citadel Advisors
65
Citadel Advisors
Florida
$1.76M +$876K +40,675 +95%
SAM
66
Shell Asset Management
Netherlands
$1.73M – – –
Ameriprise
67
Ameriprise
Minnesota
$1.73M -$22M -1,023,344 -93%
Swiss National Bank
68
Swiss National Bank
Switzerland
$1.66M +$43.1K +2,000 +3%
UM
69
Ulysses Management
New York
$1.48M – – –
IA
70
IndexIQ Advisors
New York
$1.46M +$264K +12,250 +22%
PCMI
71
Paradigm Capital Management Inc
New York
$1.35M -$43.1K -2,000 -3%
MPAM
72
Monarch Partners Asset Management
Massachusetts
$1.31M – – –
RFC
73
Regions Financial Corp
Alabama
$1.3M +$8.65K +402 +0.7%
Prudential Financial
74
Prudential Financial
New Jersey
$1.2M -$21.5K -1,000 -2%
MLICM
75
Metropolitan Life Insurance Company (MetLife)
New York
$1.19M – – –
1 2
3
4 5

PMT Hedge Fund Activity: Q4 2014 in Review

171 of the 3,750 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2014, worth a combined $1.05B — down 5.8% from $1.11B a quarter earlier.

Buyers outnumbered sellers: 21 funds opened new PMT positions and 18 closed out — a net gain of 3 holders — while 55 added to existing stakes and 55 trimmed.

The largest buyer was Millennium Management, adding an estimated $25.6M. The largest seller was EJF Capital, cutting an estimated $40.1M.

  • 171 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2014, down from 173 in Q3 2014.
  • Funds reported $1.05B of PennyMac Mortgage Investment stock for Q4 2014, down 5.8% quarter-over-quarter.
  • 21 funds opened new PennyMac Mortgage Investment positions in Q4 2014 and 18 closed out, a net change of +3 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2014 was Millennium Management, an estimated $25.6M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2014 was EJF Capital, an estimated $40.1M sold.

Based on aggregated 13F filings for Q4 2014.