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PMT

PennyMac Mortgage Investment
PMT

163 hedge funds and large institutions have $1.09B invested in PennyMac Mortgage Investment in 2015 Q1 according to their latest regulatory filings, with 13 funds opening new positions, 57 increasing their positions, 57 reducing their positions, and 19 closing their positions.

New
Increased
Maintained
Reduced
Closed

17% more funds holding in top 10

Funds holding in top 10: 6 → 7 (+1)

1.8% more ownership

Funds ownership: 66.66% → 68.46% (+1.8%)

3% more capital invested

Capital invested by funds: $1.05B → $1.09B (+$36.7M)

0% more repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 57

5% less funds holding

Funds holding: 171 → 163 (-8)

15% less call options, than puts

Call options by funds: $1.71M | Put options by funds: $2.01M

32% less first-time investments, than exits

New positions opened: 13 | Existing positions closed: 19

Holders
163
Holders Change
-8
Holders Change %
-4.68%
% of All Funds
4.34%
Holding in Top 10
7
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+16.67%
% of All Funds
0.19%
New
13
Increased
57
Reduced
57
Closed
19
Calls
$1.71M
Puts
$2.01M
Net Calls
-$295K
Net Calls Change
+$1.16M

Top Buyers

Rank Fund Capital Flow
1
EC
EJF Capital
Virginia
+$25.7M
2
Prudential Financial
Prudential Financial
New Jersey
+$12.4M
3
PRCM
Pine River Capital Management
Minnesota
+$10.8M
4
Vanguard Group
Vanguard Group
Pennsylvania
+$7.52M
5
CCP
Clough Capital Partners
Massachusetts
+$6.7M

Top Sellers

Rank Fund Capital Flow
1
Bank of America
Bank of America
North Carolina
-$13.1M
2
Two Sigma Investments
Two Sigma Investments
New York
-$8.94M
3
ZC
Zelman Capital
Ohio
-$6.33M
4
Two Sigma Advisers
Two Sigma Advisers
New York
-$5.16M
5
UBS Group
UBS Group
Switzerland
-$5.06M
Name Holding Trade Value Shares
Change 		Change in
Stake
MVP
51
Miller Value Partners
Florida
$2.98M +$1.07M +49,500 +55%
California State Teachers Retirement System (CalSTRS)
52
California State Teachers Retirement System (CalSTRS)
California
$2.88M -$51.8K -2,400 -2%
GC
53
Guggenheim Capital
Illinois
$2.71M +$263K +12,161 +11%
KCM
54
Key Colony Management
Arkansas
$2.63M – – –
TA
55
Teachers Advisors
New York
$2.43M +$87.3K +4,042 +4%
B
56
Baird
Wisconsin
$2.23M +$48.8K +2,258 +2%
RFC
57
Russell Frank Company
Washington
$2.22M -$1.76M -81,284 -44%
IAA
58
Ironsides Asset Advisors
North Carolina
$2.18M -$182K -8,415 -8%
MAMNY
59
Marathon Asset Management (New York)
New York
$2.13M – – –
MAM
60
Martingale Asset Management
Massachusetts
$2.06M -$350K -16,197 -14%
RhumbLine Advisers
61
RhumbLine Advisers
Massachusetts
$2.01M +$36.7K +1,700 +2%
Susquehanna International Group
62
Susquehanna International Group
Pennsylvania
$1.92M -$1.78M -82,271 -48%
POA
63
Pergamon Offshore Advisors
New York
$1.89M -$501K -23,200 -21%
Swiss National Bank
64
Swiss National Bank
Switzerland
$1.85M +$168K +7,800 +10%
IA
65
IndexIQ Advisors
New York
$1.78M +$311K +14,407 +21%
SAM
66
Shell Asset Management
Netherlands
$1.74M -$5.21K -241 -0.3%
Ameriprise
67
Ameriprise
Minnesota
$1.73M -$12K -555 -0.7%
Citadel Advisors
68
Citadel Advisors
Florida
$1.51M -$268K -12,385 -15%
UM
69
Ulysses Management
New York
$1.49M – – –
CAM
70
Cortina Asset Management
Wisconsin
$1.42M +$647K +29,944 +82%
Fidelity Investments
71
Fidelity Investments
Massachusetts
$1.41M +$1.43M +66,200 New
RFC
72
Regions Financial Corp
Alabama
$1.33M +$17.9K +831 +1%
MPAM
73
Monarch Partners Asset Management
Massachusetts
$1.32M -$5.4K -250 -0.4%
Two Sigma Investments
74
Two Sigma Investments
New York
$1.25M -$8.94M -413,806 -88%
MAA
75
Managed Account Advisors
New Jersey
$1.25M +$285K +13,196 +29%
1 2
3
4 5

PMT Hedge Fund Activity: Q1 2015 in Review

163 of the 3,752 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2015, worth a combined $1.09B — up 3.5% from $1.05B a quarter earlier.

Sellers outnumbered buyers: 19 funds closed out of PMT and 13 opened new positions — a net loss of 6 holders — while 57 trimmed existing stakes and 57 added.

The largest buyer was EJF Capital, adding an estimated $25.7M. The largest seller was Bank of America, cutting an estimated $13.1M.

  • 163 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2015, down from 171 in Q4 2014.
  • Funds reported $1.09B of PennyMac Mortgage Investment stock for Q1 2015, up 3.5% quarter-over-quarter.
  • 13 funds opened new PennyMac Mortgage Investment positions in Q1 2015 and 19 closed out, a net change of -6 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2015 was EJF Capital, an estimated $25.7M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2015 was Bank of America, an estimated $13.1M sold.

Based on aggregated 13F filings for Q1 2015.