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PMT

PennyMac Mortgage Investment
PMT

148 hedge funds and large institutions have $782M invested in PennyMac Mortgage Investment in 2015 Q3 according to their latest regulatory filings, with 21 funds opening new positions, 52 increasing their positions, 44 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

18% more repeat investments, than reductions

Existing positions increased: 52 | Existing positions reduced: 44

2.47% less ownership

Funds ownership: 70.05% → 67.58% (-2.5%)

6% less funds holding

Funds holding: 158 → 148 (-10)

14% less capital invested

Capital invested by funds: $910M → $782M (-$128M)

28% less first-time investments, than exits

New positions opened: 21 | Existing positions closed: 29

40% less funds holding in top 10

Funds holding in top 10: 5 → 3 (-2)

67% less call options, than puts

Call options by funds: $1.58M | Put options by funds: $4.85M

Holders
148
Holders Change
-10
Holders Change %
-6.33%
% of All Funds
4.13%
Holding in Top 10
3
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-40%
% of All Funds
0.08%
New
21
Increased
52
Reduced
44
Closed
29
Calls
$1.58M
Puts
$4.85M
Net Calls
-$3.27M
Net Calls Change
-$2.56M

Top Buyers

Rank Fund Capital Flow
1
LPC
Long Pond Capital
New York
+$42.7M
2
JCM
Janney Capital Management
Pennsylvania
+$12.3M
3
RIM
RS Investment Management
California
+$11.6M
4
TIM
Thornburg Investment Management
New Mexico
+$9.63M
5
Barclays
Barclays
United Kingdom
+$7.36M

Top Sellers

Rank Fund Capital Flow
1
EC
EJF Capital
Virginia
-$37.2M
2
Millennium Management
Millennium Management
New York
-$30.6M
3
First Trust Advisors
First Trust Advisors
Illinois
-$14.6M
4
PRCM
Pine River Capital Management
Minnesota
-$13.8M
5
OA
Omega Advisors
New York
-$12.1M
Name Holding Trade Value Shares
Change 		Change in
Stake
QI
51
QS Investors
New York
$2.95M – – –
GC
52
Guggenheim Capital
Illinois
$2.52M +$341K +20,750 +15%
PPA
53
Parametric Portfolio Associates
Washington
$2.36M -$124K -7,547 -5%
EWM
54
Edge Wealth Management
New York
$2.29M +$250K +15,222 +11%
MVP
55
Miller Value Partners
Florida
$2.17M – – –
California State Teachers Retirement System (CalSTRS)
56
California State Teachers Retirement System (CalSTRS)
California
$2.1M -$3.28K -200 -0.1%
Citadel Advisors
57
Citadel Advisors
Florida
$1.99M +$34K +2,071 +2%
SAM
58
Shell Asset Management
Netherlands
$1.76M +$62.7K +3,817 +5%
TA
59
Teachers Advisors
New York
$1.75M – – –
Ameriprise
60
Ameriprise
Minnesota
$1.71M +$101K +6,139 +6%
KCM
61
Key Colony Management
Arkansas
$1.59M -$328K -20,000 -16%
Swiss National Bank
62
Swiss National Bank
Switzerland
$1.55M +$222K +13,500 +16%
MAMNY
63
Marathon Asset Management (New York)
New York
$1.55M – – –
RhumbLine Advisers
64
RhumbLine Advisers
Massachusetts
$1.48M +$49K +2,982 +3%
Millennium Management
65
Millennium Management
New York
$1.35M -$30.6M -1,865,426 -96%
BCM
66
BlueCrest Capital Management
Jersey
$1.33M +$1.41M +85,816 New
KAM
67
Kazazian Asset Management
Florida
$1.32M +$1.4M +85,317 New
Baird Financial Group
68
Baird Financial Group
Wisconsin
$1.28M -$347K -21,149 -20%
IA
69
IndexIQ Advisors
New York
$1.23M -$14.2K -867 -1%
RTIM
70
Round Table Investment Management
North Carolina
$1.19M – – –
IP
71
Interval Partners
New York
$1.15M -$118K -7,188 -9%
Fidelity Investments
72
Fidelity Investments
Massachusetts
$1.11M – – –
UBS AM
73
UBS AM
Illinois
$1.08M +$213K +12,974 +23%
IAA
74
Ironsides Asset Advisors
North Carolina
$1.07M -$541K -32,930 -32%
CSS
75
Cubist Systematic Strategies
Connecticut
$1.06M +$743K +45,235 +193%
1 2
3
4 5

PMT Hedge Fund Activity: Q3 2015 in Review

148 of the 3,582 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2015, worth a combined $782M — down 14% from $910M a quarter earlier.

Sellers outnumbered buyers: 29 funds closed out of PMT and 21 opened new positions — a net loss of 8 holders — while 44 trimmed existing stakes and 52 added.

The largest buyer was Long Pond Capital, opening a new position worth an estimated $42.7M. The largest seller was EJF Capital, exiting entirely with an estimated $37.2M sold.

  • 148 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2015, down from 158 in Q2 2015.
  • Funds reported $782M of PennyMac Mortgage Investment stock for Q3 2015, down 14% quarter-over-quarter.
  • 21 funds opened new PennyMac Mortgage Investment positions in Q3 2015 and 29 closed out, a net change of -8 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2015 was Long Pond Capital, an estimated $42.7M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2015 was EJF Capital, an estimated $37.2M sold.

Based on aggregated 13F filings for Q3 2015.