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PMT

PennyMac Mortgage Investment
PMT

160 hedge funds and large institutions have $742M invested in PennyMac Mortgage Investment in 2015 Q4 according to their latest regulatory filings, with 31 funds opening new positions, 49 increasing their positions, 51 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

72% more first-time investments, than exits

New positions opened: 31 | Existing positions closed: 18

33% more funds holding in top 10

Funds holding in top 10: 3 → 4 (+1)

8% more funds holding

Funds holding: 148 → 160 (+12)

4% less repeat investments, than reductions

Existing positions increased: 49 | Existing positions reduced: 51

1.62% less ownership

Funds ownership: 67.58% → 65.96% (-1.6%)

5% less capital invested

Capital invested by funds: $782M → $742M (-$39.9M)

48% less call options, than puts

Call options by funds: $2.21M | Put options by funds: $4.28M

Holders
160
Holders Change
+12
Holders Change %
+8.11%
% of All Funds
4.2%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.1%
New
31
Increased
49
Reduced
51
Closed
18
Calls
$2.21M
Puts
$4.28M
Net Calls
-$2.08M
Net Calls Change
+$1.19M

Top Buyers

Rank Fund Capital Flow
1
Millennium Management
Millennium Management
New York
+$12.4M
2
Two Sigma Investments
Two Sigma Investments
New York
+$7.68M
3
AAM
Advisors Asset Management
Colorado
+$5.73M
4
RIM
RS Investment Management
California
+$3.84M
5
Citigroup
Citigroup
New York
+$3.8M

Top Sellers

Rank Fund Capital Flow
1
OA
Omega Advisors
New York
-$28.2M
2
Invesco
Invesco
Georgia
-$11.2M
3
WAM
Wolverine Asset Management
Illinois
-$10.7M
4
LPC
Long Pond Capital
New York
-$6.92M
5
GC
Gratia Capital
California
-$5.59M
Name Holding Trade Value Shares
Change 		Change in
Stake
RFC
76
Regions Financial Corp
Alabama
$963K -$20.7K -1,330 -2%
Legal & General Group
77
Legal & General Group
United Kingdom
$953K +$42.1K +2,702 +5%
Envestnet Asset Management
78
Envestnet Asset Management
Illinois
$930K -$119K -7,609 -11%
CSS
79
Cubist Systematic Strategies
Connecticut
$923K -$127K -8,174 -12%
EWM
80
Edge Wealth Management
New York
$863K -$1.47M -94,177 -63%
MLICM
81
Metropolitan Life Insurance Company (MetLife)
New York
$791K -$27.8K -1,785 -3%
OA
82
Omega Advisors
New York
$763K -$28.2M -1,810,030 -97%
OWIM
83
Old West Investment Management
California
$763K – – –
State Board of Administration of Florida Retirement System
84
State Board of Administration of Florida Retirement System
Florida
$754K – – –
NFA
85
Nationwide Fund Advisors
Ohio
$739K – – –
WT
86
Whittier Trust
California
$733K +$6.17K +396 +0.8%
AIG
87
American International Group
New York
$702K +$16 +1 +0%
PP
88
Paloma Partners
Connecticut
$696K +$529K +33,979 +293%
US Bancorp
89
US Bancorp
Minnesota
$640K +$84.5K +5,420 +15%
WS
90
Wedbush Securities
California
$619K – – –
FMT
91
First Mercantile Trust
Tennessee
$605K -$15.6K -1,000 -2%
AQR Capital Management
92
AQR Capital Management
Connecticut
$591K +$604K +38,742 New
AG
93
Aperio Group
California
$573K +$585K +37,533 New
NIT
94
NumerixS Investment Technologies
British Columbia, Canada
$565K +$284K +18,200 +97%
GH
95
GAM Holding
Switzerland
$563K – – –
WFI
96
West Family Investments
California
$542K – – –
JP Morgan Chase
97
JP Morgan Chase
New York
$521K +$29.2K +1,874 +6%
DC
98
Deere & Company
Illinois
$516K +$527K +33,835 New
ST
99
Spot Trading
Illinois
$510K +$339K +21,744 +186%
VOYA Investment Management
100
VOYA Investment Management
Georgia
$477K – – –
2 3
4
5 6

PMT Hedge Fund Activity: Q4 2015 in Review

160 of the 3,812 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2015, worth a combined $742M — down 5.1% from $782M a quarter earlier.

Buyers outnumbered sellers: 31 funds opened new PMT positions and 18 closed out — a net gain of 13 holders — while 49 added to existing stakes and 51 trimmed.

The largest buyer was Millennium Management, adding an estimated $12.4M. The largest seller was Omega Advisors, cutting an estimated $28.2M.

  • 160 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2015, up from 148 in Q3 2015.
  • Funds reported $742M of PennyMac Mortgage Investment stock for Q4 2015, down 5.1% quarter-over-quarter.
  • 31 funds opened new PennyMac Mortgage Investment positions in Q4 2015 and 18 closed out, a net change of +13 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2015 was Millennium Management, an estimated $12.4M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2015 was Omega Advisors, an estimated $28.2M sold.

Based on aggregated 13F filings for Q4 2015.