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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
Citadel Advisors
101
Citadel Advisors
Florida
$474K -$1.52M -97,775 -76%
T. Rowe Price Associates
102
T. Rowe Price Associates
Maryland
$446K +$3.12K +200 +0.7%
MF
103
Magnetar Financial
Illinois
$398K +$406K +26,081 New
BA
104
BlackRock Advisors
Delaware
$394K -$209K -13,422 -34%
Janney Montgomery Scott
105
Janney Montgomery Scott
Pennsylvania
$385K +$123K +7,899 +46%
SG Americas Securities
106
SG Americas Securities
New York
$373K +$381K +24,445 New
SO
107
STRS Ohio
Ohio
$364K – – –
CC
108
Cipher Capital
New York
$322K -$78.4K -5,030 -19%
Stifel Financial
109
Stifel Financial
Missouri
$311K +$31.2K +2,003 +11%
RJFSA
110
Raymond James Financial Services Advisors
Florida
$302K +$309K +19,823 New
OC
111
Oppenheimer & Co
New York
$301K +$19.5K +1,250 +7%
RJA
112
Raymond James & Associates
Florida
$281K +$287K +18,446 New
Tudor Investment Corp
113
Tudor Investment Corp
Connecticut
$251K -$305K -19,596 -54%
DTL
114
Dynamic Technology Lab
Singapore
$250K +$255K +16,383 New
Los Angeles Capital Management
115
Los Angeles Capital Management
California
$237K – – –
VKH
116
Virtu KCG Holdings
New York
$237K +$242K +15,517 New
BNP Paribas Asset Management
117
BNP Paribas Asset Management
France
$237K +$242K +15,534 New
FHC
118
First Heartland Consultants
Missouri
$222K -$9.82K -630 -4%
Principal Financial Group
119
Principal Financial Group
Iowa
$221K +$69.3K +4,450 +44%
FRM
120
Fox Run Management
Connecticut
$208K +$212K +13,600 New
HIM
121
Hillsdale Investment Management
Ontario, Canada
$200K +$204K +13,100 New
BG
122
BlackRock Group
United Kingdom
$195K – – –
LTFS
123
Ladenburg Thalmann Financial Services
Florida
$189K +$38K +2,439 +25%
PCMI
124
Paradigm Capital Management Inc
New York
$183K -$77.9K -5,000 -29%
Squarepoint
125
Squarepoint
New York
$182K -$371K -23,800 -67%
3 4
5
6 7

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.