We are live on ! Find out more
PMT

PennyMac Mortgage Investment

150 hedge funds and large institutions have $620M invested in PennyMac Mortgage Investment in 2016 Q1 according to their latest regulatory filings, with 18 funds opening new positions, 51 increasing their positions, 54 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed

6% less repeat investments, than reductions

Existing positions increased: 51 | Existing positions reduced: 54

2.61% less ownership

Funds ownership: 65.96%63.35% (-2.6%)

6% less funds holding

Funds holding: 160150 (-10)

16% less call options, than puts

Call options by funds: $2.08M | Put options by funds: $2.49M

16% less capital invested

Capital invested by funds: $742M → $620M (-$122M)

25% less funds holding in top 10

Funds holding in top 10: 43 (-1)

36% less first-time investments, than exits

New positions opened: 18 | Existing positions closed: 28

Holders
150
Holders Change
-10
Holders Change %
-6.25%
% of All Funds
4%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.08%
New
18
Increased
51
Reduced
54
Closed
28
Calls
$2.08M
Puts
$2.49M
Net Calls
-$407K
Net Calls Change
+$1.67M
Name Holding Trade Value Shares
Change
Change in
Stake
MC
101
Menta Capital
California
$299K +$290K +21,900 New
DTL
102
Dynamic Technology Lab
Singapore
$290K +$64.9K +4,892 +30%
OC
103
Oppenheimer & Co
New York
$277K +$7.96K +600 +3%
US Bancorp
104
US Bancorp
Minnesota
$271K -$292K -22,054 -53%
LTFS
105
Ladenburg Thalmann Financial Services
Florida
$246K +$75.4K +5,691 +46%
Ameriprise
106
Ameriprise
Minnesota
$224K -$1.22M -91,763 -85%
BNP Paribas Asset Management
107
BNP Paribas Asset Management
France
$212K
BG
108
BlackRock Group
United Kingdom
$174K
Squarepoint
109
Squarepoint
New York
$164K +$1.33K +100 +0.8%
GCP
110
GSA Capital Partners
United Kingdom
$164K +$159K +12,013 New
AG
111
Aperio Group
California
$161K -$341K -25,718 -69%
VKH
112
Virtu KCG Holdings
New York
$154K -$56.5K -4,258 -27%
SB
113
Suntrust Banks
Georgia
$154K
EVM
114
Eaton Vance Management
Massachusetts
$150K
Principal Financial Group
115
Principal Financial Group
Iowa
$145K -$51.6K -3,890 -27%
Teacher Retirement System of Texas
116
Teacher Retirement System of Texas
Texas
$124K +$29.1K +2,195 +32%
SIM
117
Sonora Investment Management
Arizona
$107K +$106K +8,000 New
Creative Planning
118
Creative Planning
Kansas
$102K +$186 +14 +0.2%
Canada Life
119
Canada Life
Manitoba, Canada
$97K
Royal Bank of Canada
120
Royal Bank of Canada
Ontario, Canada
$85K +$13.1K +990 +19%
Ohio Public Employees Retirement System (OPERS)
121
Ohio Public Employees Retirement System (OPERS)
Ohio
$83K +$9.23K +696 +13%
WAM
122
Wolverine Asset Management
Illinois
$83K +$81K +6,106 New
Group One Trading
123
Group One Trading
Illinois
$63K +$60.8K +4,589 New
NFG
124
Next Financial Group
Texas
$50K +$676 +51 +1%
Fifth Third Bancorp
125
Fifth Third Bancorp
Ohio
$50K +$48.4K +3,650 New

PMT Hedge Fund Activity: Q1 2016 in Review

150 of the 3,753 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2016, worth a combined $620M — down 16% from $742M a quarter earlier.

Sellers outnumbered buyers: 28 funds closed out of PMT and 18 opened new positions — a net loss of 10 holders — while 54 trimmed existing stakes and 51 added.

The largest buyer was Bank of America, adding an estimated $17.4M. The largest seller was Long Pond Capital, exiting entirely with an estimated $32.9M sold.

  • 150 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2016, down from 160 in Q4 2015.
  • Funds reported $620M of PennyMac Mortgage Investment stock for Q1 2016, down 16% quarter-over-quarter.
  • 18 funds opened new PennyMac Mortgage Investment positions in Q1 2016 and 28 closed out, a net change of -10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2016 was Bank of America, an estimated $17.4M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2016 was Long Pond Capital, an estimated $32.9M sold.

Based on aggregated 13F filings for Q1 2016.