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PMT

PennyMac Mortgage Investment
PMT

163 hedge funds and large institutions have $835M invested in PennyMac Mortgage Investment in 2018 Q2 according to their latest regulatory filings, with 19 funds opening new positions, 50 increasing their positions, 62 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

80% more call options, than puts

Call options by funds: $2.06M | Put options by funds: $1.14M

27% more first-time investments, than exits

New positions opened: 19 | Existing positions closed: 15

1% more funds holding

Funds holding: 161 → 163 (+2)

1% more capital invested

Capital invested by funds: $830M → $835M (+$5.13M)

0% more funds holding in top 10

Funds holding in top 10: 1 → 1 (0)

3.61% less ownership

Funds ownership: 75.87% → 72.26% (-3.6%)

19% less repeat investments, than reductions

Existing positions increased: 50 | Existing positions reduced: 62

Holders
163
Holders Change
+2
Holders Change %
+1.24%
% of All Funds
3.73%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
19
Increased
50
Reduced
62
Closed
15
Calls
$2.06M
Puts
$1.14M
Net Calls
+$915K
Net Calls Change
+$356K

Top Buyers

Rank Fund Capital Flow
1
Invesco
Invesco
Georgia
+$13.6M
2
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$4.93M
3
Citadel Advisors
Citadel Advisors
Florida
+$4.24M
4
Vanguard Group
Vanguard Group
Pennsylvania
+$3.16M
5
Barclays
Barclays
United Kingdom
+$2.99M

Top Sellers

Rank Fund Capital Flow
1
WAM
Wolverine Asset Management
Illinois
-$14.5M
2
Goldman Sachs
Goldman Sachs
New York
-$9.94M
3
First Trust Advisors
First Trust Advisors
Illinois
-$8.47M
4
AU
Algebris (UK)
United Kingdom
-$5.78M
5
AAM
Advisors Asset Management
Colorado
-$5.42M
Name Holding Trade Value Shares
Change 		Change in
Stake
MSA
101
Mason Street Advisors
Wisconsin
$334K +$13.8K +751 +4%
LPL Financial
102
LPL Financial
California
$332K -$43.8K -2,390 -12%
SO
103
STRS Ohio
Ohio
$326K – – –
SCM
104
Stevens Capital Management
Pennsylvania
$320K -$400K -21,835 -56%
RJA
105
Raymond James & Associates
Florida
$283K +$81.2K +4,431 +42%
CGH
106
Crossmark Global Holdings
Texas
$281K +$271K +14,800 New
PIA
107
Piedmont Investment Advisors
North Carolina
$269K +$22.1K +1,205 +9%
Envestnet Asset Management
108
Envestnet Asset Management
Illinois
$264K +$4.27K +233 +2%
COPPSERS
109
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$245K +$236K +12,879 New
Teacher Retirement System of Texas
110
Teacher Retirement System of Texas
Texas
$237K -$38K -2,075 -14%
Nisa Investment Advisors
111
Nisa Investment Advisors
Missouri
$232K +$224K +12,200 New
SCC
112
Spring Creek Capital
Kansas
$227K +$219K +11,962 New
BRWA
113
B. Riley Wealth Advisors
Florida
$225K +$217K +11,841 New
CF
114
Centaurus Financial
California
$220K +$213K +11,595 New
PA
115
Profund Advisors
Maryland
$211K -$678 -37 -0.3%
FRM
116
Fox Run Management
Connecticut
$208K +$201K +10,953 New
Squarepoint
117
Squarepoint
New York
$207K -$60.1K -3,276 -23%
JIM
118
Jupiter Investment Management
United Kingdom
$199K -$114K -6,212 -37%
BNP Paribas Financial Markets
119
BNP Paribas Financial Markets
France
$165K -$222K -12,127 -58%
SIM
120
Sonora Investment Management
Arizona
$152K – – –
SG Americas Securities
121
SG Americas Securities
New York
$144K -$619K -33,750 -82%
QT
122
Quantbot Technologies
New York
$134K +$96.1K +5,243 +288%
Ohio Public Employees Retirement System (OPERS)
123
Ohio Public Employees Retirement System (OPERS)
Ohio
$110K +$4.77K +260 +5%
WTC
124
WhitTier Trust Company
Nevada
$101K +$23.6K +1,288 +32%
AIP
125
Ameritas Investment Partners
Nebraska
$97K – – –
3 4
5
6 7

PMT Hedge Fund Activity: Q2 2018 in Review

163 of the 4,368 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2018, worth a combined $835M — up 0.62% from $830M a quarter earlier.

Buyers outnumbered sellers: 19 funds opened new PMT positions and 15 closed out — a net gain of 4 holders — while 50 added to existing stakes and 62 trimmed.

The largest buyer was Invesco, adding an estimated $13.6M. The largest seller was Wolverine Asset Management, cutting an estimated $14.5M.

  • 163 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2018, up from 161 in Q1 2018.
  • Funds reported $835M of PennyMac Mortgage Investment stock for Q2 2018, up 0.62% quarter-over-quarter.
  • 19 funds opened new PennyMac Mortgage Investment positions in Q2 2018 and 15 closed out, a net change of +4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2018 was Invesco, an estimated $13.6M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2018 was Wolverine Asset Management, an estimated $14.5M sold.

Based on aggregated 13F filings for Q2 2018.