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PMT

PennyMac Mortgage Investment

147 hedge funds and large institutions have $682M invested in PennyMac Mortgage Investment in 2016 Q3 according to their latest regulatory filings, with 18 funds opening new positions, 57 increasing their positions, 40 reducing their positions, and 20 closing their positions.

New
Increased
Maintained
Reduced
Closed

67% more funds holding in top 10

Funds holding in top 10: 35 (+2)

43% more repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 40

1.59% more ownership

Funds ownership: 63.56%65.14% (+1.6%)

4% less capital invested

Capital invested by funds: $707M → $682M (-$25.1M)

2% less funds holding

Funds holding: 150147 (-3)

10% less first-time investments, than exits

New positions opened: 18 | Existing positions closed: 20

92% less call options, than puts

Call options by funds: $161K | Put options by funds: $2.09M

Holders
147
Holders Change
-3
Holders Change %
-2%
% of All Funds
3.92%
Holding in Top 10
5
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+66.67%
% of All Funds
0.13%
New
18
Increased
57
Reduced
40
Closed
20
Calls
$161K
Puts
$2.09M
Net Calls
-$1.93M
Net Calls Change
-$2.52M
Name Holding Trade Value Shares
Change
Change in
Stake
AG
126
Advisor Group
Arizona
$27K
QT
127
Quantbot Technologies
New York
$26K +$26.3K +1,684 New
WC
128
Whitnell & Co
Illinois
$25K
ST
129
Smithfield Trust
Pennsylvania
$22K
TRCT
130
Tower Research Capital (TRC)
New York
$16K -$25.9K -1,659 -62%
BCM
131
Blume Capital Management
California
$16K
PNC Financial Services Group
132
PNC Financial Services Group
Pennsylvania
$16K +$8.78K +563 +129%
PCM
133
Penserra Capital Management
California
$15K +$3.46K +222 +29%
GWM
134
Geneos Wealth Management
Colorado
$14K
WTC
135
WhitTier Trust Company
Nevada
$13K
ASN
136
Advisory Services Network
Georgia
$12K
NFG
137
Next Financial Group
Texas
$11K +$10.7K +685 New
Simplex Trading
138
Simplex Trading
Illinois
$8K +$8.84K +567 New
SAM
139
Solaris Asset Management
New York
$4K
PFSC
140
Peoples Financial Services Corp
Pennsylvania
$4K +$3.81K +244 New
TCIM
141
TIAA CREF Investment Management
New York
$3.25K -$49.7K -3,186 -2%
DVM
142
Dreman Value Management
Florida
$3K
RFA
143
Reilly Financial Advisors
California
$1K
TWA
144
TCI Wealth Advisors
Arizona
$1K
SEI Investments
145
SEI Investments
Pennsylvania
$1K +$499 +32 New
VOYA Investment Management
146
VOYA Investment Management
Georgia
$487
IP
147
Interval Partners
New York
-$3.57M -219,858 Closed
MVP
148
Miller Value Partners
Florida
-$2.27M -140,000 Closed
AIU
149
Algebris Investments (UK)
United Kingdom
-$1.89M -116,222 Closed
MCM
150
Moore Capital Management
New York
-$1.62M -100,000 Closed

PMT Hedge Fund Activity: Q3 2016 in Review

147 of the 3,748 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2016, worth a combined $682M — down 3.5% from $707M a quarter earlier.

Sellers outnumbered buyers: 20 funds closed out of PMT and 18 opened new positions — a net loss of 2 holders — while 40 trimmed existing stakes and 57 added.

The largest buyer was Clough Capital Partners, adding an estimated $10.7M. The largest seller was Senvest Management, cutting an estimated $12.1M.

  • 147 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2016, down from 150 in Q2 2016.
  • Funds reported $682M of PennyMac Mortgage Investment stock for Q3 2016, down 3.5% quarter-over-quarter.
  • 18 funds opened new PennyMac Mortgage Investment positions in Q3 2016 and 20 closed out, a net change of -2 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2016 was Clough Capital Partners, an estimated $10.7M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2016 was Senvest Management, an estimated $12.1M sold.

Based on aggregated 13F filings for Q3 2016.