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PMT

PennyMac Mortgage Investment
PMT

155 hedge funds and large institutions have $717M invested in PennyMac Mortgage Investment in 2016 Q4 according to their latest regulatory filings, with 33 funds opening new positions, 52 increasing their positions, 44 reducing their positions, and 23 closing their positions.

New
Increased
Maintained
Reduced
Closed

43% more first-time investments, than exits

New positions opened: 33 | Existing positions closed: 23

18% more repeat investments, than reductions

Existing positions increased: 52 | Existing positions reduced: 44

5% more funds holding

Funds holding: 147 → 155 (+8)

5% more capital invested

Capital invested by funds: $682M → $717M (+$34.9M)

0.55% more ownership

Funds ownership: 65.14% → 65.69% (+0.55%)

40% less funds holding in top 10

Funds holding in top 10: 5 → 3 (-2)

45% less call options, than puts

Call options by funds: $848K | Put options by funds: $1.55M

Holders
155
Holders Change
+8
Holders Change %
+5.44%
% of All Funds
3.88%
Holding in Top 10
3
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-40%
% of All Funds
0.07%
New
33
Increased
52
Reduced
44
Closed
23
Calls
$848K
Puts
$1.55M
Net Calls
-$703K
Net Calls Change
+$1.22M

Top Buyers

1
Goldman Sachs
Goldman Sachs
New York
+$12.2M
2
Invesco
Invesco
Georgia
+$8.06M
3
Citigroup
Citigroup
New York
+$4.42M
4
BFA
BlackRock Fund Advisors
California
+$3.01M
5
BIT
BlackRock Institutional Trust
California
+$2.93M

Top Sellers

1
Wells Fargo
Wells Fargo
California
-$21.1M
2
YMRC
Yorktown Management & Research Company
Virginia
-$14.4M
3
NIMC
NWQ Investment Management Company
California
-$4.82M
4
Prudential Financial
Prudential Financial
New Jersey
-$4.69M
5
CCP
Clough Capital Partners
Massachusetts
-$4.49M
Name Holding Trade Value Shares
Change 		Change in
Stake
Ohio Public Employees Retirement System (OPERS)
126
Ohio Public Employees Retirement System (OPERS)
Ohio
$118K +$2.45K +155 +2%
Canada Life
127
Canada Life
Manitoba, Canada
$117K – – –
CCMH
128
Cornerstone Capital Management Holdings
New York
$92K +$90.2K +5,700 New
PHK
129
Point72 Hong Kong
Hong Kong
$85K +$81.9K +5,173 New
IA
130
IFP Advisors
Florida
$82K +$2.29K +145 +3%
MFS
131
MSI Financial Services
Massachusetts
$68K -$2.29K -145 -3%
Russell Investments Group
132
Russell Investments Group
United Kingdom
$54K +$51.2K +3,235 New
FANJ
133
Financial Architects (New Jersey)
New Jersey
$49K – – –
Group One Trading
134
Group One Trading
Illinois
$37K -$52K -3,286 -59%
AG
135
Advisor Group
Arizona
$37K +$9.08K +574 +34%
Federated Hermes
136
Federated Hermes
Pennsylvania
$35K -$2.28K -144 -6%
Zurich Cantonal Bank
137
Zurich Cantonal Bank
Switzerland
$35K – – –
WC
138
Whitnell & Co
Illinois
$26K – – –
Nomura Asset Management
139
Nomura Asset Management
Japan
$26K +$25.3K +1,600 New
ST
140
Smithfield Trust
Pennsylvania
$24K – – –
TRCT
141
Tower Research Capital (TRC)
New York
$20K +$2.99K +189 +19%
PCM
142
Penserra Capital Management
California
$18K +$1.95K +123 +12%
BCM
143
Blume Capital Management
California
$16K – – –
GWM
144
Geneos Wealth Management
Colorado
$15K – – –
WTC
145
WhitTier Trust Company
Nevada
$14K – – –
NFG
146
Next Financial Group
Texas
$11K – – –
YWP
147
YorkBridge Wealth Partners
New York
$7K +$6.33K +400 New
Northwestern Mutual Wealth Management
148
Northwestern Mutual Wealth Management
Wisconsin
$6K +$5.51K +348 New
DVM
149
Dreman Value Management
Florida
$3K – – –
Parallax Volatility Advisers
150
Parallax Volatility Advisers
California
$3K +$3.29K +208 New
4 5
6
7 8

PMT Hedge Fund Activity: Q4 2016 in Review

155 of the 4,000 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2016, worth a combined $717M — up 5.1% from $682M a quarter earlier.

Buyers outnumbered sellers: 33 funds opened new PMT positions and 23 closed out — a net gain of 10 holders — while 52 added to existing stakes and 44 trimmed.

The largest buyer was Goldman Sachs, adding an estimated $12.2M. The largest seller was Wells Fargo, cutting an estimated $21.1M.

  • 155 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2016, up from 147 in Q3 2016.
  • Funds reported $717M of PennyMac Mortgage Investment stock for Q4 2016, up 5.1% quarter-over-quarter.
  • 33 funds opened new PennyMac Mortgage Investment positions in Q4 2016 and 23 closed out, a net change of +10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2016 was Goldman Sachs, an estimated $12.2M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2016 was Wells Fargo, an estimated $21.1M sold.

Based on aggregated 13F filings for Q4 2016.