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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
WTC
151
WhitTier Trust Company
Nevada
$13K – – –
PCM
152
Penserra Capital Management
California
$13K +$13.7K +878 New
Simplex Trading
153
Simplex Trading
Illinois
$13K +$14K +899 New
HNB
154
Huntington National Bank
Ohio
$10K – – –
AFP
155
Ausdal Financial Partners
Iowa
$9K +$9.35K +600 New
Bank of Montreal
156
Bank of Montreal
Ontario, Canada
$8K -$7.17K -460 -48%
TFA
157
Transamerica Financial Advisors
Florida
$5K – – –
Manulife (Manufacturers Life Insurance)
158
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$730 +$3.44K +221 +0.5%
WAM
159
Wolverine Asset Management
Illinois
– -$10.7M -690,360 Closed
GC
160
Gratia Capital
California
– -$5.59M -361,421 Closed
KCM
161
Key Colony Management
Arkansas
– -$1.59M -102,500 Closed
BCM
162
BlueCrest Capital Management
Jersey
– -$1.33M -85,816 Closed
RTIM
163
Round Table Investment Management
North Carolina
– -$1.19M -77,204 Closed
HighTower Advisors
164
HighTower Advisors
Illinois
– -$991K -64,091 Closed
POA
165
Pergamon Offshore Advisors
New York
– -$846K -54,700 Closed
VIA
166
Vident Investment Advisory
Georgia
– -$799K -51,622 Closed
UCFA
167
United Capital Financial Advisors
Texas
– -$725K -46,857 Closed
CPO
168
Cerity Partners OCIO
New York
– -$655K -42,372 Closed
PG
169
PEAK6 Group
Illinois
– -$649K -41,648 Closed
State of New Jersey Common Pension Fund D
170
State of New Jersey Common Pension Fund D
New Jersey
– -$348K -22,500 Closed
Toronto Dominion Bank
171
Toronto Dominion Bank
Ontario, Canada
– -$155K -10,000 Closed
Axa
172
Axa
France
– -$92K -5,930 Closed
PFBT
173
Parkside Financial Bank & Trust
Missouri
– -$8K -539 Closed
WCM
174
Windsor Capital Management
Arizona
– -$6K -400 Closed
RIA
175
Regal Investment Advisors
Michigan
– -$3K -200 Closed
4 5 6
7
8

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.