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PMT

PennyMac Mortgage Investment
PMT

144 hedge funds and large institutions have $791M invested in PennyMac Mortgage Investment in 2017 Q1 according to their latest regulatory filings, with 24 funds opening new positions, 55 increasing their positions, 42 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed

31% more repeat investments, than reductions

Existing positions increased: 55 | Existing positions reduced: 42

10% more capital invested

Capital invested by funds: $717M → $791M (+$73.7M)

0.95% more ownership

Funds ownership: 65.69% → 66.64% (+0.95%)

0% more funds holding in top 10

Funds holding in top 10: 3 → 3 (0)

7% less funds holding

Funds holding: 155 → 144 (-11)

14% less first-time investments, than exits

New positions opened: 24 | Existing positions closed: 28

57% less call options, than puts

Call options by funds: $888K | Put options by funds: $2.04M

Holders
144
Holders Change
-11
Holders Change %
-7.1%
% of All Funds
3.58%
Holding in Top 10
3
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.07%
New
24
Increased
55
Reduced
42
Closed
28
Calls
$888K
Puts
$2.04M
Net Calls
-$1.16M
Net Calls Change
-$454K

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$102M
2
Goldman Sachs
Goldman Sachs
New York
+$13M
3
UBS Group
UBS Group
Switzerland
+$5.29M
4
SI
Sapience Investments
California
+$4.34M
5
AIU
Algebris Investments (UK)
United Kingdom
+$3.81M

Top Sellers

Rank Fund Capital Flow
1
Wells Fargo
Wells Fargo
California
-$9.77M
2
AllianceBernstein
AllianceBernstein
Tennessee
-$5.32M
3
Morgan Stanley
Morgan Stanley
New York
-$3.79M
4
YMRC
Yorktown Management & Research Company
Virginia
-$3.27M
5
GXMC
Global X Management Company
New York
-$2.8M
Name Holding Trade Value Shares
Change 		Change in
Stake
IAA
151
Ironsides Asset Advisors
North Carolina
– -$492K -29,467 Closed
QC
152
Quadrature Capital
United Kingdom
– -$427K -26,041 Closed
BCM
153
Bayesian Capital Management
New York
– -$365K -22,300 Closed
FRM
154
Fox Run Management
Connecticut
– -$301K -18,400 Closed
BCM
155
BlueCrest Capital Management
Jersey
– -$297K -18,144 Closed
Credit Agricole
156
Credit Agricole
France
– -$254K -15,534 Closed
HSBC Holdings
157
HSBC Holdings
United Kingdom
– -$251K -15,336 Closed
HI
158
HBK Investments
Texas
– -$232K -14,200 Closed
RFCA
159
R&F Capital Advisors
New York
– -$200K -12,201 Closed
SB
160
Suntrust Banks
Georgia
– -$198K -12,160 Closed
NCCM
161
Nine Chapters Capital Management
New Jersey
– -$196K -12,000 Closed
PCM
162
Prelude Capital Management
New York
– -$196K -12,000 Closed
ProShare Advisors
163
ProShare Advisors
Maryland
– -$186K -11,344 Closed
CCMH
164
Cornerstone Capital Management Holdings
New York
– -$92K -5,700 Closed
PHK
165
Point72 Hong Kong
Hong Kong
– -$85K -5,173 Closed
Nomura Asset Management
166
Nomura Asset Management
Japan
– -$26K -1,600 Closed
TRCT
167
Tower Research Capital (TRC)
New York
– -$20K -1,200 Closed
NFG
168
Next Financial Group
Texas
– -$11K -685 Closed
Northwestern Mutual Wealth Management
169
Northwestern Mutual Wealth Management
Wisconsin
– -$6K -348 Closed
Parallax Volatility Advisers
170
Parallax Volatility Advisers
California
– -$3K -208 Closed
DVM
171
Dreman Value Management
Florida
– -$3K -181 Closed
3 4 5 6
7

PMT Hedge Fund Activity: Q1 2017 in Review

144 of the 4,017 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2017, worth a combined $791M — up 10% from $717M a quarter earlier.

Sellers outnumbered buyers: 28 funds closed out of PMT and 24 opened new positions — a net loss of 4 holders — while 42 trimmed existing stakes and 55 added.

The largest buyer was BlackRock, adding an estimated $102M. The largest seller was Wells Fargo, cutting an estimated $9.77M.

  • 144 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2017, down from 155 in Q4 2016.
  • Funds reported $791M of PennyMac Mortgage Investment stock for Q1 2017, up 10% quarter-over-quarter.
  • 24 funds opened new PennyMac Mortgage Investment positions in Q1 2017 and 28 closed out, a net change of -4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2017 was BlackRock, an estimated $102M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2017 was Wells Fargo, an estimated $9.77M sold.

Based on aggregated 13F filings for Q1 2017.