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PMT

PennyMac Mortgage Investment
PMT

154 hedge funds and large institutions have $755M invested in PennyMac Mortgage Investment in 2017 Q3 according to their latest regulatory filings, with 14 funds opening new positions, 56 increasing their positions, 54 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

5.89% more ownership

Funds ownership: 59.13% → 65.02% (+5.9%)

4% more repeat investments, than reductions

Existing positions increased: 56 | Existing positions reduced: 54

0% more funds holding in top 10

Funds holding in top 10: 2 → 2 (0)

3% less funds holding

Funds holding: 158 → 154 (-4)

7% less capital invested

Capital invested by funds: $809M → $755M (-$53.8M)

22% less first-time investments, than exits

New positions opened: 14 | Existing positions closed: 18

73% less call options, than puts

Call options by funds: $515K | Put options by funds: $1.93M

Holders
154
Holders Change
-4
Holders Change %
-2.53%
% of All Funds
3.84%
Holding in Top 10
2
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.05%
New
14
Increased
56
Reduced
54
Closed
18
Calls
$515K
Puts
$1.93M
Net Calls
-$1.41M
Net Calls Change
-$464K

Top Buyers

Rank Fund Capital Flow
1
First Trust Advisors
First Trust Advisors
Illinois
+$10M
2
WAM
Wolverine Asset Management
Illinois
+$8.15M
3
UBS Group
UBS Group
Switzerland
+$6.5M
4
Goldman Sachs
Goldman Sachs
New York
+$3.12M
5
Millennium Management
Millennium Management
New York
+$2.94M

Top Sellers

Rank Fund Capital Flow
1
DFG
Delphi Financial Group
Delaware
-$13.8M
2
HCM
Highfields Capital Management
Massachusetts
-$9.14M
3
CCP
Clough Capital Partners
Massachusetts
-$8.48M
4
Norges Bank
Norges Bank
Norway
-$3.76M
5
AM
Ares Management
California
-$3.73M
Name Holding Trade Value Shares
Change 		Change in
Stake
PHK
151
Point72 Hong Kong
Hong Kong
$1K +$1.22K +70 New
WFI
152
West Family Investments
California
$617 – – –
Walleye Trading
153
Walleye Trading
New York
$18 -$11K -631 -38%
HCM
154
Highfields Capital Management
Massachusetts
– -$9.14M -500,000 Closed
BPCM
155
Beach Point Capital Management
California
– -$2.06M -112,675 Closed
SCM
156
Sterling Capital Management
North Carolina
– -$1.16M -63,364 Closed
SAM
157
Shell Asset Management
Netherlands
– -$1.12M -61,044 Closed
T
158
Tahithromos
New York
– -$1.05M -57,518 Closed
KAS
159
Kemnay Advisory Services
New York
– -$814K -44,512 Closed
CANY
160
Caxton Associates (New York)
New York
– -$605K -33,057 Closed
JP Morgan Chase
161
JP Morgan Chase
New York
– -$535K -29,250 Closed
EMG
162
Ellington Management Group
Connecticut
– -$355K -19,400 Closed
NPC
163
National Planning Corporation
California
– -$318K -17,345 Closed
GCP
164
GSA Capital Partners
United Kingdom
– -$242K -13,230 Closed
Creative Planning
165
Creative Planning
Kansas
– -$239K -13,088 Closed
Los Angeles Capital Management
166
Los Angeles Capital Management
California
– -$209K -11,430 Closed
DTL
167
Dynamic Technology Lab
Singapore
– -$185K -10,096 Closed
BFEC
168
Benjamin F. Edwards & Company
Missouri
– -$18K -1,000 Closed
CG
169
Cutler Group
California
– -$5.14K -295 Closed
QAM
170
QCI Asset Management
New York
– -$4K -245 Closed
GWM
171
Geneos Wealth Management
Colorado
– -$4K -220 Closed
3 4 5 6
7

PMT Hedge Fund Activity: Q3 2017 in Review

154 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2017, worth a combined $755M — down 6.6% from $809M a quarter earlier.

Sellers outnumbered buyers: 18 funds closed out of PMT and 14 opened new positions — a net loss of 4 holders — while 54 trimmed existing stakes and 56 added.

The largest buyer was First Trust Advisors, adding an estimated $10M. The largest seller was Delphi Financial Group, cutting an estimated $13.8M.

  • 154 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2017, down from 158 in Q2 2017.
  • Funds reported $755M of PennyMac Mortgage Investment stock for Q3 2017, down 6.6% quarter-over-quarter.
  • 14 funds opened new PennyMac Mortgage Investment positions in Q3 2017 and 18 closed out, a net change of -4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2017 was First Trust Advisors, an estimated $10M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2017 was Delphi Financial Group, an estimated $13.8M sold.

Based on aggregated 13F filings for Q3 2017.