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PMT

PennyMac Mortgage Investment
PMT

163 hedge funds and large institutions have $835M invested in PennyMac Mortgage Investment in 2018 Q2 according to their latest regulatory filings, with 19 funds opening new positions, 50 increasing their positions, 62 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

80% more call options, than puts

Call options by funds: $2.06M | Put options by funds: $1.14M

27% more first-time investments, than exits

New positions opened: 19 | Existing positions closed: 15

1% more funds holding

Funds holding: 161 → 163 (+2)

1% more capital invested

Capital invested by funds: $830M → $835M (+$5.13M)

0% more funds holding in top 10

Funds holding in top 10: 1 → 1 (0)

3.61% less ownership

Funds ownership: 75.87% → 72.26% (-3.6%)

19% less repeat investments, than reductions

Existing positions increased: 50 | Existing positions reduced: 62

Holders
163
Holders Change
+2
Holders Change %
+1.24%
% of All Funds
3.73%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
19
Increased
50
Reduced
62
Closed
15
Calls
$2.06M
Puts
$1.14M
Net Calls
+$915K
Net Calls Change
+$356K

Top Buyers

Rank Fund Capital Flow
1
Invesco
Invesco
Georgia
+$13.6M
2
Acadian Asset Management
Acadian Asset Management
Massachusetts
+$4.93M
3
Citadel Advisors
Citadel Advisors
Florida
+$4.24M
4
Vanguard Group
Vanguard Group
Pennsylvania
+$3.16M
5
Barclays
Barclays
United Kingdom
+$2.99M

Top Sellers

Rank Fund Capital Flow
1
WAM
Wolverine Asset Management
Illinois
-$14.5M
2
Goldman Sachs
Goldman Sachs
New York
-$9.94M
3
First Trust Advisors
First Trust Advisors
Illinois
-$8.47M
4
AU
Algebris (UK)
United Kingdom
-$5.78M
5
AAM
Advisors Asset Management
Colorado
-$5.42M
Name Holding Trade Value Shares
Change 		Change in
Stake
YWP
151
YorkBridge Wealth Partners
New York
$8K – – –
Bank of Montreal
152
Bank of Montreal
Ontario, Canada
$8K +$7.81K +426 New
FGAM
153
Financial Gravity Asset Management
Texas
$5K -$37.6K -2,052 -90%
PFSC
154
Peoples Financial Services Corp
Pennsylvania
$4K – – –
QCIG
155
Quad-Cities Investment Group
Iowa
$4K +$3.67K +200 New
MOACM
156
Mutual of America Capital Management
New York
$4K +$4.11K +224 New
Group One Trading
157
Group One Trading
Illinois
$2K -$3.67K -200 -67%
Carson Wealth (CWM LLC)
158
Carson Wealth (CWM LLC)
Nebraska
$2K +$1.94K +106 New
JA
159
JOYN Advisors
Georgia
$2K +$2.09K +114 New
FFW
160
Fusion Family Wealth
New York
$1K – – –
PFBT
161
Parkside Financial Bank & Trust
Missouri
$1K – – –
TWA
162
TCI Wealth Advisors
Arizona
$1K – – –
VCM
163
Versant Capital Management
Arizona
$1K +$1.12K +61 +436%
AU
164
Algebris (UK)
United Kingdom
– -$5.78M -227,000 Closed
American Century Companies
165
American Century Companies
Missouri
– -$3.15M -174,431 Closed
RGREA
166
Ranger Global Real Estate Advisors
Colorado
– -$2.04M -113,302 Closed
Millennium Management
167
Millennium Management
New York
– -$993K -55,090 Closed
EMG
168
Ellington Management Group
Connecticut
– -$811K -45,000 Closed
FIM
169
Freedom Investment Management
Connecticut
– -$504K -27,927 Closed
TEE
170
Tibra Equities Europe
United Kingdom
– -$398K -22,055 Closed
APG Asset Management
171
APG Asset Management
Netherlands
– -$323K -22,000 Closed
KI
172
Koch Industries
Kansas
– -$386K -21,395 Closed
VF
173
Virtu Financial
New York
– -$216K -11,975 Closed
GCP
174
GSA Capital Partners
United Kingdom
– -$192K -10,672 Closed
Parallax Volatility Advisers
175
Parallax Volatility Advisers
California
– -$37K -2,040 Closed
4 5 6
7
8

PMT Hedge Fund Activity: Q2 2018 in Review

163 of the 4,368 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2018, worth a combined $835M — up 0.62% from $830M a quarter earlier.

Buyers outnumbered sellers: 19 funds opened new PMT positions and 15 closed out — a net gain of 4 holders — while 50 added to existing stakes and 62 trimmed.

The largest buyer was Invesco, adding an estimated $13.6M. The largest seller was Wolverine Asset Management, cutting an estimated $14.5M.

  • 163 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2018, up from 161 in Q1 2018.
  • Funds reported $835M of PennyMac Mortgage Investment stock for Q2 2018, up 0.62% quarter-over-quarter.
  • 19 funds opened new PennyMac Mortgage Investment positions in Q2 2018 and 15 closed out, a net change of +4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2018 was Invesco, an estimated $13.6M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2018 was Wolverine Asset Management, an estimated $14.5M sold.

Based on aggregated 13F filings for Q2 2018.