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PMT

PennyMac Mortgage Investment

163 hedge funds and large institutions have $1.52B invested in PennyMac Mortgage Investment in 2013 Q3 according to their latest regulatory filings, with 27 funds opening new positions, 69 increasing their positions, 37 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed

280% more call options, than puts

Call options by funds: $22.3M | Put options by funds: $5.85M

86% more repeat investments, than reductions

Existing positions increased: 69 | Existing positions reduced: 37

25% more capital invested

Capital invested by funds: $1.22B → $1.52B (+$304M)

23% more first-time investments, than exits

New positions opened: 27 | Existing positions closed: 22

17% more funds holding in top 10

Funds holding in top 10: 67 (+1)

2.95% more ownership

Funds ownership: 62.14%65.09% (+3%)

2% more funds holding

Funds holding: 160163 (+3)

Holders
163
Holders Change
+3
Holders Change %
+1.88%
% of All Funds
5.29%
Holding in Top 10
7
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+16.67%
% of All Funds
0.23%
New
27
Increased
69
Reduced
37
Closed
22
Calls
$22.3M
Puts
$5.85M
Net Calls
+$16.4M
Net Calls Change
+$16.1M
Name Holding Trade Value Shares
Change
Change in
Stake
SAC
1
Smith Affiliated Capital
New York
$483M
HCM
2
Hayman Capital Management
Texas
$81M +$78M +3,570,000 New
Vanguard Group
3
Vanguard Group
Pennsylvania
$80.4M +$14.5M +665,977 +23%
BFA
4
BlackRock Fund Advisors
California
$53.4M
CLG
5
Cooperman Leon G
$49.3M +$42.9M +1,966,217 +941%
LSV Asset Management
6
LSV Asset Management
Illinois
$45.3M +$1.23M +56,100 +3%
Wells Fargo
7
Wells Fargo
California
$42.9M +$27.7M +1,266,564 +202%
PRCM
8
Pine River Capital Management
Minnesota
$36.5M +$35.1M +1,608,045 New
Morgan Stanley
9
Morgan Stanley
New York
$36.3M +$1.75M +80,001 +5%
BIT
10
BlackRock Institutional Trust
California
$33.6M
State Street
11
State Street
Massachusetts
$30.9M +$2.4M +109,873 +9%
GA
12
GRS Advisors
Illinois
$28.1M -$3.39M -155,000 -11%
Millennium Management
13
Millennium Management
New York
$23.2M +$3.32M +151,790 +17%
Bank of America
14
Bank of America
North Carolina
$22.5M -$1.77M -80,866 -8%
Northern Trust
15
Northern Trust
Illinois
$22.3M +$3.02M +138,162 +16%
Schroder Investment Management Group
16
Schroder Investment Management Group
United Kingdom
$21.5M -$863K -39,503 -4%
JAM
17
Jacobs Asset Management
New York
$21.3M +$1.38M +63,000 +7%
CS
18
Credit Suisse
Switzerland
$19.6M +$13.8M +632,951 +276%
JP Morgan Chase
19
JP Morgan Chase
New York
$17.8M -$848K -38,827 -5%
SM
20
Senvest Management
New York
$17.3M +$8.66M +396,528 +109%
LPC
21
Long Pond Capital
New York
$17.2M +$2.87M +131,314 +21%
RIM
22
Ranger International Management
Illinois
$15.5M +$1.91M +87,240 +15%
RTIM
23
Round Table Investment Management
North Carolina
$15.2M +$12.2M +557,300 +491%
Ameriprise
24
Ameriprise
Minnesota
$14.3M +$1.42M +65,123 +11%
Norges Bank
25
Norges Bank
Norway
$13.4M +$1.01M +46,062 +8%

PMT Hedge Fund Activity: Q3 2013 in Review

163 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2013, worth a combined $1.52B — up 25% from $1.22B a quarter earlier.

Buyers outnumbered sellers: 27 funds opened new PMT positions and 22 closed out — a net gain of 5 holders — while 69 added to existing stakes and 37 trimmed.

The largest buyer was Hayman Capital Management, opening a new position worth an estimated $78M. The largest seller was Highbridge Capital Management, cutting an estimated $43.9M.

  • 163 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2013, up from 160 in Q2 2013.
  • Funds reported $1.52B of PennyMac Mortgage Investment stock for Q3 2013, up 25% quarter-over-quarter.
  • 27 funds opened new PennyMac Mortgage Investment positions in Q3 2013 and 22 closed out, a net change of +5 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2013 was Hayman Capital Management, an estimated $78M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2013 was Highbridge Capital Management, an estimated $43.9M sold.

Based on aggregated 13F filings for Q3 2013.