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PMT

PennyMac Mortgage Investment

170 hedge funds and large institutions have $1.84B invested in PennyMac Mortgage Investment in 2013 Q4 according to their latest regulatory filings, with 30 funds opening new positions, 57 increasing their positions, 55 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed

128% more call options, than puts

Call options by funds: $16.6M | Put options by funds: $7.29M

36% more first-time investments, than exits

New positions opened: 30 | Existing positions closed: 22

21% more capital invested

Capital invested by funds: $1.52B → $1.84B (+$319M)

14% more funds holding in top 10

Funds holding in top 10: 78 (+1)

6% more ownership

Funds ownership: 65.09%71.09% (+6%)

4% more funds holding

Funds holding: 163170 (+7)

4% more repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 55

Holders
170
Holders Change
+7
Holders Change %
+4.29%
% of All Funds
4.93%
Holding in Top 10
8
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+14.29%
% of All Funds
0.23%
New
30
Increased
57
Reduced
55
Closed
22
Calls
$16.6M
Puts
$7.29M
Net Calls
+$9.35M
Net Calls Change
-$7.06M
Name Holding Trade Value Shares
Change
Change in
Stake
BNP Paribas Financial Markets
1
BNP Paribas Financial Markets
France
$692M -$758K -33,510 -97%
Vanguard Group
2
Vanguard Group
Pennsylvania
$84.7M +$3.27M +144,537 +4%
HCM
3
Hayman Capital Management
Texas
$82M
Wells Fargo
4
Wells Fargo
California
$62.2M +$18.5M +817,245 +43%
CLG
5
Cooperman Leon G
$57.5M +$7.45M +329,531 +15%
BFA
6
BlackRock Fund Advisors
California
$54M
Morgan Stanley
7
Morgan Stanley
New York
$48.1M +$11.1M +491,628 +31%
LSV Asset Management
8
LSV Asset Management
Illinois
$44.3M -$1.53M -67,465 -3%
BIT
9
BlackRock Institutional Trust
California
$33M -$1.05M -46,332 -3%
State Street
10
State Street
Massachusetts
$29.5M -$1.72M -76,137 -6%
DFG
11
Delphi Financial Group
Delaware
$27.1M +$26.7M +1,180,554 New
Ameriprise
12
Ameriprise
Minnesota
$26.1M +$11.4M +503,540 +80%
Millennium Management
13
Millennium Management
New York
$23.5M -$1.56K -69 -0%
Northern Trust
14
Northern Trust
Illinois
$22.9M +$287K +12,688 +1%
CS
15
Credit Suisse
Switzerland
$22.5M +$2.68M +118,365 +14%
GA
16
GRS Advisors
Illinois
$21.5M -$6.79M -300,500 -24%
Schroder Investment Management Group
17
Schroder Investment Management Group
United Kingdom
$21.2M -$603K -26,682 -3%
JAM
18
Jacobs Asset Management
New York
$20.9M -$662K -29,266 -3%
Bank of America
19
Bank of America
North Carolina
$20.7M -$2.1M -92,697 -9%
RIM
20
Ranger International Management
Illinois
$20.1M +$4.3M +190,320 +28%
GIM
21
Greenwich Investment Management
Connecticut
$18.1M +$17.9M +789,781 New
SM
22
Senvest Management
New York
$17.9M +$459K +20,285 +3%
NIMC
23
NWQ Investment Management Company
California
$17.8M +$15.5M +687,344 +794%
JP Morgan Chase
24
JP Morgan Chase
New York
$17M -$1.02M -45,102 -6%
RTIM
25
Round Table Investment Management
North Carolina
$15.8M +$383K +16,955 +3%

PMT Hedge Fund Activity: Q4 2013 in Review

170 of the 3,445 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2013, worth a combined $1.84B — up 21% from $1.52B a quarter earlier.

Buyers outnumbered sellers: 30 funds opened new PMT positions and 22 closed out — a net gain of 8 holders — while 57 added to existing stakes and 55 trimmed.

The largest buyer was Delphi Financial Group, opening a new position worth an estimated $26.7M. The largest seller was Pine River Capital Management, cutting an estimated $21.4M.

  • 170 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2013, up from 163 in Q3 2013.
  • Funds reported $1.84B of PennyMac Mortgage Investment stock for Q4 2013, up 21% quarter-over-quarter.
  • 30 funds opened new PennyMac Mortgage Investment positions in Q4 2013 and 22 closed out, a net change of +8 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2013 was Delphi Financial Group, an estimated $26.7M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2013 was Pine River Capital Management, an estimated $21.4M sold.

Based on aggregated 13F filings for Q4 2013.