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PMT

PennyMac Mortgage Investment

183 hedge funds and large institutions have $2.05B invested in PennyMac Mortgage Investment in 2014 Q1 according to their latest regulatory filings, with 32 funds opening new positions, 72 increasing their positions, 44 reducing their positions, and 16 closing their positions.

New
Increased
Maintained
Reduced
Closed

202% more call options, than puts

Call options by funds: $15.4M | Put options by funds: $5.12M

100% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 16

64% more repeat investments, than reductions

Existing positions increased: 72 | Existing positions reduced: 44

25% more funds holding in top 10

Funds holding in top 10: 810 (+2)

13.23% more ownership

Funds ownership: 71.09%84.32% (+13%)

11% more capital invested

Capital invested by funds: $1.84B → $2.05B (+$204M)

8% more funds holding

Funds holding: 170183 (+13)

Holders
183
Holders Change
+13
Holders Change %
+7.65%
% of All Funds
5.29%
Holding in Top 10
10
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+25%
% of All Funds
0.29%
New
32
Increased
72
Reduced
44
Closed
16
Calls
$15.4M
Puts
$5.12M
Net Calls
+$10.3M
Net Calls Change
+$965K
Name Holding Trade Value Shares
Change
Change in
Stake
BNP Paribas Financial Markets
1
BNP Paribas Financial Markets
France
$782M +$191M +8,083,853 +884,448%
Vanguard Group
2
Vanguard Group
Pennsylvania
$88.8M +$611K +25,854 +0.7%
Wells Fargo
3
Wells Fargo
California
$72.7M +$7.78M +329,194 +12%
BFA
4
BlackRock Fund Advisors
California
$64.4M +$8.1M +342,817 +15%
CLG
5
Cooperman Leon G
$59.9M
HCM
6
Hayman Capital Management
Texas
$57M -$28M -1,183,839 -33%
Morgan Stanley
7
Morgan Stanley
New York
$53.3M +$3.22M +136,086 +6%
LSV Asset Management
8
LSV Asset Management
Illinois
$45.1M -$957K -40,500 -2%
DFG
9
Delphi Financial Group
Delaware
$41.3M +$12.9M +546,248 +46%
BIT
10
BlackRock Institutional Trust
California
$37.8M +$3.47M +146,969 +10%
Millennium Management
11
Millennium Management
New York
$35.9M +$11.4M +481,206 +47%
State Street
12
State Street
Massachusetts
$32.1M +$1.35M +56,977 +4%
CS
13
Credit Suisse
Switzerland
$28.4M +$4.95M +209,429 +21%
Ameriprise
14
Ameriprise
Minnesota
$27.1M -$47.2K -1,999 -0.2%
Northern Trust
15
Northern Trust
Illinois
$26.9M +$3.09M +130,759 +13%
JP Morgan Chase
16
JP Morgan Chase
New York
$23.3M +$5.57M +235,625 +32%
Schroder Investment Management Group
17
Schroder Investment Management Group
United Kingdom
$21.7M -$289K -12,210 -1%
GIM
18
Greenwich Investment Management
Connecticut
$21.3M +$2.38M +100,803 +13%
RIM
19
Ranger International Management
Illinois
$20.9M
Bank of America
20
Bank of America
North Carolina
$20.5M -$1.03M -43,576 -5%
CCP
21
Clough Capital Partners
Massachusetts
$20.2M +$10.9M +461,300 +121%
NIMC
22
NWQ Investment Management Company
California
$18.3M -$170K -7,182 -0.9%
Deutsche Bank
23
Deutsche Bank
Germany
$15.6M +$6.21M +262,929 +67%
IG
24
ING Group
Netherlands
$15.1M +$14.9M +630,000 New
JCM
25
Janney Capital Management
Pennsylvania
$14.6M +$1.97M +83,400 +16%

PMT Hedge Fund Activity: Q1 2014 in Review

183 of the 3,462 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2014, worth a combined $2.05B — up 11% from $1.84B a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new PMT positions and 16 closed out — a net gain of 16 holders — while 72 added to existing stakes and 44 trimmed.

The largest buyer was BNP Paribas Financial Markets, adding an estimated $191M. The largest seller was Hayman Capital Management, cutting an estimated $28M.

  • 183 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2014, up from 170 in Q4 2013.
  • Funds reported $2.05B of PennyMac Mortgage Investment stock for Q1 2014, up 11% quarter-over-quarter.
  • 32 funds opened new PennyMac Mortgage Investment positions in Q1 2014 and 16 closed out, a net change of +16 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2014 was BNP Paribas Financial Markets, an estimated $191M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2014 was Hayman Capital Management, an estimated $28M sold.

Based on aggregated 13F filings for Q1 2014.