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PMT

PennyMac Mortgage Investment

173 hedge funds and large institutions have $1.11B invested in PennyMac Mortgage Investment in 2014 Q3 according to their latest regulatory filings, with 16 funds opening new positions, 62 increasing their positions, 57 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed

9% more repeat investments, than reductions

Existing positions increased: 62 | Existing positions reduced: 57

4% less capital invested

Capital invested by funds: $1.17B → $1.11B (-$51.9M)

1.63% less ownership

Funds ownership: 71.76%70.12% (-1.6%)

5% less funds holding

Funds holding: 182173 (-9)

20% less funds holding in top 10

Funds holding in top 10: 54 (-1)

33% less first-time investments, than exits

New positions opened: 16 | Existing positions closed: 24

48% less call options, than puts

Call options by funds: $2M | Put options by funds: $3.88M

Holders
173
Holders Change
-9
Holders Change %
-4.95%
% of All Funds
5.02%
Holding in Top 10
4
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-20%
% of All Funds
0.12%
New
16
Increased
62
Reduced
57
Closed
24
Calls
$2M
Puts
$3.88M
Net Calls
-$1.88M
Net Calls Change
-$6.54M
Name Holding Trade Value Shares
Change
Change in
Stake
EC
1
EJF Capital
Virginia
$105M +$74.3M +3,403,965 +227%
Vanguard Group
2
Vanguard Group
Pennsylvania
$87.9M +$803K +36,813 +0.9%
OA
3
Omega Advisors
New York
$61.3M +$62.4M +2,861,801 New
BFA
4
BlackRock Fund Advisors
California
$57.7M
DFG
5
Delphi Financial Group
Delaware
$54.2M +$17.5M +803,257 +47%
Wells Fargo
6
Wells Fargo
California
$49.9M -$17.2M -789,363 -25%
Morgan Stanley
7
Morgan Stanley
New York
$36.4M +$5.2M +238,228 +16%
LSV Asset Management
8
LSV Asset Management
Illinois
$35.2M -$1.71M -78,500 -5%
BIT
9
BlackRock Institutional Trust
California
$32.8M -$925K -42,398 -3%
State Street
10
State Street
Massachusetts
$28M -$470K -21,564 -2%
Millennium Management
11
Millennium Management
New York
$26.7M -$3.47M -159,003 -11%
Ameriprise
12
Ameriprise
Minnesota
$23.7M -$1.01M -46,088 -4%
Northern Trust
13
Northern Trust
Illinois
$22.1M +$3.52M +161,235 +19%
CCP
14
Clough Capital Partners
Massachusetts
$21.3M +$5.84M +267,700 +37%
Bank of America
15
Bank of America
North Carolina
$20M -$3.38M -155,124 -14%
GIM
16
Greenwich Investment Management
Connecticut
$18.1M -$739K -33,881 -4%
RIM
17
Ranger International Management
Illinois
$16.6M +$2.38M +109,035 +16%
GT
18
Glenmede Trust
Pennsylvania
$16.1M +$2.1M +96,042 +15%
U
19
UBS
Switzerland
$16.1M -$995K -45,621 -6%
RTIM
20
Round Table Investment Management
North Carolina
$15.8M -$1.54M -70,800 -9%
Norges Bank
21
Norges Bank
Norway
$15.6M -$15.9M -728,918 -50%
NIMC
22
NWQ Investment Management Company
California
$15.2M -$549K -25,145 -3%
JCM
23
Janney Capital Management
Pennsylvania
$15M +$980K +44,936 +7%
PRCM
24
Pine River Capital Management
Minnesota
$14.8M +$15.1M +690,608 New
IG
25
ING Group
Netherlands
$13.5M

PMT Hedge Fund Activity: Q3 2014 in Review

173 of the 3,446 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2014, worth a combined $1.11B — down 4.5% from $1.17B a quarter earlier.

Sellers outnumbered buyers: 24 funds closed out of PMT and 16 opened new positions — a net loss of 8 holders — while 57 trimmed existing stakes and 62 added.

The largest buyer was EJF Capital, adding an estimated $74.3M. The largest seller was Hayman Capital Management, exiting entirely with an estimated $46.2M sold.

  • 173 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2014, down from 182 in Q2 2014.
  • Funds reported $1.11B of PennyMac Mortgage Investment stock for Q3 2014, down 4.5% quarter-over-quarter.
  • 16 funds opened new PennyMac Mortgage Investment positions in Q3 2014 and 24 closed out, a net change of -8 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2014 was EJF Capital, an estimated $74.3M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2014 was Hayman Capital Management, an estimated $46.2M sold.

Based on aggregated 13F filings for Q3 2014.