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PMT

PennyMac Mortgage Investment

171 hedge funds and large institutions have $1.05B invested in PennyMac Mortgage Investment in 2014 Q4 according to their latest regulatory filings, with 21 funds opening new positions, 55 increasing their positions, 55 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

50% more funds holding in top 10

Funds holding in top 10: 46 (+2)

17% more first-time investments, than exits

New positions opened: 21 | Existing positions closed: 18

0% more repeat investments, than reductions

Existing positions increased: 55 | Existing positions reduced: 55

1% less funds holding

Funds holding: 173171 (-2)

3.47% less ownership

Funds ownership: 70.12%66.66% (-3.5%)

6% less capital invested

Capital invested by funds: $1.11B → $1.05B (-$64.7M)

44% less call options, than puts

Call options by funds: $1.86M | Put options by funds: $3.31M

Holders
171
Holders Change
-2
Holders Change %
-1.16%
% of All Funds
4.56%
Holding in Top 10
6
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+50%
% of All Funds
0.16%
New
21
Increased
55
Reduced
55
Closed
18
Calls
$1.86M
Puts
$3.31M
Net Calls
-$1.45M
Net Calls Change
+$427K
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$88.2M +$1.69M +78,279 +2%
EC
2
EJF Capital
Virginia
$64.1M -$40.1M -1,862,382 -38%
OA
3
Omega Advisors
New York
$60.8M +$441K +20,500 +0.7%
BFA
4
BlackRock Fund Advisors
California
$56.8M -$4.65K -216 -0%
DFG
5
Delphi Financial Group
Delaware
$54.5M +$1.18M +54,900 +2%
Millennium Management
6
Millennium Management
New York
$51.3M +$25.6M +1,189,538 +96%
Wells Fargo
7
Wells Fargo
California
$50.2M +$1.11M +51,732 +2%
Bank of America
8
Bank of America
North Carolina
$38M +$18.7M +868,923 +93%
LSV Asset Management
9
LSV Asset Management
Illinois
$34.9M +$263K +12,200 +0.7%
BIT
10
BlackRock Institutional Trust
California
$31.5M -$858K -39,870 -3%
State Street
11
State Street
Massachusetts
$29.8M +$2.28M +105,997 +8%
Morgan Stanley
12
Morgan Stanley
New York
$25.3M -$10.8M -500,038 -29%
UBS Group
13
UBS Group
Switzerland
$22.2M +$22.6M +1,051,933 New
Northern Trust
14
Northern Trust
Illinois
$20.5M -$1.24M -57,525 -6%
GIM
15
Greenwich Investment Management
Connecticut
$17.5M -$356K -16,520 -2%
RIM
16
Ranger International Management
Illinois
$17M +$725K +33,703 +4%
GT
17
Glenmede Trust
Pennsylvania
$16.9M +$1.07M +49,568 +7%
CCP
18
Clough Capital Partners
Massachusetts
$15.5M -$5.53M -256,872 -26%
Norges Bank
19
Norges Bank
Norway
$15.4M
PRCM
20
Pine River Capital Management
Minnesota
$14.4M -$146K -6,800 -1%
JCM
21
Janney Capital Management
Pennsylvania
$14.4M -$364K -16,895 -2%
NIMC
22
NWQ Investment Management Company
California
$13.9M -$1.36M -63,239 -9%
AllianceBernstein
23
AllianceBernstein
Tennessee
$13.7M +$5.81M +269,874 +71%
Invesco
24
Invesco
Georgia
$12.7M +$186K +8,628 +1%
RIM
25
RS Investment Management
California
$12.7M +$35.6K +1,655 +0.3%

PMT Hedge Fund Activity: Q4 2014 in Review

171 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2014, worth a combined $1.05B — down 5.8% from $1.11B a quarter earlier.

Buyers outnumbered sellers: 21 funds opened new PMT positions and 18 closed out — a net gain of 3 holders — while 55 added to existing stakes and 55 trimmed.

The largest buyer was Millennium Management, adding an estimated $25.6M. The largest seller was EJF Capital, cutting an estimated $40.1M.

  • 171 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2014, down from 173 in Q3 2014.
  • Funds reported $1.05B of PennyMac Mortgage Investment stock for Q4 2014, down 5.8% quarter-over-quarter.
  • 21 funds opened new PennyMac Mortgage Investment positions in Q4 2014 and 18 closed out, a net change of +3 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2014 was Millennium Management, an estimated $25.6M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2014 was EJF Capital, an estimated $40.1M sold.

Based on aggregated 13F filings for Q4 2014.