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PMT

PennyMac Mortgage Investment

163 hedge funds and large institutions have $1.09B invested in PennyMac Mortgage Investment in 2015 Q1 according to their latest regulatory filings, with 13 funds opening new positions, 57 increasing their positions, 57 reducing their positions, and 19 closing their positions.

New
Increased
Maintained
Reduced
Closed

17% more funds holding in top 10

Funds holding in top 10: 67 (+1)

1.8% more ownership

Funds ownership: 66.66%68.46% (+1.8%)

3% more capital invested

Capital invested by funds: $1.05B → $1.09B (+$36.7M)

0% more repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 57

5% less funds holding

Funds holding: 171163 (-8)

15% less call options, than puts

Call options by funds: $1.71M | Put options by funds: $2.01M

32% less first-time investments, than exits

New positions opened: 13 | Existing positions closed: 19

Holders
163
Holders Change
-8
Holders Change %
-4.68%
% of All Funds
4.34%
Holding in Top 10
7
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+16.67%
% of All Funds
0.19%
New
13
Increased
57
Reduced
57
Closed
19
Calls
$1.71M
Puts
$2.01M
Net Calls
-$295K
Net Calls Change
+$1.16M
Name Holding Trade Value Shares
Change
Change in
Stake
Vanguard Group
1
Vanguard Group
Pennsylvania
$96.4M +$7.52M +347,967 +8%
EC
2
EJF Capital
Virginia
$90M +$25.7M +1,190,000 +39%
OA
3
Omega Advisors
New York
$59.4M -$1.98M -91,500 -3%
BFA
4
BlackRock Fund Advisors
California
$57.3M -$2.89K -134 -0%
DFG
5
Delphi Financial Group
Delaware
$55M
Millennium Management
6
Millennium Management
New York
$54M +$2.27M +105,025 +4%
Wells Fargo
7
Wells Fargo
California
$47.3M -$3.42M -158,246 -7%
LSV Asset Management
8
LSV Asset Management
Illinois
$34.1M -$1.24M -57,600 -3%
State Street
9
State Street
Massachusetts
$31.7M +$1.67M +77,538 +5%
BIT
10
BlackRock Institutional Trust
California
$31.5M -$297K -13,745 -0.9%
Bank of America
11
Bank of America
North Carolina
$25.5M -$13.1M -606,983 -34%
PRCM
12
Pine River Capital Management
Minnesota
$25.2M +$10.8M +499,997 +73%
CCP
13
Clough Capital Partners
Massachusetts
$22.3M +$6.7M +310,200 +42%
Morgan Stanley
14
Morgan Stanley
New York
$22.2M -$3.34M -154,435 -13%
Northern Trust
15
Northern Trust
Illinois
$20.5M -$212K -9,824 -1%
GIM
16
Greenwich Investment Management
Connecticut
$17.6M -$28K -1,298 -0.2%
UBS Group
17
UBS Group
Switzerland
$17.4M -$5.06M -234,377 -22%
GT
18
Glenmede Trust
Pennsylvania
$17.2M +$152K +7,023 +0.9%
RIM
19
Ranger International Management
Illinois
$17.2M -$47.5K -2,200 -0.3%
JCM
20
Janney Capital Management
Pennsylvania
$15.9M +$1.43M +66,295 +10%
AllianceBernstein
21
AllianceBernstein
Tennessee
$15.6M +$1.87M +86,490 +13%
NIMC
22
NWQ Investment Management Company
California
$14.7M +$722K +33,411 +5%
Norges Bank
23
Norges Bank
Norway
$14.7M -$875K -40,497 -6%
Invesco
24
Invesco
Georgia
$14.6M +$1.83M +84,899 +14%
RIM
25
RS Investment Management
California
$13.5M +$751K +34,771 +6%

PMT Hedge Fund Activity: Q1 2015 in Review

163 of the 3,752 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2015, worth a combined $1.09B — up 3.5% from $1.05B a quarter earlier.

Sellers outnumbered buyers: 19 funds closed out of PMT and 13 opened new positions — a net loss of 6 holders — while 57 trimmed existing stakes and 57 added.

The largest buyer was EJF Capital, adding an estimated $25.7M. The largest seller was Bank of America, cutting an estimated $13.1M.

  • 163 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2015, down from 171 in Q4 2014.
  • Funds reported $1.09B of PennyMac Mortgage Investment stock for Q1 2015, up 3.5% quarter-over-quarter.
  • 13 funds opened new PennyMac Mortgage Investment positions in Q1 2015 and 19 closed out, a net change of -6 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2015 was EJF Capital, an estimated $25.7M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2015 was Bank of America, an estimated $13.1M sold.

Based on aggregated 13F filings for Q1 2015.