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PMT

PennyMac Mortgage Investment

158 hedge funds and large institutions have $809M invested in PennyMac Mortgage Investment in 2017 Q2 according to their latest regulatory filings, with 26 funds opening new positions, 53 increasing their positions, 47 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed

117% more first-time investments, than exits

New positions opened: 26 | Existing positions closed: 12

13% more repeat investments, than reductions

Existing positions increased: 53 | Existing positions reduced: 47

10% more funds holding

Funds holding: 144158 (+14)

2% more capital invested

Capital invested by funds: $791M → $809M (+$17.9M)

7.51% less ownership

Funds ownership: 66.64%59.13% (-7.5%)

33% less funds holding in top 10

Funds holding in top 10: 32 (-1)

47% less call options, than puts

Call options by funds: $1.07M | Put options by funds: $2.02M

Holders
158
Holders Change
+14
Holders Change %
+9.72%
% of All Funds
3.94%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
26
Increased
53
Reduced
47
Closed
12
Calls
$1.07M
Puts
$2.02M
Net Calls
-$946K
Net Calls Change
+$211K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$116M +$308K +17,300 +0.3%
Vanguard Group
2
Vanguard Group
Pennsylvania
$95.8M +$875K +49,187 +0.9%
Goldman Sachs
3
Goldman Sachs
New York
$56.5M -$1.11M -62,560 -2%
TIM
4
Thornburg Investment Management
New Mexico
$39.5M -$80K -4,497 -0.2%
LSV Asset Management
5
LSV Asset Management
Illinois
$30.7M +$151K +8,500 +0.5%
UBS Group
6
UBS Group
Switzerland
$30.5M +$3.77M +211,995 +15%
State Street
7
State Street
Massachusetts
$27.1M +$669K +37,565 +3%
CCP
8
Clough Capital Partners
Massachusetts
$25.6M +$5.07M +285,100 +26%
DFG
9
Delphi Financial Group
Delaware
$24.2M -$24.9M -1,399,814 -51%
AAM
10
Advisors Asset Management
Colorado
$22.1M +$3.63M +204,191 +20%
GXMC
11
Global X Management Company
New York
$19.8M +$1.11M +62,323 +6%
Citigroup
12
Citigroup
New York
$19.6M -$6.78M -380,956 -26%
Norges Bank
13
Norges Bank
Norway
$18.3M +$2.87M +161,027 +19%
AllianceBernstein
14
AllianceBernstein
Tennessee
$14.8M -$366K -20,590 -2%
Northern Trust
15
Northern Trust
Illinois
$14.7M +$28.9K +1,624 +0.2%
Invesco
16
Invesco
Georgia
$13M -$199K -11,164 -2%
JCM
17
Janney Capital Management
Pennsylvania
$12.5M -$245K -13,757 -2%
Morgan Stanley
18
Morgan Stanley
New York
$10.3M -$533K -29,939 -5%
Geode Capital Management
19
Geode Capital Management
Massachusetts
$9.53M +$220K +12,360 +2%
HCM
20
Highfields Capital Management
Massachusetts
$9.14M
Bank of New York Mellon
21
Bank of New York Mellon
New York
$9.12M -$166K -9,343 -2%
Charles Schwab
22
Charles Schwab
California
$9.06M +$572K +32,159 +7%
WAM
23
Wolverine Asset Management
Illinois
$8.02M +$3.83M +214,987 +96%
Wells Fargo
24
Wells Fargo
California
$7.01M +$1.03M +57,929 +18%
Deutsche Bank
25
Deutsche Bank
Germany
$6.83M +$2.8M +157,340 +73%

PMT Hedge Fund Activity: Q2 2017 in Review

158 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2017, worth a combined $809M — up 2.3% from $791M a quarter earlier.

Buyers outnumbered sellers: 26 funds opened new PMT positions and 12 closed out — a net gain of 14 holders — while 53 added to existing stakes and 47 trimmed.

The largest buyer was Clough Capital Partners, adding an estimated $5.07M. The largest seller was Delphi Financial Group, cutting an estimated $24.9M.

  • 158 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2017, up from 144 in Q1 2017.
  • Funds reported $809M of PennyMac Mortgage Investment stock for Q2 2017, up 2.3% quarter-over-quarter.
  • 26 funds opened new PennyMac Mortgage Investment positions in Q2 2017 and 12 closed out, a net change of +14 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2017 was Clough Capital Partners, an estimated $5.07M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2017 was Delphi Financial Group, an estimated $24.9M sold.

Based on aggregated 13F filings for Q2 2017.