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PMT

PennyMac Mortgage Investment

154 hedge funds and large institutions have $755M invested in PennyMac Mortgage Investment in 2017 Q3 according to their latest regulatory filings, with 14 funds opening new positions, 56 increasing their positions, 54 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed

5.89% more ownership

Funds ownership: 59.13%65.02% (+5.9%)

4% more repeat investments, than reductions

Existing positions increased: 56 | Existing positions reduced: 54

0% more funds holding in top 10

Funds holding in top 10: 22 (0)

3% less funds holding

Funds holding: 158154 (-4)

7% less capital invested

Capital invested by funds: $809M → $755M (-$53.8M)

22% less first-time investments, than exits

New positions opened: 14 | Existing positions closed: 18

73% less call options, than puts

Call options by funds: $515K | Put options by funds: $1.93M

Holders
154
Holders Change
-4
Holders Change %
-2.53%
% of All Funds
3.84%
Holding in Top 10
2
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.05%
New
14
Increased
56
Reduced
54
Closed
18
Calls
$515K
Puts
$1.93M
Net Calls
-$1.41M
Net Calls Change
-$464K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$110M -$319K -18,317 -0.3%
Vanguard Group
2
Vanguard Group
Pennsylvania
$91.8M +$743K +42,637 +0.8%
Goldman Sachs
3
Goldman Sachs
New York
$56.9M +$3.12M +179,202 +6%
TIM
4
Thornburg Investment Management
New Mexico
$37.8M +$293K +16,844 +0.8%
UBS Group
5
UBS Group
Switzerland
$35.5M +$6.5M +373,290 +22%
LSV Asset Management
6
LSV Asset Management
Illinois
$25.8M -$3.36M -192,700 -11%
State Street
7
State Street
Massachusetts
$25.7M -$57.7K -3,312 -0.2%
GXMC
8
Global X Management Company
New York
$20.1M +$1.26M +72,117 +7%
Citigroup
9
Citigroup
New York
$19.2M +$545K +31,319 +3%
AAM
10
Advisors Asset Management
Colorado
$17.8M -$3.23M -185,267 -15%
CCP
11
Clough Capital Partners
Massachusetts
$15.9M -$8.48M -487,000 -35%
WAM
12
Wolverine Asset Management
Illinois
$15.8M +$8.15M +467,858 +107%
Northern Trust
13
Northern Trust
Illinois
$14.1M +$108K +6,215 +0.8%
Invesco
14
Invesco
Georgia
$13.9M +$1.5M +86,094 +12%
Norges Bank
15
Norges Bank
Norway
$13.6M -$3.76M -215,803 -22%
AllianceBernstein
16
AllianceBernstein
Tennessee
$12.1M -$1.94M -111,456 -14%
First Trust Advisors
17
First Trust Advisors
Illinois
$11.9M +$10M +574,667 +518%
JCM
18
Janney Capital Management
Pennsylvania
$11.6M -$241K -13,852 -2%
Geode Capital Management
19
Geode Capital Management
Massachusetts
$9.71M +$646K +37,117 +7%
DFG
20
Delphi Financial Group
Delaware
$9.27M -$13.8M -792,200 -60%
Morgan Stanley
21
Morgan Stanley
New York
$8.93M -$902K -51,797 -9%
Charles Schwab
22
Charles Schwab
California
$8.79M +$174K +9,986 +2%
Bank of New York Mellon
23
Bank of New York Mellon
New York
$8.33M -$334K -19,185 -4%
Deutsche Bank
24
Deutsche Bank
Germany
$8M +$1.51M +86,433 +23%
Millennium Management
25
Millennium Management
New York
$7.51M +$2.94M +168,746 +64%

PMT Hedge Fund Activity: Q3 2017 in Review

154 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2017, worth a combined $755M — down 6.6% from $809M a quarter earlier.

Sellers outnumbered buyers: 18 funds closed out of PMT and 14 opened new positions — a net loss of 4 holders — while 54 trimmed existing stakes and 56 added.

The largest buyer was First Trust Advisors, adding an estimated $10M. The largest seller was Delphi Financial Group, cutting an estimated $13.8M.

  • 154 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2017, down from 158 in Q2 2017.
  • Funds reported $755M of PennyMac Mortgage Investment stock for Q3 2017, down 6.6% quarter-over-quarter.
  • 14 funds opened new PennyMac Mortgage Investment positions in Q3 2017 and 18 closed out, a net change of -4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2017 was First Trust Advisors, an estimated $10M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2017 was Delphi Financial Group, an estimated $13.8M sold.

Based on aggregated 13F filings for Q3 2017.