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PennyMac Financial

200 hedge funds and large institutions have $2.01B invested in PennyMac Financial in 2021 Q3 according to their latest regulatory filings, with 29 funds opening new positions, 60 increasing their positions, 87 reducing their positions, and 29 closing their positions.

New
Increased
Maintained
Reduced
Closed

3.63% more ownership

Funds ownership: 49.42%53.05% (+3.6%)

0% more funds holding in top 10

Funds holding in top 10: 88 (0)

0% more first-time investments, than exits

New positions opened: 29 | Existing positions closed: 29

1% less funds holding

Funds holding: 202200 (-2)

1% less capital invested

Capital invested by funds: $2.03B → $2.01B (-$22.4M)

31% less repeat investments, than reductions

Existing positions increased: 60 | Existing positions reduced: 87

72% less call options, than puts

Call options by funds: $72.5M | Put options by funds: $261M

Holders
200
Holders Change
-2
Holders Change %
-0.99%
% of All Funds
3.5%
Holding in Top 10
8
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.14%
New
29
Increased
60
Reduced
87
Closed
29
Calls
$72.5M
Puts
$261M
Net Calls
-$188M
Net Calls Change
-$156M
Name Holding Trade Value Shares
Change
Change in
Stake
Voloridge Investment Management
26
Voloridge Investment Management
Florida
$15M -$615K -9,691 -4%
N
27
Nuveen
North Carolina
$12.9M -$6.73M -106,055 -33%
Invesco
28
Invesco
Georgia
$12.4M -$1.82M -28,726 -12%
D.E. Shaw & Co
29
D.E. Shaw & Co
New York
$11.6M +$9.67M +152,237 +407%
MWNA
30
Marshall Wace North America
New York
$11.4M -$283K -4,463 -2%
Dimensional Fund Advisors
31
Dimensional Fund Advisors
Texas
$10.6M +$10.3M +161,645 +1,422%
EH
32
EMG Holdings
Connecticut
$9.98M +$10.4M +163,267 New
Allianz Asset Management
33
Allianz Asset Management
Germany
$9.69M -$5.17M -81,358 -34%
Susquehanna International Group
34
Susquehanna International Group
Pennsylvania
$9.29M -$1.85M -29,184 -16%
Citadel Advisors
35
Citadel Advisors
Florida
$9.04M +$6.2M +97,612 +194%
WMSA
36
Weiss Multi-Strategy Advisers
New York
$8.91M +$1.81M +28,545 +24%
Jacobs Levy Equity Management
37
Jacobs Levy Equity Management
New Jersey
$8.15M +$397K +6,252 +5%
American Century Companies
38
American Century Companies
Missouri
$7.5M +$808K +12,723 +12%
Morgan Stanley
39
Morgan Stanley
New York
$7.46M -$19.6M -309,152 -72%
Swiss National Bank
40
Swiss National Bank
Switzerland
$7.21M -$260K -4,100 -3%
KHCM
41
Kettle Hill Capital Management
New York
$6.88M -$1.05M -16,500 -13%
JAM
42
Jacobs Asset Management
New York
$6.11M -$2.54M -40,000 -29%
Group One Trading
43
Group One Trading
Illinois
$5.88M +$1.51M +23,729 +33%
Fidelity Investments
44
Fidelity Investments
Massachusetts
$5.6M +$278K +4,380 +5%
Man Group
45
Man Group
United Kingdom
$5.21M +$4.34M +68,373 +405%
Bank of America
46
Bank of America
North Carolina
$5.18M +$238K +3,755 +5%
Jane Street
47
Jane Street
New York
$5.17M -$420K -6,607 -7%
Wells Fargo
48
Wells Fargo
California
$4.94M -$1.08M -16,945 -17%
Russell Investments Group
49
Russell Investments Group
United Kingdom
$4.86M -$173K -2,723 -3%
PI
50
PEAK6 Investments
Illinois
$4.51M +$2.48M +39,065 +113%

PFSI Hedge Fund Activity: Q3 2021 in Review

200 of the 5,712 institutional investors tracked by Wall St. Rank reported a position in PennyMac Financial (PFSI) for Q3 2021, worth a combined $2.01B — down 1.1% from $2.03B a quarter earlier.

Fund positioning in PFSI was balanced in Q3 2021: 29 funds opened new positions, 29 closed out, 60 added to existing stakes and 87 trimmed.

The largest buyer was K2 Principal Fund, adding an estimated $40.7M. The largest seller was Basswood Capital Management, cutting an estimated $34.5M.

  • 200 institutional investors held PennyMac Financial (PFSI) as of Q3 2021, down from 202 in Q2 2021.
  • Funds reported $2.01B of PennyMac Financial stock for Q3 2021, down 1.1% quarter-over-quarter.
  • 29 funds opened new PennyMac Financial positions in Q3 2021 and 29 closed out, a net change of 0 holders.
  • The largest PennyMac Financial buyer in Q3 2021 was K2 Principal Fund, an estimated $40.7M added.
  • The largest PennyMac Financial seller in Q3 2021 was Basswood Capital Management, an estimated $34.5M sold.

Based on aggregated 13F filings for Q3 2021.