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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
UBS AM
51
UBS AM
Illinois
$4.27M +$256K +4,030 +6%
AQR Capital Management
52
AQR Capital Management
Connecticut
$4.08M -$164K -2,581 -4%
First Trust Advisors
53
First Trust Advisors
Illinois
$3.95M -$1.92M -30,251 -32%
HF
54
HRT Financial
New York
$3.85M +$2.95M +46,507 +283%
California State Teachers Retirement System (CalSTRS)
55
California State Teachers Retirement System (CalSTRS)
California
$3.76M +$818K +12,881 +26%
PPA
56
Parametric Portfolio Associates
Washington
$3.73M +$438K +6,896 +13%
CSS
57
Cubist Systematic Strategies
Connecticut
$3.61M +$2.39M +37,583 +175%
SC
58
Sovarnum Capital
New York
$3.55M -$1.63M -25,700 -31%
Prudential Financial
59
Prudential Financial
New Jersey
$3.54M -$1.9M -29,968 -34%
LSV Asset Management
60
LSV Asset Management
Illinois
$3.49M +$1.9M +29,912 +110%
Arrowstreet Capital
61
Arrowstreet Capital
Massachusetts
$3.44M +$3.57M +56,200 New
DA
62
Denali Advisors
California
$3.04M -$184K -2,900 -6%
RhumbLine Advisers
63
RhumbLine Advisers
Massachusetts
$2.91M -$310K -4,886 -9%
NIG
64
NFJ Investment Group
Texas
$2.87M -$337K -5,300 -10%
EOJOAM
65
E. Ohman J:or Asset Management
Sweden
$2.82M
HAI
66
Hennessy Advisors Inc
California
$2.77M -$95.2K -1,500 -3%
CS
67
Credit Suisse
Switzerland
$2.77M +$112K +1,766 +4%
DCM
68
Dupont Capital Management
Delaware
$2.67M +$448K +7,049 +19%
TD Asset Management
69
TD Asset Management
Ontario, Canada
$2.66M -$41.1K -648 -1%
New York State Common Retirement Fund
70
New York State Common Retirement Fund
New York
$2.62M -$340K -5,348 -11%
FM
71
Foster & Motley
Ohio
$2.61M -$177K -2,783 -6%
ACM
72
AlphaCrest Capital Management
New York
$2.55M +$2.65M +41,787 New
DTL
73
Dynamic Technology Lab
Singapore
$2.5M +$2.6M +40,927 New
State of New Jersey Common Pension Fund D
74
State of New Jersey Common Pension Fund D
New Jersey
$2.43M -$71.4K -1,124 -3%
Tudor Investment Corp
75
Tudor Investment Corp
Connecticut
$2.37M +$2.46M +38,695 New

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.