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PMT

PennyMac Mortgage Investment
PMT

219 hedge funds and large institutions have $1.45B invested in PennyMac Mortgage Investment in 2019 Q3 according to their latest regulatory filings, with 37 funds opening new positions, 106 increasing their positions, 48 reducing their positions, and 32 closing their positions.

New
Increased
Maintained
Reduced
Closed

121% more repeat investments, than reductions

Existing positions increased: 106 | Existing positions reduced: 48

68% more call options, than puts

Call options by funds: $1.47M | Put options by funds: $875K

17% more capital invested

Capital invested by funds: $1.24B → $1.45B (+$214M)

16% more first-time investments, than exits

New positions opened: 37 | Existing positions closed: 32

2% more funds holding

Funds holding: 214 → 219 (+5)

0.12% more ownership

Funds ownership: 74.37% → 74.49% (+0.12%)

100% less funds holding in top 10

Funds holding in top 10: 1 → 0 (-1)

Holders
219
Holders Change
+5
Holders Change %
+2.34%
% of All Funds
4.8%
Holding in Top 10
–
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
–
New
37
Increased
106
Reduced
48
Closed
32
Calls
$1.47M
Puts
$875K
Net Calls
+$598K
Net Calls Change
+$3.27M

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$42.4M
2
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
+$39.8M
3
Vanguard Group
Vanguard Group
Pennsylvania
+$28.2M
4
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
+$16.7M
5
CCP
Clough Capital Partners
Massachusetts
+$12.3M

Top Sellers

Rank Fund Capital Flow
1
TIM
Thornburg Investment Management
New Mexico
-$7.74M
2
Two Sigma Investments
Two Sigma Investments
New York
-$7.52M
3
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$6.9M
4
Blackstone Inc
Blackstone Inc
New York
-$5.46M
5
MAM
Martingale Asset Management
Massachusetts
-$5.23M
Name Holding Trade Value Shares
Change 		Change in
Stake
Jennison Associates
226
Jennison Associates
New York
– -$1.32M -60,380 Closed
LCM
227
Laurion Capital Management
New York
– -$1.31M -60,114 Closed
YMRC
228
Yorktown Management & Research Company
Virginia
– -$1.03M -47,000 Closed
6M
229
6 Meridian
Kansas
– -$774K -35,460 Closed
EGPO
230
EnTrust Global Partners Offshore
New York
– -$771K -35,300 Closed
IUHSA
231
Itau Unibanco Holding S.A.
Brazil
– -$759K -34,759 Closed
SGI
232
Summit Global Investments
Utah
– -$755K -34,600 Closed
Balyasny Asset Management
233
Balyasny Asset Management
Illinois
– -$629K -28,805 Closed
AG
234
AlphaSimPlex Group
Massachusetts
– -$625K -28,612 Closed
HighTower Advisors
235
HighTower Advisors
Illinois
– -$611K -27,934 Closed
VF
236
Virtu Financial
New York
– -$517K -23,665 Closed
ZCM
237
Zebra Capital Management
Connecticut
– -$395K -18,090 Closed
FRM
238
Fox Run Management
Connecticut
– -$332K -15,197 Closed
ECM
239
ExodusPoint Capital Management
New York
– -$301K -13,771 Closed
BCM
240
Bayesian Capital Management
New York
– -$297K -13,600 Closed
Jane Street
241
Jane Street
New York
– -$209K -9,589 Closed
ADEF
242
Adams Diversified Equity Fund
Maryland
– -$142K -6,500 Closed
VFA
243
Valeo Financial Advisors
Indiana
– -$45K -2,045 Closed
ESB
244
Essex Savings Bank
Connecticut
– -$44K -2,000 Closed
CFGS
245
Concourse Financial Group Securities
Alabama
– -$22.1K -1,000 Closed
Northwestern Mutual Wealth Management
246
Northwestern Mutual Wealth Management
Wisconsin
– -$22K -1,000 Closed
SIS
247
Sound Income Strategies
Florida
– -$22K -1,000 Closed
Parallax Volatility Advisers
248
Parallax Volatility Advisers
California
– -$9K -400 Closed
YWP
249
YorkBridge Wealth Partners
New York
– -$9K -400 Closed
OSAM
250
O'Shaughnessy Asset Management
Connecticut
– -$1K -59 Closed
7 8 9
10
11

PMT Hedge Fund Activity: Q3 2019 in Review

219 of the 4,560 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2019, worth a combined $1.45B — up 17% from $1.24B a quarter earlier.

Buyers outnumbered sellers: 37 funds opened new PMT positions and 32 closed out — a net gain of 5 holders — while 106 added to existing stakes and 48 trimmed.

The largest buyer was BlackRock, adding an estimated $42.4M. The largest seller was Thornburg Investment Management, cutting an estimated $7.74M.

  • 219 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2019, up from 214 in Q2 2019.
  • Funds reported $1.45B of PennyMac Mortgage Investment stock for Q3 2019, up 17% quarter-over-quarter.
  • 37 funds opened new PennyMac Mortgage Investment positions in Q3 2019 and 32 closed out, a net change of +5 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2019 was BlackRock, an estimated $42.4M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2019 was Thornburg Investment Management, an estimated $7.74M sold.

Based on aggregated 13F filings for Q3 2019.