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PMT

PennyMac Mortgage Investment

195 hedge funds and large institutions have $1.34B invested in PennyMac Mortgage Investment in 2021 Q1 according to their latest regulatory filings, with 25 funds opening new positions, 57 increasing their positions, 85 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed

7% more capital invested

Capital invested by funds: $1.26B → $1.34B (+$83.4M)

2.33% less ownership

Funds ownership: 72.3%69.97% (-2.3%)

5% less funds holding

Funds holding: 206195 (-11)

29% less first-time investments, than exits

New positions opened: 25 | Existing positions closed: 35

33% less repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 85

44% less call options, than puts

Call options by funds: $13.2M | Put options by funds: $23.7M

Holders
195
Holders Change
-11
Holders Change %
-5.34%
% of All Funds
3.42%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
25
Increased
57
Reduced
85
Closed
35
Calls
$13.2M
Puts
$23.7M
Net Calls
-$10.5M
Net Calls Change
-$9.99M
Name Holding Trade Value Shares
Change
Change in
Stake
SGCIA
26
Smith Graham & Co Investment Advisors
Texas
$8.32M +$717K +38,691 +10%
Invesco
27
Invesco
Georgia
$8.11M -$60.7K -3,273 -0.8%
Legal & General Group
28
Legal & General Group
United Kingdom
$7.22M +$230K +12,405 +3%
Wells Fargo
29
Wells Fargo
California
$6.72M -$1.08M -58,104 -14%
RhumbLine Advisers
30
RhumbLine Advisers
Massachusetts
$6.4M -$89.8K -4,843 -1%
ECM
31
Evergreen Capital Management
Washington
$6.07M +$5.74M +309,789 New
Bank of America
32
Bank of America
North Carolina
$5.9M +$2.19M +118,247 +65%
PPA
33
Parametric Portfolio Associates
Washington
$5.8M -$77.6K -4,188 -1%
KCM
34
Kennedy Capital Management
Missouri
$5.09M -$145K -7,835 -3%
Barclays
35
Barclays
United Kingdom
$4.91M +$376K +20,301 +9%
Renaissance Technologies
36
Renaissance Technologies
New York
$4.86M -$4.71M -253,800 -51%
Swiss National Bank
37
Swiss National Bank
Switzerland
$4.42M +$22.2K +1,200 +0.5%
Balyasny Asset Management
38
Balyasny Asset Management
Illinois
$4.14M +$2.57M +138,732 +191%
Susquehanna International Group
39
Susquehanna International Group
Pennsylvania
$4.06M -$236K -12,751 -6%
Public Sector Pension Investment Board (PSP Investments)
40
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$4.02M -$2.01M -108,376 -35%
HF
41
HRT Financial
New York
$3.93M +$1.83M +98,462 +97%
California Public Employees Retirement System
42
California Public Employees Retirement System
California
$3.85M -$650K -35,082 -15%
Royal Bank of Canada
43
Royal Bank of Canada
Ontario, Canada
$3.76M -$1.3M -70,121 -27%
Citadel Advisors
44
Citadel Advisors
Florida
$3.37M -$17M -917,269 -84%
California State Teachers Retirement System (CalSTRS)
45
California State Teachers Retirement System (CalSTRS)
California
$2.9M -$8.27K -446 -0.3%
New York State Teachers Retirement System (NYSTRS)
46
New York State Teachers Retirement System (NYSTRS)
New York
$2.8M +$48.4K +2,611 +2%
State of Wisconsin Investment Board
47
State of Wisconsin Investment Board
Wisconsin
$2.78M -$14.8K -800 -0.6%
Ensign Peak Advisors
48
Ensign Peak Advisors
Utah
$2.71M
LPL Financial
49
LPL Financial
California
$2.55M -$527K -28,422 -18%
UBS AM
50
UBS AM
Illinois
$2.35M +$94.5K +5,095 +4%

PMT Hedge Fund Activity: Q1 2021 in Review

195 of the 5,695 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2021, worth a combined $1.34B — up 6.6% from $1.26B a quarter earlier.

Sellers outnumbered buyers: 35 funds closed out of PMT and 25 opened new positions — a net loss of 10 holders — while 85 trimmed existing stakes and 57 added.

The largest buyer was Nomura Holdings, adding an estimated $28.4M. The largest seller was D.E. Shaw & Co, cutting an estimated $26.8M.

  • 195 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2021, down from 206 in Q4 2020.
  • Funds reported $1.34B of PennyMac Mortgage Investment stock for Q1 2021, up 6.6% quarter-over-quarter.
  • 25 funds opened new PennyMac Mortgage Investment positions in Q1 2021 and 35 closed out, a net change of -10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2021 was Nomura Holdings, an estimated $28.4M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2021 was D.E. Shaw & Co, an estimated $26.8M sold.

Based on aggregated 13F filings for Q1 2021.