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PMT

PennyMac Mortgage Investment
PMT

202 hedge funds and large institutions have $1.44B invested in PennyMac Mortgage Investment in 2021 Q2 according to their latest regulatory filings, with 30 funds opening new positions, 73 increasing their positions, 64 reducing their positions, and 21 closing their positions.

New
Increased
Maintained
Reduced
Closed

43% more first-time investments, than exits

New positions opened: 30 | Existing positions closed: 21

14% more repeat investments, than reductions

Existing positions increased: 73 | Existing positions reduced: 64

8% more capital invested

Capital invested by funds: $1.34B → $1.44B (+$103M)

4% more funds holding

Funds holding: 195 → 202 (+7)

0.17% more ownership

Funds ownership: 69.97% → 70.15% (+0.17%)

25% less call options, than puts

Call options by funds: $17.6M | Put options by funds: $23.4M

Holders
202
Holders Change
+7
Holders Change %
+3.59%
% of All Funds
3.52%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
30
Increased
73
Reduced
64
Closed
21
Calls
$17.6M
Puts
$23.4M
Net Calls
-$5.8M
Net Calls Change
+$4.74M

Top Buyers

Rank Fund Capital Flow
1
Goldman Sachs
Goldman Sachs
New York
+$19.4M
2
Mirae Asset Global Investments
Mirae Asset Global Investments
South Korea
+$10.6M
3
KPF
K2 Principal Fund
Ontario, Canada
+$7.66M
4
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
+$6.7M
5
Invesco
Invesco
Georgia
+$4.29M

Top Sellers

Rank Fund Capital Flow
1
American Century Companies
American Century Companies
Missouri
-$20M
2
BlackRock
BlackRock
New York
-$8.24M
3
CS
Credit Suisse
Switzerland
-$5.88M
4
California Public Employees Retirement System
California Public Employees Retirement System
California
-$3.85M
5
Bank of New York Mellon
Bank of New York Mellon
New York
-$3.31M
Name Holding Trade Value Shares
Change 		Change in
Stake
Amundi
26
Amundi
France
$8.56M +$8.12M +406,364 New
N
27
Nuveen
North Carolina
$8.52M -$901K -45,117 -10%
KPF
28
K2 Principal Fund
Ontario, Canada
$8.07M +$7.66M +383,229 New
SGCIA
29
Smith Graham & Co Investment Advisors
Texas
$7.93M -$952K -47,661 -11%
ECM
30
Evergreen Capital Management
Washington
$6.74M +$205K +10,252 +3%
PPA
31
Parametric Portfolio Associates
Washington
$6.71M +$451K +22,570 +8%
RhumbLine Advisers
32
RhumbLine Advisers
Massachusetts
$6.49M -$369K -18,484 -6%
Legal & General Group
33
Legal & General Group
United Kingdom
$6.29M -$1.39M -69,730 -19%
HF
34
HRT Financial
New York
$4.83M +$582K +29,117 +15%
KCM
35
Kennedy Capital Management
Missouri
$4.76M -$676K -33,818 -13%
Swiss National Bank
36
Swiss National Bank
Switzerland
$4.54M -$198K -9,900 -4%
Citigroup
37
Citigroup
New York
$4.48M +$3.85M +192,835 +979%
Stifel Financial
38
Stifel Financial
Missouri
$4.38M +$3.16M +158,395 +320%
Public Sector Pension Investment Board (PSP Investments)
39
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$4.22M -$96.4K -4,824 -2%
Bank of America
40
Bank of America
North Carolina
$3.93M -$2.29M -114,569 -38%
Prudential Financial
41
Prudential Financial
New Jersey
$3.3M +$875K +43,818 +39%
New York State Teachers Retirement System (NYSTRS)
42
New York State Teachers Retirement System (NYSTRS)
New York
$3.13M +$109K +5,457 +4%
Ensign Peak Advisors
43
Ensign Peak Advisors
Utah
$2.92M – – –
California State Teachers Retirement System (CalSTRS)
44
California State Teachers Retirement System (CalSTRS)
California
$2.85M -$257K -12,853 -9%
LPL Financial
45
LPL Financial
California
$2.82M +$74.5K +3,731 +3%
State of Wisconsin Investment Board
46
State of Wisconsin Investment Board
Wisconsin
$2.78M -$198K -9,900 -7%
UBS AM
47
UBS AM
Illinois
$2.52M -$11.4K -570 -0.5%
Barclays
48
Barclays
United Kingdom
$2.51M -$2.62M -131,072 -52%
New York State Common Retirement Fund
49
New York State Common Retirement Fund
New York
$2.45M +$571K +28,597 +33%
Citadel Advisors
50
Citadel Advisors
Florida
$2.44M -$1.12M -56,074 -33%
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PMT Hedge Fund Activity: Q2 2021 in Review

202 of the 5,745 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2021, worth a combined $1.44B — up 7.7% from $1.34B a quarter earlier.

Buyers outnumbered sellers: 30 funds opened new PMT positions and 21 closed out — a net gain of 9 holders — while 73 added to existing stakes and 64 trimmed.

The largest buyer was Goldman Sachs, adding an estimated $19.4M. The largest seller was American Century Companies, exiting entirely with an estimated $20M sold.

  • 202 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2021, up from 195 in Q1 2021.
  • Funds reported $1.44B of PennyMac Mortgage Investment stock for Q2 2021, up 7.7% quarter-over-quarter.
  • 30 funds opened new PennyMac Mortgage Investment positions in Q2 2021 and 21 closed out, a net change of +9 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2021 was Goldman Sachs, an estimated $19.4M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2021 was American Century Companies, an estimated $20M sold.

Based on aggregated 13F filings for Q2 2021.