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PMT

PennyMac Mortgage Investment
PMT

203 hedge funds and large institutions have $871M invested in PennyMac Mortgage Investment in 2022 Q2 according to their latest regulatory filings, with 32 funds opening new positions, 47 increasing their positions, 95 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

28% more first-time investments, than exits

New positions opened: 32 | Existing positions closed: 25

2% more funds holding

Funds holding: 200 → 203 (+3)

0% more funds holding in top 10

Funds holding in top 10: 1 → 1 (0)

0.31% less ownership

Funds ownership: 68.91% → 68.6% (-0.31%)

23% less capital invested

Capital invested by funds: $1.13B → $871M (-$261M)

51% less repeat investments, than reductions

Existing positions increased: 47 | Existing positions reduced: 95

73% less call options, than puts

Call options by funds: $5.13M | Put options by funds: $19.2M

Holders
203
Holders Change
+3
Holders Change %
+1.5%
% of All Funds
3.42%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
32
Increased
47
Reduced
95
Closed
25
Calls
$5.13M
Puts
$19.2M
Net Calls
-$14.1M
Net Calls Change
-$6.12M

Top Buyers

Rank Fund Capital Flow
1
Pacer Advisors
Pacer Advisors
Pennsylvania
+$17.5M
2
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
+$7.02M
3
JP Morgan Chase
JP Morgan Chase
New York
+$6.47M
4
Morgan Stanley
Morgan Stanley
New York
+$4.65M
5
ACM
AlphaCrest Capital Management
New York
+$2.93M

Top Sellers

Rank Fund Capital Flow
1
LSV Asset Management
LSV Asset Management
Illinois
-$14.4M
2
BlackRock
BlackRock
New York
-$12M
3
Nomura Holdings
Nomura Holdings
Japan
-$11.3M
4
Goldman Sachs
Goldman Sachs
New York
-$10.1M
5
Invesco
Invesco
Georgia
-$9.26M
Name Holding Trade Value Shares
Change 		Change in
Stake
Legal & General Group
26
Legal & General Group
United Kingdom
$3.96M -$81.7K -5,352 -2%
RhumbLine Advisers
27
RhumbLine Advisers
Massachusetts
$3.72M -$60.5K -3,964 -1%
Wells Fargo
28
Wells Fargo
California
$3.58M -$1.31M -85,670 -25%
Swiss National Bank
29
Swiss National Bank
Switzerland
$3.09M -$88.5K -5,800 -3%
CF
30
Centaurus Financial
California
$3.02M +$365K +23,893 +12%
ACM
31
AlphaCrest Capital Management
New York
$2.83M +$2.93M +192,129 +1,523%
LPL Financial
32
LPL Financial
California
$2.69M +$251K +16,448 +9%
CSS
33
Cubist Systematic Strategies
Connecticut
$2.48M +$2.74M +179,712 New
Public Sector Pension Investment Board (PSP Investments)
34
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$2.35M -$105K -6,899 -4%
Millennium Management
35
Millennium Management
New York
$2.33M +$1.9M +124,728 +285%
Lazard Asset Management
36
Lazard Asset Management
New York
$2.28M +$2.49M +163,061 +9,967%
Jacobs Levy Equity Management
37
Jacobs Levy Equity Management
New Jersey
$2.17M +$2.4M +157,071 New
New York State Teachers Retirement System (NYSTRS)
38
New York State Teachers Retirement System (NYSTRS)
New York
$1.85M – – –
BNP Paribas Financial Markets
39
BNP Paribas Financial Markets
France
$1.84M +$900K +58,935 +80%
Ensign Peak Advisors
40
Ensign Peak Advisors
Utah
$1.83M – – –
AAM
41
Advisors Asset Management
Colorado
$1.72M -$15.5K -1,017 -0.8%
California State Teachers Retirement System (CalSTRS)
42
California State Teachers Retirement System (CalSTRS)
California
$1.67M -$74.5K -4,881 -4%
Royal Bank of Canada
43
Royal Bank of Canada
Ontario, Canada
$1.55M -$3.72M -243,706 -68%
Bank of America
44
Bank of America
North Carolina
$1.42M -$3.29M -215,311 -68%
WG
45
Winton Group
United Kingdom
$1.41M +$1.21M +78,984 +347%
First Trust Advisors
46
First Trust Advisors
Illinois
$1.33M -$1.83M -120,100 -55%
Canada Life
47
Canada Life
Manitoba, Canada
$1.33M +$116K +7,612 +9%
UBS AM
48
UBS AM
Illinois
$1.31M -$17.8K -1,164 -1%
Prudential Financial
49
Prudential Financial
New Jersey
$1.31M -$78.4K -5,135 -5%
Victory Capital Management
50
Victory Capital Management
Texas
$1.31M -$2.29K -150 -0.2%
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PMT Hedge Fund Activity: Q2 2022 in Review

203 of the 5,936 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2022, worth a combined $871M — down 23% from $1.13B a quarter earlier.

Buyers outnumbered sellers: 32 funds opened new PMT positions and 25 closed out — a net gain of 7 holders — while 47 added to existing stakes and 95 trimmed.

The largest buyer was Pacer Advisors, opening a new position worth an estimated $17.5M. The largest seller was LSV Asset Management, cutting an estimated $14.4M.

  • 203 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2022, up from 200 in Q1 2022.
  • Funds reported $871M of PennyMac Mortgage Investment stock for Q2 2022, down 23% quarter-over-quarter.
  • 32 funds opened new PennyMac Mortgage Investment positions in Q2 2022 and 25 closed out, a net change of +7 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2022 was Pacer Advisors, an estimated $17.5M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2022 was LSV Asset Management, an estimated $14.4M sold.

Based on aggregated 13F filings for Q2 2022.