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PMT

PennyMac Mortgage Investment
PMT

191 hedge funds and large institutions have $819M invested in PennyMac Mortgage Investment in 2024 Q1 according to their latest regulatory filings, with 27 funds opening new positions, 64 increasing their positions, 66 reducing their positions, and 27 closing their positions.

New
Increased
Maintained
Reduced
Closed

0% more first-time investments, than exits

New positions opened: 27 | Existing positions closed: 27

3% less repeat investments, than reductions

Existing positions increased: 64 | Existing positions reduced: 66

1% less funds holding

Funds holding: 193 → 191 (-2)

4.1% less ownership

Funds ownership: 68.69% → 64.59% (-4.1%)

8% less capital invested

Capital invested by funds: $891M → $819M (-$72.2M)

44% less call options, than puts

Call options by funds: $5.72M | Put options by funds: $10.2M

Holders
191
Holders Change
-2
Holders Change %
-1.04%
% of All Funds
2.75%
Holding in Top 10
–
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
–
New
27
Increased
64
Reduced
66
Closed
27
Calls
$5.72M
Puts
$10.2M
Net Calls
-$4.47M
Net Calls Change
+$8.25M

Top Buyers

Rank Fund Capital Flow
1
DIA
Dana Investment Advisors
Wisconsin
+$4.35M
2
Citigroup
Citigroup
New York
+$2.89M
3
Jane Street
Jane Street
New York
+$2.51M
4
Renaissance Technologies
Renaissance Technologies
New York
+$2.23M
5
OSAM
O'Shaughnessy Asset Management
Connecticut
+$1.41M

Top Sellers

Rank Fund Capital Flow
1
VNIM
Vaughan Nelson Investment Management
Texas
-$23.5M
2
Morgan Stanley
Morgan Stanley
New York
-$19.9M
3
Natixis Advisors
Natixis Advisors
Massachusetts
-$3.77M
4
BlackRock
BlackRock
New York
-$2.78M
5
N
Nuveen
North Carolina
-$2.73M
Name Holding Trade Value Shares
Change 		Change in
Stake
AllianceBernstein
26
AllianceBernstein
Tennessee
$3.16M – – –
State of New Jersey Common Pension Fund D
27
State of New Jersey Common Pension Fund D
New Jersey
$2.96M +$217K +15,165 +8%
LPL Financial
28
LPL Financial
California
$2.69M -$17.4K -1,214 -0.7%
Prudential Financial
29
Prudential Financial
New Jersey
$2.64M +$1.08M +75,638 +73%
Renaissance Technologies
30
Renaissance Technologies
New York
$2.61M +$2.23M +155,808 +702%
Public Sector Pension Investment Board (PSP Investments)
31
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$2.61M -$35.4K -2,480 -1%
D.E. Shaw & Co
32
D.E. Shaw & Co
New York
$2.56M +$961K +67,241 +63%
T. Rowe Price Associates
33
T. Rowe Price Associates
Maryland
$2.52M -$494K -34,569 -17%
Swiss National Bank
34
Swiss National Bank
Switzerland
$2.51M – – –
CF
35
Centaurus Financial
California
$2.3M -$102K -7,153 -4%
OSAM
36
O'Shaughnessy Asset Management
Connecticut
$2.28M +$1.41M +98,500 +173%
BRWA
37
B. Riley Wealth Advisors
Florida
$2.24M -$267K -18,695 -9%
AI
38
AXS Investments
New York
$2.22M -$539K -37,731 -20%
New York State Teachers Retirement System (NYSTRS)
39
New York State Teachers Retirement System (NYSTRS)
New York
$2.1M +$225K +15,753 +12%
UBS AM
40
UBS AM
Illinois
$2.09M +$186K +13,023 +10%
Wells Fargo
41
Wells Fargo
California
$2.03M -$149K -10,401 -7%
UBS Group
42
UBS Group
Switzerland
$1.98M +$179K +12,526 +10%
Barclays
43
Barclays
United Kingdom
$1.8M -$1.52M -106,514 -47%
Tudor Investment Corp
44
Tudor Investment Corp
Connecticut
$1.69M -$115K -8,062 -7%
Qube Research & Technologies (QRT)
45
Qube Research & Technologies (QRT)
United Kingdom
$1.63M +$837K +58,543 +112%
Bank of America
46
Bank of America
North Carolina
$1.42M -$117K -8,210 -8%
Canada Life
47
Canada Life
Manitoba, Canada
$1.4M -$64.4K -4,504 -5%
CS
48
Credit Suisse
Switzerland
$1.37M – – –
Teacher Retirement System of Texas
49
Teacher Retirement System of Texas
Texas
$1.35M +$438K +30,637 +50%
California State Teachers Retirement System (CalSTRS)
50
California State Teachers Retirement System (CalSTRS)
California
$1.27M -$71.1K -4,971 -5%
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PMT Hedge Fund Activity: Q1 2024 in Review

191 of the 6,942 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2024, worth a combined $819M — down 8.1% from $891M a quarter earlier.

Fund positioning in PMT was balanced in Q1 2024: 27 funds opened new positions, 27 closed out, 64 added to existing stakes and 66 trimmed.

The largest buyer was Dana Investment Advisors, opening a new position worth an estimated $4.35M. The largest seller was Vaughan Nelson Investment Management, exiting entirely with an estimated $23.5M sold.

  • 191 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2024, down from 193 in Q4 2023.
  • Funds reported $819M of PennyMac Mortgage Investment stock for Q1 2024, down 8.1% quarter-over-quarter.
  • 27 funds opened new PennyMac Mortgage Investment positions in Q1 2024 and 27 closed out, a net change of 0 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2024 was Dana Investment Advisors, an estimated $4.35M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2024 was Vaughan Nelson Investment Management, an estimated $23.5M sold.

Based on aggregated 13F filings for Q1 2024.