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PMT

PennyMac Mortgage Investment

214 hedge funds and large institutions have $1.24B invested in PennyMac Mortgage Investment in 2019 Q2 according to their latest regulatory filings, with 36 funds opening new positions, 110 increasing their positions, 39 reducing their positions, and 26 closing their positions.

New
Increased
Maintained
Reduced
Closed

182% more repeat investments, than reductions

Existing positions increased: 110 | Existing positions reduced: 39

38% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 26

20% more capital invested

Capital invested by funds: $1.03B → $1.24B (+$207M)

2% more funds holding

Funds holding: 209214 (+5)

0.93% more ownership

Funds ownership: 73.44%74.37% (+0.93%)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

52% less call options, than puts

Call options by funds: $2.45M | Put options by funds: $5.13M

Holders
214
Holders Change
+5
Holders Change %
+2.39%
% of All Funds
4.65%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
36
Increased
110
Reduced
39
Closed
26
Calls
$2.45M
Puts
$5.13M
Net Calls
-$2.68M
Net Calls Change
-$3.16M
Name Holding Trade Value Shares
Change
Change in
Stake
CEP
51
Chicago Equity Partners
Illinois
$2.81M -$16K -755 -0.6%
Royal Bank of Canada
52
Royal Bank of Canada
Ontario, Canada
$2.69M +$1.6M +75,432 +157%
ASRS
53
Arizona State Retirement System
Arizona
$2.59M +$291K +13,707 +13%
California State Teachers Retirement System (CalSTRS)
54
California State Teachers Retirement System (CalSTRS)
California
$2.53M +$516K +24,308 +26%
PAM
55
Panagora Asset Management
Massachusetts
$2.38M +$1.88M +88,790 +435%
Bessemer Group
56
Bessemer Group
New Jersey
$2.35M -$12.8M -604,431 -85%
Russell Investments Group
57
Russell Investments Group
United Kingdom
$2.29M
Canada Life
58
Canada Life
Manitoba, Canada
$2.28M +$340K +16,007 +18%
AAMU
59
Amundi Asset Management US
Massachusetts
$2.18M +$2.12M +100,000 New
State Board of Administration of Florida Retirement System
60
State Board of Administration of Florida Retirement System
Florida
$2.17M
Two Sigma Advisers
61
Two Sigma Advisers
New York
$2.15M +$2.1M +98,737 New
Barclays
62
Barclays
United Kingdom
$1.93M +$15.8K +744 +0.8%
EMG
63
Ellington Management Group
Connecticut
$1.91M -$3.47M -163,571 -65%
Connor, Clark & Lunn Investment Management (CC&L)
64
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$1.91M +$1.85M +87,400 New
New York State Common Retirement Fund
65
New York State Common Retirement Fund
New York
$1.69M +$393K +18,500 +31%
Comerica Bank
66
Comerica Bank
Texas
$1.63M +$89.9K +4,235 +6%
LPL Financial
67
LPL Financial
California
$1.61M +$168K +7,934 +12%
New York State Teachers Retirement System (NYSTRS)
68
New York State Teachers Retirement System (NYSTRS)
New York
$1.58M +$539K +25,417 +54%
Schroder Investment Management Group
69
Schroder Investment Management Group
United Kingdom
$1.56M -$466K -21,972 -24%
UBS AM
70
UBS AM
Illinois
$1.51M +$357K +16,814 +32%
Stifel Financial
71
Stifel Financial
Missouri
$1.5M +$374K +17,641 +35%
Citigroup
72
Citigroup
New York
$1.45M -$22.9M -1,079,213 -94%
WG
73
Winton Group
United Kingdom
$1.39M +$263K +12,384 +24%
WT
74
Whittier Trust
California
$1.33M +$57.2K +2,694 +5%
Jennison Associates
75
Jennison Associates
New York
$1.32M -$482K -22,717 -27%

PMT Hedge Fund Activity: Q2 2019 in Review

214 of the 4,604 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2019, worth a combined $1.24B — up 20% from $1.03B a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new PMT positions and 26 closed out — a net gain of 10 holders — while 110 added to existing stakes and 39 trimmed.

The largest buyer was BlackRock, adding an estimated $36.2M. The largest seller was Citigroup, cutting an estimated $22.9M.

  • 214 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2019, up from 209 in Q1 2019.
  • Funds reported $1.24B of PennyMac Mortgage Investment stock for Q2 2019, up 20% quarter-over-quarter.
  • 36 funds opened new PennyMac Mortgage Investment positions in Q2 2019 and 26 closed out, a net change of +10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2019 was BlackRock, an estimated $36.2M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2019 was Citigroup, an estimated $22.9M sold.

Based on aggregated 13F filings for Q2 2019.