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PMT

PennyMac Mortgage Investment
PMT

227 hedge funds and large institutions have $1.64B invested in PennyMac Mortgage Investment in 2019 Q4 according to their latest regulatory filings, with 40 funds opening new positions, 111 increasing their positions, 49 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

127% more repeat investments, than reductions

Existing positions increased: 111 | Existing positions reduced: 49

60% more first-time investments, than exits

New positions opened: 40 | Existing positions closed: 25

13% more capital invested

Capital invested by funds: $1.45B → $1.64B (+$183M)

4% more funds holding

Funds holding: 219 → 227 (+8)

1.23% less ownership

Funds ownership: 74.49% → 73.26% (-1.2%)

86% less call options, than puts

Call options by funds: $3.14M | Put options by funds: $22.2M

Holders
227
Holders Change
+8
Holders Change %
+3.65%
% of All Funds
4.47%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
40
Increased
111
Reduced
49
Closed
25
Calls
$3.14M
Puts
$22.2M
Net Calls
-$19.1M
Net Calls Change
-$19.7M

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$37M
2
Vanguard Group
Vanguard Group
Pennsylvania
+$28.5M
3
WG
Winton Group
United Kingdom
+$17M
4
Goldman Sachs
Goldman Sachs
New York
+$14.8M
5
Renaissance Technologies
Renaissance Technologies
New York
+$13.9M

Top Sellers

Rank Fund Capital Flow
1
Marshall Wace
Marshall Wace
United Kingdom
-$9.36M
2
Morgan Stanley
Morgan Stanley
New York
-$8.84M
3
UBS Group
UBS Group
Switzerland
-$8.82M
4
JP Morgan Chase
JP Morgan Chase
New York
-$6.57M
5
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$5.05M
Name Holding Trade Value Shares
Change 		Change in
Stake
PCM
51
Pinz Capital Management
New York
$4.32M +$4.38M +193,800 New
Deutsche Bank
52
Deutsche Bank
Germany
$4.08M +$32.3K +1,427 +0.8%
Swiss National Bank
53
Swiss National Bank
Switzerland
$3.75M +$115K +5,100 +3%
MWNA
54
Marshall Wace North America
New York
$3.43M +$998K +44,129 +40%
Barclays
55
Barclays
United Kingdom
$3.31M +$403K +17,807 +14%
Royal Bank of Canada
56
Royal Bank of Canada
Ontario, Canada
$3.06M +$189K +8,366 +6%
California State Teachers Retirement System (CalSTRS)
57
California State Teachers Retirement System (CalSTRS)
California
$3.06M +$47.8K +2,111 +2%
LPL Financial
58
LPL Financial
California
$3.01M +$788K +34,840 +35%
Nomura Asset Management
59
Nomura Asset Management
Japan
$2.91M +$812K +35,900 +38%
MSL
60
Mackay Shields LLC
New York
$2.81M -$2.84M -125,435 -50%
GIM
61
Greenwich Investment Management
Connecticut
$2.73M +$1.66M +73,435 +150%
Canada Life
62
Canada Life
Manitoba, Canada
$2.7M +$2.77M +122,302 New
Point72 Asset Management
63
Point72 Asset Management
Connecticut
$2.66M +$2.39M +105,800 +772%
AAMU
64
Amundi Asset Management US
Massachusetts
$2.62M +$394K +17,393 +17%
Russell Investments Group
65
Russell Investments Group
United Kingdom
$2.57M -$360K -15,906 -12%
UBS AM
66
UBS AM
Illinois
$2.27M +$892K +39,428 +63%
DCM
67
Driehaus Capital Management
Illinois
$2.27M +$2.3M +101,600 New
Comerica Bank
68
Comerica Bank
Texas
$2.26M +$270K +11,947 +14%
State of New Jersey Common Pension Fund D
69
State of New Jersey Common Pension Fund D
New Jersey
$2.16M -$168K -7,439 -7%
AQR Capital Management
70
AQR Capital Management
Connecticut
$2.03M +$1.62M +71,698 +372%
New York State Teachers Retirement System (NYSTRS)
71
New York State Teachers Retirement System (NYSTRS)
New York
$1.95M +$128K +5,667 +7%
New York State Common Retirement Fund
72
New York State Common Retirement Fund
New York
$1.83M -$183K -8,100 -9%
Ensign Peak Advisors
73
Ensign Peak Advisors
Utah
$1.8M +$1.83M +81,000 New
Mackenzie Financial
74
Mackenzie Financial
Ontario, Canada
$1.8M +$1.05M +46,497 +136%
Thrivent Financial for Lutherans
75
Thrivent Financial for Lutherans
Minnesota
$1.78M +$226K +10,005 +14%
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PMT Hedge Fund Activity: Q4 2019 in Review

227 of the 5,075 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2019, worth a combined $1.64B — up 13% from $1.45B a quarter earlier.

Buyers outnumbered sellers: 40 funds opened new PMT positions and 25 closed out — a net gain of 15 holders — while 111 added to existing stakes and 49 trimmed.

The largest buyer was BlackRock, adding an estimated $37M. The largest seller was Marshall Wace, cutting an estimated $9.36M.

  • 227 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2019, up from 219 in Q3 2019.
  • Funds reported $1.64B of PennyMac Mortgage Investment stock for Q4 2019, up 13% quarter-over-quarter.
  • 40 funds opened new PennyMac Mortgage Investment positions in Q4 2019 and 25 closed out, a net change of +15 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2019 was BlackRock, an estimated $37M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2019 was Marshall Wace, an estimated $9.36M sold.

Based on aggregated 13F filings for Q4 2019.