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PMT

PennyMac Mortgage Investment

195 hedge funds and large institutions have $1.34B invested in PennyMac Mortgage Investment in 2021 Q1 according to their latest regulatory filings, with 25 funds opening new positions, 57 increasing their positions, 85 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed

7% more capital invested

Capital invested by funds: $1.26B → $1.34B (+$83.4M)

2.33% less ownership

Funds ownership: 72.3%69.97% (-2.3%)

5% less funds holding

Funds holding: 206195 (-11)

29% less first-time investments, than exits

New positions opened: 25 | Existing positions closed: 35

33% less repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 85

44% less call options, than puts

Call options by funds: $13.2M | Put options by funds: $23.7M

Holders
195
Holders Change
-11
Holders Change %
-5.34%
% of All Funds
3.42%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
25
Increased
57
Reduced
85
Closed
35
Calls
$13.2M
Puts
$23.7M
Net Calls
-$10.5M
Net Calls Change
-$9.99M
Name Holding Trade Value Shares
Change
Change in
Stake
Thrivent Financial for Lutherans
51
Thrivent Financial for Lutherans
Minnesota
$2.33M +$692K +37,311 +46%
Prudential Financial
52
Prudential Financial
New Jersey
$2.21M -$10.7K -578 -0.5%
Victory Capital Management
53
Victory Capital Management
Texas
$2M -$101K -5,443 -5%
Nomura Asset Management
54
Nomura Asset Management
Japan
$2M -$212K -11,420 -10%
Comerica Bank
55
Comerica Bank
Texas
$1.95M -$109K -5,904 -6%
VOYA Investment Management
56
VOYA Investment Management
Georgia
$1.79M +$174K +9,373 +11%
Deutsche Bank
57
Deutsche Bank
Germany
$1.78M -$43K -2,317 -2%
New York State Common Retirement Fund
58
New York State Common Retirement Fund
New York
$1.72M -$68.6K -3,700 -4%
Canada Life
59
Canada Life
Manitoba, Canada
$1.72M -$188K -10,127 -10%
WT
60
Whittier Trust
California
$1.54M +$132K +7,112 +10%
COPPSERS
61
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$1.48M -$19K -1,024 -1%
TPSF
62
Texas Permanent School Fund
Texas
$1.43M -$115K -6,180 -8%
BNP Paribas Financial Markets
63
BNP Paribas Financial Markets
France
$1.36M +$493K +26,612 +62%
SOADOR
64
State of Alaska Department of Revenue
Alaska
$1.3M -$198K -10,690 -14%
Two Sigma Advisers
65
Two Sigma Advisers
New York
$1.29M -$5.3M -285,700 -81%
CSS
66
Cubist Systematic Strategies
Connecticut
$1.27M -$862K -46,521 -42%
Los Angeles Capital Management
67
Los Angeles Capital Management
California
$1.21M -$18.6K -1,005 -2%
MSL
68
Mackay Shields LLC
New York
$1.19M -$1.57M -84,900 -58%
Federated Hermes
69
Federated Hermes
Pennsylvania
$1.15M -$958K -51,665 -47%
State of Tennessee, Department of Treasury
70
State of Tennessee, Department of Treasury
Tennessee
$1.13M -$64.8K -3,494 -6%
DA
71
Duality Advisers
Florida
$1.09M +$1.04M +55,863 New
WAM
72
Wolverine Asset Management
Illinois
$1.09M -$449K -24,208 -30%
Manulife (Manufacturers Life Insurance)
73
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$1.06M -$79.9K -4,310 -7%
RJA
74
Raymond James & Associates
Florida
$1.02M -$2.43K -131 -0.3%
Stifel Financial
75
Stifel Financial
Missouri
$972K +$36K +1,941 +4%

PMT Hedge Fund Activity: Q1 2021 in Review

195 of the 5,695 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2021, worth a combined $1.34B — up 6.6% from $1.26B a quarter earlier.

Sellers outnumbered buyers: 35 funds closed out of PMT and 25 opened new positions — a net loss of 10 holders — while 85 trimmed existing stakes and 57 added.

The largest buyer was Nomura Holdings, adding an estimated $28.4M. The largest seller was D.E. Shaw & Co, cutting an estimated $26.8M.

  • 195 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2021, down from 206 in Q4 2020.
  • Funds reported $1.34B of PennyMac Mortgage Investment stock for Q1 2021, up 6.6% quarter-over-quarter.
  • 25 funds opened new PennyMac Mortgage Investment positions in Q1 2021 and 35 closed out, a net change of -10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2021 was Nomura Holdings, an estimated $28.4M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2021 was D.E. Shaw & Co, an estimated $26.8M sold.

Based on aggregated 13F filings for Q1 2021.