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.
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
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Pacer Advisors
Malvern,
Pennsylvania
|
+$17.5M |
| 2 |
T. Rowe Price Associates
Baltimore,
Maryland
|
+$7.02M |
| 3 |
JP Morgan Chase
New York
|
+$6.47M |
| 4 |
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
Chicago,
Illinois
|
-$14.4M |
| 2 |
BlackRock
New York
|
-$12M |
| 3 |
Nomura Holdings
Tokyo,
Japan
|
-$11.3M |
| 4 |
Goldman Sachs
New York
|
-$10.1M |
| 5 |
Invesco
Atlanta,
Georgia
|
-$9.26M |
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.