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PMT

PennyMac Mortgage Investment

176 hedge funds and large institutions have $793M invested in PennyMac Mortgage Investment in 2023 Q2 according to their latest regulatory filings, with 22 funds opening new positions, 54 increasing their positions, 69 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed

6% more capital invested

Capital invested by funds: $751M → $793M (+$42.1M)

1.3% less ownership

Funds ownership: 68.47%67.17% (-1.3%)

5% less funds holding

Funds holding: 186176 (-10)

22% less repeat investments, than reductions

Existing positions increased: 54 | Existing positions reduced: 69

23% less call options, than puts

Call options by funds: $6.82M | Put options by funds: $8.86M

29% less first-time investments, than exits

New positions opened: 22 | Existing positions closed: 31

Holders
176
Holders Change
-10
Holders Change %
-5.38%
% of All Funds
2.76%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
22
Increased
54
Reduced
69
Closed
31
Calls
$6.82M
Puts
$8.86M
Net Calls
-$2.04M
Net Calls Change
+$1.76M
Name Holding Trade Value Shares
Change
Change in
Stake
Victory Capital Management
51
Victory Capital Management
Texas
$1.01M +$744K +60,796 +425%
VOYA Investment Management
52
VOYA Investment Management
Georgia
$963K +$223K +18,233 +34%
Ensign Peak Advisors
53
Ensign Peak Advisors
Utah
$948K
Commonwealth Equity Services
54
Commonwealth Equity Services
Massachusetts
$933K +$327K +26,743 +63%
Teacher Retirement System of Texas
55
Teacher Retirement System of Texas
Texas
$922K +$52.6K +4,303 +7%
Citigroup
56
Citigroup
New York
$860K -$1.49M -122,037 -66%
Millennium Management
57
Millennium Management
New York
$800K +$242K +19,751 +50%
SOADOR
58
State of Alaska Department of Revenue
Alaska
$776K -$40.2K -3,286 -5%
UBS Group
59
UBS Group
Switzerland
$761K -$66.9K -5,470 -9%
PCM
60
Penserra Capital Management
California
$730K +$159K +13,012 +32%
Nisa Investment Advisors
61
Nisa Investment Advisors
Missouri
$709K +$60.4K +4,941 +10%
State of Tennessee, Department of Treasury
62
State of Tennessee, Department of Treasury
Tennessee
$708K +$6.65K +544 +1%
RJA
63
Raymond James & Associates
Florida
$659K +$52.5K +4,294 +10%
Barclays
64
Barclays
United Kingdom
$655K -$121K -9,874 -17%
CM
65
Capula Management
Cayman Islands
$650K +$590K +48,200 New
Franklin Resources
66
Franklin Resources
California
$645K +$585K +47,816 New
AIG
67
American International Group
New York
$639K -$13.9K -1,140 -2%
GCP
68
GSA Capital Partners
United Kingdom
$637K +$578K +47,251 New
MIM
69
MetLife Investment Management
New Jersey
$627K
YCM
70
Yousif Capital Management
Michigan
$626K -$49.3K -4,028 -8%
GIM
71
Greenwich Investment Management
Connecticut
$625K -$5.38K -440 -0.9%
LSERS
72
Louisiana State Employees Retirement System
Louisiana
$620K +$55K +4,500 +11%
Susquehanna International Group
73
Susquehanna International Group
Pennsylvania
$566K -$345K -28,231 -40%
Janus Henderson Group
74
Janus Henderson Group
United Kingdom
$558K -$685 -56 -0.1%
DA
75
Duality Advisers
Florida
$543K +$493K +40,285 New

PMT Hedge Fund Activity: Q2 2023 in Review

176 of the 6,369 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2023, worth a combined $793M — up 5.6% from $751M a quarter earlier.

Sellers outnumbered buyers: 31 funds closed out of PMT and 22 opened new positions — a net loss of 9 holders — while 69 trimmed existing stakes and 54 added.

The largest buyer was JP Morgan Chase, adding an estimated $11.1M. The largest seller was Goldman Sachs, cutting an estimated $9.18M.

  • 176 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2023, down from 186 in Q1 2023.
  • Funds reported $793M of PennyMac Mortgage Investment stock for Q2 2023, up 5.6% quarter-over-quarter.
  • 22 funds opened new PennyMac Mortgage Investment positions in Q2 2023 and 31 closed out, a net change of -9 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2023 was JP Morgan Chase, an estimated $11.1M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2023 was Goldman Sachs, an estimated $9.18M sold.

Based on aggregated 13F filings for Q2 2023.