We are live on ! Find out more
PMT

PennyMac Mortgage Investment

163 hedge funds and large institutions have $835M invested in PennyMac Mortgage Investment in 2018 Q2 according to their latest regulatory filings, with 19 funds opening new positions, 50 increasing their positions, 62 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

80% more call options, than puts

Call options by funds: $2.06M | Put options by funds: $1.14M

27% more first-time investments, than exits

New positions opened: 19 | Existing positions closed: 15

1% more funds holding

Funds holding: 161163 (+2)

1% more capital invested

Capital invested by funds: $830M → $835M (+$5.13M)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

3.61% less ownership

Funds ownership: 75.87%72.26% (-3.6%)

19% less repeat investments, than reductions

Existing positions increased: 50 | Existing positions reduced: 62

Holders
163
Holders Change
+2
Holders Change %
+1.24%
% of All Funds
3.73%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
19
Increased
50
Reduced
62
Closed
15
Calls
$2.06M
Puts
$1.14M
Net Calls
+$915K
Net Calls Change
+$356K
Name Holding Trade Value Shares
Change
Change in
Stake
TD Asset Management
76
TD Asset Management
Ontario, Canada
$661K +$638K +34,800 New
New York State Teachers Retirement System (NYSTRS)
77
New York State Teachers Retirement System (NYSTRS)
New York
$653K
Allianz Asset Management
78
Allianz Asset Management
Germany
$634K -$1.84M -100,587 -75%
PAM
79
Panagora Asset Management
Massachusetts
$575K -$84K -4,581 -13%
Jane Street
80
Jane Street
New York
$559K -$102K -5,557 -16%
DIM
81
DC Investments Management
Virginia
$551K -$102K -5,552 -16%
LSERS
82
Louisiana State Employees Retirement System
Louisiana
$518K +$7.33K +400 +1%
MIM
83
MetLife Investment Management
New Jersey
$508K
VOYA Investment Management
84
VOYA Investment Management
Georgia
$496K -$59.4K -3,242 -11%
TRSOTSOK
85
Teachers Retirement System of the State of Kentucky
Kentucky
$496K
AQR Capital Management
86
AQR Capital Management
Connecticut
$491K -$193K -10,547 -29%
MERSOM
87
Municipal Employees' Retirement System of Michigan
Michigan
$468K -$8.43K -460 -2%
USAA
88
United Services Automobile Association
Texas
$415K +$92.6K +5,054 +30%
AG
89
Aperio Group
California
$414K +$24.4K +1,329 +6%
MLICM
90
Metropolitan Life Insurance Company (MetLife)
New York
$382K +$30.7K +1,676 +9%
SOADOR
91
State of Alaska Department of Revenue
Alaska
$378K +$6.05K +330 +2%
Janney Montgomery Scott
92
Janney Montgomery Scott
Pennsylvania
$369K -$23.3K -1,269 -6%
O
93
OppenheimerFunds
New York
$362K -$12.5K -680 -3%
JG
94
Jefferies Group
New York
$358K -$651K -35,499 -65%
Cambridge Investment Research Advisors
95
Cambridge Investment Research Advisors
Iowa
$357K +$1.1K +60 +0.3%
CSS
96
Cubist Systematic Strategies
Connecticut
$355K +$39.4K +2,152 +13%
XK
97
Xact Kapitalforvaltning
Sweden
$350K
ECM
98
Element Capital Management
New York
$341K +$125K +6,819 +61%
RJFSA
99
Raymond James Financial Services Advisors
Florida
$340K +$328K +17,915 New
Mackenzie Financial
100
Mackenzie Financial
Ontario, Canada
$337K

PMT Hedge Fund Activity: Q2 2018 in Review

163 of the 4,368 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2018, worth a combined $835M — up 0.62% from $830M a quarter earlier.

Buyers outnumbered sellers: 19 funds opened new PMT positions and 15 closed out — a net gain of 4 holders — while 50 added to existing stakes and 62 trimmed.

The largest buyer was Invesco, adding an estimated $13.6M. The largest seller was Wolverine Asset Management, cutting an estimated $14.5M.

  • 163 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2018, up from 161 in Q1 2018.
  • Funds reported $835M of PennyMac Mortgage Investment stock for Q2 2018, up 0.62% quarter-over-quarter.
  • 19 funds opened new PennyMac Mortgage Investment positions in Q2 2018 and 15 closed out, a net change of +4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2018 was Invesco, an estimated $13.6M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2018 was Wolverine Asset Management, an estimated $14.5M sold.

Based on aggregated 13F filings for Q2 2018.