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PMT

PennyMac Mortgage Investment

219 hedge funds and large institutions have $1.45B invested in PennyMac Mortgage Investment in 2019 Q3 according to their latest regulatory filings, with 37 funds opening new positions, 106 increasing their positions, 48 reducing their positions, and 32 closing their positions.

New
Increased
Maintained
Reduced
Closed

121% more repeat investments, than reductions

Existing positions increased: 106 | Existing positions reduced: 48

68% more call options, than puts

Call options by funds: $1.47M | Put options by funds: $875K

17% more capital invested

Capital invested by funds: $1.24B → $1.45B (+$214M)

16% more first-time investments, than exits

New positions opened: 37 | Existing positions closed: 32

2% more funds holding

Funds holding: 214219 (+5)

0.12% more ownership

Funds ownership: 74.37%74.49% (+0.12%)

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
219
Holders Change
+5
Holders Change %
+2.34%
% of All Funds
4.8%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
37
Increased
106
Reduced
48
Closed
32
Calls
$1.47M
Puts
$875K
Net Calls
+$598K
Net Calls Change
+$3.27M
Name Holding Trade Value Shares
Change
Change in
Stake
SOADOR
76
State of Alaska Department of Revenue
Alaska
$1.5M +$914K +41,439 +159%
Citigroup
77
Citigroup
New York
$1.48M +$7.43K +337 +0.5%
Arrowstreet Capital
78
Arrowstreet Capital
Massachusetts
$1.45M -$3.74M -169,616 -72%
ICA
79
Infrastructure Capital Advisors
New York
$1.44M +$1.43M +64,638 New
AIG
80
American International Group
New York
$1.43M +$170K +7,723 +14%
Nisa Investment Advisors
81
Nisa Investment Advisors
Missouri
$1.4M +$125K +5,667 +10%
UBS AM
82
UBS AM
Illinois
$1.39M -$151K -6,851 -10%
WT
83
Whittier Trust
California
$1.37M +$14.6K +661 +1%
TPSF
84
Texas Permanent School Fund
Texas
$1.33M +$174K +7,906 +15%
State of Tennessee, Department of Treasury
85
State of Tennessee, Department of Treasury
Tennessee
$1.32M +$238K +10,815 +22%
PI
86
PineBridge Investments
New York
$1.28M +$1.17M +52,993 +1,202%
Holocene Advisors
87
Holocene Advisors
New York
$1.25M +$1.25M +56,466 New
SG Americas Securities
88
SG Americas Securities
New York
$1.24M +$1.23M +55,819 New
State Board of Administration of Florida Retirement System
89
State Board of Administration of Florida Retirement System
Florida
$1.17M -$1.03M -46,836 -47%
IA
90
IndexIQ Advisors
New York
$1.14M +$76.9K +3,486 +7%
LTFS
91
Ladenburg Thalmann Financial Services
Florida
$1.12M +$78.2K +3,545 +8%
CAM
92
ClariVest Asset Management
California
$1.09M +$1.09M +49,240 New
GIM
93
Greenwich Investment Management
Connecticut
$1.09M +$1.08M +48,925 New
GCP
94
GSA Capital Partners
United Kingdom
$1.07M +$611K +27,719 +135%
GC
95
Guggenheim Capital
Illinois
$1.05M +$27.3K +1,236 +3%
SAM
96
Shell Asset Management
Netherlands
$1.04M -$8.89K -403 -0.9%
CIBC World Market
97
CIBC World Market
Ontario, Canada
$1.04M -$5.27K -239 -0.5%
Manulife (Manufacturers Life Insurance)
98
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$1.04M +$35.4K +1,605 +4%
QC
99
Quadrature Capital
United Kingdom
$896K +$345K +15,657 +64%
SWP
100
Stratos Wealth Partners
Ohio
$893K +$113K +5,115 +15%

PMT Hedge Fund Activity: Q3 2019 in Review

219 of the 4,560 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2019, worth a combined $1.45B — up 17% from $1.24B a quarter earlier.

Buyers outnumbered sellers: 37 funds opened new PMT positions and 32 closed out — a net gain of 5 holders — while 106 added to existing stakes and 48 trimmed.

The largest buyer was BlackRock, adding an estimated $42.4M. The largest seller was Thornburg Investment Management, cutting an estimated $7.74M.

  • 219 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2019, up from 214 in Q2 2019.
  • Funds reported $1.45B of PennyMac Mortgage Investment stock for Q3 2019, up 17% quarter-over-quarter.
  • 37 funds opened new PennyMac Mortgage Investment positions in Q3 2019 and 32 closed out, a net change of +5 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2019 was BlackRock, an estimated $42.4M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2019 was Thornburg Investment Management, an estimated $7.74M sold.

Based on aggregated 13F filings for Q3 2019.