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PMT

PennyMac Mortgage Investment
PMT

227 hedge funds and large institutions have $1.64B invested in PennyMac Mortgage Investment in 2019 Q4 according to their latest regulatory filings, with 40 funds opening new positions, 111 increasing their positions, 49 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

127% more repeat investments, than reductions

Existing positions increased: 111 | Existing positions reduced: 49

60% more first-time investments, than exits

New positions opened: 40 | Existing positions closed: 25

13% more capital invested

Capital invested by funds: $1.45B → $1.64B (+$183M)

4% more funds holding

Funds holding: 219 → 227 (+8)

1.23% less ownership

Funds ownership: 74.49% → 73.26% (-1.2%)

86% less call options, than puts

Call options by funds: $3.14M | Put options by funds: $22.2M

Holders
227
Holders Change
+8
Holders Change %
+3.65%
% of All Funds
4.47%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
40
Increased
111
Reduced
49
Closed
25
Calls
$3.14M
Puts
$22.2M
Net Calls
-$19.1M
Net Calls Change
-$19.7M

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$37M
2
Vanguard Group
Vanguard Group
Pennsylvania
+$28.5M
3
WG
Winton Group
United Kingdom
+$17M
4
Goldman Sachs
Goldman Sachs
New York
+$14.8M
5
Renaissance Technologies
Renaissance Technologies
New York
+$13.9M

Top Sellers

Rank Fund Capital Flow
1
Marshall Wace
Marshall Wace
United Kingdom
-$9.36M
2
Morgan Stanley
Morgan Stanley
New York
-$8.84M
3
UBS Group
UBS Group
Switzerland
-$8.82M
4
JP Morgan Chase
JP Morgan Chase
New York
-$6.57M
5
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$5.05M
Name Holding Trade Value Shares
Change 		Change in
Stake
ZIM
76
Zacks Investment Management
Illinois
$1.76M -$103K -4,550 -5%
VRS
77
Virginia Retirement Systems
Virginia
$1.73M -$90.5K -4,000 -5%
Capital Fund Management (CFM)
78
Capital Fund Management (CFM)
France
$1.69M +$1.71M +75,671 New
LCM
79
LDR Capital Management
New York
$1.67M +$1.7M +75,000 New
Schroder Investment Management Group
80
Schroder Investment Management Group
United Kingdom
$1.67M – – –
SOADOR
81
State of Alaska Department of Revenue
Alaska
$1.64M +$137K +6,054 +9%
CEP
82
Chicago Equity Partners
Illinois
$1.59M -$982K -43,390 -38%
Citadel Advisors
83
Citadel Advisors
Florida
$1.58M -$3.82M -168,919 -70%
OAM
84
Orinda Asset Management
California
$1.56M +$1.58M +70,000 New
SC
85
Scotia Capital
Ontario, Canada
$1.55M +$1.33M +58,702 +556%
TPSF
86
Texas Permanent School Fund
Texas
$1.53M +$198K +8,754 +15%
Nisa Investment Advisors
87
Nisa Investment Advisors
Missouri
$1.51M +$105K +4,639 +7%
ASRS
88
Arizona State Retirement System
Arizona
$1.49M -$825K -36,457 -35%
AIG
89
American International Group
New York
$1.47M +$32.8K +1,451 +2%
CSS
90
Cubist Systematic Strategies
Connecticut
$1.43M -$122K -5,409 -8%
Balyasny Asset Management
91
Balyasny Asset Management
Illinois
$1.41M +$1.43M +63,202 New
WT
92
Whittier Trust
California
$1.4M +$32.8K +1,448 +2%
State of Tennessee, Department of Treasury
93
State of Tennessee, Department of Treasury
Tennessee
$1.36M +$36.4K +1,609 +3%
WAM
94
Wolverine Asset Management
Illinois
$1.32M +$1.34M +59,444 New
Victory Capital Management
95
Victory Capital Management
Texas
$1.3M +$556K +24,555 +73%
3C
96
361 Capital
Colorado
$1.22M +$1.24M +54,785 New
CCIA
97
Campbell & Co Investment Adviser
Maryland
$1.22M +$904K +39,969 +271%
IA
98
IndexIQ Advisors
New York
$1.2M +$54K +2,386 +5%
State Board of Administration of Florida Retirement System
99
State Board of Administration of Florida Retirement System
Florida
$1.17M – – –
Citigroup
100
Citigroup
New York
$1.15M -$342K -15,125 -23%
2 3
4
5 6

PMT Hedge Fund Activity: Q4 2019 in Review

227 of the 5,075 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2019, worth a combined $1.64B — up 13% from $1.45B a quarter earlier.

Buyers outnumbered sellers: 40 funds opened new PMT positions and 25 closed out — a net gain of 15 holders — while 111 added to existing stakes and 49 trimmed.

The largest buyer was BlackRock, adding an estimated $37M. The largest seller was Marshall Wace, cutting an estimated $9.36M.

  • 227 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2019, up from 219 in Q3 2019.
  • Funds reported $1.64B of PennyMac Mortgage Investment stock for Q4 2019, up 13% quarter-over-quarter.
  • 40 funds opened new PennyMac Mortgage Investment positions in Q4 2019 and 25 closed out, a net change of +15 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2019 was BlackRock, an estimated $37M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2019 was Marshall Wace, an estimated $9.36M sold.

Based on aggregated 13F filings for Q4 2019.