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PMT

PennyMac Mortgage Investment

195 hedge funds and large institutions have $1.34B invested in PennyMac Mortgage Investment in 2021 Q1 according to their latest regulatory filings, with 25 funds opening new positions, 57 increasing their positions, 85 reducing their positions, and 35 closing their positions.

New
Increased
Maintained
Reduced
Closed

7% more capital invested

Capital invested by funds: $1.26B → $1.34B (+$83.4M)

2.33% less ownership

Funds ownership: 72.3%69.97% (-2.3%)

5% less funds holding

Funds holding: 206195 (-11)

29% less first-time investments, than exits

New positions opened: 25 | Existing positions closed: 35

33% less repeat investments, than reductions

Existing positions increased: 57 | Existing positions reduced: 85

44% less call options, than puts

Call options by funds: $13.2M | Put options by funds: $23.7M

Holders
195
Holders Change
-11
Holders Change %
-5.34%
% of All Funds
3.42%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
25
Increased
57
Reduced
85
Closed
35
Calls
$13.2M
Puts
$23.7M
Net Calls
-$10.5M
Net Calls Change
-$9.99M
Name Holding Trade Value Shares
Change
Change in
Stake
AQR Capital Management
76
AQR Capital Management
Connecticut
$912K
SEI Investments
77
SEI Investments
Pennsylvania
$912K +$629K +33,915 +268%
Osaic Holdings
78
Osaic Holdings
Arizona
$898K -$56K -3,022 -6%
LSERS
79
Louisiana State Employees Retirement System
Louisiana
$872K -$18.5K -1,000 -2%
HWAM
80
Hennion & Walsh Asset Management
New Jersey
$870K +$823K +44,405 New
State Board of Administration of Florida Retirement System
81
State Board of Administration of Florida Retirement System
Florida
$862K -$90.3K -4,870 -10%
Jane Street
82
Jane Street
New York
$834K +$411K +22,186 +109%
OPERF
83
Oregon Public Employees Retirement Fund
Oregon
$801K +$14.8K +800 +2%
IA
84
IndexIQ Advisors
New York
$744K +$48.2K +2,598 +7%
MIM
85
MetLife Investment Management
New Jersey
$727K -$113K -6,088 -14%
AWM
86
Apollon Wealth Management
South Carolina
$721K +$682K +36,801 New
CRC
87
Curi RMB Capital
Illinois
$716K
Russell Investments Group
88
Russell Investments Group
United Kingdom
$699K +$144K +7,775 +28%
WTC
89
WhitTier Trust Company
Nevada
$641K +$60.6K +3,268 +11%
CF
90
Centaurus Financial
California
$638K +$116K +6,280 +24%
PNC Financial Services Group
91
PNC Financial Services Group
Pennsylvania
$625K +$488K +26,321 +474%
SAM
92
Shell Asset Management
Netherlands
$612K -$3.52K -190 -0.6%
ProShare Advisors
93
ProShare Advisors
Maryland
$571K +$102K +5,509 +23%
FM
94
Family Management
New York
$566K -$150K -8,115 -22%
ASRS
95
Arizona State Retirement System
Arizona
$564K -$593 -32 -0.1%
CA
96
Cetera Advisors
Colorado
$564K +$534K +28,800 New
MLICM
97
Metropolitan Life Insurance Company (MetLife)
New York
$564K -$33K -1,779 -6%
Skandinaviska Enskilda Banken (SEB)
98
Skandinaviska Enskilda Banken (SEB)
Sweden
$563K -$230K -12,400 -30%
D.E. Shaw & Co
99
D.E. Shaw & Co
New York
$561K -$26.8M -1,447,169 -98%
BFM
100
Boothbay Fund Management
New York
$559K +$529K +28,542 New

PMT Hedge Fund Activity: Q1 2021 in Review

195 of the 5,695 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2021, worth a combined $1.34B — up 6.6% from $1.26B a quarter earlier.

Sellers outnumbered buyers: 35 funds closed out of PMT and 25 opened new positions — a net loss of 10 holders — while 85 trimmed existing stakes and 57 added.

The largest buyer was Nomura Holdings, adding an estimated $28.4M. The largest seller was D.E. Shaw & Co, cutting an estimated $26.8M.

  • 195 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2021, down from 206 in Q4 2020.
  • Funds reported $1.34B of PennyMac Mortgage Investment stock for Q1 2021, up 6.6% quarter-over-quarter.
  • 25 funds opened new PennyMac Mortgage Investment positions in Q1 2021 and 35 closed out, a net change of -10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2021 was Nomura Holdings, an estimated $28.4M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2021 was D.E. Shaw & Co, an estimated $26.8M sold.

Based on aggregated 13F filings for Q1 2021.