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PMT

PennyMac Mortgage Investment
PMT

209 hedge funds and large institutions have $1.03B invested in PennyMac Mortgage Investment in 2019 Q1 according to their latest regulatory filings, with 38 funds opening new positions, 93 increasing their positions, 41 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed

171% more first-time investments, than exits

New positions opened: 38 | Existing positions closed: 14

127% more repeat investments, than reductions

Existing positions increased: 93 | Existing positions reduced: 41

54% more call options, than puts

Call options by funds: $1.38M | Put options by funds: $896K

23% more capital invested

Capital invested by funds: $839M → $1.03B (+$194M)

12% more funds holding

Funds holding: 186 → 209 (+23)

0.34% less ownership

Funds ownership: 73.78% → 73.44% (-0.34%)

50% less funds holding in top 10

Funds holding in top 10: 2 → 1 (-1)

Holders
209
Holders Change
+23
Holders Change %
+12.37%
% of All Funds
4.52%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
38
Increased
93
Reduced
41
Closed
14
Calls
$1.38M
Puts
$896K
Net Calls
+$484K
Net Calls Change
+$509K

Top Buyers

Rank Fund Capital Flow
1
Vanguard Group
Vanguard Group
Pennsylvania
+$13.7M
2
Marshall Wace
Marshall Wace
United Kingdom
+$13.6M
3
BlackRock
BlackRock
New York
+$12.2M
4
Invesco
Invesco
Georgia
+$5.92M
5
EMG
Ellington Management Group
Connecticut
+$5.06M

Top Sellers

Rank Fund Capital Flow
1
AAM
Advisors Asset Management
Colorado
-$5.76M
2
AU
Algebris (UK)
United Kingdom
-$5.4M
3
Morgan Stanley
Morgan Stanley
New York
-$3.69M
4
GIM
Greenwich Investment Management
Connecticut
-$3.52M
5
QI
QS Investors
New York
-$2.9M
Name Holding Trade Value Shares
Change 		Change in
Stake
Los Angeles Capital Management
101
Los Angeles Capital Management
California
$644K -$78.2K -3,885 -11%
DIM
102
DC Investments Management
Virginia
$640K – – –
SWP
103
Stratos Wealth Partners
Ohio
$620K +$603K +29,942 New
HIM
104
Hillsdale Investment Management
Ontario, Canada
$607K +$30.2K +1,500 +5%
Nisa Investment Advisors
105
Nisa Investment Advisors
Missouri
$575K -$349K -17,355 -38%
SG Americas Securities
106
SG Americas Securities
New York
$563K -$843K -41,868 -61%
MIM
107
MetLife Investment Management
New Jersey
$554K – – –
VOYA Investment Management
108
VOYA Investment Management
Georgia
$553K -$15K -746 -3%
Janney Montgomery Scott
109
Janney Montgomery Scott
Pennsylvania
$548K +$165K +8,209 +45%
OPERF
110
Oregon Public Employees Retirement Fund
Oregon
$547K +$64.9K +3,226 +14%
LSERS
111
Louisiana State Employees Retirement System
Louisiana
$526K +$51.8K +2,573 +11%
TRSOTSOK
112
Teachers Retirement System of the State of Kentucky
Kentucky
$524K – – –
MERSOM
113
Municipal Employees' Retirement System of Michigan
Michigan
$516K +$146K +7,250 +41%
CANY
114
Caxton Associates (New York)
New York
$500K +$147K +7,320 +44%
RJA
115
Raymond James & Associates
Florida
$495K +$254K +12,624 +112%
Squarepoint
116
Squarepoint
New York
$494K +$480K +23,836 New
AW
117
Alpha Windward
Massachusetts
$490K +$476K +23,640 New
COPPSERS
118
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$483K +$48.7K +2,421 +12%
CC
119
Cipher Capital
New York
$475K +$462K +22,927 New
SOADOR
120
State of Alaska Department of Revenue
Alaska
$474K +$51.1K +2,540 +12%
AG
121
Aperio Group
California
$469K +$36.7K +1,822 +9%
MSA
122
Mason Street Advisors
Wisconsin
$452K +$58.3K +2,895 +15%
RFN
123
RDA Financial Network
Iowa
$444K +$429K +21,300 New
BCM
124
BlueCrest Capital Management
Jersey
$425K +$413K +20,534 New
PAM
125
Panagora Asset Management
Massachusetts
$422K +$6.06K +301 +1%
3 4
5
6 7

PMT Hedge Fund Activity: Q1 2019 in Review

209 of the 4,620 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2019, worth a combined $1.03B — up 23% from $839M a quarter earlier.

Buyers outnumbered sellers: 38 funds opened new PMT positions and 14 closed out — a net gain of 24 holders — while 93 added to existing stakes and 41 trimmed.

The largest buyer was Vanguard Group, adding an estimated $13.7M. The largest seller was Advisors Asset Management, cutting an estimated $5.76M.

  • 209 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2019, up from 186 in Q4 2018.
  • Funds reported $1.03B of PennyMac Mortgage Investment stock for Q1 2019, up 23% quarter-over-quarter.
  • 38 funds opened new PennyMac Mortgage Investment positions in Q1 2019 and 14 closed out, a net change of +24 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2019 was Vanguard Group, an estimated $13.7M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2019 was Advisors Asset Management, an estimated $5.76M sold.

Based on aggregated 13F filings for Q1 2019.