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PMT

PennyMac Mortgage Investment

214 hedge funds and large institutions have $1.24B invested in PennyMac Mortgage Investment in 2019 Q2 according to their latest regulatory filings, with 36 funds opening new positions, 110 increasing their positions, 39 reducing their positions, and 26 closing their positions.

New
Increased
Maintained
Reduced
Closed

182% more repeat investments, than reductions

Existing positions increased: 110 | Existing positions reduced: 39

38% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 26

20% more capital invested

Capital invested by funds: $1.03B → $1.24B (+$207M)

2% more funds holding

Funds holding: 209214 (+5)

0.93% more ownership

Funds ownership: 73.44%74.37% (+0.93%)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

52% less call options, than puts

Call options by funds: $2.45M | Put options by funds: $5.13M

Holders
214
Holders Change
+5
Holders Change %
+2.39%
% of All Funds
4.65%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
36
Increased
110
Reduced
39
Closed
26
Calls
$2.45M
Puts
$5.13M
Net Calls
-$2.68M
Net Calls Change
-$3.16M
Name Holding Trade Value Shares
Change
Change in
Stake
IUHSA
101
Itau Unibanco Holding S.A.
Brazil
$759K +$738K +34,759 New
VRS
102
Virginia Retirement Systems
Virginia
$758K +$312K +14,700 +74%
SGI
103
Summit Global Investments
Utah
$755K +$8.49K +400 +1%
Mackenzie Financial
104
Mackenzie Financial
Ontario, Canada
$744K +$297K +13,979 +70%
MIM
105
MetLife Investment Management
New Jersey
$742K +$154K +7,260 +27%
ZIM
106
Zacks Investment Management
Illinois
$725K +$705K +33,224 New
AAM
107
Advisors Asset Management
Colorado
$701K -$150K -7,048 -18%
Janney Montgomery Scott
108
Janney Montgomery Scott
Pennsylvania
$683K +$102K +4,812 +18%
Balyasny Asset Management
109
Balyasny Asset Management
Illinois
$629K -$701K -33,007 -53%
LSERS
110
Louisiana State Employees Retirement System
Louisiana
$629K +$65.8K +3,100 +12%
MERSOM
111
Municipal Employees' Retirement System of Michigan
Michigan
$626K +$80.4K +3,790 +15%
AG
112
AlphaSimPlex Group
Massachusetts
$625K -$58.5K -2,756 -9%
HighTower Advisors
113
HighTower Advisors
Illinois
$611K +$593K +27,934 New
VOYA Investment Management
114
VOYA Investment Management
Georgia
$598K +$13.9K +655 +2%
DIM
115
DC Investments Management
Virginia
$596K -$75.9K -3,578 -12%
AP
116
Advisors Preferred
Maryland
$591K +$574K +27,066 New
ARTA
117
A.R.T. Advisors
New York
$589K +$174K +8,200 +44%
OPERF
118
Oregon Public Employees Retirement Fund
Oregon
$587K +$10.6K +500 +2%
COPPSERS
119
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$571K +$60.5K +2,849 +12%
Cambridge Investment Research Advisors
120
Cambridge Investment Research Advisors
Iowa
$569K +$161K +7,603 +41%
SOADOR
121
State of Alaska Department of Revenue
Alaska
$567K +$65.9K +3,104 +14%
MSA
122
Mason Street Advisors
Wisconsin
$557K +$78.2K +3,683 +17%
RJA
123
Raymond James & Associates
Florida
$555K +$32.5K +1,532 +6%
TRSOTSOK
124
Teachers Retirement System of the State of Kentucky
Kentucky
$552K
QC
125
Quadrature Capital
United Kingdom
$538K +$523K +24,634 New

PMT Hedge Fund Activity: Q2 2019 in Review

214 of the 4,604 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2019, worth a combined $1.24B — up 20% from $1.03B a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new PMT positions and 26 closed out — a net gain of 10 holders — while 110 added to existing stakes and 39 trimmed.

The largest buyer was BlackRock, adding an estimated $36.2M. The largest seller was Citigroup, cutting an estimated $22.9M.

  • 214 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2019, up from 209 in Q1 2019.
  • Funds reported $1.24B of PennyMac Mortgage Investment stock for Q2 2019, up 20% quarter-over-quarter.
  • 36 funds opened new PennyMac Mortgage Investment positions in Q2 2019 and 26 closed out, a net change of +10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2019 was BlackRock, an estimated $36.2M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2019 was Citigroup, an estimated $22.9M sold.

Based on aggregated 13F filings for Q2 2019.