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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
QT
101
Quantbot Technologies
New York
$882K +$429K +19,467 +96%
WCM
102
Weld Capital Management
New York
$876K +$869K +39,407 New
Los Angeles Capital Management
103
Los Angeles Capital Management
California
$857K +$505K +22,910 +147%
MIM
104
MetLife Investment Management
New Jersey
$847K +$90.4K +4,100 +12%
WFI
105
West Family Investments
California
$789K
Janney Montgomery Scott
106
Janney Montgomery Scott
Pennsylvania
$784K +$87.9K +3,988 +13%
HIM
107
Hillsdale Investment Management
Ontario, Canada
$771K -$66.1K -3,000 -8%
Mackenzie Financial
108
Mackenzie Financial
Ontario, Canada
$757K
MAM
109
Meeder Asset Management
Ohio
$752K +$515K +23,379 +224%
RJA
110
Raymond James & Associates
Florida
$750K +$183K +8,318 +33%
Victory Capital Management
111
Victory Capital Management
Texas
$750K +$744K +33,727 New
LSERS
112
Louisiana State Employees Retirement System
Louisiana
$720K +$86K +3,900 +14%
CAN
113
Cetera Advisor Networks
California
$712K +$713K +32,335 New
BAM
114
Blueshift Asset Management
New Jersey
$674K +$668K +30,309 New
QSS
115
Quantitative Systematic Strategies
Florida
$666K -$106K -4,804 -14%
MSA
116
Mason Street Advisors
Wisconsin
$663K +$95K +4,309 +17%
COPPSERS
117
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$662K +$79.7K +3,613 +14%
Cambridge Investment Research Advisors
118
Cambridge Investment Research Advisors
Iowa
$616K +$35.8K +1,622 +6%
MLICM
119
Metropolitan Life Insurance Company (MetLife)
New York
$615K +$151K +6,839 +33%
OPERF
120
Oregon Public Employees Retirement Fund
Oregon
$611K +$13.2K +600 +2%
VOYA Investment Management
121
VOYA Investment Management
Georgia
$608K
RCA
122
Rowland Carmichael Advisors
Arizona
$595K +$590K +26,755 New
MERSOM
123
Municipal Employees' Retirement System of Michigan
Michigan
$586K -$51.4K -2,330 -8%
DIM
124
DC Investments Management
Virginia
$572K -$34.9K -1,583 -6%
TRSOTSOK
125
Teachers Retirement System of the State of Kentucky
Kentucky
$562K

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.