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PMT

PennyMac Mortgage Investment

200 hedge funds and large institutions have $1.13B invested in PennyMac Mortgage Investment in 2022 Q1 according to their latest regulatory filings, with 22 funds opening new positions, 71 increasing their positions, 76 reducing their positions, and 19 closing their positions.

New
Increased
Maintained
Reduced
Closed

16% more first-time investments, than exits

New positions opened: 22 | Existing positions closed: 19

0% more funds holding

Funds holding: 200200 (0)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

7% less repeat investments, than reductions

Existing positions increased: 71 | Existing positions reduced: 76

2.16% less ownership

Funds ownership: 71.07%68.91% (-2.2%)

5% less capital invested

Capital invested by funds: $1.2B → $1.13B (-$63.6M)

69% less call options, than puts

Call options by funds: $3.57M | Put options by funds: $11.6M

Holders
200
Holders Change
Holders Change %
0%
% of All Funds
3.15%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
22
Increased
71
Reduced
76
Closed
19
Calls
$3.57M
Puts
$11.6M
Net Calls
-$7.99M
Net Calls Change
-$7.05M
Name Holding Trade Value Shares
Change
Change in
Stake
IA
101
IndexIQ Advisors
New York
$493K -$27.1K -1,619 -5%
CA
102
Cetera Advisors
Colorado
$488K -$37K -2,210 -7%
BRWM
103
B. Riley Wealth Management
Tennessee
$477K +$179K +10,713 +61%
HSBC Holdings
104
HSBC Holdings
United Kingdom
$472K +$174K +10,367 +59%
TRSOTSOK
105
Teachers Retirement System of the State of Kentucky
Kentucky
$470K
SAM
106
Shell Asset Management
Netherlands
$468K -$68.5K -4,087 -13%
Janney Montgomery Scott
107
Janney Montgomery Scott
Pennsylvania
$451K -$24.1K -1,438 -5%
ASRS
108
Arizona State Retirement System
Arizona
$443K -$2.01K -120 -0.5%
C
109
Certuity
Florida
$440K +$8.38K +500 +2%
Bank of Montreal
110
Bank of Montreal
Ontario, Canada
$437K +$369 +22 +0.1%
RFN
111
RDA Financial Network
Iowa
$413K -$888 -53 -0.2%
Allspring Global Investments
112
Allspring Global Investments
North Carolina
$407K +$32.1K +1,918 +9%
SO
113
STRS Ohio
Ohio
$385K
WG
114
Winton Group
United Kingdom
$384K -$342K -20,437 -47%
PIA
115
Perennial Investment Advisors
California
$375K -$99.4K -5,933 -21%
IAIM
116
International Assets Investment Management
Florida
$368K +$84.5K +5,047 +30%
ProShare Advisors
117
ProShare Advisors
Maryland
$367K -$46.3K -2,765 -11%
BAM
118
Blueshift Asset Management
New Jersey
$363K +$360K +21,465 New
Stifel Financial
119
Stifel Financial
Missouri
$362K -$277K -16,511 -44%
Teacher Retirement System of Texas
120
Teacher Retirement System of Texas
Texas
$339K +$21.1K +1,257 +7%
Janus Henderson Group
121
Janus Henderson Group
United Kingdom
$335K -$50 -3 -0%
KFS
122
Kaizen Financial Strategies
California
$333K -$14.3K -851 -4%
TRCT
123
Tower Research Capital (TRC)
New York
$331K +$112K +6,702 +52%
Handelsbanken Fonder
124
Handelsbanken Fonder
Sweden
$330K -$109K -6,500 -25%
Balyasny Asset Management
125
Balyasny Asset Management
Illinois
$322K -$8.73M -520,911 -96%

PMT Hedge Fund Activity: Q1 2022 in Review

200 of the 6,340 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2022, worth a combined $1.13B — down 5.3% from $1.2B a quarter earlier.

Buyers outnumbered sellers: 22 funds opened new PMT positions and 19 closed out — a net gain of 3 holders — while 71 added to existing stakes and 76 trimmed.

The largest buyer was Citadel Advisors, adding an estimated $5.01M. The largest seller was BlackRock, cutting an estimated $10.5M.

  • 200 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2022, unchanged from Q4 2021.
  • Funds reported $1.13B of PennyMac Mortgage Investment stock for Q1 2022, down 5.3% quarter-over-quarter.
  • 22 funds opened new PennyMac Mortgage Investment positions in Q1 2022 and 19 closed out, a net change of +3 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2022 was Citadel Advisors, an estimated $5.01M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2022 was BlackRock, an estimated $10.5M sold.

Based on aggregated 13F filings for Q1 2022.