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PMT

PennyMac Mortgage Investment
PMT

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: 214 → 219 (+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: 1 → 0 (-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

Top Buyers

Rank Fund Capital Flow
1
BlackRock
BlackRock
New York
+$42.4M
2
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
+$39.8M
3
Vanguard Group
Vanguard Group
Pennsylvania
+$28.2M
4
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
+$16.7M
5
CCP
Clough Capital Partners
Massachusetts
+$12.3M

Top Sellers

Rank Fund Capital Flow
1
TIM
Thornburg Investment Management
New Mexico
-$7.74M
2
Two Sigma Investments
Two Sigma Investments
New York
-$7.52M
3
Acadian Asset Management
Acadian Asset Management
Massachusetts
-$6.9M
4
Blackstone Inc
Blackstone Inc
New York
-$5.46M
5
MAM
Martingale Asset Management
Massachusetts
-$5.23M
Name Holding Trade Value Shares
Change 		Change in
Stake
AG
126
Aperio Group
California
$562K +$55.3K +2,510 +11%
WAM
127
Wakefield Asset Management
Colorado
$529K +$10.4K +470 +2%
SO
128
STRS Ohio
Ohio
$522K +$75K +3,400 +17%
AG
129
Advisor Group
Arizona
$517K +$9.33K +423 +2%
RFN
130
RDA Financial Network
Iowa
$486K +$5.51K +250 +1%
SEI Investments
131
SEI Investments
Pennsylvania
$482K +$17.2K +778 +4%
CF
132
Centaurus Financial
California
$436K -$61.7K -2,800 -12%
AQR Capital Management
133
AQR Capital Management
Connecticut
$429K – – –
ARTA
134
A.R.T. Advisors
New York
$420K -$179K -8,100 -30%
KBC Group
135
KBC Group
Belgium
$419K -$414K -18,773 -50%
XK
136
Xact Kapitalforvaltning
Sweden
$409K – – –
American Century Companies
137
American Century Companies
Missouri
$389K +$386K +17,517 New
WS
138
Wedbush Securities
California
$381K -$400K -18,150 -51%
Envestnet Asset Management
139
Envestnet Asset Management
Illinois
$377K +$38.8K +1,760 +12%
RJFSA
140
Raymond James Financial Services Advisors
Florida
$370K -$38K -1,724 -9%
BNP Paribas Financial Markets
141
BNP Paribas Financial Markets
France
$348K -$59.7K -2,708 -15%
Two Sigma Advisers
142
Two Sigma Advisers
New York
$348K -$1.83M -83,100 -84%
ECM
143
Everence Capital Management
Indiana
$347K – – –
P
144
&Partners
Tennessee
$336K -$6.62K -300 -2%
CCIA
145
Campbell & Co Investment Adviser
Maryland
$328K -$115K -5,218 -26%
Point72 Asset Management
146
Point72 Asset Management
Connecticut
$305K +$48.5K +2,200 +19%
BRWA
147
B. Riley Wealth Advisors
Florida
$301K -$110 -5 -0%
AAM
148
Advisors Asset Management
Colorado
$298K -$412K -18,693 -58%
PA
149
Profund Advisors
Maryland
$293K +$291K +13,183 New
Commonwealth Equity Services
150
Commonwealth Equity Services
Massachusetts
$281K +$279K +12,640 New
4 5
6
7 8

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.