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PMT

PennyMac Mortgage Investment

163 hedge funds and large institutions have $835M invested in PennyMac Mortgage Investment in 2018 Q2 according to their latest regulatory filings, with 19 funds opening new positions, 50 increasing their positions, 62 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

80% more call options, than puts

Call options by funds: $2.06M | Put options by funds: $1.14M

27% more first-time investments, than exits

New positions opened: 19 | Existing positions closed: 15

1% more funds holding

Funds holding: 161163 (+2)

1% more capital invested

Capital invested by funds: $830M → $835M (+$5.13M)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

3.61% less ownership

Funds ownership: 75.87%72.26% (-3.6%)

19% less repeat investments, than reductions

Existing positions increased: 50 | Existing positions reduced: 62

Holders
163
Holders Change
+2
Holders Change %
+1.24%
% of All Funds
3.73%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
19
Increased
50
Reduced
62
Closed
15
Calls
$2.06M
Puts
$1.14M
Net Calls
+$915K
Net Calls Change
+$356K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$183M -$95.5K -5,212 -0.1%
Vanguard Group
2
Vanguard Group
Pennsylvania
$108M +$3.16M +172,355 +3%
Goldman Sachs
3
Goldman Sachs
New York
$59.5M -$9.94M -542,489 -15%
TIM
4
Thornburg Investment Management
New Mexico
$48.4M -$358K -19,510 -0.8%
State Street
5
State Street
Massachusetts
$34.6M -$476K -25,967 -1%
UBS Group
6
UBS Group
Switzerland
$32.6M -$4.04M -220,122 -11%
Invesco
7
Invesco
Georgia
$30.1M +$13.6M +739,265 +88%
LSV Asset Management
8
LSV Asset Management
Illinois
$25.7M -$368K -20,100 -1%
Citigroup
9
Citigroup
New York
$21.2M -$161K -8,800 -0.8%
GXMC
10
Global X Management Company
New York
$19.4M +$51.2K +2,794 +0.3%
Norges Bank
11
Norges Bank
Norway
$18.4M
Bank of New York Mellon
12
Bank of New York Mellon
New York
$16.1M -$125K -6,795 -0.8%
Morgan Stanley
13
Morgan Stanley
New York
$14.9M -$2.74M -149,383 -16%
Northern Trust
14
Northern Trust
Illinois
$14.6M +$10.4K +570 +0.1%
Charles Schwab
15
Charles Schwab
California
$11.7M +$927K +50,581 +9%
Geode Capital Management
16
Geode Capital Management
Massachusetts
$11.6M +$556K +30,304 +5%
AAM
17
Advisors Asset Management
Colorado
$11.5M -$5.42M -295,424 -33%
Principal Financial Group
18
Principal Financial Group
Iowa
$9.21M +$164K +8,941 +2%
Deutsche Bank
19
Deutsche Bank
Germany
$8.89M -$2.57M -140,172 -23%
AllianceBernstein
20
AllianceBernstein
Tennessee
$7.7M -$2.22M -121,295 -23%
SGCIA
21
Smith Graham & Co Investment Advisors
Texas
$7.26M -$23.5K -1,280 -0.3%
Ameriprise
22
Ameriprise
Minnesota
$6.4M +$249K +13,569 +4%
PPA
23
Parametric Portfolio Associates
Washington
$6.14M +$360K +19,664 +6%
Citadel Advisors
24
Citadel Advisors
Florida
$5.6M +$4.24M +231,175 +363%
MAM
25
Martingale Asset Management
Massachusetts
$5.15M -$764K -41,678 -13%

PMT Hedge Fund Activity: Q2 2018 in Review

163 of the 4,368 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2018, worth a combined $835M — up 0.62% from $830M a quarter earlier.

Buyers outnumbered sellers: 19 funds opened new PMT positions and 15 closed out — a net gain of 4 holders — while 50 added to existing stakes and 62 trimmed.

The largest buyer was Invesco, adding an estimated $13.6M. The largest seller was Wolverine Asset Management, cutting an estimated $14.5M.

  • 163 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2018, up from 161 in Q1 2018.
  • Funds reported $835M of PennyMac Mortgage Investment stock for Q2 2018, up 0.62% quarter-over-quarter.
  • 19 funds opened new PennyMac Mortgage Investment positions in Q2 2018 and 15 closed out, a net change of +4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2018 was Invesco, an estimated $13.6M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2018 was Wolverine Asset Management, an estimated $14.5M sold.

Based on aggregated 13F filings for Q2 2018.