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PMT

PennyMac Mortgage Investment

186 hedge funds and large institutions have $839M invested in PennyMac Mortgage Investment in 2018 Q4 according to their latest regulatory filings, with 37 funds opening new positions, 69 increasing their positions, 52 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed

118% more first-time investments, than exits

New positions opened: 37 | Existing positions closed: 17

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

33% more repeat investments, than reductions

Existing positions increased: 69 | Existing positions reduced: 52

11% more funds holding

Funds holding: 167186 (+19)

0.9% more ownership

Funds ownership: 72.88%73.78% (+0.9%)

4% less call options, than puts

Call options by funds: $568K | Put options by funds: $593K

7% less capital invested

Capital invested by funds: $899M → $839M (-$59.4M)

Holders
186
Holders Change
+19
Holders Change %
+11.38%
% of All Funds
4.14%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.04%
New
37
Increased
69
Reduced
52
Closed
17
Calls
$568K
Puts
$593K
Net Calls
-$25K
Net Calls Change
-$706K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$195M +$4.32M +216,376 +2%
Vanguard Group
2
Vanguard Group
Pennsylvania
$109M +$2.12M +106,218 +2%
Goldman Sachs
3
Goldman Sachs
New York
$41.6M -$1.42M -71,326 -3%
State Street
4
State Street
Massachusetts
$36.9M -$269K -13,512 -0.7%
TIM
5
Thornburg Investment Management
New Mexico
$36.8M -$2.13M -106,907 -5%
UBS Group
6
UBS Group
Switzerland
$26.6M -$9.61M -481,891 -25%
LSV Asset Management
7
LSV Asset Management
Illinois
$25.5M +$668K +33,474 +3%
Citigroup
8
Citigroup
New York
$21.4M +$153K +7,657 +0.7%
Mirae Asset Global Investments
9
Mirae Asset Global Investments
South Korea
$20.4M +$440K +22,063 +2%
Invesco
10
Invesco
Georgia
$19.4M -$11.8M -593,157 -36%
Norges Bank
11
Norges Bank
Norway
$18M
Morgan Stanley
12
Morgan Stanley
New York
$16.7M +$4.11M +206,223 +30%
Bank of New York Mellon
13
Bank of New York Mellon
New York
$16.4M +$117K +5,866 +0.7%
Northern Trust
14
Northern Trust
Illinois
$15.1M -$6.32K -317 -0%
Geode Capital Management
15
Geode Capital Management
Massachusetts
$12.8M +$1.09M +54,413 +9%
Acadian Asset Management
16
Acadian Asset Management
Massachusetts
$12M +$2.65M +132,681 +26%
Charles Schwab
17
Charles Schwab
California
$11.2M -$833K -41,753 -6%
Bessemer Group
18
Bessemer Group
New Jersey
$11.1M +$10.2M +513,251 +630%
Principal Financial Group
19
Principal Financial Group
Iowa
$10.5M +$1.46M +73,119 +15%
PPA
20
Parametric Portfolio Associates
Washington
$8.64M +$2.42M +121,111 +35%
First Trust Advisors
21
First Trust Advisors
Illinois
$7.4M -$2.61M -130,658 -25%
SGCIA
22
Smith Graham & Co Investment Advisors
Texas
$7.33M -$404K -20,260 -5%
Citadel Advisors
23
Citadel Advisors
Florida
$7.28M +$1.97M +98,623 +34%
Deutsche Bank
24
Deutsche Bank
Germany
$7.11M +$1.91M +96,004 +34%
Ameriprise
25
Ameriprise
Minnesota
$6.71M +$306K +15,329 +4%

PMT Hedge Fund Activity: Q4 2018 in Review

186 of the 4,488 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2018, worth a combined $839M — down 6.6% from $899M a quarter earlier.

Buyers outnumbered sellers: 37 funds opened new PMT positions and 17 closed out — a net gain of 20 holders — while 69 added to existing stakes and 52 trimmed.

The largest buyer was Bessemer Group, adding an estimated $10.2M. The largest seller was Invesco, cutting an estimated $11.8M.

  • 186 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2018, up from 167 in Q3 2018.
  • Funds reported $839M of PennyMac Mortgage Investment stock for Q4 2018, down 6.6% quarter-over-quarter.
  • 37 funds opened new PennyMac Mortgage Investment positions in Q4 2018 and 17 closed out, a net change of +20 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2018 was Bessemer Group, an estimated $10.2M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2018 was Invesco, an estimated $11.8M sold.

Based on aggregated 13F filings for Q4 2018.