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PMT

PennyMac Mortgage Investment

214 hedge funds and large institutions have $1.24B invested in PennyMac Mortgage Investment in 2019 Q2 according to their latest regulatory filings, with 36 funds opening new positions, 110 increasing their positions, 39 reducing their positions, and 26 closing their positions.

New
Increased
Maintained
Reduced
Closed

182% more repeat investments, than reductions

Existing positions increased: 110 | Existing positions reduced: 39

38% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 26

20% more capital invested

Capital invested by funds: $1.03B → $1.24B (+$207M)

2% more funds holding

Funds holding: 209214 (+5)

0.93% more ownership

Funds ownership: 73.44%74.37% (+0.93%)

0% more funds holding in top 10

Funds holding in top 10: 11 (0)

52% less call options, than puts

Call options by funds: $2.45M | Put options by funds: $5.13M

Holders
214
Holders Change
+5
Holders Change %
+2.39%
% of All Funds
4.65%
Holding in Top 10
1
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
0.02%
New
36
Increased
110
Reduced
39
Closed
26
Calls
$2.45M
Puts
$5.13M
Net Calls
-$2.68M
Net Calls Change
-$3.16M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$279M +$36.2M +1,705,455 +15%
Vanguard Group
2
Vanguard Group
Pennsylvania
$160M +$16.2M +762,048 +12%
State Street
3
State Street
Massachusetts
$51.3M +$7.02M +330,868 +16%
Goldman Sachs
4
Goldman Sachs
New York
$45.8M -$3.77M -177,622 -8%
TIM
5
Thornburg Investment Management
New Mexico
$44.5M -$769K -36,243 -2%
UBS Group
6
UBS Group
Switzerland
$44.2M +$7.42M +349,819 +21%
Invesco
7
Invesco
Georgia
$35.4M +$6.06M +285,719 +21%
Mirae Asset Global Investments
8
Mirae Asset Global Investments
South Korea
$31M +$4.38M +206,149 +17%
LSV Asset Management
9
LSV Asset Management
Illinois
$30.4M +$350K +16,500 +1%
Bank of New York Mellon
10
Bank of New York Mellon
New York
$24.4M -$21.5K -1,013 -0.1%
JP Morgan Chase
11
JP Morgan Chase
New York
$21.9M +$18.7M +878,819 +677%
Geode Capital Management
12
Geode Capital Management
Massachusetts
$20.6M +$3.61M +170,254 +22%
Norges Bank
13
Norges Bank
Norway
$20.1M -$1.01M -47,573 -5%
Acadian Asset Management
14
Acadian Asset Management
Massachusetts
$19.8M +$1.63M +76,975 +9%
Morgan Stanley
15
Morgan Stanley
New York
$19.6M +$3.94M +185,819 +26%
Marshall Wace
16
Marshall Wace
United Kingdom
$19.3M +$4.41M +207,659 +31%
Northern Trust
17
Northern Trust
Illinois
$19M +$824K +38,803 +5%
Two Sigma Investments
18
Two Sigma Investments
New York
$17.3M +$15.9M +750,758 +1,865%
Charles Schwab
19
Charles Schwab
California
$15.3M +$948K +44,659 +7%
Principal Financial Group
20
Principal Financial Group
Iowa
$15M +$1.5M +70,764 +11%
Ameriprise
21
Ameriprise
Minnesota
$14.9M +$2.74M +129,338 +23%
Millennium Management
22
Millennium Management
New York
$13.5M +$8.08M +380,695 +161%
Allianz Asset Management
23
Allianz Asset Management
Germany
$12.1M +$7.01M +330,331 +148%
Grantham, Mayo, Van Otterloo & Co (GMO)
24
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$10.7M +$6.62M +312,000 +175%
First Trust Advisors
25
First Trust Advisors
Illinois
$10.1M +$1.48M +69,549 +18%

PMT Hedge Fund Activity: Q2 2019 in Review

214 of the 4,604 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2019, worth a combined $1.24B — up 20% from $1.03B a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new PMT positions and 26 closed out — a net gain of 10 holders — while 110 added to existing stakes and 39 trimmed.

The largest buyer was BlackRock, adding an estimated $36.2M. The largest seller was Citigroup, cutting an estimated $22.9M.

  • 214 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2019, up from 209 in Q1 2019.
  • Funds reported $1.24B of PennyMac Mortgage Investment stock for Q2 2019, up 20% quarter-over-quarter.
  • 36 funds opened new PennyMac Mortgage Investment positions in Q2 2019 and 26 closed out, a net change of +10 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2019 was BlackRock, an estimated $36.2M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2019 was Citigroup, an estimated $22.9M sold.

Based on aggregated 13F filings for Q2 2019.