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PMT

PennyMac Mortgage Investment

227 hedge funds and large institutions have $1.64B invested in PennyMac Mortgage Investment in 2019 Q4 according to their latest regulatory filings, with 40 funds opening new positions, 111 increasing their positions, 49 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed

127% more repeat investments, than reductions

Existing positions increased: 111 | Existing positions reduced: 49

60% more first-time investments, than exits

New positions opened: 40 | Existing positions closed: 25

13% more capital invested

Capital invested by funds: $1.45B → $1.64B (+$183M)

4% more funds holding

Funds holding: 219227 (+8)

1.23% less ownership

Funds ownership: 74.49%73.26% (-1.2%)

86% less call options, than puts

Call options by funds: $3.14M | Put options by funds: $22.2M

Holders
227
Holders Change
+8
Holders Change %
+3.65%
% of All Funds
4.47%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
% of All Funds
0.02%
New
40
Increased
111
Reduced
49
Closed
25
Calls
$3.14M
Puts
$22.2M
Net Calls
-$19.1M
Net Calls Change
-$19.7M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$364M +$37M +1,635,414 +11%
Vanguard Group
2
Vanguard Group
Pennsylvania
$220M +$28.5M +1,257,957 +15%
State Street
3
State Street
Massachusetts
$67.1M +$3.94M +174,217 +6%
Goldman Sachs
4
Goldman Sachs
New York
$62.4M +$14.8M +655,456 +31%
UBS Group
5
UBS Group
Switzerland
$42.9M -$8.82M -389,663 -17%
T. Rowe Price Associates
6
T. Rowe Price Associates
Maryland
$41.8M +$1.55M +68,453 +4%
Mirae Asset Global Investments
7
Mirae Asset Global Investments
South Korea
$41.1M +$5.99M +264,747 +17%
TIM
8
Thornburg Investment Management
New Mexico
$41M +$3.5M +154,518 +9%
Invesco
9
Invesco
Georgia
$37.8M +$4.36M +192,835 +13%
LSV Asset Management
10
LSV Asset Management
Illinois
$35.7M +$6.76M +298,800 +23%
Norges Bank
11
Norges Bank
Norway
$32.1M +$7.51M +331,914 +30%
Renaissance Technologies
12
Renaissance Technologies
New York
$30.4M +$13.9M +616,207 +82%
Grantham, Mayo, Van Otterloo & Co (GMO)
13
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$30.2M +$2.38M +105,100 +8%
Bank of New York Mellon
14
Bank of New York Mellon
New York
$29M +$1.94M +85,836 +7%
Geode Capital Management
15
Geode Capital Management
Massachusetts
$27.8M +$3.78M +166,974 +15%
Northern Trust
16
Northern Trust
Illinois
$26.6M +$596K +26,335 +2%
WG
17
Winton Group
United Kingdom
$23.9M +$17M +752,433 +236%
CCP
18
Clough Capital Partners
Massachusetts
$22.3M +$9.98M +441,000 +79%
Morgan Stanley
19
Morgan Stanley
New York
$21.9M -$8.84M -390,802 -28%
JP Morgan Chase
20
JP Morgan Chase
New York
$21M -$6.57M -290,507 -24%
Principal Financial Group
21
Principal Financial Group
Iowa
$20.3M +$3.03M +134,008 +17%
Charles Schwab
22
Charles Schwab
California
$19M +$1.65M +72,889 +9%
Ameriprise
23
Ameriprise
Minnesota
$15M +$1.14M +50,561 +8%
Wellington Management Group
24
Wellington Management Group
Massachusetts
$13.1M +$3.99M +176,292 +43%
Millennium Management
25
Millennium Management
New York
$13M -$13.9K -613 -0.1%

PMT Hedge Fund Activity: Q4 2019 in Review

227 of the 5,075 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2019, worth a combined $1.64B — up 13% from $1.45B a quarter earlier.

Buyers outnumbered sellers: 40 funds opened new PMT positions and 25 closed out — a net gain of 15 holders — while 111 added to existing stakes and 49 trimmed.

The largest buyer was BlackRock, adding an estimated $37M. The largest seller was Marshall Wace, cutting an estimated $9.36M.

  • 227 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2019, up from 219 in Q3 2019.
  • Funds reported $1.64B of PennyMac Mortgage Investment stock for Q4 2019, up 13% quarter-over-quarter.
  • 40 funds opened new PennyMac Mortgage Investment positions in Q4 2019 and 25 closed out, a net change of +15 holders.
  • The largest PennyMac Mortgage Investment buyer in Q4 2019 was BlackRock, an estimated $37M added.
  • The largest PennyMac Mortgage Investment seller in Q4 2019 was Marshall Wace, an estimated $9.36M sold.

Based on aggregated 13F filings for Q4 2019.