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PMT

PennyMac Mortgage Investment

184 hedge funds and large institutions have $1.33B invested in PennyMac Mortgage Investment in 2020 Q2 according to their latest regulatory filings, with 37 funds opening new positions, 65 increasing their positions, 62 reducing their positions, and 41 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

70% more capital invested

Capital invested by funds: $783M → $1.33B (+$551M)

2.71% more ownership

Funds ownership: 73.48%76.2% (+2.7%)

5% more repeat investments, than reductions

Existing positions increased: 65 | Existing positions reduced: 62

10% less first-time investments, than exits

New positions opened: 37 | Existing positions closed: 41

4% less funds holding

Funds holding: 191184 (-7)

16% less call options, than puts

Call options by funds: $11M | Put options by funds: $13.1M

Holders
184
Holders Change
-7
Holders Change %
-3.66%
% of All Funds
3.77%
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
65
Reduced
62
Closed
41
Calls
$11M
Puts
$13.1M
Net Calls
-$2.13M
Net Calls Change
-$2.46M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$294M +$2.94M +245,233 +1%
Vanguard Group
2
Vanguard Group
Pennsylvania
$189M +$4.54M +378,585 +4%
Morgan Stanley
3
Morgan Stanley
New York
$76.2M +$44.6M +3,713,214 +584%
Goldman Sachs
4
Goldman Sachs
New York
$71.1M -$7.01M -584,472 -13%
SM
5
Senvest Management
New York
$66.9M +$21M +1,752,303 +85%
State Street
6
State Street
Massachusetts
$61.3M -$465K -38,723 -1%
T. Rowe Price Associates
7
T. Rowe Price Associates
Maryland
$56.2M +$4.9M +408,693 +15%
LSV Asset Management
8
LSV Asset Management
Illinois
$25.9M -$1.32M -109,800 -7%
Geode Capital Management
9
Geode Capital Management
Massachusetts
$24.9M +$87.7K +7,308 +0.5%
TIM
10
Thornburg Investment Management
New Mexico
$23.6M -$4.46M -371,520 -22%
JP Morgan Chase
11
JP Morgan Chase
New York
$22.9M +$1.07M +89,504 +7%
Norges Bank
12
Norges Bank
Norway
$22M
Grantham, Mayo, Van Otterloo & Co (GMO)
13
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$22M -$1.74M -144,600 -10%
Bank of New York Mellon
14
Bank of New York Mellon
New York
$21.8M -$432K -36,029 -3%
Northern Trust
15
Northern Trust
Illinois
$21.1M -$660K -55,003 -4%
Citadel Advisors
16
Citadel Advisors
Florida
$17.3M +$7.17M +597,736 +154%
Charles Schwab
17
Charles Schwab
California
$15.9M +$52.3K +4,357 +0.5%
D.E. Shaw & Co
18
D.E. Shaw & Co
New York
$14.9M +$10.2M +851,406 New
CS
19
Credit Suisse
Switzerland
$13.8M +$7.27M +605,878 +339%
Principal Financial Group
20
Principal Financial Group
Iowa
$13.3M -$1.63M -135,969 -15%
AAMU
21
Amundi Asset Management US
Massachusetts
$11.4M +$6.4M +533,461 +454%
Wellington Management Group
22
Wellington Management Group
Massachusetts
$10.2M -$33.9K -2,821 -0.5%
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
23
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$9.81M +$6.72M +559,700 New
Public Sector Pension Investment Board (PSP Investments)
24
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$9.18M +$3.6M +300,000 +134%
Invesco
25
Invesco
Georgia
$9.03M -$13.1M -1,089,647 -68%

PMT Hedge Fund Activity: Q2 2020 in Review

184 of the 4,877 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q2 2020, worth a combined $1.33B — up 70% from $783M a quarter earlier.

Sellers outnumbered buyers: 41 funds closed out of PMT and 37 opened new positions — a net loss of 4 holders — while 62 trimmed existing stakes and 65 added.

The largest buyer was Morgan Stanley, adding an estimated $44.6M. The largest seller was Mirae Asset Global Investments, exiting entirely with an estimated $18.6M sold.

  • 184 institutional investors held PennyMac Mortgage Investment (PMT) as of Q2 2020, down from 191 in Q1 2020.
  • Funds reported $1.33B of PennyMac Mortgage Investment stock for Q2 2020, up 70% quarter-over-quarter.
  • 37 funds opened new PennyMac Mortgage Investment positions in Q2 2020 and 41 closed out, a net change of -4 holders.
  • The largest PennyMac Mortgage Investment buyer in Q2 2020 was Morgan Stanley, an estimated $44.6M added.
  • The largest PennyMac Mortgage Investment seller in Q2 2020 was Mirae Asset Global Investments, an estimated $18.6M sold.

Based on aggregated 13F filings for Q2 2020.