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PMT

PennyMac Mortgage Investment

201 hedge funds and large institutions have $1.17B invested in PennyMac Mortgage Investment in 2020 Q3 according to their latest regulatory filings, with 41 funds opening new positions, 49 increasing their positions, 78 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed

71% more first-time investments, than exits

New positions opened: 41 | Existing positions closed: 24

9% more funds holding

Funds holding: 184201 (+17)

2.5% less ownership

Funds ownership: 76.2%73.7% (-2.5%)

12% less call options, than puts

Call options by funds: $11.5M | Put options by funds: $13.1M

12% less capital invested

Capital invested by funds: $1.33B → $1.17B (-$164M)

37% less repeat investments, than reductions

Existing positions increased: 49 | Existing positions reduced: 78

50% less funds holding in top 10

Funds holding in top 10: 21 (-1)

Holders
201
Holders Change
+17
Holders Change %
+9.24%
% of All Funds
4.06%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
41
Increased
49
Reduced
78
Closed
24
Calls
$11.5M
Puts
$13.1M
Net Calls
-$1.55M
Net Calls Change
+$571K
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$271M +$1.43M +80,891 +0.5%
Vanguard Group
2
Vanguard Group
Pennsylvania
$163M -$11.2M -633,022 -6%
T. Rowe Price Associates
3
T. Rowe Price Associates
Maryland
$67M +$17M +961,994 +30%
Morgan Stanley
4
Morgan Stanley
New York
$63.4M -$7.14M -402,958 -9%
Goldman Sachs
5
Goldman Sachs
New York
$62.3M -$3.23M -182,120 -4%
State Street
6
State Street
Massachusetts
$53.8M -$2.63M -148,396 -4%
JP Morgan Chase
7
JP Morgan Chase
New York
$25.8M +$5.25M +296,100 +23%
LSV Asset Management
8
LSV Asset Management
Illinois
$22.7M -$1.08M -61,000 -4%
Geode Capital Management
9
Geode Capital Management
Massachusetts
$22.5M -$374K -21,125 -1%
D.E. Shaw & Co
10
D.E. Shaw & Co
New York
$19.8M +$6.72M +379,243 +45%
TIM
11
Thornburg Investment Management
New Mexico
$19.7M -$2.08M -117,358 -9%
Norges Bank
12
Norges Bank
Norway
$19.6M -$616K -34,794 -3%
Bank of New York Mellon
13
Bank of New York Mellon
New York
$19.2M -$840K -47,437 -4%
Northern Trust
14
Northern Trust
Illinois
$18.5M -$955K -53,920 -4%
American Century Companies
15
American Century Companies
Missouri
$15.3M +$16.5M +929,554 +3,768%
Charles Schwab
16
Charles Schwab
California
$14.3M -$351K -19,836 -2%
Grantham, Mayo, Van Otterloo & Co (GMO)
17
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$14M -$6.75M -380,900 -30%
CS
18
Credit Suisse
Switzerland
$13.1M +$512K +28,900 +4%
AAMU
19
Amundi Asset Management US
Massachusetts
$11.9M +$1.58M +89,174 +14%
Principal Financial Group
20
Principal Financial Group
Iowa
$11.4M -$831K -46,916 -6%
Citadel Advisors
21
Citadel Advisors
Florida
$11.1M -$5.18M -292,397 -30%
Canada Pension Plan Investment Board
22
Canada Pension Plan Investment Board
Ontario, Canada
$9.55M +$10.5M +594,500 New
Wellington Management Group
23
Wellington Management Group
Massachusetts
$9.13M -$210K -11,830 -2%
Public Sector Pension Investment Board (PSP Investments)
24
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$8.59M +$186K +10,498 +2%
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
25
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$8.54M -$507K -28,600 -5%

PMT Hedge Fund Activity: Q3 2020 in Review

201 of the 4,956 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q3 2020, worth a combined $1.17B — down 12% from $1.33B a quarter earlier.

Buyers outnumbered sellers: 41 funds opened new PMT positions and 24 closed out — a net gain of 17 holders — while 49 added to existing stakes and 78 trimmed.

The largest buyer was T. Rowe Price Associates, adding an estimated $17M. The largest seller was Senvest Management, cutting an estimated $66.7M.

  • 201 institutional investors held PennyMac Mortgage Investment (PMT) as of Q3 2020, up from 184 in Q2 2020.
  • Funds reported $1.17B of PennyMac Mortgage Investment stock for Q3 2020, down 12% quarter-over-quarter.
  • 41 funds opened new PennyMac Mortgage Investment positions in Q3 2020 and 24 closed out, a net change of +17 holders.
  • The largest PennyMac Mortgage Investment buyer in Q3 2020 was T. Rowe Price Associates, an estimated $17M added.
  • The largest PennyMac Mortgage Investment seller in Q3 2020 was Senvest Management, an estimated $66.7M sold.

Based on aggregated 13F filings for Q3 2020.