PennyMac Mortgage Investment
PMT
200 hedge funds and large institutions have $1.2B invested in PennyMac Mortgage Investment in 2021 Q4 according to their latest regulatory filings, with 32 funds opening new positions, 64 increasing their positions, 72 reducing their positions, and 24 closing their positions.
33% more first-time investments, than exits
New positions opened: 32 | Existing positions closed: 24
3% more funds holding
Funds holding: 194 → 200 (+6)
0.55% more ownership
Funds ownership: 70.52% → 71.07% (+0.55%)
0% more funds holding in top 10
Funds holding in top 10: 1 → 1 (0)
6% less call options, than puts
Call options by funds: $14.3M | Put options by funds: $15.2M
11% less repeat investments, than reductions
Existing positions increased: 64 | Existing positions reduced: 72
12% less capital invested
Capital invested by funds: $1.36B → $1.2B (-$162M)
Top Buyers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
Invesco
Atlanta,
Georgia
|
+$21M |
| 2 |
Balyasny Asset Management
Chicago,
Illinois
|
+$9.96M |
| 3 |
Goldman Sachs
New York
|
+$5.78M |
| 4 |
Renaissance Technologies
New York
|
+$4.81M |
| 5 |
Morgan Stanley
New York
|
+$3.31M |
Top Sellers
| Rank | Fund | Capital Flow |
|---|---|---|
| 1 |
KPF
K2 Principal Fund
Toronto,
Ontario, Canada
|
-$23.6M |
| 2 |
JP Morgan Chase
New York
|
-$16.2M |
| 3 |
CS
Credit Suisse
Zurich,
Switzerland
|
-$10.6M |
| 4 |
Nomura Holdings
Tokyo,
Japan
|
-$9.88M |
| 5 |
Amundi
Paris,
France
|
-$3.31M |
PMT Hedge Fund Activity: Q4 2021 in Review
200 of the 6,518 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q4 2021, worth a combined $1.2B — down 12% from $1.36B a quarter earlier.
Buyers outnumbered sellers: 32 funds opened new PMT positions and 24 closed out — a net gain of 8 holders — while 64 added to existing stakes and 72 trimmed.
The largest buyer was Invesco, adding an estimated $21M. The largest seller was K2 Principal Fund, exiting entirely with an estimated $23.6M sold.
- 200 institutional investors held PennyMac Mortgage Investment (PMT) as of Q4 2021, up from 194 in Q3 2021.
- Funds reported $1.2B of PennyMac Mortgage Investment stock for Q4 2021, down 12% quarter-over-quarter.
- 32 funds opened new PennyMac Mortgage Investment positions in Q4 2021 and 24 closed out, a net change of +8 holders.
- The largest PennyMac Mortgage Investment buyer in Q4 2021 was Invesco, an estimated $21M added.
- The largest PennyMac Mortgage Investment seller in Q4 2021 was K2 Principal Fund, an estimated $23.6M sold.
Based on aggregated 13F filings for Q4 2021.