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PMT

PennyMac Mortgage Investment

186 hedge funds and large institutions have $751M invested in PennyMac Mortgage Investment in 2023 Q1 according to their latest regulatory filings, with 20 funds opening new positions, 66 increasing their positions, 71 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed

0.88% less ownership

Funds ownership: 69.35%68.47% (-0.88%)

2% less capital invested

Capital invested by funds: $766M → $751M (-$15.1M)

7% less repeat investments, than reductions

Existing positions increased: 66 | Existing positions reduced: 71

6% less funds holding

Funds holding: 197186 (-11)

29% less first-time investments, than exits

New positions opened: 20 | Existing positions closed: 28

42% less call options, than puts

Call options by funds: $5.19M | Put options by funds: $8.99M

100% less funds holding in top 10

Funds holding in top 10: 10 (-1)

Holders
186
Holders Change
-11
Holders Change %
-5.58%
% of All Funds
2.96%
Holding in Top 10
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
New
20
Increased
66
Reduced
71
Closed
28
Calls
$5.19M
Puts
$8.99M
Net Calls
-$3.8M
Net Calls Change
+$30.6M
Name Holding Trade Value Shares
Change
Change in
Stake
BlackRock
1
BlackRock
New York
$196M -$617K -45,926 -0.3%
Vanguard Group
2
Vanguard Group
Pennsylvania
$126M +$1.02M +76,116 +0.7%
T. Rowe Price Investment Management
3
T. Rowe Price Investment Management
Maryland
$65.6M +$8.44M +628,133 +13%
State Street
4
State Street
Massachusetts
$42.5M -$1.14M -84,911 -2%
Goldman Sachs
5
Goldman Sachs
New York
$37.5M -$5.76M -428,208 -12%
Geode Capital Management
6
Geode Capital Management
Massachusetts
$21.5M +$1.29M +96,067 +6%
Invesco
7
Invesco
Georgia
$14.4M +$2.6M +193,258 +20%
Charles Schwab
8
Charles Schwab
California
$14.3M +$661K +49,201 +4%
Morgan Stanley
9
Morgan Stanley
New York
$13.9M -$787K -58,552 -5%
JP Morgan Chase
10
JP Morgan Chase
New York
$13.6M +$4.57M +339,970 +45%
Bank of New York Mellon
11
Bank of New York Mellon
New York
$11.5M -$967K -71,940 -7%
Northern Trust
12
Northern Trust
Illinois
$11.5M -$134K -9,982 -1%
VNIM
13
Vaughan Nelson Investment Management
Texas
$10.7M +$1.51M +112,350 +15%
KPF
14
K2 Principal Fund
Ontario, Canada
$10.4M +$11.3M +839,533 New
Norges Bank
15
Norges Bank
Norway
$9.74M -$994K -73,945 -9%
AllianceBernstein
16
AllianceBernstein
Tennessee
$9.21M -$176K -13,125 -2%
Mirae Asset Global Investments
17
Mirae Asset Global Investments
South Korea
$7.93M -$11.1M -825,775 -56%
Allianz Asset Management
18
Allianz Asset Management
Germany
$6.9M +$3.06K +228 +0%
Principal Financial Group
19
Principal Financial Group
Iowa
$6.62M -$96.2K -7,155 -1%
Marshall Wace
20
Marshall Wace
United Kingdom
$6.55M +$7.15M +531,502 New
JAM
21
Jupiter Asset Management
United Kingdom
$5.06M -$4.75M -353,418 -46%
VanEck Associates
22
VanEck Associates
New York
$4.65M +$268K +19,920 +6%
WAM
23
Wolverine Asset Management
Illinois
$4.54M +$4.9M +364,621 +9,395%
SGCIA
24
Smith Graham & Co Investment Advisors
Texas
$4.36M -$15K -1,113 -0.3%
Ameriprise
25
Ameriprise
Minnesota
$4.33M -$320K -23,785 -6%

PMT Hedge Fund Activity: Q1 2023 in Review

186 of the 6,275 institutional investors tracked by Wall St. Rank reported a position in PennyMac Mortgage Investment (PMT) for Q1 2023, worth a combined $751M — down 2% from $766M a quarter earlier.

Sellers outnumbered buyers: 28 funds closed out of PMT and 20 opened new positions — a net loss of 8 holders — while 71 trimmed existing stakes and 66 added.

The largest buyer was K2 Principal Fund, opening a new position worth an estimated $11.3M. The largest seller was Caption Management, exiting entirely with an estimated $17.9M sold.

  • 186 institutional investors held PennyMac Mortgage Investment (PMT) as of Q1 2023, down from 197 in Q4 2022.
  • Funds reported $751M of PennyMac Mortgage Investment stock for Q1 2023, down 2% quarter-over-quarter.
  • 20 funds opened new PennyMac Mortgage Investment positions in Q1 2023 and 28 closed out, a net change of -8 holders.
  • The largest PennyMac Mortgage Investment buyer in Q1 2023 was K2 Principal Fund, an estimated $11.3M added.
  • The largest PennyMac Mortgage Investment seller in Q1 2023 was Caption Management, an estimated $17.9M sold.

Based on aggregated 13F filings for Q1 2023.