PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

219 hedge funds and large institutions have $1.45B invested in PennyMac Mortgage Investment in 2019 Q3 according to their latest regulatory filings, with 37 funds opening new positions, 106 increasing their positions, 48 reducing their positions, and 32 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
219
Holders Change
+5
Holders Change %
+2.34%
% of All Funds
4.81%
Holding in Top 10
–
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
–
New
37
Increased
106
Reduced
48
Closed
32
Calls
$1.47M
Puts
$875K
Net Calls
+$598K
Net Calls Change
+$3.27M

Top Buyers

1
BlackRock
BlackRock
New York
$327M
2
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
$40.1M
3
Vanguard Group
Vanguard Group
Pennsylvania
$191M
4
Grantham, Mayo, Van Otterloo & Co (GMO)
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$27.8M
5
CCP
Clough Capital Partners
Massachusetts
$12.4M

Top Sellers

1
TIM
Thornburg Investment Management
New Mexico
$37.5M
2
Two Sigma Investments
Two Sigma Investments
New York
$10M
3
Acadian Asset Management
Acadian Asset Management
Massachusetts
$13.3M
4
Blackstone Inc
Blackstone Inc
New York
$0
5
MAM
Martingale Asset Management
Massachusetts
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Jennison Associates
226
Jennison Associates
New York
– -$1.32M -60,380 Closed
LCM
227
Laurion Capital Management
New York
– -$1.31M -60,114 Closed
YMRC
228
Yorktown Management & Research Company
Virginia
– -$1.03M -47,000 Closed
6M
229
6 Meridian
Kansas
– -$774K -35,460 Closed
EGPO
230
EnTrust Global Partners Offshore
New York
– -$771K -35,300 Closed
IUHSA
231
Itau Unibanco Holding S.A.
Brazil
– -$759K -34,759 Closed
SGI
232
Summit Global Investments
Utah
– -$755K -34,600 Closed
Balyasny Asset Management
233
Balyasny Asset Management
Illinois
– -$629K -28,805 Closed
AG
234
AlphaSimPlex Group
Massachusetts
– -$625K -28,612 Closed
HighTower Advisors
235
HighTower Advisors
Illinois
– -$611K -27,934 Closed
VF
236
Virtu Financial
New York
– -$517K -23,665 Closed
ZCM
237
Zebra Capital Management
Connecticut
– -$395K -18,090 Closed
FRM
238
Fox Run Management
Connecticut
– -$332K -15,197 Closed
ECM
239
ExodusPoint Capital Management
New York
– -$301K -13,771 Closed
BCM
240
Bayesian Capital Management
New York
– -$297K -13,600 Closed
Jane Street
241
Jane Street
New York
– -$209K -9,589 Closed
ADEF
242
Adams Diversified Equity Fund
Maryland
– -$142K -6,500 Closed
VFA
243
Valeo Financial Advisors
Indiana
– -$45K -2,045 Closed
ESB
244
Essex Savings Bank
Connecticut
– -$44K -2,000 Closed
Northwestern Mutual Wealth Management
245
Northwestern Mutual Wealth Management
Wisconsin
– -$22K -1,000 Closed
CFGS
246
Concourse Financial Group Securities
Alabama
– -$22K -1,000 Closed
SIS
247
Sound Income Strategies
Florida
– -$22K -1,000 Closed
YWP
248
YorkBridge Wealth Partners
New York
– -$9K -400 Closed
Parallax Volatility Advisers
249
Parallax Volatility Advisers
California
– -$9K -400 Closed
OSAM
250
O'Shaughnessy Asset Management
Connecticut
– -$1K -59 Closed
6 7 8 9
10