PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

186 hedge funds and large institutions have $839M invested in PennyMac Mortgage Investment in 2018 Q4 according to their latest regulatory filings, with 37 funds opening new positions, 69 increasing their positions, 52 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
186
Holders Change
+19
Holders Change %
+11.38%
% of All Funds
4.15%
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
69
Reduced
52
Closed
17
Calls
$568K
Puts
$593K
Net Calls
-$25K
Net Calls Change
-$706K

Top Buyers

1
Bessemer Group
1
Bessemer Group
New Jersey
$11.1M
2
AU
2
Algebris (UK)
United Kingdom
$5.4M
3
Renaissance Technologies
3
Renaissance Technologies
New York
$6.11M
4
BlackRock
4
BlackRock
New York
$195M
5
Morgan Stanley
5
Morgan Stanley
New York
$16.7M

Top Sellers

1
Invesco
1
Invesco
Georgia
$19.4M
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$0
3
UBS Group
3
UBS Group
Switzerland
$26.6M
4
Barclays
4
Barclays
United Kingdom
$805K
5
AllianceBernstein
5
AllianceBernstein
Tennessee
$2.54M
Name Holding Trade Value Shares
Change 		Shares
Change %
Renaissance Technologies
26
Renaissance Technologies
New York
$6.11M +$5M +268,400 +451%
AAM
27
Advisors Asset Management
Colorado
$6.06M -$1.13M -60,698 -16%
AU
28
Algebris (UK)
United Kingdom
$5.4M +$5.4M +227,000 New
Prudential Financial
29
Prudential Financial
New Jersey
$4.89M +$1.3M +69,606 +36%
California Public Employees Retirement System
30
California Public Employees Retirement System
California
$4.59M +$61.7K +3,313 +1%
VanEck Associates
31
VanEck Associates
New York
$4.24M -$910K -48,860 -18%
MAM
32
Martingale Asset Management
Massachusetts
$4.22M +$181K +9,700 +4%
Bank of America
33
Bank of America
North Carolina
$4.12M +$863K +46,336 +26%
Wells Fargo
34
Wells Fargo
California
$4.09M +$104K +5,569 +3%
Hotchkis & Wiley Capital Management
35
Hotchkis & Wiley Capital Management
California
$3.7M -$1.17M -62,759 -24%
GIM
36
Greenwich Investment Management
Connecticut
$3.52M +$16.8K +900 +0.5%
Legal & General Group
37
Legal & General Group
United Kingdom
$3.41M -$11.8K -631 -0.3%
RhumbLine Advisers
38
RhumbLine Advisers
Massachusetts
$3.35M +$595K +31,966 +22%
QI
39
QS Investors
New York
$2.9M – – –
CEP
40
Chicago Equity Partners
Illinois
$2.66M -$10.6K -570 -0.4%
AllianceBernstein
41
AllianceBernstein
Tennessee
$2.54M -$3.14M -168,591 -55%
TCIM
42
TIAA CREF Investment Management
New York
$2.29M -$60.1K -3,228 -3%
TA
43
Teachers Advisors
New York
$2.28M +$67.2K +3,611 +3%
Swiss National Bank
44
Swiss National Bank
Switzerland
$2.01M +$18.6K +1,000 +0.9%
State Board of Administration of Florida Retirement System
45
State Board of Administration of Florida Retirement System
Florida
$1.85M -$556K -29,843 -23%
JPMorgan Chase & Co
46
JPMorgan Chase & Co
New York
$1.8M +$145K +7,806 +9%
California State Teachers Retirement System (CalSTRS)
47
California State Teachers Retirement System (CalSTRS)
California
$1.75M +$40.6K +2,181 +2%
ASRS
48
Arizona State Retirement System
Arizona
$1.75M +$101K +5,446 +6%
Allianz Asset Management
49
Allianz Asset Management
Germany
$1.73M +$1.09M +58,340 +169%
Russell Investments Group
50
Russell Investments Group
United Kingdom
$1.64M +$348K +18,437 +27%
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