PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

209 hedge funds and large institutions have $1.03B invested in PennyMac Mortgage Investment in 2019 Q1 according to their latest regulatory filings, with 38 funds opening new positions, 93 increasing their positions, 41 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
209
Holders Change
+23
Holders Change %
+12.37%
% of All Funds
4.53%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
38
Increased
93
Reduced
41
Closed
14
Calls
$1.38M
Puts
$896K
Net Calls
+$484K
Net Calls Change
+$509K

Top Buyers

1
Vanguard Group
1
Vanguard Group
Pennsylvania
$136M
2
Marshall Wace
2
Marshall Wace
United Kingdom
$14M
3
BlackRock
3
BlackRock
New York
$229M
4
Invesco
4
Invesco
Georgia
$27.7M
5
EMG
5
Ellington Management Group
Connecticut
$5.2M

Top Sellers

1
AAM
1
Advisors Asset Management
Colorado
$811K
2
AU
2
Algebris (UK)
United Kingdom
$0
3
Morgan Stanley
3
Morgan Stanley
New York
$14.8M
4
GIM
4
Greenwich Investment Management
Connecticut
$0
5
QI
5
QS Investors
New York
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Deutsche Bank
26
Deutsche Bank
Germany
$6.36M -$1.55M -75,058 -20%
Prudential Financial
27
Prudential Financial
New Jersey
$6.29M +$854K +41,247 +16%
MAM
28
Martingale Asset Management
Massachusetts
$5.9M +$1.21M +58,200 +26%
Hotchkis & Wiley Capital Management
29
Hotchkis & Wiley Capital Management
California
$5.68M +$1.56M +75,510 +38%
VanEck Associates
30
VanEck Associates
New York
$5.36M +$653K +31,538 +14%
EMG
31
Ellington Management Group
Connecticut
$5.2M +$5.2M +251,256 New
Renaissance Technologies
32
Renaissance Technologies
New York
$5.16M -$1.63M -78,600 -24%
Millennium Management
33
Millennium Management
New York
$4.9M +$3.54M +170,723 +259%
Wells Fargo
34
Wells Fargo
California
$4.87M +$324K +15,662 +7%
Allianz Asset Management
35
Allianz Asset Management
Germany
$4.63M +$2.7M +130,571 +141%
Legal & General Group
36
Legal & General Group
United Kingdom
$4.43M +$660K +31,873 +17%
Arrowstreet Capital
37
Arrowstreet Capital
Massachusetts
$4.28M +$4.28M +206,619 New
RhumbLine Advisers
38
RhumbLine Advisers
Massachusetts
$3.98M +$246K +11,885 +7%
California Public Employees Retirement System
39
California Public Employees Retirement System
California
$3.84M -$1.26M -60,862 -25%
BCM
40
BlueMar Capital Management
Florida
$3.73M +$3.73M +180,012 New
Grantham, Mayo, Van Otterloo & Co (GMO)
41
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$3.68M +$3.68M +177,800 New
Bank of America
42
Bank of America
North Carolina
$3.66M -$921K -44,461 -20%
USAA
43
United Services Automobile Association
Texas
$2.91M +$2.35M +113,528 +418%
CS
44
Credit Suisse
Switzerland
$2.85M +$1.58M +76,062 +123%
AllianceBernstein
45
AllianceBernstein
Tennessee
$2.77M -$50.5K -2,440 -2%
JPMorgan Chase & Co
46
JPMorgan Chase & Co
New York
$2.69M +$684K +33,001 +34%
CEP
47
Chicago Equity Partners
Illinois
$2.68M -$276K -13,350 -9%
CAM
48
ClariVest Asset Management
California
$2.64M +$2.64M +127,600 New
Nordea Investment Management
49
Nordea Investment Management
Sweden
$2.64M +$2.64M +127,600 New
TA
50
Teachers Advisors
New York
$2.62M +$84.4K +4,078 +3%
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