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

Top Sellers

1
TIM
1
Thornburg Investment Management
New Mexico
$37.5M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$10M
3
Acadian Asset Management
3
Acadian Asset Management
Massachusetts
$13.3M
4
Blackstone Inc
4
Blackstone Inc
New York
$0
5
MAM
5
Martingale Asset Management
Massachusetts
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Nuveen Asset Management
26
Nuveen Asset Management
Illinois
$11.9M +$5.63M +253,291 +90%
Allianz Asset Management
27
Allianz Asset Management
Germany
$10.9M -$1.37M -61,497 -11%
First Trust Advisors
28
First Trust Advisors
Illinois
$10.9M +$619K +27,860 +6%
Two Sigma Investments
29
Two Sigma Investments
New York
$10M -$7.58M -341,134 -43%
Wellington Management Group
30
Wellington Management Group
Massachusetts
$9.1M +$9.1M +409,375 New
PPA
31
Parametric Portfolio Associates
Washington
$8.91M +$263K +11,850 +3%
SGCIA
32
Smith Graham & Co Investment Advisors
Texas
$8.68M +$46.2K +2,080 +0.5%
VanEck Associates
33
VanEck Associates
New York
$8.14M +$1.07M +48,233 +15%
Prudential Financial
34
Prudential Financial
New Jersey
$8.11M -$1.18M -52,911 -13%
TD Asset Management
35
TD Asset Management
Ontario, Canada
$7.45M +$6.42M +288,700 +624%
WG
36
Winton Group
United Kingdom
$7.09M +$5.67M +255,193 +400%
Wells Fargo
37
Wells Fargo
California
$7.09M +$442K +19,877 +7%
Legal & General Group
38
Legal & General Group
United Kingdom
$6.36M +$902K +40,577 +17%
RhumbLine Advisers
39
RhumbLine Advisers
Massachusetts
$6.2M +$1.08M +48,668 +21%
CS
40
Credit Suisse
Switzerland
$6.07M +$1.81M +81,434 +43%
Voloridge Investment Management
41
Voloridge Investment Management
Florida
$5.59M +$4.34M +195,284 +349%
MSL
42
Mackay Shields LLC
New York
$5.59M +$1.63M +73,135 +41%
Citadel Advisors
43
Citadel Advisors
Florida
$5.34M -$4.62M -207,986 -46%
Bank of America
44
Bank of America
North Carolina
$5.14M +$1.06M +47,862 +26%
Public Sector Pension Investment Board (PSP Investments)
45
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$4.96M +$1.21M +54,376 +32%
Connor, Clark & Lunn Investment Management (CC&L)
46
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$4.61M +$2.67M +119,900 +137%
California Public Employees Retirement System
47
California Public Employees Retirement System
California
$4.37M +$387K +17,402 +10%
AllianceBernstein
48
AllianceBernstein
Tennessee
$4.23M -$202K -9,106 -5%
Deutsche Bank
49
Deutsche Bank
Germany
$4.04M -$4.48M -201,812 -53%
Swiss National Bank
50
Swiss National Bank
Switzerland
$3.62M +$480K +21,600 +15%
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