PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

227 hedge funds and large institutions have $1.64B invested in PennyMac Mortgage Investment in 2019 Q4 according to their latest regulatory filings, with 40 funds opening new positions, 111 increasing their positions, 49 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
227
Holders Change
+8
Holders Change %
+3.65%
% of All Funds
4.48%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
%
% of All Funds
0.02%
New
40
Increased
111
Reduced
49
Closed
25
Calls
$3.14M
Puts
$22.2M
Net Calls
-$19.1M
Net Calls Change
-$19.7M

Top Buyers

1
BlackRock
1
BlackRock
New York
$364M
2
Vanguard Group
2
Vanguard Group
Pennsylvania
$220M
3
WG
3
Winton Group
United Kingdom
$23.9M
4
Goldman Sachs
4
Goldman Sachs
New York
$62.4M
5
Renaissance Technologies
5
Renaissance Technologies
New York
$30.4M

Top Sellers

1
Marshall Wace
1
Marshall Wace
United Kingdom
$6.38M
2
Morgan Stanley
2
Morgan Stanley
New York
$21.9M
3
UBS Group
3
UBS Group
Switzerland
$42.9M
4
JPMorgan Chase & Co
4
JPMorgan Chase & Co
New York
$21M
5
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$8.32M
Name Holding Trade Value Shares
Change 		Shares
Change %
Two Sigma Investments
26
Two Sigma Investments
New York
$11M +$929K +41,679 +9%
American Century Companies
27
American Century Companies
Missouri
$10.7M +$10.3M +461,627 +2,635%
Allianz Asset Management
28
Allianz Asset Management
Germany
$10.6M -$364K -16,337 -3%
First Trust Advisors
29
First Trust Advisors
Illinois
$9.92M -$1.01M -45,497 -9%
AllianceBernstein
30
AllianceBernstein
Tennessee
$8.65M +$4.41M +198,016 +104%
SGCIA
31
Smith Graham & Co Investment Advisors
Texas
$8.48M -$227K -10,180 -3%
PPA
32
Parametric Portfolio Associates
Washington
$8.43M -$506K -22,695 -6%
Wells Fargo
33
Wells Fargo
California
$8.36M +$1.25M +56,120 +18%
VanEck Associates
34
VanEck Associates
New York
$8.32M +$159K +7,139 +2%
Acadian Asset Management
35
Acadian Asset Management
Massachusetts
$8.32M -$4.97M -223,135 -37%
Prudential Financial
36
Prudential Financial
New Jersey
$8.3M +$171K +7,681 +2%
TD Asset Management
37
TD Asset Management
Ontario, Canada
$8.08M +$609K +27,300 +8%
Nuveen Asset Management
38
Nuveen Asset Management
Illinois
$7.58M -$4.36M -195,450 -36%
Legal & General Group
39
Legal & General Group
United Kingdom
$7.48M +$1.1M +49,391 +17%
LCM
40
Laurion Capital Management
New York
$7.46M +$7.46M +334,600 New
RhumbLine Advisers
41
RhumbLine Advisers
Massachusetts
$7.4M +$1.18M +52,856 +19%
Bank of America
42
Bank of America
North Carolina
$7.04M +$1.89M +84,617 +37%
CS
43
Credit Suisse
Switzerland
$6.77M +$693K +31,100 +11%
Marshall Wace
44
Marshall Wace
United Kingdom
$6.38M -$9.22M -413,878 -59%
Connor, Clark & Lunn Investment Management (CC&L)
45
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$6.33M +$1.71M +76,800 +37%
California Public Employees Retirement System
46
California Public Employees Retirement System
California
$5.66M +$1.28M +57,228 +29%
Voloridge Investment Management
47
Voloridge Investment Management
Florida
$5.33M -$274K -12,271 -5%
ECM
48
Element Capital Management
New York
$5.15M +$5.15M +231,236 New
Public Sector Pension Investment Board (PSP Investments)
49
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$4.99M +$20.1K +900 +0.4%
KCM
50
Kennedy Capital Management
Missouri
$4.36M +$2.03M +91,195 +87%
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