PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

186 hedge funds and large institutions have $751M invested in PennyMac Mortgage Investment in 2023 Q1 according to their latest regulatory filings, with 20 funds opening new positions, 66 increasing their positions, 71 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
186
Holders Change
-11
Holders Change %
-5.58%
% of All Funds
2.98%
Holding in Top 10
–
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
–
New
20
Increased
66
Reduced
71
Closed
28
Calls
$5.19M
Puts
$8.99M
Net Calls
-$3.8M
Net Calls Change
+$30.6M

Top Buyers

1
KPF
1
K2 Principal Fund
Ontario, Canada
$10.4M
2
T. Rowe Price Investment Management
2
T. Rowe Price Investment Management
Maryland
$65.6M
3
Marshall Wace
3
Marshall Wace
United Kingdom
$6.55M
4
WAM
4
Wolverine Asset Management
Illinois
$4.54M
5
JPMorgan Chase & Co
5
JPMorgan Chase & Co
New York
$13.6M

Top Sellers

1
CM
1
Caption Management
Oklahoma
$0
2
Mirae Asset Global Investments
2
Mirae Asset Global Investments
South Korea
$7.93M
3
Goldman Sachs
3
Goldman Sachs
New York
$37.5M
4
JAM
4
Jupiter Asset Management
United Kingdom
$5.06M
5
Millennium Management
5
Millennium Management
New York
$488K
Name Holding Trade Value Shares
Change 		Shares
Change %
Citadel Advisors
26
Citadel Advisors
Florida
$4.25M -$338K -27,426 -7%
RhumbLine Advisers
27
RhumbLine Advisers
Massachusetts
$3.58M +$136K +11,022 +4%
Nuveen Asset Management
28
Nuveen Asset Management
Illinois
$3.4M -$21.6K -1,753 -0.6%
Legal & General Group
29
Legal & General Group
United Kingdom
$3.3M -$116K -9,401 -3%
Wells Fargo
30
Wells Fargo
California
$2.65M +$18.5K +1,502 +0.7%
CF
31
Centaurus Financial
California
$2.59M -$138K -11,190 -5%
T. Rowe Price Associates
32
T. Rowe Price Associates
Maryland
$2.5M +$18.9K +1,536 +0.8%
Swiss National Bank
33
Swiss National Bank
Switzerland
$2.37M -$321K -26,000 -12%
Citigroup
34
Citigroup
New York
$2.29M +$1.63M +132,548 +249%
LPL Financial
35
LPL Financial
California
$2.17M -$9.16K -743 -0.4%
Qube Research & Technologies (QRT)
36
Qube Research & Technologies (QRT)
United Kingdom
$2.01M +$309K +25,033 +18%
Public Sector Pension Investment Board (PSP Investments)
37
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$1.93M -$66.3K -5,381 -3%
Natixis Advisors
38
Natixis Advisors
Massachusetts
$1.9M +$341K +27,695 +22%
Bank of America
39
Bank of America
North Carolina
$1.74M +$281K +22,758 +19%
HF
40
HRT Financial
New York
$1.72M +$544K +44,148 +46%
BNP Paribas Financial Markets
41
BNP Paribas Financial Markets
France
$1.66M +$1.31M +105,923 +374%
BRWA
42
B. Riley Wealth Advisors
Florida
$1.62M +$144K +11,654 +10%
New York State Teachers Retirement System (NYSTRS)
43
New York State Teachers Retirement System (NYSTRS)
New York
$1.61M -$34.5K -2,800 -2%
UBS AM
44
UBS AM
Illinois
$1.51M +$47.4K +3,844 +3%
California State Teachers Retirement System (CalSTRS)
45
California State Teachers Retirement System (CalSTRS)
California
$1.37M -$38.6K -3,129 -3%
GCM
46
Graham Capital Management
Connecticut
$1.36M -$2.49M -202,142 -65%
Canada Life
47
Canada Life
Manitoba, Canada
$1.36M -$114K -9,206 -8%
Royal Bank of Canada
48
Royal Bank of Canada
Ontario, Canada
$1.35M +$88.8K +7,203 +7%
State of New Jersey Common Pension Fund D
49
State of New Jersey Common Pension Fund D
New Jersey
$1.28M +$1.28M +103,440 New
Osaic Holdings
50
Osaic Holdings
Arizona
$1.21M -$46.7K -3,788 -4%
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