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.

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 %
California State Teachers Retirement System (CalSTRS)
51
California State Teachers Retirement System (CalSTRS)
California
$3M +$421K +18,925 +16%
Russell Investments Group
52
Russell Investments Group
United Kingdom
$2.92M +$583K +26,233 +25%
Barclays
53
Barclays
United Kingdom
$2.9M +$939K +42,237 +48%
Royal Bank of Canada
54
Royal Bank of Canada
Ontario, Canada
$2.87M +$124K +5,586 +5%
CEP
55
Chicago Equity Partners
Illinois
$2.55M -$306K -13,775 -11%
MWNA
56
Marshall Wace North America
New York
$2.44M +$2.44M +109,764 New
CC
57
Cipher Capital
New York
$2.33M -$2.15M -96,520 -48%
KCM
58
Kennedy Capital Management
Missouri
$2.33M +$2.33M +104,566 New
State of New Jersey Common Pension Fund D
59
State of New Jersey Common Pension Fund D
New Jersey
$2.32M +$2.32M +104,200 New
ASRS
60
Arizona State Retirement System
Arizona
$2.29M -$343K -15,404 -13%
LPL Financial
61
LPL Financial
California
$2.22M +$582K +26,195 +35%
AAMU
62
Amundi Asset Management US
Massachusetts
$2.22M – – –
Nomura Asset Management
63
Nomura Asset Management
Japan
$2.1M +$2.1M +94,500 New
PAM
64
Panagora Asset Management
Massachusetts
$2.04M -$389K -17,499 -16%
New York State Common Retirement Fund
65
New York State Common Retirement Fund
New York
$2.01M +$291K +13,100 +17%
Comerica Bank
66
Comerica Bank
Texas
$1.91M +$249K +11,008 +15%
ZIM
67
Zacks Investment Management
Illinois
$1.86M +$1.12M +50,460 +152%
New York State Teachers Retirement System (NYSTRS)
68
New York State Teachers Retirement System (NYSTRS)
New York
$1.82M +$211K +9,473 +13%
VRS
69
Virginia Retirement Systems
Virginia
$1.81M +$1.04M +46,800 +135%
Susquehanna International Group
70
Susquehanna International Group
Pennsylvania
$1.78M +$728K +32,755 +69%
Schroder Investment Management Group
71
Schroder Investment Management Group
United Kingdom
$1.66M +$74.7K +3,357 +5%
Stifel Financial
72
Stifel Financial
Missouri
$1.62M +$88.6K +3,980 +6%
Thrivent Financial for Lutherans
73
Thrivent Financial for Lutherans
Minnesota
$1.55M +$226K +10,182 +17%
CSS
74
Cubist Systematic Strategies
Connecticut
$1.55M -$1.56M -70,038 -50%
SCM
75
Sterling Capital Management
North Carolina
$1.52M +$296K +13,326 +24%
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