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 %
PCM
51
Pinz Capital Management
New York
$4.32M +$4.32M +193,800 New
Deutsche Bank
52
Deutsche Bank
Germany
$4.08M +$31.8K +1,427 +0.8%
Swiss National Bank
53
Swiss National Bank
Switzerland
$3.75M +$114K +5,100 +3%
MWNA
54
Marshall Wace North America
New York
$3.43M +$984K +44,129 +40%
Barclays
55
Barclays
United Kingdom
$3.31M +$397K +17,807 +14%
Royal Bank of Canada
56
Royal Bank of Canada
Ontario, Canada
$3.06M +$187K +8,366 +6%
California State Teachers Retirement System (CalSTRS)
57
California State Teachers Retirement System (CalSTRS)
California
$3.06M +$47K +2,111 +2%
LPL Financial
58
LPL Financial
California
$3.01M +$777K +34,840 +35%
Nomura Asset Management
59
Nomura Asset Management
Japan
$2.91M +$800K +35,900 +38%
MSL
60
Mackay Shields LLC
New York
$2.81M -$2.8M -125,435 -50%
GIM
61
Greenwich Investment Management
Connecticut
$2.73M +$1.64M +73,435 +150%
Canada Life
62
Canada Life
Manitoba, Canada
$2.7M +$2.7M +122,302 New
Point72 Asset Management
63
Point72 Asset Management
Connecticut
$2.66M +$2.36M +105,800 +772%
AAMU
64
Amundi Asset Management US
Massachusetts
$2.62M +$388K +17,393 +17%
Russell Investments Group
65
Russell Investments Group
United Kingdom
$2.57M -$354K -15,906 -12%
UBS AM
66
UBS AM
Illinois
$2.27M +$879K +39,428 +63%
DCM
67
Driehaus Capital Management
Illinois
$2.27M +$2.27M +101,600 New
Comerica Bank
68
Comerica Bank
Texas
$2.26M +$280K +11,947 +14%
State of New Jersey Common Pension Fund D
69
State of New Jersey Common Pension Fund D
New Jersey
$2.16M -$166K -7,439 -7%
AQR Capital Management
70
AQR Capital Management
Connecticut
$2.03M +$1.6M +71,698 +372%
New York State Teachers Retirement System (NYSTRS)
71
New York State Teachers Retirement System (NYSTRS)
New York
$1.95M +$126K +5,667 +7%
New York State Common Retirement Fund
72
New York State Common Retirement Fund
New York
$1.83M -$181K -8,100 -9%
Ensign Peak Advisors
73
Ensign Peak Advisors
Utah
$1.81M +$1.81M +81,000 New
Mackenzie Financial
74
Mackenzie Financial
Ontario, Canada
$1.8M +$1.04M +46,497 +136%
Thrivent Financial for Lutherans
75
Thrivent Financial for Lutherans
Minnesota
$1.78M +$223K +10,005 +14%
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