PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

209 hedge funds and large institutions have $1.03B invested in PennyMac Mortgage Investment in 2019 Q1 according to their latest regulatory filings, with 38 funds opening new positions, 93 increasing their positions, 41 reducing their positions, and 14 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
209
Holders Change
+23
Holders Change %
+12.37%
% of All Funds
4.53%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
38
Increased
93
Reduced
41
Closed
14
Calls
$1.38M
Puts
$896K
Net Calls
+$484K
Net Calls Change
+$509K

Top Buyers

1
Vanguard Group
1
Vanguard Group
Pennsylvania
$136M
2
Marshall Wace
2
Marshall Wace
United Kingdom
$14M
3
BlackRock
3
BlackRock
New York
$229M
4
Invesco
4
Invesco
Georgia
$27.7M
5
EMG
5
Ellington Management Group
Connecticut
$5.2M

Top Sellers

1
AAM
1
Advisors Asset Management
Colorado
$811K
2
AU
2
Algebris (UK)
United Kingdom
$0
3
Morgan Stanley
3
Morgan Stanley
New York
$14.8M
4
GIM
4
Greenwich Investment Management
Connecticut
$0
5
QI
5
QS Investors
New York
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
WG
76
Winton Group
United Kingdom
$1.06M +$50.9K +2,458 +5%
Stifel Financial
77
Stifel Financial
Missouri
$1.06M +$166K +7,973 +18%
Fidelity Investments
78
Fidelity Investments
Massachusetts
$1M -$66.9K -3,234 -6%
SAM
79
Shell Asset Management
Netherlands
$1M – – –
Royal Bank of Canada
80
Royal Bank of Canada
Ontario, Canada
$994K +$192K +9,288 +24%
New York State Teachers Retirement System (NYSTRS)
81
New York State Teachers Retirement System (NYSTRS)
New York
$974K +$193K +9,297 +25%
AIG
82
American International Group
New York
$957K -$8.4K -406 -0.9%
TPSF
83
Texas Permanent School Fund
Texas
$956K +$130K +6,252 +16%
IA
84
IndexIQ Advisors
New York
$948K -$29.7K -1,435 -3%
SEI Investments
85
SEI Investments
Pennsylvania
$948K +$502K +24,971 +113%
State of Tennessee, Department of Treasury
86
State of Tennessee, Department of Treasury
Tennessee
$878K +$35.3K +1,705 +4%
ZCM
87
Zebra Capital Management
Connecticut
$852K +$852K +41,145 New
Two Sigma Investments
88
Two Sigma Investments
New York
$833K +$833K +40,245 New
AAM
89
Advisors Asset Management
Colorado
$811K -$5.93M -286,159 -88%
CSS
90
Cubist Systematic Strategies
Connecticut
$802K +$235K +11,334 +41%
Manulife (Manufacturers Life Insurance)
91
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$771K +$77.8K +3,758 +11%
WFI
92
West Family Investments
California
$735K – – –
CCIA
93
Campbell & Co Investment Adviser
Maryland
$724K +$25.5K +1,231 +4%
6M
94
6 Meridian
Kansas
$721K -$16.6K -802 -2%
WS
95
Wedbush Securities
California
$711K -$26K -1,255 -4%
SGI
96
Summit Global Investments
Utah
$708K -$62.1K -3,000 -8%
LCM
97
Laurion Capital Management
New York
$688K +$319K +15,416 +87%
MSL
98
Mackay Shields LLC
New York
$673K -$4.14K -200 -0.6%
AQR Capital Management
99
AQR Capital Management
Connecticut
$666K – – –
AG
100
AlphaSimPlex Group
Massachusetts
$650K +$650K +31,368 New
2 3
4
5 6