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.

New
Increased
Maintained
Reduced
Closed
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 %
SOADOR
76
State of Alaska Department of Revenue
Alaska
$1.5M +$921K +41,439 +159%
Citigroup
77
Citigroup
New York
$1.48M +$7.49K +337 +0.5%
Arrowstreet Capital
78
Arrowstreet Capital
Massachusetts
$1.45M -$3.77M -169,616 -72%
ICA
79
Infrastructure Capital Advisors
New York
$1.44M +$1.44M +64,638 New
AIG
80
American International Group
New York
$1.43M +$172K +7,723 +14%
Nisa Investment Advisors
81
Nisa Investment Advisors
Missouri
$1.4M +$126K +5,667 +10%
UBS AM
82
UBS AM
Illinois
$1.39M -$152K -6,851 -10%
WT
83
Whittier Trust
California
$1.37M +$14.7K +661 +1%
TPSF
84
Texas Permanent School Fund
Texas
$1.33M +$176K +7,906 +15%
State of Tennessee, Department of Treasury
85
State of Tennessee, Department of Treasury
Tennessee
$1.32M +$240K +10,815 +22%
PI
86
PineBridge Investments
New York
$1.28M +$1.18M +52,993 +1,202%
Holocene Advisors
87
Holocene Advisors
New York
$1.26M +$1.26M +56,466 New
SG Americas Securities
88
SG Americas Securities
New York
$1.24M +$1.24M +55,819 New
State Board of Administration of Florida Retirement System
89
State Board of Administration of Florida Retirement System
Florida
$1.17M -$1.04M -46,836 -47%
IA
90
IndexIQ Advisors
New York
$1.14M +$77.5K +3,486 +7%
LTFS
91
Ladenburg Thalmann Financial Services
Florida
$1.12M +$78.9K +3,545 +8%
CAM
92
ClariVest Asset Management
California
$1.1M +$1.1M +49,240 New
GIM
93
Greenwich Investment Management
Connecticut
$1.09M +$1.09M +48,925 New
GCP
94
GSA Capital Partners
United Kingdom
$1.07M +$616K +27,719 +135%
GC
95
Guggenheim Capital
Illinois
$1.05M +$27.5K +1,236 +3%
SAM
96
Shell Asset Management
Netherlands
$1.04M -$8.96K -403 -0.9%
CIBC World Market
97
CIBC World Market
Ontario, Canada
$1.04M -$5.31K -239 -0.5%
Manulife (Manufacturers Life Insurance)
98
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$1.04M +$35.7K +1,605 +4%
QC
99
Quadrature Capital
United Kingdom
$896K +$348K +15,657 +64%
SWP
100
Stratos Wealth Partners
Ohio
$893K +$114K +5,115 +15%
2 3
4
5 6