PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

203 hedge funds and large institutions have $871M invested in PennyMac Mortgage Investment in 2022 Q2 according to their latest regulatory filings, with 32 funds opening new positions, 47 increasing their positions, 95 reducing their positions, and 25 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
203
Holders Change
+3
Holders Change %
+1.5%
% of All Funds
3.43%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
32
Increased
47
Reduced
95
Closed
25
Calls
$5.13M
Puts
$19.2M
Net Calls
-$14.1M
Net Calls Change
-$6.12M

Top Buyers

1
Pacer Advisors
1
Pacer Advisors
Pennsylvania
$15.9M
2
T. Rowe Price Associates
2
T. Rowe Price Associates
Maryland
$63.7M
3
JPMorgan Chase & Co
3
JPMorgan Chase & Co
New York
$7.13M
4
Morgan Stanley
4
Morgan Stanley
New York
$18.7M
5
ACM
5
AlphaCrest Capital Management
New York
$2.83M

Top Sellers

1
LSV Asset Management
1
LSV Asset Management
Illinois
$656K
2
Nomura Holdings
2
Nomura Holdings
Japan
$0
3
BlackRock
3
BlackRock
New York
$224M
4
Goldman Sachs
4
Goldman Sachs
New York
$60.1M
5
Invesco
5
Invesco
Georgia
$24.9M
Name Holding Trade Value Shares
Change 		Shares
Change %
State Board of Administration of Florida Retirement System
76
State Board of Administration of Florida Retirement System
Florida
$606K – – –
CC
77
Claybrook Capital
Massachusetts
$606K – – –
PCM
78
Penserra Capital Management
California
$606K +$388K +28,085 +178%
Nisa Investment Advisors
79
Nisa Investment Advisors
Missouri
$587K -$337K -24,396 -36%
AB
80
Amalgamated Bank
New York
$583K -$11.4K -821 -2%
Commonwealth Equity Services
81
Commonwealth Equity Services
Massachusetts
$581K +$70.6K +5,113 +14%
Susquehanna International Group
82
Susquehanna International Group
Pennsylvania
$575K -$1.18M -85,575 -67%
Citigroup
83
Citigroup
New York
$566K -$2.62M -189,470 -82%
VOYA Investment Management
84
VOYA Investment Management
Georgia
$544K – – –
AQR Capital Management
85
AQR Capital Management
Connecticut
$538K -$106K -7,665 -16%
GCWM
86
Graham Capital Wealth Management
District of Columbia
$532K -$21.2K -1,535 -4%
SEI Investments
87
SEI Investments
Pennsylvania
$527K +$527K +38,123 New
MSRPS
88
Maryland State Retirement & Pension System
Maryland
$515K -$10.9K -792 -2%
Manulife (Manufacturers Life Insurance)
89
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$504K -$50.7K -3,667 -9%
Barclays
90
Barclays
United Kingdom
$503K -$849K -61,429 -63%
D.E. Shaw & Co
91
D.E. Shaw & Co
New York
$466K +$252K +18,222 +118%
Tudor Investment Corp
92
Tudor Investment Corp
Connecticut
$454K +$454K +32,863 New
FM
93
Family Management
New York
$440K -$1.84K -133 -0.4%
PNC Financial Services Group
94
PNC Financial Services Group
Pennsylvania
$428K -$20.1K -1,453 -4%
OPERF
95
Oregon Public Employees Retirement Fund
Oregon
$417K -$92.5K -6,692 -18%
JAM
96
Jupiter Asset Management
United Kingdom
$408K +$408K +29,545 New
Wolverine Trading
97
Wolverine Trading
Illinois
$400K -$138K -9,882 -26%
SAM
98
Shell Asset Management
Netherlands
$383K +$622 +45 +0.2%
NYLIM
99
New York Life Investment Management
New York
$374K +$374K +27,048 New
Janney Montgomery Scott
100
Janney Montgomery Scott
Pennsylvania
$373K -$3.58K -254 -1%
2 3
4
5 6