PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

186 hedge funds and large institutions have $756M invested in PennyMac Mortgage Investment in 2022 Q3 according to their latest regulatory filings, with 20 funds opening new positions, 54 increasing their positions, 81 reducing their positions, and 34 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
186
Holders Change
-17
Holders Change %
-8.37%
% of All Funds
3.22%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.03%
New
20
Increased
54
Reduced
81
Closed
34
Calls
$6.48M
Puts
$14M
Net Calls
-$7.5M
Net Calls Change
+$6.61M

Top Buyers

1
KPF
1
K2 Principal Fund
Ontario, Canada
$15.7M
2
Millennium Management
2
Millennium Management
New York
$13.7M
3
JAM
3
Jupiter Asset Management
United Kingdom
$6.76M
4
GLA
4
Great Lakes Advisors
Illinois
$6.25M
5
Pacer Advisors
5
Pacer Advisors
Pennsylvania
$17.1M

Top Sellers

1
T. Rowe Price Associates
1
T. Rowe Price Associates
Maryland
$2.88M
2
Goldman Sachs
2
Goldman Sachs
New York
$42.8M
3
BlackRock
3
BlackRock
New York
$187M
4
Amundi
4
Amundi
France
$1.32M
5
CSS
5
Cubist Systematic Strategies
Connecticut
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Susquehanna International Group
76
Susquehanna International Group
Pennsylvania
$488K -$2.18K -185 -0.4%
Lazard Asset Management
77
Lazard Asset Management
New York
$486K -$1.45M -123,391 -75%
Deutsche Bank
78
Deutsche Bank
Germany
$481K -$109K -9,261 -18%
Commonwealth Equity Services
79
Commonwealth Equity Services
Massachusetts
$477K -$17.8K -1,515 -4%
Janus Henderson Group
80
Janus Henderson Group
United Kingdom
$468K +$234K +19,875 +100%
VOYA Investment Management
81
VOYA Investment Management
Georgia
$464K – – –
JF
82
Jump Financial
Illinois
$460K +$460K +39,075 New
AQR Capital Management
83
AQR Capital Management
Connecticut
$458K +$306 +26 +0.1%
PCM
84
Penserra Capital Management
California
$425K -$91.1K -7,742 -18%
Manulife (Manufacturers Life Insurance)
85
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$425K -$4.44K -377 -1%
Barclays
86
Barclays
United Kingdom
$423K -$4.72K -401 -1%
RJA
87
Raymond James & Associates
Florida
$416K -$108K -9,149 -21%
AI
88
AdvisorShares Investments
Maryland
$384K +$384K +32,592 New
Jacobs Levy Equity Management
89
Jacobs Levy Equity Management
New Jersey
$381K -$1.47M -124,723 -79%
ACM
90
AlphaCrest Capital Management
New York
$365K -$2.05M -173,742 -85%
OPERF
91
Oregon Public Employees Retirement Fund
Oregon
$356K – – –
TRSOTSOK
92
Teachers Retirement System of the State of Kentucky
Kentucky
$346K +$346K +29,436 New
PNC Financial Services Group
93
PNC Financial Services Group
Pennsylvania
$340K -$24.2K -2,055 -7%
Janney Montgomery Scott
94
Janney Montgomery Scott
Pennsylvania
$316K +$4.64K +394 +1%
ASRS
95
Arizona State Retirement System
Arizona
$294K -$8.58K -729 -3%
ECM
96
Everence Capital Management
Indiana
$282K – – –
RFN
97
RDA Financial Network
Iowa
$280K -$5.53K -470 -2%
CA
98
Cetera Advisors
Colorado
$265K +$2.36K +200 +0.9%
SAM
99
Shell Asset Management
Netherlands
$259K -$67.9K -5,761 -21%
IAIM
100
International Assets Investment Management
Florida
$259K +$15.3K +1,300 +6%
2 3
4
5 6