PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

186 hedge funds and large institutions have $839M invested in PennyMac Mortgage Investment in 2018 Q4 according to their latest regulatory filings, with 37 funds opening new positions, 69 increasing their positions, 52 reducing their positions, and 17 closing their positions.

Holders
186
Holders Change
+19
Holders Change %
+11.38%
% of All Funds
4.15%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.04%
New
37
Increased
69
Reduced
52
Closed
17
Calls
$568K
Puts
$593K
Net Calls
-$25K
Net Calls Change
-$706K

Top Buyers

1
Bessemer Group
1
Bessemer Group
New Jersey
$11.1M
2
AU
2
Algebris (UK)
United Kingdom
$5.4M
3
Renaissance Technologies
3
Renaissance Technologies
New York
$6.11M
4
BlackRock
4
BlackRock
New York
$195M
5
Morgan Stanley
5
Morgan Stanley
New York
$16.7M

Top Sellers

1
Invesco
1
Invesco
Georgia
$19.4M
2
Arrowstreet Capital
2
Arrowstreet Capital
Massachusetts
$0
3
UBS Group
3
UBS Group
Switzerland
$26.6M
4
Barclays
4
Barclays
United Kingdom
$805K
5
AllianceBernstein
5
AllianceBernstein
Tennessee
$2.54M
Name Holding Trade Value Shares
Change 		Shares
Change %
Balyasny Asset Management
101
Balyasny Asset Management
Illinois
$445K +$445K +23,925 New
OPERF
102
Oregon Public Employees Retirement Fund
Oregon
$432K +$432K +23,180 New
BAM
103
Blueshift Asset Management
New Jersey
$427K +$427K +22,950 New
LSERS
104
Louisiana State Employees Retirement System
Louisiana
$425K -$75.8K -4,073 -15%
Mackenzie Financial
105
Mackenzie Financial
Ontario, Canada
$423K – – –
FRM
106
Fox Run Management
Connecticut
$410K +$218K +11,694 +113%
AG
107
Advisor Group
Arizona
$404K +$291K +15,603 +257%
COPPSERS
108
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$389K +$118K +6,349 +44%
AG
109
Aperio Group
California
$388K +$7.47K +401 +2%
SEI Investments
110
SEI Investments
Pennsylvania
$385K +$330K +18,984 +598%
SOADOR
111
State of Alaska Department of Revenue
Alaska
$379K +$6.23K +335 +2%
MLICM
112
Metropolitan Life Insurance Company (MetLife)
New York
$374K – – –
PAM
113
Panagora Asset Management
Massachusetts
$374K -$189K -10,162 -34%
MSA
114
Mason Street Advisors
Wisconsin
$352K +$16.1K +868 +5%
XK
115
Xact Kapitalforvaltning
Sweden
$343K – – –
Janney Montgomery Scott
116
Janney Montgomery Scott
Pennsylvania
$340K -$15.4K -824 -4%
Cambridge Investment Research Advisors
117
Cambridge Investment Research Advisors
Iowa
$339K -$1.69K -91 -0.5%
LCM
118
Laurion Capital Management
New York
$331K +$331K +17,797 New
MERSOM
119
Municipal Employees' Retirement System of Michigan
Michigan
$328K +$328K +17,630 New
P
120
&Partners
Tennessee
$319K +$319K +17,133 New
CANY
121
Caxton Associates (New York)
New York
$313K +$313K +16,809 New
ECM
122
Element Capital Management
New York
$311K -$109K -5,852 -26%
RJFSA
123
Raymond James Financial Services Advisors
Florida
$303K -$29.8K -1,604 -9%
SO
124
STRS Ohio
Ohio
$299K – – –
O
125
OppenheimerFunds
New York
$290K -$54K -2,898 -16%
3 4
5
6 7