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 %
Los Angeles Capital Management
101
Los Angeles Capital Management
California
$644K -$80.4K -3,885 -11%
DIM
102
DC Investments Management
Virginia
$640K – – –
SWP
103
Stratos Wealth Partners
Ohio
$620K +$620K +29,942 New
HIM
104
Hillsdale Investment Management
Ontario, Canada
$607K +$31.1K +1,500 +5%
Nisa Investment Advisors
105
Nisa Investment Advisors
Missouri
$575K -$360K -17,355 -38%
SG Americas Securities
106
SG Americas Securities
New York
$563K -$867K -41,868 -61%
MIM
107
MetLife Investment Management
New Jersey
$554K – – –
VOYA Investment Management
108
VOYA Investment Management
Georgia
$553K -$15.4K -746 -3%
Janney Montgomery Scott
109
Janney Montgomery Scott
Pennsylvania
$548K +$170K +8,209 +45%
OPERF
110
Oregon Public Employees Retirement Fund
Oregon
$547K +$66.8K +3,226 +14%
LSERS
111
Louisiana State Employees Retirement System
Louisiana
$526K +$53.3K +2,573 +11%
TRSOTSOK
112
Teachers Retirement System of the State of Kentucky
Kentucky
$524K – – –
MERSOM
113
Municipal Employees' Retirement System of Michigan
Michigan
$516K +$150K +7,250 +41%
CANY
114
Caxton Associates (New York)
New York
$500K +$152K +7,320 +44%
RJA
115
Raymond James & Associates
Florida
$495K +$261K +12,624 +112%
Squarepoint
116
Squarepoint
New York
$494K +$494K +23,836 New
AW
117
Alpha Windward
Massachusetts
$490K +$490K +23,640 New
COPPSERS
118
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$483K +$50.1K +2,421 +12%
CC
119
Cipher Capital
New York
$475K +$475K +22,927 New
SOADOR
120
State of Alaska Department of Revenue
Alaska
$474K +$52.6K +2,540 +12%
AG
121
Aperio Group
California
$469K +$37.7K +1,822 +9%
MSA
122
Mason Street Advisors
Wisconsin
$452K +$60K +2,895 +15%
RFN
123
RDA Financial Network
Iowa
$444K +$444K +21,300 New
BCM
124
BlueCrest Capital Management
Jersey
$425K +$425K +20,534 New
PAM
125
Panagora Asset Management
Massachusetts
$422K +$6.23K +301 +1%
3 4
5
6 7