PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

214 hedge funds and large institutions have $1.24B invested in PennyMac Mortgage Investment in 2019 Q2 according to their latest regulatory filings, with 36 funds opening new positions, 110 increasing their positions, 39 reducing their positions, and 26 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
214
Holders Change
+5
Holders Change %
+2.39%
% of All Funds
4.66%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
36
Increased
110
Reduced
39
Closed
26
Calls
$2.45M
Puts
$5.13M
Net Calls
-$2.68M
Net Calls Change
-$3.16M

Top Buyers

1
BlackRock
1
BlackRock
New York
$279M
2
JPMorgan Chase & Co
2
JPMorgan Chase & Co
New York
$21.9M
3
Vanguard Group
3
Vanguard Group
Pennsylvania
$160M
4
Two Sigma Investments
4
Two Sigma Investments
New York
$17.3M
5
Millennium Management
5
Millennium Management
New York
$13.5M

Top Sellers

1
Citigroup
1
Citigroup
New York
$1.45M
2
Bessemer Group
2
Bessemer Group
New Jersey
$2.35M
3
Hotchkis & Wiley Capital Management
3
Hotchkis & Wiley Capital Management
California
$0
4
Goldman Sachs
4
Goldman Sachs
New York
$45.8M
5
BCM
5
BlueMar Capital Management
Florida
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
IUHSA
101
Itau Unibanco Holding S.A.
Brazil
$759K +$759K +34,759 New
VRS
102
Virginia Retirement Systems
Virginia
$758K +$321K +14,700 +74%
SGI
103
Summit Global Investments
Utah
$755K +$8.73K +400 +1%
Mackenzie Financial
104
Mackenzie Financial
Ontario, Canada
$744K +$305K +13,979 +70%
MIM
105
MetLife Investment Management
New Jersey
$742K +$158K +7,260 +27%
ZIM
106
Zacks Investment Management
Illinois
$725K +$725K +33,224 New
AAM
107
Advisors Asset Management
Colorado
$701K -$154K -7,048 -18%
Janney Montgomery Scott
108
Janney Montgomery Scott
Pennsylvania
$683K +$105K +4,812 +18%
Balyasny Asset Management
109
Balyasny Asset Management
Illinois
$629K -$721K -33,007 -53%
LSERS
110
Louisiana State Employees Retirement System
Louisiana
$629K +$68.4K +3,100 +12%
MERSOM
111
Municipal Employees' Retirement System of Michigan
Michigan
$626K +$82.8K +3,790 +15%
AG
112
AlphaSimPlex Group
Massachusetts
$625K -$60.2K -2,756 -9%
HighTower Advisors
113
HighTower Advisors
Illinois
$611K +$611K +27,934 New
VOYA Investment Management
114
VOYA Investment Management
Georgia
$598K +$14.3K +655 +2%
DIM
115
DC Investments Management
Virginia
$596K -$78.1K -3,578 -12%
AP
116
Advisors Preferred
Maryland
$591K +$591K +27,066 New
ARTA
117
A.R.T. Advisors
New York
$589K +$179K +8,200 +44%
OPERF
118
Oregon Public Employees Retirement Fund
Oregon
$587K +$10.9K +500 +2%
COPPSERS
119
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$571K +$62.2K +2,849 +12%
Cambridge Investment Research Advisors
120
Cambridge Investment Research Advisors
Iowa
$569K +$166K +7,603 +41%
SOADOR
121
State of Alaska Department of Revenue
Alaska
$567K +$67.7K +3,104 +14%
MSA
122
Mason Street Advisors
Wisconsin
$557K +$80.4K +3,683 +17%
RJA
123
Raymond James & Associates
Florida
$555K +$33.4K +1,532 +6%
TRSOTSOK
124
Teachers Retirement System of the State of Kentucky
Kentucky
$552K – – –
QC
125
Quadrature Capital
United Kingdom
$538K +$538K +24,634 New
3 4
5
6 7