PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

219 hedge funds and large institutions have $1.45B invested in PennyMac Mortgage Investment in 2019 Q3 according to their latest regulatory filings, with 37 funds opening new positions, 106 increasing their positions, 48 reducing their positions, and 32 closing their positions.

Holders
219
Holders Change
+5
Holders Change %
+2.34%
% of All Funds
4.81%
Holding in Top 10
–
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
–
New
37
Increased
106
Reduced
48
Closed
32
Calls
$1.47M
Puts
$875K
Net Calls
+$598K
Net Calls Change
+$3.27M

Top Buyers

1
BlackRock
1
BlackRock
New York
$327M
2
T. Rowe Price Associates
2
T. Rowe Price Associates
Maryland
$40.1M
3
Vanguard Group
3
Vanguard Group
Pennsylvania
$191M
4
Grantham, Mayo, Van Otterloo & Co (GMO)
4
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$27.8M
5
CCP
5
Clough Capital Partners
Massachusetts
$12.4M

Top Sellers

1
TIM
1
Thornburg Investment Management
New Mexico
$37.5M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$10M
3
Acadian Asset Management
3
Acadian Asset Management
Massachusetts
$13.3M
4
Blackstone Inc
4
Blackstone Inc
New York
$0
5
MAM
5
Martingale Asset Management
Massachusetts
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
QT
101
Quantbot Technologies
New York
$882K +$432K +19,467 +96%
WCM
102
Weld Capital Management
New York
$876K +$876K +39,407 New
Los Angeles Capital Management
103
Los Angeles Capital Management
California
$857K +$509K +22,910 +147%
MIM
104
MetLife Investment Management
New Jersey
$847K +$91.1K +4,100 +12%
WFI
105
West Family Investments
California
$789K – – –
Janney Montgomery Scott
106
Janney Montgomery Scott
Pennsylvania
$784K +$88.7K +3,988 +13%
HIM
107
Hillsdale Investment Management
Ontario, Canada
$771K -$66.7K -3,000 -8%
Mackenzie Financial
108
Mackenzie Financial
Ontario, Canada
$757K – – –
MAM
109
Meeder Asset Management
Ohio
$752K +$520K +23,379 +224%
RJA
110
Raymond James & Associates
Florida
$750K +$185K +8,318 +33%
Victory Capital Management
111
Victory Capital Management
Texas
$750K +$750K +33,727 New
LSERS
112
Louisiana State Employees Retirement System
Louisiana
$720K +$86.7K +3,900 +14%
CAN
113
Cetera Advisor Networks
California
$712K +$712K +32,335 New
BAM
114
Blueshift Asset Management
New Jersey
$674K +$674K +30,309 New
QSS
115
Quantitative Systematic Strategies
Florida
$666K -$107K -4,804 -14%
MSA
116
Mason Street Advisors
Wisconsin
$663K +$95.8K +4,309 +17%
COPPSERS
117
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$662K +$80.3K +3,613 +14%
Cambridge Investment Research Advisors
118
Cambridge Investment Research Advisors
Iowa
$616K +$36.1K +1,622 +6%
MLICM
119
Metropolitan Life Insurance Company (MetLife)
New York
$615K +$152K +6,839 +33%
OPERF
120
Oregon Public Employees Retirement Fund
Oregon
$611K +$13.3K +600 +2%
VOYA Investment Management
121
VOYA Investment Management
Georgia
$608K – – –
RCA
122
Rowland Carmichael Advisors
Arizona
$595K +$595K +26,755 New
MERSOM
123
Municipal Employees' Retirement System of Michigan
Michigan
$586K -$51.8K -2,330 -8%
DIM
124
DC Investments Management
Virginia
$572K -$35.2K -1,583 -6%
TRSOTSOK
125
Teachers Retirement System of the State of Kentucky
Kentucky
$562K – – –
3 4
5
6 7