PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

144 hedge funds and large institutions have $791M invested in PennyMac Mortgage Investment in 2017 Q1 according to their latest regulatory filings, with 24 funds opening new positions, 55 increasing their positions, 42 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
144
Holders Change
-11
Holders Change %
-7.1%
% of All Funds
3.59%
Holding in Top 10
3
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.07%
New
24
Increased
55
Reduced
42
Closed
28
Calls
$888K
Puts
$2.05M
Net Calls
-$1.16M
Net Calls Change
-$454K

Top Buyers

1
BlackRock
1
BlackRock
New York
$112M
2
Goldman Sachs
2
Goldman Sachs
New York
$56M
3
AIU
3
Algebris Investments (UK)
United Kingdom
$6.04M
4
UBS Group
4
UBS Group
Switzerland
$25.9M
5
SI
5
Sapience Investments
California
$9.69M

Top Sellers

1
Wells Fargo
1
Wells Fargo
California
$5.78M
2
AllianceBernstein
2
AllianceBernstein
Tennessee
$14.7M
3
Morgan Stanley
3
Morgan Stanley
New York
$10.6M
4
YMRC
4
Yorktown Management & Research Company
Virginia
$0
5
GXMC
5
Global X Management Company
New York
$18.1M
Name Holding Trade Value Shares
Change 		Shares
Change %
California Public Employees Retirement System
26
California Public Employees Retirement System
California
$6.61M -$154K -8,700 -2%
Prudential Financial
27
Prudential Financial
New Jersey
$6.23M -$2.52M -141,800 -29%
AIU
28
Algebris Investments (UK)
United Kingdom
$6.04M +$6.04M +225,000 New
Wells Fargo
29
Wells Fargo
California
$5.78M -$10.2M -576,212 -64%
NIMC
30
NWQ Investment Management Company
California
$5.4M +$57.3K +3,229 +1%
Bank of America
31
Bank of America
North Carolina
$5.31M +$274K +15,439 +5%
AM
32
Ares Management
California
$4.91M +$629K +35,429 +15%
PPA
33
Parametric Portfolio Associates
Washington
$4.65M +$605K +34,115 +15%
VanEck Associates
34
VanEck Associates
New York
$4.32M +$76.2K +4,292 +2%
Susquehanna International Group
35
Susquehanna International Group
Pennsylvania
$3.99M +$506K +28,505 +15%
WAM
36
Wolverine Asset Management
Illinois
$3.97M +$3.97M +223,612 New
Deutsche Bank
37
Deutsche Bank
Germany
$3.84M +$299K +16,835 +8%
QI
38
QS Investors
New York
$3.6M +$30.8K +1,737 +0.9%
MAM
39
Martingale Asset Management
Massachusetts
$3.36M +$1.89M +106,510 +128%
CC
40
Cipher Capital
New York
$3.3M +$2.97M +167,489 +914%
TCIM
41
TIAA CREF Investment Management
New York
$3.25M -$716K -40,310 -18%
Barclays
42
Barclays
United Kingdom
$3.04M +$10.8K +609 +0.4%
EM
43
EnTrustPermal Management
New York
$2.49M +$302K +17,000 +14%
RGREA
44
Ranger Global Real Estate Advisors
Colorado
$2.43M +$12.3K +696 +0.5%
Renaissance Technologies
45
Renaissance Technologies
New York
$2.39M +$2.39M +134,530 New
California State Teachers Retirement System (CalSTRS)
46
California State Teachers Retirement System (CalSTRS)
California
$2.38M -$112K -6,300 -4%
First Trust Advisors
47
First Trust Advisors
Illinois
$2.23M +$787K +44,336 +54%
Allianz Asset Management
48
Allianz Asset Management
Germany
$2.12M +$2.12M +119,359 New
TA
49
Teachers Advisors
New York
$2.08M +$26.5K +1,492 +1%
Legal & General Group
50
Legal & General Group
United Kingdom
$1.94M +$151K +8,509 +8%
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