PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

158 hedge funds and large institutions have $809M invested in PennyMac Mortgage Investment in 2017 Q2 according to their latest regulatory filings, with 26 funds opening new positions, 53 increasing their positions, 47 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
158
Holders Change
+14
Holders Change %
+9.72%
% of All Funds
3.95%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
26
Increased
53
Reduced
47
Closed
12
Calls
$1.07M
Puts
$2.02M
Net Calls
-$946K
Net Calls Change
+$211K

Top Buyers

1
CCP
1
Clough Capital Partners
Massachusetts
$25.6M
2
Millennium Management
2
Millennium Management
New York
$4.82M
3
WAM
3
Wolverine Asset Management
Illinois
$8.02M
4
UBS Group
4
UBS Group
Switzerland
$30.5M
5
AAM
5
Advisors Asset Management
Colorado
$22.1M

Top Sellers

1
DFG
1
Delphi Financial Group
Delaware
$24.2M
2
SI
2
Sapience Investments
California
$0
3
Citigroup
3
Citigroup
New York
$19.6M
4
Prudential Financial
4
Prudential Financial
New Jersey
$3.55M
5
Goldman Sachs
5
Goldman Sachs
New York
$56.5M
Name Holding Trade Value Shares
Change 		Shares
Change %
GIM
26
Greenwich Investment Management
Connecticut
$6.58M -$887K -48,497 -12%
SGCIA
27
Smith Graham & Co Investment Advisors
Texas
$6.58M -$360K -19,660 -5%
California Public Employees Retirement System
28
California Public Employees Retirement System
California
$6.43M -$384K -21,000 -6%
VanEck Associates
29
VanEck Associates
New York
$5.74M +$1.29M +70,599 +29%
NIMC
30
NWQ Investment Management Company
California
$5.4M -$158K -8,637 -3%
Susquehanna International Group
31
Susquehanna International Group
Pennsylvania
$5.39M +$1.28M +69,823 +31%
AM
32
Ares Management
California
$5.06M – – –
Millennium Management
33
Millennium Management
New York
$4.82M +$4.18M +228,660 +661%
PPA
34
Parametric Portfolio Associates
Washington
$4.65M -$139K -7,586 -3%
Bank of America
35
Bank of America
North Carolina
$4.52M -$950K -51,939 -17%
MAM
36
Martingale Asset Management
Massachusetts
$4.51M +$1.04M +57,101 +30%
CC
37
Cipher Capital
New York
$4.27M +$876K +47,900 +26%
Citadel Advisors
38
Citadel Advisors
Florida
$4.19M +$2.52M +137,924 +151%
Two Sigma Investments
39
Two Sigma Investments
New York
$3.92M +$2.49M +136,247 +175%
Prudential Financial
40
Prudential Financial
New Jersey
$3.55M -$2.86M -156,380 -45%
QI
41
QS Investors
New York
$3.39M -$313K -17,134 -8%
Renaissance Technologies
42
Renaissance Technologies
New York
$3.33M +$868K +47,470 +35%
TCIM
43
TIAA CREF Investment Management
New York
$3.28M -$76.1K -4,162 -2%
Barclays
44
Barclays
United Kingdom
$2.99M -$144K -7,894 -5%
EM
45
EnTrustPermal Management
New York
$2.57M – – –
RGREA
46
Ranger Global Real Estate Advisors
Colorado
$2.51M – – –
GC
47
Guggenheim Capital
Illinois
$2.33M +$460K +25,137 +25%
Arrowstreet Capital
48
Arrowstreet Capital
Massachusetts
$2.32M +$2.32M +126,924 New
TA
49
Teachers Advisors
New York
$2.14M -$2.6K -142 -0.1%
California State Teachers Retirement System (CalSTRS)
50
California State Teachers Retirement System (CalSTRS)
California
$2.14M -$316K -17,277 -13%
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