PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

154 hedge funds and large institutions have $755M invested in PennyMac Mortgage Investment in 2017 Q3 according to their latest regulatory filings, with 14 funds opening new positions, 56 increasing their positions, 54 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
154
Holders Change
-4
Holders Change %
-2.53%
% of All Funds
3.85%
Holding in Top 10
2
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.05%
New
14
Increased
56
Reduced
54
Closed
18
Calls
$515K
Puts
$1.93M
Net Calls
-$1.41M
Net Calls Change
-$464K

Top Buyers

1
First Trust Advisors
1
First Trust Advisors
Illinois
$11.9M
2
WAM
2
Wolverine Asset Management
Illinois
$15.8M
3
UBS Group
3
UBS Group
Switzerland
$35.5M
4
Goldman Sachs
4
Goldman Sachs
New York
$56.9M
5
Millennium Management
5
Millennium Management
New York
$7.51M

Top Sellers

1
DFG
1
Delphi Financial Group
Delaware
$9.27M
2
HCM
2
Highfields Capital Management
Massachusetts
$0
3
CCP
3
Clough Capital Partners
Massachusetts
$15.9M
4
Norges Bank
4
Norges Bank
Norway
$13.6M
5
AM
5
Ares Management
California
$1.08M
Name Holding Trade Value Shares
Change 		Shares
Change %
GIM
26
Greenwich Investment Management
Connecticut
$6.26M +$3.83K +220 +0.1%
California Public Employees Retirement System
27
California Public Employees Retirement System
California
$6.2M +$85.9K +4,940 +1%
SGCIA
28
Smith Graham & Co Investment Advisors
Texas
$6.19M -$63.5K -3,650 -1%
VanEck Associates
29
VanEck Associates
New York
$6.05M +$587K +33,777 +11%
Wells Fargo
30
Wells Fargo
California
$5.87M -$800K -46,021 -12%
Renaissance Technologies
31
Renaissance Technologies
New York
$5.47M +$2.31M +132,700 +73%
Bank of America
32
Bank of America
North Carolina
$5.04M +$745K +42,840 +17%
Citadel Advisors
33
Citadel Advisors
Florida
$4.91M +$925K +53,198 +23%
NIMC
34
NWQ Investment Management Company
California
$4.53M -$612K -35,185 -12%
MAM
35
Martingale Asset Management
Massachusetts
$4.34M +$52.2K +3,000 +1%
PPA
36
Parametric Portfolio Associates
Washington
$4.26M -$164K -9,433 -4%
CC
37
Cipher Capital
New York
$3.67M -$396K -22,797 -10%
Arrowstreet Capital
38
Arrowstreet Capital
Massachusetts
$3.62M +$1.41M +81,000 +64%
QI
39
QS Investors
New York
$3.5M +$280K +16,094 +9%
TCIM
40
TIAA CREF Investment Management
New York
$3.03M -$83.2K -4,783 -3%
Prudential Financial
41
Prudential Financial
New Jersey
$2.89M -$490K -28,200 -15%
Barclays
42
Barclays
United Kingdom
$2.87M +$23.1K +1,326 +0.8%
EM
43
EnTrustPermal Management
New York
$2.78M +$344K +19,800 +14%
Susquehanna International Group
44
Susquehanna International Group
Pennsylvania
$2.63M -$2.5M -143,560 -49%
RGREA
45
Ranger Global Real Estate Advisors
Colorado
$2.5M +$122K +7,000 +5%
TA
46
Teachers Advisors
New York
$2.05M +$7.46K +429 +0.4%
Stifel Financial
47
Stifel Financial
Missouri
$2.02M +$189K +10,864 +10%
Swiss National Bank
48
Swiss National Bank
Switzerland
$1.96M – – –
Bessemer Group
49
Bessemer Group
New Jersey
$1.83M +$15.7K +900 +0.9%
California State Teachers Retirement System (CalSTRS)
50
California State Teachers Retirement System (CalSTRS)
California
$1.83M -$202K -11,634 -10%
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