PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

137 hedge funds and large institutions have $658M invested in PennyMac Mortgage Investment in 2017 Q4 according to their latest regulatory filings, with 21 funds opening new positions, 42 increasing their positions, 51 reducing their positions, and 37 closing their positions.

Holders
137
Holders Change
-17
Holders Change %
-11.04%
% of All Funds
3.11%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
21
Increased
42
Reduced
51
Closed
37
Calls
$522K
Puts
$801K
Net Calls
-$279K
Net Calls Change
+$1.13M

Top Buyers

1
WAM
1
Wolverine Asset Management
Illinois
$23.1M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$7.23M
3
Norges Bank
3
Norges Bank
Norway
$17.7M
4
Invesco
4
Invesco
Georgia
$16.1M
5
WAM
5
Weiss Asset Management
Massachusetts
$3.23M

Top Sellers

1
CCP
1
Clough Capital Partners
Massachusetts
$0
2
JCM
2
Janney Capital Management
Pennsylvania
$0
3
DFG
3
Delphi Financial Group
Delaware
$0
4
Millennium Management
4
Millennium Management
New York
$1.3M
5
Renaissance Technologies
5
Renaissance Technologies
New York
$0
Name Market Value Shares Shares
Change 		Shares
Change %
Deutsche Bank
26
Deutsche Bank
Germany
$4.96M 308,520 -151,409 -33%
MAM
27
Martingale Asset Management
Massachusetts
$4.23M 263,461 +13,938 +6%
PPA
28
Parametric Portfolio Associates
Washington
$4.04M 251,628 +6,591 +3%
NIMC
29
NWQ Investment Management Company
California
$3.99M 248,080 -12,117 -5%
Citadel Advisors
30
Citadel Advisors
Florida
$3.69M 229,696 -52,472 -19%
Bank of America
31
Bank of America
North Carolina
$3.67M 228,520 -61,357 -21%
CC
32
Cipher Capital
New York
$3.46M 215,531 +4,621 +2%
GIM
33
Greenwich Investment Management
Connecticut
$3.43M 213,579 -146,477 -41%
WAM
34
Weiss Asset Management
Massachusetts
$3.23M 200,983 +200,983 New
QI
35
QS Investors
New York
$3.2M 198,893 -2,584 -1%
EGPO
36
EnTrust Global Partners Offshore
New York
$3.07M 191,100 +191,100 New
Barclays
37
Barclays
United Kingdom
$2.79M 173,559 +8,790 +5%
Allianz Asset Management
38
Allianz Asset Management
Germany
$2.66M 165,729 +76,092 +85%
TCIM
39
TIAA CREF Investment Management
New York
$2.6M 161,931 -12,372 -7%
RGREA
40
Ranger Global Real Estate Advisors
Colorado
$2.27M 141,483 -2,500 -2%
TA
41
Teachers Advisors
New York
$1.92M 119,546 +1,868 +2%
Stifel Financial
42
Stifel Financial
Missouri
$1.84M 114,019 -2,314 -2%
Swiss National Bank
43
Swiss National Bank
Switzerland
$1.81M 112,700 – –
Legal & General Group
44
Legal & General Group
United Kingdom
$1.7M 105,892 +727 +0.7%
California State Teachers Retirement System (CalSTRS)
45
California State Teachers Retirement System (CalSTRS)
California
$1.66M 103,272 -2,050 -2%
SFM
46
Systematic Financial Management
New Jersey
$1.56M 96,885 +7,780 +9%
AQR Capital Management
47
AQR Capital Management
Connecticut
$1.45M 90,360 – –
CS
48
Credit Suisse
Switzerland
$1.32M 82,373 -21,599 -21%
Millennium Management
49
Millennium Management
New York
$1.3M 80,972 -351,051 -81%
Bessemer Group
50
Bessemer Group
New Jersey
$1.3M 80,700 -24,700 -23%
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