PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

161 hedge funds and large institutions have $830M invested in PennyMac Mortgage Investment in 2018 Q1 according to their latest regulatory filings, with 46 funds opening new positions, 42 increasing their positions, 53 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
161
Holders Change
+24
Holders Change %
+17.52%
% of All Funds
3.7%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
46
Increased
42
Reduced
53
Closed
22
Calls
$1.3M
Puts
$743K
Net Calls
+$559K
Net Calls Change
+$838K

Top Buyers

1
BlackRock
BlackRock
New York
+$63.4M
2
Principal Financial Group
Principal Financial Group
Iowa
+$8.35M
3
Morgan Stanley
Morgan Stanley
New York
+$7.17M
4
Bank of New York Mellon
Bank of New York Mellon
New York
+$6.96M
5
State Street
State Street
Massachusetts
+$6.03M

Top Sellers

1
WAM
Wolverine Asset Management
Illinois
-$9.4M
2
Two Sigma Investments
Two Sigma Investments
New York
-$7.23M
3
NIMC
NWQ Investment Management Company
California
-$3.99M
4
CC
Cipher Capital
New York
-$3.46M
5
WAM
Weiss Asset Management
Massachusetts
-$3.23M
Name Holding Trade Value Shares
Change 		Shares
Change %
AU
26
Algebris (UK)
United Kingdom
$5.78M +$5.78M +227,000 New
MAM
27
Martingale Asset Management
Massachusetts
$5.64M +$891K +49,440 +19%
California Public Employees Retirement System
28
California Public Employees Retirement System
California
$5.55M -$672K -37,279 -11%
PPA
29
Parametric Portfolio Associates
Washington
$5.47M +$937K +51,967 +21%
VanEck Associates
30
VanEck Associates
New York
$4.86M -$707K -39,216 -13%
Wells Fargo
31
Wells Fargo
California
$4.37M -$2.27M -125,960 -34%
GIM
32
Greenwich Investment Management
Connecticut
$3.9M +$49.1K +2,724 +1%
QI
33
QS Investors
New York
$3.62M +$37.6K +2,083 +1%
Bank of America
34
Bank of America
North Carolina
$3.45M -$672K -37,254 -16%
American Century Companies
35
American Century Companies
Missouri
$3.15M +$3.15M +174,431 New
Legal & General Group
36
Legal & General Group
United Kingdom
$2.94M +$1.03M +57,330 +54%
TCIM
37
TIAA CREF Investment Management
New York
$2.73M -$194K -10,739 -7%
RhumbLine Advisers
38
RhumbLine Advisers
Massachusetts
$2.67M +$1.41M +78,158 +112%
EGPO
39
EnTrust Global Partners Offshore
New York
$2.58M -$862K -47,800 -25%
GC
40
Guggenheim Capital
Illinois
$2.42M +$1.07M +59,227 +79%
Allianz Asset Management
41
Allianz Asset Management
Germany
$2.42M -$572K -31,746 -19%
Swiss National Bank
42
Swiss National Bank
Switzerland
$2.1M +$63.1K +3,500 +3%
RGREA
43
Ranger Global Real Estate Advisors
Colorado
$2.04M -$508K -28,181 -20%
TA
44
Teachers Advisors
New York
$2.03M -$127K -7,042 -6%
JPMorgan Chase & Co
45
JPMorgan Chase & Co
New York
$1.97M +$1.71M +94,709 +653%
Prudential Financial
46
Prudential Financial
New Jersey
$1.85M +$1.4M +77,850 +314%
PI
47
PineBridge Investments
New York
$1.83M +$1.83M +101,430 New
ASRS
48
Arizona State Retirement System
Arizona
$1.73M +$1.73M +95,700 New
California State Teachers Retirement System (CalSTRS)
49
California State Teachers Retirement System (CalSTRS)
California
$1.67M -$196K -10,855 -11%
SFM
50
Systematic Financial Management
New Jersey
$1.47M -$274K -15,225 -16%
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