PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

167 hedge funds and large institutions have $899M invested in PennyMac Mortgage Investment in 2018 Q3 according to their latest regulatory filings, with 23 funds opening new positions, 46 increasing their positions, 58 reducing their positions, and 17 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
167
Holders Change
+4
Holders Change %
+2.45%
% of All Funds
3.82%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
23
Increased
46
Reduced
58
Closed
17
Calls
$1.6M
Puts
$922K
Net Calls
+$681K
Net Calls Change
-$234K

Top Buyers

1
Mirae Asset Global Investments
1
Mirae Asset Global Investments
South Korea
$21.7M
2
BlackRock
2
BlackRock
New York
$207M
3
Arrowstreet Capital
3
Arrowstreet Capital
Massachusetts
$9.19M
4
First Trust Advisors
4
First Trust Advisors
Illinois
$10.7M
5
Acadian Asset Management
5
Acadian Asset Management
Massachusetts
$10.3M

Top Sellers

1
Goldman Sachs
1
Goldman Sachs
New York
$46.7M
2
TIM
2
Thornburg Investment Management
New Mexico
$42.2M
3
AAM
3
Advisors Asset Management
Colorado
$7.81M
4
Deutsche Bank
4
Deutsche Bank
Germany
$5.79M
5
WAM
5
Wolverine Asset Management
Illinois
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
Citadel Advisors
26
Citadel Advisors
Florida
$5.92M -$51.5K -2,542 -0.9%
Deutsche Bank
27
Deutsche Bank
Germany
$5.79M -$3.68M -181,967 -39%
VanEck Associates
28
VanEck Associates
New York
$5.59M +$729K +36,017 +15%
Hotchkis & Wiley Capital Management
29
Hotchkis & Wiley Capital Management
California
$5.29M +$1.44M +70,928 +37%
Barclays
30
Barclays
United Kingdom
$5M +$1.05M +51,915 +27%
California Public Employees Retirement System
31
California Public Employees Retirement System
California
$4.92M -$74.8K -3,695 -1%
MAM
32
Martingale Asset Management
Massachusetts
$4.4M -$1.1M -54,100 -20%
Wells Fargo
33
Wells Fargo
California
$4.33M -$170K -8,386 -4%
Prudential Financial
34
Prudential Financial
New Jersey
$3.91M +$573K +28,320 +17%
GIM
35
Greenwich Investment Management
Connecticut
$3.81M -$281K -13,890 -7%
Legal & General Group
36
Legal & General Group
United Kingdom
$3.69M +$251K +12,442 +7%
Bank of America
37
Bank of America
North Carolina
$3.54M -$969K -47,881 -21%
QI
38
QS Investors
New York
$3.15M – – –
RhumbLine Advisers
39
RhumbLine Advisers
Massachusetts
$3M -$14.7K -726 -0.5%
CEP
40
Chicago Equity Partners
Illinois
$2.9M +$2.9M +143,345 New
State Board of Administration of Florida Retirement System
41
State Board of Administration of Florida Retirement System
Florida
$2.61M – – –
TCIM
42
TIAA CREF Investment Management
New York
$2.55M -$265K -13,078 -9%
TA
43
Teachers Advisors
New York
$2.4M +$64.1K +3,167 +3%
Swiss National Bank
44
Swiss National Bank
Switzerland
$2.16M – – –
EGPO
45
EnTrust Global Partners Offshore
New York
$2.04M -$223K -11,000 -10%
California State Teachers Retirement System (CalSTRS)
46
California State Teachers Retirement System (CalSTRS)
California
$1.86M -$668 -33 -0%
JPMorgan Chase & Co
47
JPMorgan Chase & Co
New York
$1.8M -$1.18M -58,291 -40%
ASRS
48
Arizona State Retirement System
Arizona
$1.79M -$3.26K -161 -0.2%
Bessemer Group
49
Bessemer Group
New Jersey
$1.65M – – –
Canada Life
50
Canada Life
Manitoba, Canada
$1.51M -$88K -4,346 -5%
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