PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

163 hedge funds and large institutions have $835M invested in PennyMac Mortgage Investment in 2018 Q2 according to their latest regulatory filings, with 19 funds opening new positions, 50 increasing their positions, 62 reducing their positions, and 15 closing their positions.

Holders
163
Holders Change
+2
Holders Change %
+1.24%
% of All Funds
3.74%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
19
Increased
50
Reduced
62
Closed
15
Calls
$2.06M
Puts
$1.14M
Net Calls
+$915K
Net Calls Change
+$356K

Top Buyers

1
Invesco
1
Invesco
Georgia
$30.1M
2
Acadian Asset Management
2
Acadian Asset Management
Massachusetts
$5.11M
3
Citadel Advisors
3
Citadel Advisors
Florida
$5.6M
4
Vanguard Group
4
Vanguard Group
Pennsylvania
$108M
5
Barclays
5
Barclays
United Kingdom
$3.7M

Top Sellers

1
WAM
1
Wolverine Asset Management
Illinois
$2.29M
2
Goldman Sachs
2
Goldman Sachs
New York
$59.5M
3
First Trust Advisors
3
First Trust Advisors
Illinois
$2.56M
4
AU
4
Algebris (UK)
United Kingdom
$0
5
AAM
5
Advisors Asset Management
Colorado
$11.5M
Name Market Value Shares Shares
Change 		Shares
Change %
Canada Life
51
Canada Life
Manitoba, Canada
$1.5M 79,089 – –
SFM
52
Systematic Financial Management
New Jersey
$1.5M 78,770 -2,890 -4%
Fidelity Investments
53
Fidelity Investments
Massachusetts
$1.49M 78,400 -1,200 -2%
New York State Common Retirement Fund
54
New York State Common Retirement Fund
New York
$1.25M 65,900 -5,900 -8%
Comerica Bank
55
Comerica Bank
Texas
$1.24M 66,547 +4 +0%
GC
56
Guggenheim Capital
Illinois
$1.23M 64,767 -69,292 -52%
UBS AM
57
UBS AM
Illinois
$1.15M 60,425 +584 +1%
CS
58
Credit Suisse
Switzerland
$1.11M 58,469 -15,458 -21%
Manulife (Manufacturers Life Insurance)
59
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$1.08M 56,613 -324 -0.6%
Connor, Clark & Lunn Investment Management (CC&L)
60
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$1.06M 55,800 +55,800 New
IA
61
IndexIQ Advisors
New York
$1.02M 53,585 -3,417 -6%
SAM
62
Shell Asset Management
Netherlands
$998K 52,540 -2,811 -5%
WT
63
Whittier Trust
California
$987K 52,014 +2,319 +5%
Stifel Financial
64
Stifel Financial
Missouri
$903K 47,240 -1,830 -4%
Two Sigma Advisers
65
Two Sigma Advisers
New York
$881K 46,400 +12,400 +36%
AIG
66
American International Group
New York
$879K 46,293 +7,503 +19%
State of Tennessee, Department of Treasury
67
State of Tennessee, Department of Treasury
Tennessee
$867K 45,655 -1,596 -3%
BCM
68
BlueCrest Capital Management
Jersey
$846K 44,567 -8,058 -15%
Thrivent Financial for Lutherans
69
Thrivent Financial for Lutherans
Minnesota
$793K 41,766 +2,900 +7%
WS
70
Wedbush Securities
California
$790K 41,582 +1,723 +4%
Royal Bank of Canada
71
Royal Bank of Canada
Ontario, Canada
$767K 40,427 +1,157 +3%
TPSF
72
Texas Permanent School Fund
Texas
$746K 39,294 -868 -2%
ADEF
73
Adams Diversified Equity Fund
Maryland
$739K 38,900 -3,400 -8%
Public Sector Pension Investment Board (PSP Investments)
74
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$727K 38,300 – –
WFI
75
West Family Investments
California
$674K 35,500 – –
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