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 %
Thrivent Financial for Lutherans
76
Thrivent Financial for Lutherans
Minnesota
$701K +$701K +38,866 New
AIG
77
American International Group
New York
$699K -$88.5K -4,909 -11%
SCM
78
Stevens Capital Management
Pennsylvania
$698K +$698K +38,693 New
Public Sector Pension Investment Board (PSP Investments)
79
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$691K +$691K +38,300 New
AQR Capital Management
80
AQR Capital Management
Connecticut
$656K -$973K -53,981 -60%
WFI
81
West Family Investments
California
$640K – – –
Jane Street
82
Jane Street
New York
$631K +$631K +35,012 New
PAM
83
Panagora Asset Management
Massachusetts
$628K +$628K +34,842 New
DIM
84
DC Investments Management
Virginia
$623K – – –
New York State Teachers Retirement System (NYSTRS)
85
New York State Teachers Retirement System (NYSTRS)
New York
$620K +$620K +34,410 New
Two Sigma Advisers
86
Two Sigma Advisers
New York
$613K -$563K -31,237 -48%
Barclays
87
Barclays
United Kingdom
$577K -$2.55M -141,547 -82%
VOYA Investment Management
88
VOYA Investment Management
Georgia
$529K -$80.8K -4,483 -13%
FIM
89
Freedom Investment Management
Connecticut
$504K +$82.4K +4,565 +20%
LSERS
90
Louisiana State Employees Retirement System
Louisiana
$485K +$485K +26,900 New
MIM
91
MetLife Investment Management
New Jersey
$482K -$108K -5,989 -18%
TRSOTSOK
92
Teachers Retirement System of the State of Kentucky
Kentucky
$471K +$471K +26,100 New
MERSOM
93
Municipal Employees' Retirement System of Michigan
Michigan
$453K +$453K +25,100 New
TEE
94
Tibra Equities Europe
United Kingdom
$398K +$398K +22,055 New
KI
95
Koch Industries
Kansas
$386K -$58K -3,213 -13%
BNP Paribas Financial Markets
96
BNP Paribas Financial Markets
France
$375K -$53K -2,937 -12%
Janney Montgomery Scott
97
Janney Montgomery Scott
Pennsylvania
$373K -$101K -5,586 -21%
AG
98
Aperio Group
California
$369K +$163K +9,046 +79%
LPL Financial
99
LPL Financial
California
$358K +$358K +19,865 New
O
100
OppenheimerFunds
New York
$356K +$356K +19,755 New
2 3
4
5 6