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 %
TD Asset Management
76
TD Asset Management
Ontario, Canada
$661K 34,800 +34,800 New
New York State Teachers Retirement System (NYSTRS)
77
New York State Teachers Retirement System (NYSTRS)
New York
$653K 34,410 – –
Allianz Asset Management
78
Allianz Asset Management
Germany
$634K 33,396 -100,587 -75%
PAM
79
Panagora Asset Management
Massachusetts
$575K 30,261 -4,581 -13%
Jane Street
80
Jane Street
New York
$559K 29,455 -5,557 -16%
DIM
81
DC Investments Management
Virginia
$551K 29,016 -5,552 -16%
LSERS
82
Louisiana State Employees Retirement System
Louisiana
$518K 27,300 +400 +1%
MIM
83
MetLife Investment Management
New Jersey
$508K 26,727 – –
VOYA Investment Management
84
VOYA Investment Management
Georgia
$496K 26,104 -3,242 -11%
TRSOTSOK
85
Teachers Retirement System of the State of Kentucky
Kentucky
$496K 26,100 – –
AQR Capital Management
86
AQR Capital Management
Connecticut
$491K 25,832 -10,547 -29%
MERSOM
87
Municipal Employees' Retirement System of Michigan
Michigan
$468K 24,640 -460 -2%
USAA
88
United Services Automobile Association
Texas
$415K 21,830 +5,054 +30%
AG
89
Aperio Group
California
$414K 21,791 +1,329 +6%
MLICM
90
Metropolitan Life Insurance Company (MetLife)
New York
$382K 20,097 +1,676 +9%
SOADOR
91
State of Alaska Department of Revenue
Alaska
$378K 19,910 +330 +2%
Janney Montgomery Scott
92
Janney Montgomery Scott
Pennsylvania
$369K 19,445 -1,269 -6%
O
93
OppenheimerFunds
New York
$362K 19,075 -680 -3%
JG
94
Jefferies Group
New York
$358K 18,873 -35,499 -65%
Cambridge Investment Research Advisors
95
Cambridge Investment Research Advisors
Iowa
$357K 18,809 +60 +0.3%
CSS
96
Cubist Systematic Strategies
Connecticut
$355K 18,706 +2,152 +13%
XK
97
Xact Kapitalforvaltning
Sweden
$350K 18,411 – –
ECM
98
Element Capital Management
New York
$341K 17,937 +6,819 +61%
RJFSA
99
Raymond James Financial Services Advisors
Florida
$340K 17,915 +17,915 New
Mackenzie Financial
100
Mackenzie Financial
Ontario, Canada
$337K 17,741 – –
2 3
4
5 6