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.

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 %
ADEF
76
Adams Diversified Equity Fund
Maryland
$735K -$52.6K -2,600 -7%
Holocene Advisors
77
Holocene Advisors
New York
$730K +$730K +36,079 New
6M
78
6 Meridian
Kansas
$728K +$728K +35,982 New
WFI
79
West Family Investments
California
$719K – – –
Allianz Asset Management
80
Allianz Asset Management
Germany
$697K +$20.8K +1,025 +3%
New York State Teachers Retirement System (NYSTRS)
81
New York State Teachers Retirement System (NYSTRS)
New York
$696K – – –
KBC Group
82
KBC Group
Belgium
$671K +$671K +33,138 New
Connor, Clark & Lunn Investment Management (CC&L)
83
Connor, Clark & Lunn Investment Management (CC&L)
British Columbia, Canada
$630K -$499K -24,651 -44%
PAM
84
Panagora Asset Management
Massachusetts
$612K – – –
LPL Financial
85
LPL Financial
California
$610K +$256K +12,671 +73%
GCP
86
GSA Capital Partners
United Kingdom
$608K +$608K +30,027 New
DIM
87
DC Investments Management
Virginia
$571K -$16K -792 -3%
LSERS
88
Louisiana State Employees Retirement System
Louisiana
$544K -$8.09K -400 -1%
MIM
89
MetLife Investment Management
New Jersey
$541K – – –
VOYA Investment Management
90
VOYA Investment Management
Georgia
$528K – – –
AQR Capital Management
91
AQR Capital Management
Connecticut
$523K – – –
TRSOTSOK
92
Teachers Retirement System of the State of Kentucky
Kentucky
$512K -$16.2K -800 -3%
Nisa Investment Advisors
93
Nisa Investment Advisors
Missouri
$504K +$257K +12,700 +104%
WG
94
Winton Group
United Kingdom
$498K +$498K +24,624 New
USAA
95
United Services Automobile Association
Texas
$484K +$42.1K +2,080 +10%
Mackenzie Financial
96
Mackenzie Financial
Ontario, Canada
$459K +$100K +4,951 +28%
ECM
97
Element Capital Management
New York
$456K +$92.9K +4,592 +26%
AG
98
Aperio Group
California
$413K -$27.5K -1,362 -6%
IR
99
Invictus RG
Bermuda
$413K +$413K +20,390 New
MLICM
100
Metropolitan Life Insurance Company (MetLife)
New York
$407K – – –
2 3
4
5 6