PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

158 hedge funds and large institutions have $809M invested in PennyMac Mortgage Investment in 2017 Q2 according to their latest regulatory filings, with 26 funds opening new positions, 53 increasing their positions, 47 reducing their positions, and 12 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
158
Holders Change
+14
Holders Change %
+9.72%
% of All Funds
3.95%
Holding in Top 10
2
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-33.33%
% of All Funds
0.05%
New
26
Increased
53
Reduced
47
Closed
12
Calls
$1.07M
Puts
$2.02M
Net Calls
-$946K
Net Calls Change
+$211K

Top Buyers

1
CCP
1
Clough Capital Partners
Massachusetts
$25.6M
2
Millennium Management
2
Millennium Management
New York
$4.82M
3
WAM
3
Wolverine Asset Management
Illinois
$8.02M
4
UBS Group
4
UBS Group
Switzerland
$30.5M
5
AAM
5
Advisors Asset Management
Colorado
$22.1M

Top Sellers

1
DFG
1
Delphi Financial Group
Delaware
$24.2M
2
SI
2
Sapience Investments
California
$0
3
Citigroup
3
Citigroup
New York
$19.6M
4
Prudential Financial
4
Prudential Financial
New Jersey
$3.55M
5
Goldman Sachs
5
Goldman Sachs
New York
$56.5M
Name Holding Trade Value Shares
Change 		Shares
Change %
SO
101
STRS Ohio
Ohio
$351K -$14.6K -800 -4%
Wolverine Trading
102
Wolverine Trading
Illinois
$349K +$75.9K +4,172 +28%
Balyasny Asset Management
103
Balyasny Asset Management
Illinois
$338K +$338K +18,493 New
NPC
104
National Planning Corporation
California
$318K +$318K +17,345 New
RQS
105
Ramsey Quantitative Systems
Kentucky
$315K +$315K +17,215 New
Royal Bank of Canada
106
Royal Bank of Canada
Ontario, Canada
$285K +$41.3K +2,254 +17%
BNP Paribas Financial Markets
107
BNP Paribas Financial Markets
France
$278K +$144K +7,871 +108%
FIM
108
Freedom Investment Management
Connecticut
$267K +$49.9K +2,725 +23%
Principal Financial Group
109
Principal Financial Group
Iowa
$265K +$14.9K +817 +6%
AG
110
Aperio Group
California
$264K +$17K +930 +7%
HI
111
HBK Investments
Texas
$249K +$249K +13,600 New
GCP
112
GSA Capital Partners
United Kingdom
$242K -$953K -52,079 -80%
Creative Planning
113
Creative Planning
Kansas
$239K +$38.3K +2,100 +19%
RJA
114
Raymond James & Associates
Florida
$228K – – –
ICOA
115
Investment Centers of America
North Dakota
$225K -$25.4K -1,392 -10%
MF
116
Magnetar Financial
Illinois
$220K +$220K +12,054 New
NIT
117
NumerixS Investment Technologies
British Columbia, Canada
$216K -$178K -9,700 -45%
Los Angeles Capital Management
118
Los Angeles Capital Management
California
$209K -$5.94K -325 -3%
Neuberger Berman Group
119
Neuberger Berman Group
New York
$201K +$201K +11,009 New
M&T Bank
120
M&T Bank
New York
$200K +$9.17K +500 +5%
Mackenzie Financial
121
Mackenzie Financial
Ontario, Canada
$192K +$192K +10,522 New
DTL
122
Dynamic Technology Lab
Singapore
$185K -$125K -6,804 -40%
CCIA
123
Campbell & Co Investment Adviser
Maryland
$184K +$184K +10,046 New
SIM
124
Sonora Investment Management
Arizona
$146K – – –
Ohio Public Employees Retirement System (OPERS)
125
Ohio Public Employees Retirement System (OPERS)
Ohio
$132K +$5.57K +304 +4%
3 4
5
6 7