PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

154 hedge funds and large institutions have $755M invested in PennyMac Mortgage Investment in 2017 Q3 according to their latest regulatory filings, with 14 funds opening new positions, 56 increasing their positions, 54 reducing their positions, and 18 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
154
Holders Change
-4
Holders Change %
-2.53%
% of All Funds
3.85%
Holding in Top 10
2
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.05%
New
14
Increased
56
Reduced
54
Closed
18
Calls
$515K
Puts
$1.93M
Net Calls
-$1.41M
Net Calls Change
-$464K

Top Buyers

1
First Trust Advisors
1
First Trust Advisors
Illinois
$11.9M
2
WAM
2
Wolverine Asset Management
Illinois
$15.8M
3
UBS Group
3
UBS Group
Switzerland
$35.5M
4
Goldman Sachs
4
Goldman Sachs
New York
$56.9M
5
Millennium Management
5
Millennium Management
New York
$7.51M

Top Sellers

1
DFG
1
Delphi Financial Group
Delaware
$9.27M
2
HCM
2
Highfields Capital Management
Massachusetts
$0
3
CCP
3
Clough Capital Partners
Massachusetts
$15.9M
4
Norges Bank
4
Norges Bank
Norway
$13.6M
5
AM
5
Ares Management
California
$1.08M
Name Holding Trade Value Shares
Change 		Shares
Change %
RQS
101
Ramsey Quantitative Systems
Kentucky
$305K +$5.17K +297 +2%
AG
102
Aperio Group
California
$299K +$47.8K +2,749 +19%
PP
103
Paloma Partners
Connecticut
$295K -$169K -9,735 -36%
Nisa Investment Advisors
104
Nisa Investment Advisors
Missouri
$285K +$285K +16,400 New
BNP Paribas Financial Markets
105
BNP Paribas Financial Markets
France
$262K -$2.42K -139 -0.9%
PG
106
PEAK6 Group
Illinois
$259K +$259K +14,907 New
CCIA
107
Campbell & Co Investment Adviser
Maryland
$254K +$79.5K +4,575 +46%
Two Sigma Advisers
108
Two Sigma Advisers
New York
$251K -$130K -7,500 -34%
Principal Financial Group
109
Principal Financial Group
Iowa
$218K -$34.2K -1,964 -14%
RJA
110
Raymond James & Associates
Florida
$214K -$3.01K -173 -1%
Neuberger Berman Group
111
Neuberger Berman Group
New York
$194K +$2.28K +131 +1%
ICOA
112
Investment Centers of America
North Dakota
$193K -$22.6K -1,291 -10%
M&T Bank
113
M&T Bank
New York
$184K -$5.89K -338 -3%
Ameriprise
114
Ameriprise
Minnesota
$178K +$178K +10,249 New
SIM
115
Sonora Investment Management
Arizona
$139K – – –
Ohio Public Employees Retirement System (OPERS)
116
Ohio Public Employees Retirement System (OPERS)
Ohio
$125K – – –
Canada Life
117
Canada Life
Manitoba, Canada
$123K – – –
SEI Investments
118
SEI Investments
Pennsylvania
$116K +$115K +6,642 +20,756%
AIP
119
Ameritas Investment Partners
Nebraska
$101K – – –
TRCT
120
Tower Research Capital (TRC)
New York
$89K +$89K +5,129 New
AIM
121
Advantage Investment Management
Iowa
$83K +$81.7K +4,721 +6,053%
US Bancorp
122
US Bancorp
Minnesota
$82K -$22.3K -1,283 -21%
NIT
123
NumerixS Investment Technologies
British Columbia, Canada
$80K -$126K -7,227 -61%
QT
124
Quantbot Technologies
New York
$78K +$78K +4,536 New
LTFS
125
Ladenburg Thalmann Financial Services
Florida
$55K -$30.8K -1,765 -36%
3 4
5
6 7