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 %
MSA
101
Mason Street Advisors
Wisconsin
$334K 17,581 +751 +4%
LPL Financial
102
LPL Financial
California
$332K 17,475 -2,390 -12%
SO
103
STRS Ohio
Ohio
$326K 17,200 – –
SCM
104
Stevens Capital Management
Pennsylvania
$320K 16,858 -21,835 -56%
RJA
105
Raymond James & Associates
Florida
$283K 14,925 +4,431 +42%
CGH
106
Crossmark Global Holdings
Texas
$281K 14,800 +14,800 New
PIA
107
Piedmont Investment Advisors
North Carolina
$269K 14,172 +1,205 +9%
Envestnet Asset Management
108
Envestnet Asset Management
Illinois
$264K 13,877 +233 +2%
COPPSERS
109
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$245K 12,879 +12,879 New
Teacher Retirement System of Texas
110
Teacher Retirement System of Texas
Texas
$237K 12,458 -2,075 -14%
Nisa Investment Advisors
111
Nisa Investment Advisors
Missouri
$232K 12,200 +12,200 New
SCC
112
Spring Creek Capital
Kansas
$227K 11,962 +11,962 New
BRWA
113
B. Riley Wealth Advisors
Florida
$225K 11,841 +11,841 New
CF
114
Centaurus Financial
California
$220K 11,595 +11,595 New
PA
115
Profund Advisors
Maryland
$211K 11,096 -37 -0.3%
FRM
116
Fox Run Management
Connecticut
$208K 10,953 +10,953 New
Squarepoint
117
Squarepoint
New York
$207K 10,920 -3,276 -23%
JIM
118
Jupiter Investment Management
United Kingdom
$199K 10,516 -6,212 -37%
BNP Paribas Financial Markets
119
BNP Paribas Financial Markets
France
$165K 8,686 -12,127 -58%
SIM
120
Sonora Investment Management
Arizona
$152K 8,000 – –
SG Americas Securities
121
SG Americas Securities
New York
$144K 7,609 -33,750 -82%
QT
122
Quantbot Technologies
New York
$134K 7,064 +5,243 +288%
Ohio Public Employees Retirement System (OPERS)
123
Ohio Public Employees Retirement System (OPERS)
Ohio
$110K 5,793 +260 +5%
WTC
124
WhitTier Trust Company
Nevada
$101K 5,316 +1,288 +32%
AIP
125
Ameritas Investment Partners
Nebraska
$97K 5,125 – –
3 4
5
6 7