PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

144 hedge funds and large institutions have $791M invested in PennyMac Mortgage Investment in 2017 Q1 according to their latest regulatory filings, with 24 funds opening new positions, 55 increasing their positions, 42 reducing their positions, and 28 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
144
Holders Change
-11
Holders Change %
-7.1%
% of All Funds
3.59%
Holding in Top 10
3
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.07%
New
24
Increased
55
Reduced
42
Closed
28
Calls
$888K
Puts
$2.05M
Net Calls
-$1.16M
Net Calls Change
-$454K

Top Buyers

1
BlackRock
BlackRock
New York
$112M
2
Goldman Sachs
Goldman Sachs
New York
$56M
3
AIU
Algebris Investments (UK)
United Kingdom
$6.04M
4
UBS Group
UBS Group
Switzerland
$25.9M
5
SI
Sapience Investments
California
$9.69M

Top Sellers

1
Wells Fargo
Wells Fargo
California
$5.78M
2
AllianceBernstein
AllianceBernstein
Tennessee
$14.7M
3
Morgan Stanley
Morgan Stanley
New York
$10.6M
4
YMRC
Yorktown Management & Research Company
Virginia
$0
5
GXMC
Global X Management Company
New York
$18.1M
Name Holding Trade Value Shares
Change 		Shares
Change %
IAA
151
Ironsides Asset Advisors
North Carolina
– -$492K -29,467 Closed
QC
152
Quadrature Capital
United Kingdom
– -$427K -26,041 Closed
BCM
153
Bayesian Capital Management
New York
– -$365K -22,300 Closed
FRM
154
Fox Run Management
Connecticut
– -$301K -18,400 Closed
BCM
155
BlueCrest Capital Management
Jersey
– -$297K -18,144 Closed
Credit Agricole
156
Credit Agricole
France
– -$254K -15,534 Closed
HSBC Holdings
157
HSBC Holdings
United Kingdom
– -$251K -15,336 Closed
HI
158
HBK Investments
Texas
– -$232K -14,200 Closed
RFCA
159
R&F Capital Advisors
New York
– -$200K -12,201 Closed
SB
160
Suntrust Banks
Georgia
– -$198K -12,160 Closed
PCM
161
Prelude Capital Management
New York
– -$196K -12,000 Closed
NCCM
162
Nine Chapters Capital Management
New Jersey
– -$196K -12,000 Closed
ProShare Advisors
163
ProShare Advisors
Maryland
– -$186K -11,344 Closed
CCMH
164
Cornerstone Capital Management Holdings
New York
– -$92K -5,700 Closed
PHK
165
Point72 Hong Kong
Hong Kong
– -$85K -5,173 Closed
Nomura Asset Management
166
Nomura Asset Management
Japan
– -$26K -1,600 Closed
TRCT
167
Tower Research Capital (TRC)
New York
– -$20K -1,200 Closed
NFG
168
Next Financial Group
Texas
– -$11K -685 Closed
Northwestern Mutual Wealth Management
169
Northwestern Mutual Wealth Management
Wisconsin
– -$6K -348 Closed
Parallax Volatility Advisers
170
Parallax Volatility Advisers
California
– -$3K -208 Closed
DVM
171
Dreman Value Management
Florida
– -$3K -181 Closed
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