PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

161 hedge funds and large institutions have $830M invested in PennyMac Mortgage Investment in 2018 Q1 according to their latest regulatory filings, with 46 funds opening new positions, 42 increasing their positions, 53 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
161
Holders Change
+24
Holders Change %
+17.52%
% of All Funds
3.7%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
46
Increased
42
Reduced
53
Closed
22
Calls
$1.3M
Puts
$743K
Net Calls
+$559K
Net Calls Change
+$838K

Top Buyers

1
BlackRock
BlackRock
New York
+$63.4M
2
Principal Financial Group
Principal Financial Group
Iowa
+$8.35M
3
Morgan Stanley
Morgan Stanley
New York
+$7.17M
4
Bank of New York Mellon
Bank of New York Mellon
New York
+$6.96M
5
State Street
State Street
Massachusetts
+$6.03M

Top Sellers

1
WAM
Wolverine Asset Management
Illinois
-$9.4M
2
Two Sigma Investments
Two Sigma Investments
New York
-$7.23M
3
NIMC
NWQ Investment Management Company
California
-$3.99M
4
CC
Cipher Capital
New York
-$3.46M
5
WAM
Weiss Asset Management
Massachusetts
-$3.23M
Name Holding Trade Value Shares
Change 		Shares
Change %
BlackRock
1
BlackRock
New York
$174M +$63.4M +3,514,212 +57%
Vanguard Group
2
Vanguard Group
Pennsylvania
$99.1M +$5.37M +297,932 +6%
Goldman Sachs
3
Goldman Sachs
New York
$66.3M +$4.42M +245,292 +7%
TIM
4
Thornburg Investment Management
New Mexico
$46.3M +$4.56M +253,146 +11%
UBS Group
5
UBS Group
Switzerland
$34.9M -$2.03M -112,356 -5%
State Street
6
State Street
Massachusetts
$33.3M +$6.03M +334,331 +22%
LSV Asset Management
7
LSV Asset Management
Illinois
$24.8M -$1.48M -82,100 -6%
Citigroup
8
Citigroup
New York
$20.3M +$52.8K +2,930 +0.3%
GXMC
9
Global X Management Company
New York
$18.4M -$3.12M -172,777 -15%
Norges Bank
10
Norges Bank
Norway
$17.4M -$2.44M -135,468 -12%
Morgan Stanley
11
Morgan Stanley
New York
$16.9M +$7.17M +397,709 +74%
WAM
12
Wolverine Asset Management
Illinois
$16.5M -$9.4M -521,348 -36%
Bank of New York Mellon
13
Bank of New York Mellon
New York
$15.4M +$6.96M +385,820 +83%
Invesco
14
Invesco
Georgia
$15.2M -$2.89M -160,184 -16%
AAM
15
Advisors Asset Management
Colorado
$15M +$1.01M +60,298 +7%
Northern Trust
16
Northern Trust
Illinois
$13.8M -$200K -11,106 -1%
Deutsche Bank
17
Deutsche Bank
Germany
$11M +$5.4M +299,726 +97%
First Trust Advisors
18
First Trust Advisors
Illinois
$10.8M -$2.53M -140,247 -19%
Geode Capital Management
19
Geode Capital Management
Massachusetts
$10.4M -$248K -13,770 -2%
Charles Schwab
20
Charles Schwab
California
$10.2M +$118K +6,543 +1%
AllianceBernstein
21
AllianceBernstein
Tennessee
$9.5M -$1.65M -91,650 -15%
Principal Financial Group
22
Principal Financial Group
Iowa
$8.58M +$8.35M +462,935 +3,578%
SGCIA
23
Smith Graham & Co Investment Advisors
Texas
$6.91M +$365K +20,260 +6%
Renaissance Technologies
24
Renaissance Technologies
New York
$5.98M +$5.98M +331,606 New
Ameriprise
25
Ameriprise
Minnesota
$5.83M +$5.83M +323,540 New
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