PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

160 hedge funds and large institutions have $742M invested in PennyMac Mortgage Investment in 2015 Q4 according to their latest regulatory filings, with 31 funds opening new positions, 49 increasing their positions, 51 reducing their positions, and 18 closing their positions.

Holders
160
Holders Change
+12
Holders Change %
+8.11%
% of All Funds
4.2%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.11%
New
31
Increased
49
Reduced
51
Closed
18
Calls
$2.21M
Puts
$4.28M
Net Calls
-$2.08M
Net Calls Change
+$1.19M

Top Buyers

1
Millennium Management
1
Millennium Management
New York
$13.5M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$7.8M
3
AAM
3
Advisors Asset Management
Colorado
$14.7M
4
RIM
4
RS Investment Management
California
$24.6M
5
Citigroup
5
Citigroup
New York
$9.93M

Top Sellers

1
OA
1
Omega Advisors
New York
$763K
2
Invesco
2
Invesco
Georgia
$1.14M
3
WAM
3
Wolverine Asset Management
Illinois
$0
4
LPC
4
Long Pond Capital
New York
$32.9M
5
GC
5
Gratia Capital
California
$0
Name Market Value Shares Shares
Change 		Shares
Change %
GIM
26
Greenwich Investment Management
Connecticut
$7.95M 520,910 -53,645 -9%
Two Sigma Investments
27
Two Sigma Investments
New York
$7.8M 511,085 +492,827 +2,699%
HCM
28
Highfields Capital Management
Massachusetts
$7.63M 500,000 – –
SM
29
Senvest Management
New York
$7.59M 497,521 +110,000 +28%
YMRC
30
Yorktown Management & Research Company
Virginia
$7.42M 486,500 +180,000 +59%
KKRC
31
Kohlberg Kravis Roberts & Co
New York
$6.99M 458,300 +240,000 +110%
Geode Capital Management
32
Geode Capital Management
Massachusetts
$6.76M 442,978 +3,396 +0.8%
Barclays
33
Barclays
United Kingdom
$6.74M 449,284 -1,124 -0.2%
GXMC
34
Global X Management Company
New York
$6.73M 441,081 -26,234 -6%
American Century Companies
35
American Century Companies
Missouri
$6.41M 419,905 -4,816 -1%
Prudential Financial
36
Prudential Financial
New Jersey
$6.16M 403,753 -67,800 -14%
BJ
37
BlackRock Japan
Japan
$6.1M 399,707 – –
Two Sigma Advisers
38
Two Sigma Advisers
New York
$5.25M 343,852 +132,414 +63%
Charles Schwab
39
Charles Schwab
California
$5.22M 342,118 +27,462 +9%
Goldman Sachs
40
Goldman Sachs
New York
$4.69M 307,078 +89,766 +41%
Bank of New York Mellon
41
Bank of New York Mellon
New York
$4.58M 299,796 +8,270 +3%
BlackRock
42
BlackRock
New York
$4.06M 266,188 +1,000 +0.4%
California Public Employees Retirement System
43
California Public Employees Retirement System
California
$4.04M 264,400 -9,900 -4%
VanEck Associates
44
VanEck Associates
New York
$3.86M 252,689 -10,748 -4%
TCIM
45
TIAA CREF Investment Management
New York
$3.74M 244,777 -2,390 -1%
BIM
46
BlackRock Investment Management
Delaware
$3.09M 202,590 – –
QI
47
QS Investors
New York
$2.72M 178,228 -12,726 -7%
PPA
48
Parametric Portfolio Associates
Washington
$2.66M 174,217 +21,914 +14%
CS
49
Credit Suisse
Switzerland
$2.58M 169,122 -173,169 -51%
GC
50
Guggenheim Capital
Illinois
$2.52M 164,851 +1,554 +1%
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