PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

150 hedge funds and large institutions have $620M invested in PennyMac Mortgage Investment in 2016 Q1 according to their latest regulatory filings, with 18 funds opening new positions, 51 increasing their positions, 54 reducing their positions, and 28 closing their positions.

Holders
150
Holders Change
-10
Holders Change %
-6.25%
% of All Funds
4%
Holding in Top 10
3
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-25%
% of All Funds
0.08%
New
18
Increased
51
Reduced
54
Closed
28
Calls
$2.08M
Puts
$2.49M
Net Calls
-$407K
Net Calls Change
+$1.67M

Top Buyers

1
Bank of America
1
Bank of America
North Carolina
$32.9M
2
Citigroup
2
Citigroup
New York
$22.4M
3
GXMC
3
Global X Management Company
New York
$13.6M
4
Millennium Management
4
Millennium Management
New York
$19.3M
5
SM
5
Senvest Management
New York
$13.3M

Top Sellers

1
KAM
1
Kazazian Asset Management
Florida
$1.62M
2
LPC
2
Long Pond Capital
New York
$0
3
GT
3
Glenmede Trust
Pennsylvania
$0
4
Alyeska Investment Group
4
Alyeska Investment Group
Illinois
$0
5
RIM
5
RS Investment Management
California
$12.8M
Name Market Value Shares Shares
Change 		Shares
Change %
HCM
26
Highfields Capital Management
Massachusetts
$6.82M 500,000 – –
YMRC
27
Yorktown Management & Research Company
Virginia
$6.23M 456,500 -30,000 -6%
Deutsche Bank
28
Deutsche Bank
Germany
$5.61M 411,416 -141,201 -26%
BJ
29
BlackRock Japan
Japan
$5.45M 399,707 – –
Bank of New York Mellon
30
Bank of New York Mellon
New York
$5.41M 396,632 +96,836 +32%
Charles Schwab
31
Charles Schwab
California
$5.14M 376,410 +34,292 +10%
Goldman Sachs
32
Goldman Sachs
New York
$4.99M 366,062 +58,984 +19%
SGCIA
33
Smith Graham & Co Investment Advisors
Texas
$4.3M 315,513 +315,513 New
California Public Employees Retirement System
34
California Public Employees Retirement System
California
$3.94M 289,100 +24,700 +9%
BlackRock
35
BlackRock
New York
$3.63M 266,188 – –
VanEck Associates
36
VanEck Associates
New York
$3.3M 241,555 -11,134 -4%
TCIM
37
TIAA CREF Investment Management
New York
$3.21M 235,386 -9,391 -4%
Two Sigma Advisers
38
Two Sigma Advisers
New York
$2.87M 210,037 -133,815 -39%
RFC
39
Russell Frank Company
Washington
$2.75M 201,731 +120,363 +148%
BIM
40
BlackRock Investment Management
Delaware
$2.74M 201,184 -1,406 -0.7%
IP
41
Interval Partners
New York
$2.56M 187,429 +107,066 +133%
QI
42
QS Investors
New York
$2.4M 175,742 -2,486 -1%
EM
43
EnTrustPermal Management
New York
$2.31M 169,100 +44,000 +35%
California State Teachers Retirement System (CalSTRS)
44
California State Teachers Retirement System (CalSTRS)
California
$2.16M 158,030 +19,821 +14%
Renaissance Technologies
45
Renaissance Technologies
New York
$1.96M 143,700 +143,700 New
MVP
46
Miller Value Partners
Florida
$1.91M 140,000 – –
PPA
47
Parametric Portfolio Associates
Washington
$1.83M 133,772 -40,445 -23%
Barclays
48
Barclays
United Kingdom
$1.78M 137,038 -312,246 -69%
GC
49
Guggenheim Capital
Illinois
$1.69M 123,755 -41,096 -25%
KAM
50
Kazazian Asset Management
Florida
$1.62M 119 -80,945 -100%
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