PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

163 hedge funds and large institutions have $1.52B invested in PennyMac Mortgage Investment in 2013 Q3 according to their latest regulatory filings, with 27 funds opening new positions, 69 increasing their positions, 37 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
163
Holders Change
+3
Holders Change %
+1.88%
% of All Funds
5.29%
Holding in Top 10
7
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+16.67%
% of All Funds
0.23%
New
27
Increased
69
Reduced
37
Closed
22
Calls
$22.3M
Puts
$5.85M
Net Calls
+$16.4M
Net Calls Change
+$16.1M

Top Buyers

1
HCM
1
Hayman Capital Management
Texas
$81M
2
CLG
2
Cooperman Leon G
$49.3M
3
PRCM
3
Pine River Capital Management
Minnesota
$36.5M
4
Wells Fargo
4
Wells Fargo
California
$42.9M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$80.4M

Top Sellers

1
SAC
1
Smith Affiliated Capital
New York
$483M
2
HCM
2
Highbridge Capital Management
New York
$1.3M
3
SC
3
Seawolf Capital
New York
$0
4
BCM
4
Basswood Capital Management
New York
$867K
5
FCH
5
Freestone Capital Holdings
Washington
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
BIM
51
BlackRock Investment Management
Delaware
$3.88M -$340K -14,978 -8%
Charles Schwab
52
Charles Schwab
California
$3.86M +$669K +28,952 +21%
MAMNY
53
Marathon Asset Management (New York)
New York
$3.4M – – –
HI
54
HBK Investments
Texas
$3.3M +$1M +44,131 +44%
MIM
55
Merit Investment Management
Delaware
$3.29M – – –
RFC
56
Russell Frank Company
Washington
$3.25M -$2.02M -89,120 -38%
VanEck Associates
57
VanEck Associates
New York
$3.2M +$78.6K +3,466 +3%
Deutsche Bank
58
Deutsche Bank
Germany
$3.14M -$935K -41,258 -23%
PAM
59
Panagora Asset Management
Massachusetts
$2.99M -$402K -17,721 -12%
California State Teachers Retirement System (CalSTRS)
60
California State Teachers Retirement System (CalSTRS)
California
$2.88M +$552K +24,332 +24%
AllianceBernstein
61
AllianceBernstein
Tennessee
$2.81M -$249 -11 -0%
Goldman Sachs
62
Goldman Sachs
New York
$2.47M +$1.95M +86,036 +374%
MPAM
63
Monarch Partners Asset Management
Massachusetts
$2.41M +$2.41M +106,450 New
NAM
64
NorthCoast Asset Management
Connecticut
$2.4M -$263K -11,605 -10%
SCM
65
Sandler Capital Management
New York
$2.34M – – –
Prudential Financial
66
Prudential Financial
New Jersey
$2.21M +$538K +23,700 +32%
RhumbLine Advisers
67
RhumbLine Advisers
Massachusetts
$2.14M +$209K +9,205 +11%
TA
68
Teachers Advisors
New York
$2.08M +$316K +13,943 +18%
DCM
69
Dupont Capital Management
Delaware
$2.05M -$2.53M -111,367 -55%
NIMC
70
NWQ Investment Management Company
California
$1.96M -$5.14M -226,780 -72%
Susquehanna International Group
71
Susquehanna International Group
Pennsylvania
$1.64M -$608K -26,806 -27%
CAM
72
ClariVest Asset Management
California
$1.57M -$394K -17,400 -20%
SAM
73
Shell Asset Management
Netherlands
$1.44M – – –
Fifth Third Bancorp
74
Fifth Third Bancorp
Ohio
$1.32M +$34.5K +1,522 +3%
Swiss National Bank
75
Swiss National Bank
Switzerland
$1.32M +$93K +4,100 +8%
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3
4 5