PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

183 hedge funds and large institutions have $2.05B invested in PennyMac Mortgage Investment in 2014 Q1 according to their latest regulatory filings, with 32 funds opening new positions, 72 increasing their positions, 44 reducing their positions, and 16 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
183
Holders Change
+13
Holders Change %
+7.65%
% of All Funds
5.29%
Holding in Top 10
10
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+25%
% of All Funds
0.29%
New
32
Increased
72
Reduced
44
Closed
16
Calls
$15.4M
Puts
$5.12M
Net Calls
+$10.3M
Net Calls Change
+$965K

Top Buyers

1
BNP Paribas Financial Markets
1
BNP Paribas Financial Markets
France
$782M
2
IG
2
ING Group
Netherlands
$15.1M
3
DFG
3
Delphi Financial Group
Delaware
$41.3M
4
Millennium Management
4
Millennium Management
New York
$35.9M
5
CCP
5
Clough Capital Partners
Massachusetts
$20.2M

Top Sellers

1
HCM
1
Hayman Capital Management
Texas
$57M
2
SM
2
Senvest Management
New York
$0
3
PRCM
3
Pine River Capital Management
Minnesota
$0
4
GA
4
GRS Advisors
Illinois
$11.7M
5
NGA
5
New Generation Advisors
Massachusetts
$1.55M
Name Holding Trade Value Shares
Change 		Shares
Change %
BIM
51
BlackRock Investment Management
Delaware
$5.52M +$1.42M +59,263 +35%
Two Sigma Investments
52
Two Sigma Investments
New York
$5.24M +$3.05M +127,738 +140%
SG Americas Securities
53
SG Americas Securities
New York
$4.81M -$5.81K -243 -0.1%
QBFM
54
QS Batterymarch Financial Management
New York
$4.68M +$4.68M +195,700 New
Charles Schwab
55
Charles Schwab
California
$4.53M +$378K +15,814 +9%
D.E. Shaw & Co
56
D.E. Shaw & Co
New York
$4.39M +$4.39M +183,557 New
Susquehanna International Group
57
Susquehanna International Group
Pennsylvania
$4.35M +$2.86M +119,791 +192%
Ohio Public Employees Retirement System (OPERS)
58
Ohio Public Employees Retirement System (OPERS)
Ohio
$4.21M – – –
SC
59
Seawolf Capital
New York
$4.14M +$4.14M +173,800 New
Stifel Financial
60
Stifel Financial
Missouri
$4.03M +$4.03M +168,459 New
SCM
61
Silver Capital Management
New York
$3.8M -$550K -23,010 -13%
MAMNY
62
Marathon Asset Management (New York)
New York
$3.59M – – –
GEM
63
Global Endowment Management
North Carolina
$3.49M +$3.49M +146,000 New
VanEck Associates
64
VanEck Associates
New York
$3.33M -$338K -14,153 -9%
FCH
65
Freestone Capital Holdings
Washington
$3.26M -$14.2K -593 -0.4%
California State Teachers Retirement System (CalSTRS)
66
California State Teachers Retirement System (CalSTRS)
California
$3.06M +$12K +500 +0.4%
AllianceBernstein
67
AllianceBernstein
Tennessee
$2.96M +$1.31K +55 +0%
KCM
68
Key Colony Management
Arkansas
$2.95M -$71.7K -3,000 -2%
Goldman Sachs
69
Goldman Sachs
New York
$2.9M +$453K +18,970 +19%
PCMI
70
Paradigm Capital Management Inc
New York
$2.75M +$595K +24,900 +28%
MAM
71
Martingale Asset Management
Massachusetts
$2.66M +$2.66M +111,213 New
Allianz Asset Management
72
Allianz Asset Management
Germany
$2.64M -$379K -15,848 -13%
NFA
73
Nationwide Fund Advisors
Ohio
$2.56M +$1.44M +60,446 +129%
TA
74
Teachers Advisors
New York
$2.55M +$150K +6,260 +6%
SCM
75
Sterling Capital Management
North Carolina
$2.53M +$2.53M +105,759 New
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3
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