PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

148 hedge funds and large institutions have $782M invested in PennyMac Mortgage Investment in 2015 Q3 according to their latest regulatory filings, with 21 funds opening new positions, 52 increasing their positions, 44 reducing their positions, and 29 closing their positions.

Holders
148
Holders Change
-10
Holders Change %
-6.33%
% of All Funds
4.14%
Holding in Top 10
3
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-40%
% of All Funds
0.08%
New
21
Increased
52
Reduced
44
Closed
29
Calls
$1.58M
Puts
$4.85M
Net Calls
-$3.27M
Net Calls Change
-$2.56M

Top Buyers

1
LPC
1
Long Pond Capital
New York
$40.3M
2
JCM
2
Janney Capital Management
Pennsylvania
$11.6M
3
RIM
3
RS Investment Management
California
$21.1M
4
TIM
4
Thornburg Investment Management
New Mexico
$34.2M
5
Barclays
5
Barclays
United Kingdom
$6.76M

Top Sellers

1
EC
1
EJF Capital
Virginia
$0
2
Millennium Management
2
Millennium Management
New York
$1.35M
3
First Trust Advisors
3
First Trust Advisors
Illinois
$0
4
PRCM
4
Pine River Capital Management
Minnesota
$0
5
OA
5
Omega Advisors
New York
$28.8M
Name Market Value Shares Shares
Change 		Shares
Change %
QI
51
QS Investors
New York
$2.95M 190,954 – –
GC
52
Guggenheim Capital
Illinois
$2.52M 163,297 +20,750 +15%
PPA
53
Parametric Portfolio Associates
Washington
$2.36M 152,303 -7,547 -5%
EWM
54
Edge Wealth Management
New York
$2.29M 150,143 +15,222 +11%
MVP
55
Miller Value Partners
Florida
$2.17M 140,000 – –
California State Teachers Retirement System (CalSTRS)
56
California State Teachers Retirement System (CalSTRS)
California
$2.1M 136,020 -200 -0.1%
Citadel Advisors
57
Citadel Advisors
Florida
$1.99M 128,801 +2,071 +2%
SAM
58
Shell Asset Management
Netherlands
$1.76M 81,995 +3,817 +5%
TA
59
Teachers Advisors
New York
$1.75M 112,781 – –
Ameriprise
60
Ameriprise
Minnesota
$1.71M 110,428 +6,139 +6%
KCM
61
Key Colony Management
Arkansas
$1.59M 102,500 -20,000 -16%
Swiss National Bank
62
Swiss National Bank
Switzerland
$1.55M 100,200 +13,500 +16%
MAMNY
63
Marathon Asset Management (New York)
New York
$1.55M 100,000 – –
RhumbLine Advisers
64
RhumbLine Advisers
Massachusetts
$1.48M 95,752 +2,982 +3%
Millennium Management
65
Millennium Management
New York
$1.35M 87,092 -1,865,426 -96%
BCM
66
BlueCrest Capital Management
Jersey
$1.33M 85,816 +85,816 New
KAM
67
Kazazian Asset Management
Florida
$1.32M 85,317 +85,317 New
Baird Financial Group
68
Baird Financial Group
Wisconsin
$1.28M 82,669 -21,149 -20%
IA
69
IndexIQ Advisors
New York
$1.23M 79,406 -867 -1%
RTIM
70
Round Table Investment Management
North Carolina
$1.19M 77,204 – –
IP
71
Interval Partners
New York
$1.15M 74,526 -7,188 -9%
Fidelity Investments
72
Fidelity Investments
Massachusetts
$1.11M 71,500 – –
UBS AM
73
UBS AM
Illinois
$1.08M 69,837 +12,974 +23%
IAA
74
Ironsides Asset Advisors
North Carolina
$1.08M 69,468 -32,930 -32%
CSS
75
Cubist Systematic Strategies
Connecticut
$1.06M 68,675 +45,235 +193%
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