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 %
MVP
51
Miller Value Partners
Florida
$2.14M 140,000 – –
California State Teachers Retirement System (CalSTRS)
52
California State Teachers Retirement System (CalSTRS)
California
$2.11M 138,209 +2,189 +2%
EM
53
EnTrustPermal Management
New York
$1.91M 125,100 +125,100 New
TA
54
Teachers Advisors
New York
$1.72M 112,781 – –
Ameriprise
55
Ameriprise
Minnesota
$1.65M 108,197 -2,231 -2%
WA
56
Wasatch Advisors
Utah
$1.6M 104,500 +104,500 New
Wellington Management Group
57
Wellington Management Group
Massachusetts
$1.53M 100,210 +72,772 +265%
Swiss National Bank
58
Swiss National Bank
Switzerland
$1.53M 100,200 – –
MAMNY
59
Marathon Asset Management (New York)
New York
$1.53M 100,000 – –
RhumbLine Advisers
60
RhumbLine Advisers
Massachusetts
$1.52M 99,512 +3,760 +4%
Susquehanna International Group
61
Susquehanna International Group
Pennsylvania
$1.45M 95,024 +46,924 +98%
RFC
62
Russell Frank Company
Washington
$1.26M 81,368 -129,850 -61%
KAM
63
Kazazian Asset Management
Florida
$1.24M 81,064 -4,253 -5%
IP
64
Interval Partners
New York
$1.23M 80,363 +5,837 +8%
SAM
65
Shell Asset Management
Netherlands
$1.18M 77,176 -4,819 -6%
IA
66
IndexIQ Advisors
New York
$1.16M 76,113 -3,293 -4%
Invesco
67
Invesco
Georgia
$1.14M 74,473 -718,380 -91%
UBS AM
68
UBS AM
Illinois
$1.13M 74,350 +4,513 +6%
Fidelity Investments
69
Fidelity Investments
Massachusetts
$1.09M 71,500 – –
EMG
70
Ellington Management Group
Connecticut
$1.08M 70,900 +70,900 New
New York State Common Retirement Fund
71
New York State Common Retirement Fund
New York
$1.08M 70,700 +2,600 +4%
QSS
72
Quantitative Systematic Strategies
Florida
$1M 64,968 +64,968 New
Baird Financial Group
73
Baird Financial Group
Wisconsin
$988K 64,734 -17,935 -22%
IAA
74
Ironsides Asset Advisors
North Carolina
$977K 64,012 -5,456 -8%
Walleye Trading
75
Walleye Trading
New York
$968K 63,457 +63,457 New
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