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 %
Swiss National Bank
51
Swiss National Bank
Switzerland
$1.61M 122,500 +22,300 +22%
TA
52
Teachers Advisors
New York
$1.54M 112,781 – –
RhumbLine Advisers
53
RhumbLine Advisers
Massachusetts
$1.5M 110,292 +10,780 +11%
Fidelity Investments
54
Fidelity Investments
Massachusetts
$1.37M 100,500 +29,000 +41%
Wellington Management Group
55
Wellington Management Group
Massachusetts
$1.36M 99,843 -367 -0.4%
Invesco
56
Invesco
Georgia
$1.17M 85,951 +11,478 +15%
WA
57
Wasatch Advisors
Utah
$1.15M 84,300 -20,200 -19%
Citadel Advisors
58
Citadel Advisors
Florida
$1.08M 78,963 +47,937 +155%
AI
59
Analytic Investors
California
$1.03M 75,091 +75,091 New
New York State Common Retirement Fund
60
New York State Common Retirement Fund
New York
$1.01M 74,000 +3,300 +5%
IAA
61
Ironsides Asset Advisors
North Carolina
$1.01M 73,822 +9,810 +15%
SAM
62
Shell Asset Management
Netherlands
$993K 72,821 -4,355 -6%
UBS AM
63
UBS AM
Illinois
$951K 69,683 -4,667 -6%
PP
64
Paloma Partners
Connecticut
$922K 67,589 +21,996 +48%
Two Sigma Investments
65
Two Sigma Investments
New York
$896K 65,685 -445,400 -87%
AQR Capital Management
66
AQR Capital Management
Connecticut
$896K 65,701 +26,959 +70%
Susquehanna International Group
67
Susquehanna International Group
Pennsylvania
$888K 65,111 -29,913 -31%
IA
68
IndexIQ Advisors
New York
$853K 62,518 -13,595 -18%
Envestnet Asset Management
69
Envestnet Asset Management
Illinois
$819K 60,026 -931 -2%
Baird Financial Group
70
Baird Financial Group
Wisconsin
$796K 58,380 -6,354 -10%
QSS
71
Quantitative Systematic Strategies
Florida
$749K 54,733 -10,235 -16%
EWM
72
Edge Wealth Management
New York
$740K 54,252 -1,714 -3%
Legal & General Group
73
Legal & General Group
United Kingdom
$730K 53,391 -8,923 -14%
MLICM
74
Metropolitan Life Insurance Company (MetLife)
New York
$707K 51,859 – –
OA
75
Omega Advisors
New York
$682K 50,000 – –
1 2
3
4 5