PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

150 hedge funds and large institutions have $707M invested in PennyMac Mortgage Investment in 2016 Q2 according to their latest regulatory filings, with 22 funds opening new positions, 51 increasing their positions, 55 reducing their positions, and 21 closing their positions.

Holders
150
Holders Change
–
Holders Change %
0%
% of All Funds
4.01%
Holding in Top 10
3
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.08%
New
22
Increased
51
Reduced
55
Closed
21
Calls
$3.2M
Puts
$2.61M
Net Calls
+$591K
Net Calls Change
+$998K

Top Buyers

1
Goldman Sachs
1
Goldman Sachs
New York
$17.5M
2
BFA
2
BlackRock Fund Advisors
California
$52.4M
3
Wells Fargo
3
Wells Fargo
California
$38.6M
4
SC
4
Seawolf Capital
New York
$3.28M
5
Prudential Financial
5
Prudential Financial
New Jersey
$11.6M

Top Sellers

1
Bank of America
1
Bank of America
North Carolina
$13.9M
2
Millennium Management
2
Millennium Management
New York
$538K
3
RIM
3
RS Investment Management
California
$0
4
Citigroup
4
Citigroup
New York
$18.8M
5
Two Sigma Advisers
5
Two Sigma Advisers
New York
$0
Name Market Value Shares Shares
Change 		Shares
Change %
TA
51
Teachers Advisors
New York
$1.81M 111,596 -1,185 -1%
Susquehanna International Group
52
Susquehanna International Group
Pennsylvania
$1.73M 106,452 +41,341 +63%
MCM
53
Moore Capital Management
New York
$1.62M 100,000 +100,000 New
Wellington Management Group
54
Wellington Management Group
Massachusetts
$1.62M 99,843 – –
First Trust Advisors
55
First Trust Advisors
Illinois
$1.61M 99,108 +99,108 New
Fidelity Investments
56
Fidelity Investments
Massachusetts
$1.55M 95,200 -5,300 -5%
RhumbLine Advisers
57
RhumbLine Advisers
Massachusetts
$1.38M 84,963 -25,329 -23%
Citadel Advisors
58
Citadel Advisors
Florida
$1.33M 82,091 +3,128 +4%
AQR Capital Management
59
AQR Capital Management
Connecticut
$1.28M 79,101 +13,400 +20%
WA
60
Wasatch Advisors
Utah
$1.25M 77,000 -7,300 -9%
CS
61
Credit Suisse
Switzerland
$1.22M 75,059 +30,228 +67%
WAM
62
Wolverine Asset Management
Illinois
$1.19M 73,546 +67,440 +1,104%
New York State Common Retirement Fund
63
New York State Common Retirement Fund
New York
$1.12M 69,000 -5,000 -7%
SAM
64
Shell Asset Management
Netherlands
$1.12M 68,899 -3,922 -5%
Invesco
65
Invesco
Georgia
$1.09M 67,326 -18,625 -22%
Legal & General Group
66
Legal & General Group
United Kingdom
$1.08M 66,491 +13,100 +25%
JPMorgan Chase & Co
67
JPMorgan Chase & Co
New York
$1.06M 65,454 +62,212 +1,919%
QSS
68
Quantitative Systematic Strategies
Florida
$973K 60,558 +5,825 +11%
Envestnet Asset Management
69
Envestnet Asset Management
Illinois
$966K 59,542 -484 -0.8%
UBS AM
70
UBS AM
Illinois
$896K 55,196 -14,487 -21%
IA
71
IndexIQ Advisors
New York
$863K 53,202 -9,316 -15%
MLICM
72
Metropolitan Life Insurance Company (MetLife)
New York
$842K 51,859 – –
OA
73
Omega Advisors
New York
$812K 50,000 – –
State Board of Administration of Florida Retirement System
74
State Board of Administration of Florida Retirement System
Florida
$787K 48,515 -914 -2%
CC
75
Cipher Capital
New York
$746K 45,942 +5,331 +13%
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3
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