PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

147 hedge funds and large institutions have $682M invested in PennyMac Mortgage Investment in 2016 Q3 according to their latest regulatory filings, with 18 funds opening new positions, 57 increasing their positions, 40 reducing their positions, and 20 closing their positions.

Holders
147
Holders Change
-3
Holders Change %
-2%
% of All Funds
3.93%
Holding in Top 10
5
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+66.67%
% of All Funds
0.13%
New
18
Increased
57
Reduced
40
Closed
20
Calls
$161K
Puts
$2.09M
Net Calls
-$1.93M
Net Calls Change
-$2.52M

Top Buyers

1
CCP
1
Clough Capital Partners
Massachusetts
$21M
2
YMRC
2
Yorktown Management & Research Company
Virginia
$17.3M
3
Goldman Sachs
3
Goldman Sachs
New York
$25.1M
4
AM
4
Ares Management
California
$3.76M
5
UBS Group
5
UBS Group
Switzerland
$16.9M

Top Sellers

1
SM
1
Senvest Management
New York
$2.51M
2
Bank of America
2
Bank of America
North Carolina
$4.92M
3
EA
3
Emerald Acquisition
Washington
$83K
4
IP
4
Interval Partners
New York
$0
5
Deutsche Bank
5
Deutsche Bank
Germany
$4.43M
Name Holding Trade Value Shares
Change 		Shares
Change %
Legal & General Group
51
Legal & General Group
United Kingdom
$1.37M +$337K +21,641 +33%
Wellington Management Group
52
Wellington Management Group
Massachusetts
$1.37M -$186K -11,966 -12%
First Trust Advisors
53
First Trust Advisors
Illinois
$1.37M -$179K -11,462 -12%
RhumbLine Advisers
54
RhumbLine Advisers
Massachusetts
$1.34M +$19.3K +1,240 +1%
Fidelity Investments
55
Fidelity Investments
Massachusetts
$1.34M -$142K -9,100 -10%
AQR Capital Management
56
AQR Capital Management
Connecticut
$1.23M – – –
Capital Fund Management (CFM)
57
Capital Fund Management (CFM)
France
$1.21M +$1.21M +77,934 New
Invesco
58
Invesco
Georgia
$1.15M +$101K +6,505 +10%
New York State Common Retirement Fund
59
New York State Common Retirement Fund
New York
$1.08M – – –
IAA
60
Ironsides Asset Advisors
North Carolina
$1.06M +$660K +42,325 +165%
SG Americas Securities
61
SG Americas Securities
New York
$1.05M +$417K +26,764 +66%
CS
62
Credit Suisse
Switzerland
$1.05M -$125K -7,994 -11%
SAM
63
Shell Asset Management
Netherlands
$1.03M -$46.9K -3,012 -4%
IA
64
IndexIQ Advisors
New York
$1.02M +$187K +12,007 +23%
CG
65
Clinton Group
New York
$973K +$973K +62,456 New
Millennium Management
66
Millennium Management
New York
$898K +$381K +24,476 +74%
UBS AM
67
UBS AM
Illinois
$860K – – –
Envestnet Asset Management
68
Envestnet Asset Management
Illinois
$851K -$76.4K -4,904 -8%
WA
69
Wasatch Advisors
Utah
$849K -$351K -22,500 -29%
WS
70
Wedbush Securities
California
$826K +$214K +13,760 +35%
MLICM
71
Metropolitan Life Insurance Company (MetLife)
New York
$808K – – –
OA
72
Omega Advisors
New York
$779K – – –
State Board of Administration of Florida Retirement System
73
State Board of Administration of Florida Retirement System
Florida
$756K – – –
Manulife (Manufacturers Life Insurance)
74
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$717K +$2.76K +177 +0.4%
WT
75
Whittier Trust
California
$685K +$1.4K +90 +0.2%
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3
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