PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

163 hedge funds and large institutions have $1.52B invested in PennyMac Mortgage Investment in 2013 Q3 according to their latest regulatory filings, with 27 funds opening new positions, 69 increasing their positions, 37 reducing their positions, and 22 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
163
Holders Change
+3
Holders Change %
+1.88%
% of All Funds
5.29%
Holding in Top 10
7
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+16.67%
% of All Funds
0.23%
New
27
Increased
69
Reduced
37
Closed
22
Calls
$22.3M
Puts
$5.85M
Net Calls
+$16.4M
Net Calls Change
+$16.1M

Top Buyers

1
HCM
1
Hayman Capital Management
Texas
$81M
2
CLG
2
Cooperman Leon G
$49.3M
3
PRCM
3
Pine River Capital Management
Minnesota
$36.5M
4
Wells Fargo
4
Wells Fargo
California
$42.9M
5
Vanguard Group
5
Vanguard Group
Pennsylvania
$80.4M

Top Sellers

1
SAC
1
Smith Affiliated Capital
New York
$483M
2
HCM
2
Highbridge Capital Management
New York
$1.3M
3
SC
3
Seawolf Capital
New York
$0
4
BCM
4
Basswood Capital Management
New York
$867K
5
FCH
5
Freestone Capital Holdings
Washington
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
HCM
76
Highbridge Capital Management
New York
$1.3M -$45.6M -2,009,842 -97%
MLICM
77
Metropolitan Life Insurance Company (MetLife)
New York
$1.28M +$176K +7,739 +16%
UM
78
Ulysses Management
New York
$1.25M +$1.25M +55,000 New
Comerica Bank
79
Comerica Bank
Texas
$1.19M -$678K -29,878 -36%
RFC
80
Regions Financial Corp
Alabama
$1.16M +$17.9K +791 +2%
State Board of Administration of Florida Retirement System
81
State Board of Administration of Florida Retirement System
Florida
$1.13M – – –
ARTA
82
A.R.T. Advisors
New York
$1.1M +$1.1M +48,594 New
WT
83
Whittier Trust
California
$1.08M – – –
NFA
84
Nationwide Fund Advisors
Ohio
$1.06M – – –
FMT
85
First Mercantile Trust
Tennessee
$1.06M +$1.06M +46,500 New
PP
86
PDT Partners
New York
$1.05M +$1.05M +46,282 New
ProShare Advisors
87
ProShare Advisors
Maryland
$1.02M +$153K +6,737 +18%
Royal Bank of Canada
88
Royal Bank of Canada
Ontario, Canada
$969K +$245K +10,788 +34%
AIG
89
American International Group
New York
$933K -$25.6K -1,128 -3%
SONJCPFA
90
State of New Jersey Common Pension Fund A
New Jersey
$907K – – –
MAA
91
Managed Account Advisors
New Jersey
$877K +$15.3K +676 +2%
BCM
92
Basswood Capital Management
New York
$867K -$8.49M -374,029 -91%
WC
93
Woodstock Corp
Massachusetts
$858K +$156K +6,870 +22%
PPA
94
Parametric Portfolio Associates
Washington
$857K +$321K +14,146 +60%
IA
95
IndexIQ Advisors
New York
$845K -$290K -12,782 -26%
VOYA Investment Management
96
VOYA Investment Management
Georgia
$837K – – –
GXMC
97
Global X Management Company
New York
$836K +$154K +6,812 +23%
CC
98
Curian Capital
Colorado
$819K -$41.4K -1,824 -5%
BNP Paribas Financial Markets
99
BNP Paribas Financial Markets
France
$781K +$321K +14,142 +70%
BA
100
BlackRock Advisors
Delaware
$773K – – –
2 3
4
5 6