PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

183 hedge funds and large institutions have $2.05B invested in PennyMac Mortgage Investment in 2014 Q1 according to their latest regulatory filings, with 32 funds opening new positions, 72 increasing their positions, 44 reducing their positions, and 16 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
183
Holders Change
+13
Holders Change %
+7.65%
% of All Funds
5.29%
Holding in Top 10
10
Holding in Top 10 Change
+2
Holding in Top 10 Change %
+25%
% of All Funds
0.29%
New
32
Increased
72
Reduced
44
Closed
16
Calls
$15.4M
Puts
$5.12M
Net Calls
+$10.3M
Net Calls Change
+$965K

Top Buyers

1
BNP Paribas Financial Markets
1
BNP Paribas Financial Markets
France
$782M
2
IG
2
ING Group
Netherlands
$15.1M
3
DFG
3
Delphi Financial Group
Delaware
$41.3M
4
Millennium Management
4
Millennium Management
New York
$35.9M
5
CCP
5
Clough Capital Partners
Massachusetts
$20.2M

Top Sellers

1
HCM
1
Hayman Capital Management
Texas
$57M
2
SM
2
Senvest Management
New York
$0
3
PRCM
3
Pine River Capital Management
Minnesota
$0
4
GA
4
GRS Advisors
Illinois
$11.7M
5
NGA
5
New Generation Advisors
Massachusetts
$1.55M
Name Holding Trade Value Shares
Change 		Shares
Change %
SCM
76
Sandler Capital Management
New York
$2.49M -$47.8K -2,000 -2%
Prudential Financial
77
Prudential Financial
New Jersey
$2.32M -$2.39K -100 -0.1%
PP
78
PDT Partners
New York
$2.22M +$2.22M +92,674 New
RhumbLine Advisers
79
RhumbLine Advisers
Massachusetts
$2.09M -$39.9K -1,670 -2%
Swiss National Bank
80
Swiss National Bank
Switzerland
$1.81M +$426K +17,800 +31%
SAM
81
Shell Asset Management
Netherlands
$1.8M -$7.29K -305 -0.4%
MWR
82
McAdams Wright Ragen
Washington
$1.75M +$2.39K +100 +0.1%
ProShare Advisors
83
ProShare Advisors
Maryland
$1.7M +$1.7M +71,248 New
UM
84
Ulysses Management
New York
$1.55M – – –
NGA
85
New Generation Advisors
Massachusetts
$1.55M -$9.04M -378,100 -85%
WC
86
Woodstock Corp
Massachusetts
$1.52M +$171K +7,150 +13%
Fifth Third Bancorp
87
Fifth Third Bancorp
Ohio
$1.37M +$15.1K +630 +1%
RFC
88
Regions Financial Corp
Alabama
$1.36M +$184K +7,678 +16%
MLICM
89
Metropolitan Life Insurance Company (MetLife)
New York
$1.35M – – –
MPAM
90
Monarch Partners Asset Management
Massachusetts
$1.32M -$714K -29,891 -35%
CIBC World Market
91
CIBC World Market
Ontario, Canada
$1.32M +$1.32M +55,123 New
RFC
92
Russell Frank Company
Washington
$1.31M +$26.9K +1,165 +2%
FMT
93
First Mercantile Trust
Tennessee
$1.3M -$124K -5,200 -9%
WT
94
Whittier Trust
California
$1.22M +$40.1K +1,680 +3%
IA
95
IndexIQ Advisors
New York
$1.22M +$238K +9,952 +24%
State Board of Administration of Florida Retirement System
96
State Board of Administration of Florida Retirement System
Florida
$1.19M – – –
PPA
97
Parametric Portfolio Associates
Washington
$1.17M +$68.6K +2,871 +6%
AIG
98
American International Group
New York
$1.17M +$2.39K +100 +0.2%
BA
99
BlackRock Advisors
Delaware
$1.13M +$314K +13,141 +39%
MAA
100
Managed Account Advisors
New Jersey
$1.1M +$263K +10,981 +32%
2 3
4
5 6