PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

163 hedge funds and large institutions have $1.09B invested in PennyMac Mortgage Investment in 2015 Q1 according to their latest regulatory filings, with 13 funds opening new positions, 57 increasing their positions, 57 reducing their positions, and 19 closing their positions.

Holders
163
Holders Change
-8
Holders Change %
-4.68%
% of All Funds
4.35%
Holding in Top 10
7
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+16.67%
% of All Funds
0.19%
New
13
Increased
57
Reduced
57
Closed
19
Calls
$1.71M
Puts
$2.01M
Net Calls
-$295K
Net Calls Change
+$1.16M

Top Buyers

1
EC
1
EJF Capital
Virginia
$90M
2
Prudential Financial
2
Prudential Financial
New Jersey
$13.4M
3
PRCM
3
Pine River Capital Management
Minnesota
$25.2M
4
Vanguard Group
4
Vanguard Group
Pennsylvania
$96.4M
5
CCP
5
Clough Capital Partners
Massachusetts
$22.3M

Top Sellers

1
Bank of America
1
Bank of America
North Carolina
$25.5M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$1.25M
3
LTI
3
Laffer Tengler Investments
Tennessee
$0
4
ZC
4
Zelman Capital
Ohio
$0
5
Two Sigma Advisers
5
Two Sigma Advisers
New York
$7.21M
Name Market Value Shares Shares
Change 		Shares
Change %
MLICM
76
Metropolitan Life Insurance Company (MetLife)
New York
$1.2M 56,505 – –
Stifel Financial
77
Stifel Financial
Missouri
$1.15M 54,022 +10,241 +23%
UBS AM
78
UBS AM
Illinois
$1.08M 50,663 +27,065 +115%
State Board of Administration of Florida Retirement System
79
State Board of Administration of Florida Retirement System
Florida
$1.05M 49,429 – –
First Trust Advisors
80
First Trust Advisors
Illinois
$1.02M 48,037 +17,464 +57%
WT
81
Whittier Trust
California
$1.01M 47,610 – –
AIG
82
American International Group
New York
$995K 46,753 -540 -1%
State of New Jersey Common Pension Fund D
83
State of New Jersey Common Pension Fund D
New Jersey
$958K 45,000 +45,000 New
Envestnet Asset Management
84
Envestnet Asset Management
Illinois
$943K 44,276 +44,276 New
Legal & General Group
85
Legal & General Group
United Kingdom
$902K 42,324 +15,049 +55%
GH
86
GAM Holding
Switzerland
$901K 42,300 +42,300 New
Citigroup
87
Citigroup
New York
$867K 40,767 +4,260 +12%
AIM
88
Allen Investment Management
New York
$843K 39,601 -2,930 -7%
BA
89
BlackRock Advisors
Delaware
$836K 39,267 – –
CPO
90
Cerity Partners OCIO
New York
$799K 37,530 +1,966 +6%
VOYA Investment Management
91
VOYA Investment Management
Georgia
$786K 36,897 – –
US Bancorp
92
US Bancorp
Minnesota
$775K 36,401 +1,761 +5%
HI
93
HBK Investments
Texas
$767K 36,032 -12,615 -26%
WFG
94
Wills Financial Group
Virginia
$738K 34,700 -2,300 -6%
SCM
95
Sterling Capital Management
North Carolina
$735K 34,537 -92,306 -73%
Allianz Asset Management
96
Allianz Asset Management
Germany
$723K 33,957 – –
FMT
97
First Mercantile Trust
Tennessee
$653K 30,690 -15,060 -33%
Axa
98
Axa
France
$624K 29,300 – –
T. Rowe Price Associates
99
T. Rowe Price Associates
Maryland
$617K 29,000 – –
Janney Montgomery Scott
100
Janney Montgomery Scott
Pennsylvania
$596K 27,978 +3,027 +12%
2 3
4
5 6