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 Holding Trade Value Shares
Change 		Shares
Change %
SO
101
STRS Ohio
Ohio
$368K -$19.5K -1,200 -5%
Walleye Trading
102
Walleye Trading
New York
$362K +$362K +22,330 New
Baird Financial Group
103
Baird Financial Group
Wisconsin
$345K -$601K -37,099 -64%
Ameriprise
104
Ameriprise
Minnesota
$340K +$73.4K +4,527 +28%
BG
105
BlackRock Group
United Kingdom
$325K +$118K +7,293 +57%
PAM
106
Princeton Alpha Management
New Jersey
$319K -$143K -8,811 -31%
RJFSA
107
Raymond James Financial Services Advisors
Florida
$302K +$302K +18,637 New
NIT
108
NumerixS Investment Technologies
British Columbia, Canada
$289K +$289K +17,800 New
LTFS
109
Ladenburg Thalmann Financial Services
Florida
$285K -$9K -553 -3%
BNP Paribas Asset Management
110
BNP Paribas Asset Management
France
$252K – – –
ST
111
Spot Trading
Illinois
$220K +$220K +13,564 New
FRM
112
Fox Run Management
Connecticut
$216K +$216K +13,300 New
DTL
113
Dynamic Technology Lab
Singapore
$199K -$146K -8,997 -42%
SB
114
Suntrust Banks
Georgia
$197K +$13K +805 +7%
Squarepoint
115
Squarepoint
New York
$183K -$11.9K -735 -6%
EVM
116
Eaton Vance Management
Massachusetts
$179K – – –
AI
117
Analytic Investors
California
$170K -$1.05M -64,595 -86%
Teacher Retirement System of Texas
118
Teacher Retirement System of Texas
Texas
$156K +$9.14K +565 +6%
US Bancorp
119
US Bancorp
Minnesota
$155K -$169K -10,358 -52%
SIM
120
Sonora Investment Management
Arizona
$130K – – –
Creative Planning
121
Creative Planning
Kansas
$115K -$6.5K -400 -5%
Canada Life
122
Canada Life
Manitoba, Canada
$115K – – –
Royal Bank of Canada
123
Royal Bank of Canada
Ontario, Canada
$113K +$12.5K +774 +12%
Ohio Public Employees Retirement System (OPERS)
124
Ohio Public Employees Retirement System (OPERS)
Ohio
$109K +$10.3K +633 +10%
TCM
125
Trafelet Capital Management
New York
$97K +$97K +6,000 New
3 4
5
6 7