PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

160 hedge funds and large institutions have $742M invested in PennyMac Mortgage Investment in 2015 Q4 according to their latest regulatory filings, with 31 funds opening new positions, 49 increasing their positions, 51 reducing their positions, and 18 closing their positions.

Holders
160
Holders Change
+12
Holders Change %
+8.11%
% of All Funds
4.2%
Holding in Top 10
4
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+33.33%
% of All Funds
0.11%
New
31
Increased
49
Reduced
51
Closed
18
Calls
$2.21M
Puts
$4.28M
Net Calls
-$2.08M
Net Calls Change
+$1.19M

Top Buyers

1
Millennium Management
1
Millennium Management
New York
$13.5M
2
Two Sigma Investments
2
Two Sigma Investments
New York
$7.8M
3
AAM
3
Advisors Asset Management
Colorado
$14.7M
4
RIM
4
RS Investment Management
California
$24.6M
5
Citigroup
5
Citigroup
New York
$9.93M

Top Sellers

1
OA
1
Omega Advisors
New York
$763K
2
Invesco
2
Invesco
Georgia
$1.14M
3
WAM
3
Wolverine Asset Management
Illinois
$0
4
LPC
4
Long Pond Capital
New York
$32.9M
5
GC
5
Gratia Capital
California
$0
Name Market Value Shares Shares
Change 		Shares
Change %
Vanguard Group
1
Vanguard Group
Pennsylvania
$74.3M 4,869,044 +80,516 +2%
DFG
2
Delphi Financial Group
Delaware
$41.6M 2,724,959 – –
BFA
3
BlackRock Fund Advisors
California
$40.7M 2,667,517 – –
Wells Fargo
4
Wells Fargo
California
$39.4M 2,584,112 -150,714 -6%
TIM
5
Thornburg Investment Management
New Mexico
$33.6M 2,199,135 -8,659 -0.4%
LPC
6
Long Pond Capital
New York
$32.9M 2,157,889 -443,982 -17%
LSV Asset Management
7
LSV Asset Management
Illinois
$25.8M 1,690,300 +21,965 +1%
RIM
8
RS Investment Management
California
$24.6M 1,611,334 +246,686 +18%
State Street
9
State Street
Massachusetts
$23.6M 1,544,057 -33,222 -2%
BIT
10
BlackRock Institutional Trust
California
$20.7M 1,359,684 -544 -0%
AllianceBernstein
11
AllianceBernstein
Tennessee
$17.7M 1,159,308 +146,732 +14%
Bank of America
12
Bank of America
North Carolina
$16.9M 1,104,523 -51,694 -4%
UBS Group
13
UBS Group
Switzerland
$15.3M 1,002,691 -168,645 -14%
GT
14
Glenmede Trust
Pennsylvania
$14.8M 970,584 +26,380 +3%
AAM
15
Advisors Asset Management
Colorado
$14.7M 965,821 +367,424 +61%
Northern Trust
16
Northern Trust
Illinois
$14.5M 952,513 +25,736 +3%
Millennium Management
17
Millennium Management
New York
$13.5M 885,742 +798,650 +917%
Alyeska Investment Group
18
Alyeska Investment Group
Illinois
$12.7M 830,068 +16,236 +2%
CCP
19
Clough Capital Partners
Massachusetts
$12.2M 801,573 -157,000 -16%
JCM
20
Janney Capital Management
Pennsylvania
$10.8M 709,460 -38,360 -5%
Norges Bank
21
Norges Bank
Norway
$10.5M 688,421 – –
Citigroup
22
Citigroup
New York
$9.93M 650,347 +244,030 +60%
Morgan Stanley
23
Morgan Stanley
New York
$9.38M 614,598 -35,353 -5%
NIMC
24
NWQ Investment Management Company
California
$9.19M 602,473 +12,333 +2%
Deutsche Bank
25
Deutsche Bank
Germany
$8.43M 552,617 -67,843 -11%
1
2 3 4 5