Hi,
The OpenSHMEM code is part of OpenMPI.rpm which is available from OFED source tarbals and also from OpenMPI site.
We contribute all OpenSHMEM code to the OpenMPI and it is part of v1.8 OpenMPI release: http://www.open-mpi.org/software/ompi/v1.8/
HPCX package contains openmpi.src.tar.bz as well (with OpenSHMEM code) and HPCX/README file has a "configure" command line you can use to specify PGI compiler.
Kind Regards
Mike Dubman.