PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

191 hedge funds and large institutions have $783M invested in PennyMac Mortgage Investment in 2020 Q1 according to their latest regulatory filings, with 24 funds opening new positions, 84 increasing their positions, 62 reducing their positions, and 57 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
191
Holders Change
-36
Holders Change %
-15.86%
% of All Funds
4.22%
Holding in Top 10
1
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.02%
New
24
Increased
84
Reduced
62
Closed
57
Calls
$5.1M
Puts
$4.77M
Net Calls
+$330K
Net Calls Change
+$19.4M

Top Buyers

1
SM
Senvest Management
New York
+$21.9M
2
Goldman Sachs
Goldman Sachs
New York
+$19.6M
3
T. Rowe Price Associates
T. Rowe Price Associates
Maryland
+$9.8M
4
WAM
Wolverine Asset Management
Illinois
+$8.06M
5
State Street
State Street
Massachusetts
+$6.25M

Top Sellers

1
CCP
Clough Capital Partners
Massachusetts
-$22.3M
2
UBS Group
UBS Group
Switzerland
-$20.1M
3
Renaissance Technologies
Renaissance Technologies
New York
-$9.29M
4
TD Asset Management
TD Asset Management
Ontario, Canada
-$8.08M
5
LCM
Laurion Capital Management
New York
-$7.46M
Name Holding Trade Value Shares
Change 		Shares
Change %
OCP
26
OCO Capital Partners
New York
$4.78M +$4.78M +450,000 New
Wells Fargo
27
Wells Fargo
California
$4.33M +$349K +32,833 +9%
AllianceBernstein
28
AllianceBernstein
Tennessee
$4.3M +$179K +16,880 +4%
Nuveen Asset Management
29
Nuveen Asset Management
Illinois
$4.16M +$545K +51,327 +15%
Citadel Advisors
30
Citadel Advisors
Florida
$4.12M +$3.36M +316,526 +445%
VanEck Associates
31
VanEck Associates
New York
$4.07M +$101K +9,538 +3%
First Trust Advisors
32
First Trust Advisors
Illinois
$4.05M -$682K -64,240 -14%
SGCIA
33
Smith Graham & Co Investment Advisors
Texas
$4.03M -$6.43K -605 -0.2%
Acadian Asset Management
34
Acadian Asset Management
Massachusetts
$3.93M -$27.5K -2,586 -0.7%
RhumbLine Advisers
35
RhumbLine Advisers
Massachusetts
$3.78M +$256K +24,147 +7%
Bank of America
36
Bank of America
North Carolina
$3.52M +$167K +15,694 +5%
Legal & General Group
37
Legal & General Group
United Kingdom
$3.49M -$75.6K -7,119 -2%
Prudential Financial
38
Prudential Financial
New Jersey
$3.37M -$589K -55,484 -15%
PPA
39
Parametric Portfolio Associates
Washington
$3.32M -$695K -65,447 -17%
AC
40
Athanor Capital
New York
$2.96M +$2.96M +278,304 New
KCM
41
Kennedy Capital Management
Missouri
$2.45M +$371K +34,946 +18%
Public Sector Pension Investment Board (PSP Investments)
42
Public Sector Pension Investment Board (PSP Investments)
Quebec, Canada
$2.38M – – –
California Public Employees Retirement System
43
California Public Employees Retirement System
California
$2.21M -$488K -45,941 -18%
Allianz Asset Management
44
Allianz Asset Management
Germany
$2.08M -$2.97M -279,964 -59%
DCM
45
Driehaus Capital Management
Illinois
$2.02M +$938K +88,300 +87%
CS
46
Credit Suisse
Switzerland
$1.9M -$1.33M -125,261 -41%
Two Sigma Investments
47
Two Sigma Investments
New York
$1.89M -$3.33M -313,781 -64%
Swiss National Bank
48
Swiss National Bank
Switzerland
$1.87M +$89.2K +8,400 +5%
Royal Bank of Canada
49
Royal Bank of Canada
Ontario, Canada
$1.86M +$396K +37,284 +27%
State of Wisconsin Investment Board
50
State of Wisconsin Investment Board
Wisconsin
$1.67M +$1.67M +157,400 New
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