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 %
California State Teachers Retirement System (CalSTRS)
51
California State Teachers Retirement System (CalSTRS)
California
$1.6M +$139K +13,120 +10%
LPL Financial
52
LPL Financial
California
$1.55M +$120K +11,279 +8%
Victory Capital Management
53
Victory Capital Management
Texas
$1.54M +$917K +86,270 +148%
GIM
54
Greenwich Investment Management
Connecticut
$1.5M +$202K +19,000 +16%
Ensign Peak Advisors
55
Ensign Peak Advisors
Utah
$1.49M +$629K +59,200 +73%
Deutsche Bank
56
Deutsche Bank
Germany
$1.42M -$523K -49,250 -27%
Nomura Asset Management
57
Nomura Asset Management
Japan
$1.42M +$34K +3,200 +2%
Canada Life
58
Canada Life
Manitoba, Canada
$1.36M +$63.9K +6,014 +5%
BNP Paribas Financial Markets
59
BNP Paribas Financial Markets
France
$1.34M +$948K +89,264 +240%
UBS AM
60
UBS AM
Illinois
$1.33M +$245K +23,104 +23%
AAMU
61
Amundi Asset Management US
Massachusetts
$1.25M – – –
State of New Jersey Common Pension Fund D
62
State of New Jersey Common Pension Fund D
New Jersey
$1.03M – – –
EMFAT
63
Emerald Mutual Fund Advisers Trust
Pennsylvania
$1.03M +$1.03M +96,740 New
Comerica Bank
64
Comerica Bank
Texas
$1.02M +$34.5K +3,363 +3%
New York State Teachers Retirement System (NYSTRS)
65
New York State Teachers Retirement System (NYSTRS)
New York
$1M +$72.2K +6,800 +8%
SOADOR
66
State of Alaska Department of Revenue
Alaska
$943K +$163K +15,355 +21%
AG
67
Aperio Group
California
$913K +$601K +56,626 +193%
AQR Capital Management
68
AQR Capital Management
Connecticut
$907K -$59.3K -5,584 -6%
TPSF
69
Texas Permanent School Fund
Texas
$906K +$178K +16,789 +25%
Thrivent Financial for Lutherans
70
Thrivent Financial for Lutherans
Minnesota
$892K +$44.5K +4,189 +5%
CSS
71
Cubist Systematic Strategies
Connecticut
$882K +$198K +18,672 +29%
Two Sigma Advisers
72
Two Sigma Advisers
New York
$881K +$881K +82,937 New
VRS
73
Virginia Retirement Systems
Virginia
$880K +$57.3K +5,400 +7%
Barclays
74
Barclays
United Kingdom
$878K -$696K -65,616 -44%
New York State Common Retirement Fund
75
New York State Common Retirement Fund
New York
$874K – – –
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3
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