PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

201 hedge funds and large institutions have $1.17B invested in PennyMac Mortgage Investment in 2020 Q3 according to their latest regulatory filings, with 41 funds opening new positions, 49 increasing their positions, 78 reducing their positions, and 24 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
201
Holders Change
+17
Holders Change %
+9.24%
% of All Funds
4.07%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.02%
New
41
Increased
49
Reduced
78
Closed
24
Calls
$11.5M
Puts
$13.1M
Net Calls
-$1.55M
Net Calls Change
+$571K

Top Buyers

1
T. Rowe Price Associates
1
T. Rowe Price Associates
Maryland
$67M
2
American Century Companies
2
American Century Companies
Missouri
$15.3M
3
Canada Pension Plan Investment Board
3
Canada Pension Plan Investment Board
Ontario, Canada
$9.55M
4
D.E. Shaw & Co
4
D.E. Shaw & Co
New York
$19.8M
5
JPMorgan Chase & Co
5
JPMorgan Chase & Co
New York
$25.8M

Top Sellers

1
SM
1
Senvest Management
New York
$826K
2
Vanguard Group
2
Vanguard Group
Pennsylvania
$163M
3
Morgan Stanley
3
Morgan Stanley
New York
$63.4M
4
Grantham, Mayo, Van Otterloo & Co (GMO)
4
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$14M
5
Citadel Advisors
5
Citadel Advisors
Florida
$11.1M
Name Holding Trade Value Shares
Change 		Shares
Change %
California State Teachers Retirement System (CalSTRS)
51
California State Teachers Retirement System (CalSTRS)
California
$2.41M – – –
CSS
52
Cubist Systematic Strategies
Connecticut
$2.31M +$1.62M +100,639 +232%
New York State Teachers Retirement System (NYSTRS)
53
New York State Teachers Retirement System (NYSTRS)
New York
$2.26M +$6.97K +434 +0.3%
State of New Jersey Common Pension Fund D
54
State of New Jersey Common Pension Fund D
New Jersey
$2.05M +$2.05M +127,544 New
Nomura Asset Management
55
Nomura Asset Management
Japan
$2.05M +$2.05M +127,500 New
Citigroup
56
Citigroup
New York
$2.03M +$1.14M +70,790 +127%
Prudential Financial
57
Prudential Financial
New Jersey
$1.86M -$1.78M -110,850 -49%
Canada Life
58
Canada Life
Manitoba, Canada
$1.84M -$99.9K -6,218 -5%
Federated Hermes
59
Federated Hermes
Pennsylvania
$1.76M -$737K -45,850 -30%
UBS AM
60
UBS AM
Illinois
$1.75M -$78.2K -4,865 -4%
Comerica Bank
61
Comerica Bank
Texas
$1.73M -$33.8K -2,053 -2%
Tudor Investment Corp
62
Tudor Investment Corp
Connecticut
$1.72M +$1.72M +106,800 New
Deutsche Bank
63
Deutsche Bank
Germany
$1.71M -$1.41M -87,682 -45%
KPF
64
K2 Principal Fund
Ontario, Canada
$1.61M +$1.61M +100,232 New
SG Americas Securities
65
SG Americas Securities
New York
$1.52M +$202K +12,561 +15%
SOADOR
66
State of Alaska Department of Revenue
Alaska
$1.49M -$20.7K -1,290 -1%
TPSF
67
Texas Permanent School Fund
Texas
$1.49M +$223K +13,857 +18%
New York State Common Retirement Fund
68
New York State Common Retirement Fund
New York
$1.47M – – –
CC
69
Centiva Capital
New York
$1.34M +$1.34M +83,440 New
Thrivent Financial for Lutherans
70
Thrivent Financial for Lutherans
Minnesota
$1.32M -$20.1K -1,252 -1%
COPPSERS
71
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$1.24M +$430K +26,777 +53%
Two Sigma Investments
72
Two Sigma Investments
New York
$1.22M +$1.22M +75,800 New
Victory Capital Management
73
Victory Capital Management
Texas
$1.22M -$1.74M -108,167 -59%
VOYA Investment Management
74
VOYA Investment Management
Georgia
$1.19M +$633K +39,355 +114%
EMFAT
75
Emerald Mutual Fund Advisers Trust
Pennsylvania
$1.16M -$888K -55,265 -43%
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