PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

184 hedge funds and large institutions have $1.33B invested in PennyMac Mortgage Investment in 2020 Q2 according to their latest regulatory filings, with 37 funds opening new positions, 65 increasing their positions, 62 reducing their positions, and 41 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
184
Holders Change
-7
Holders Change %
-3.66%
% of All Funds
3.78%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.04%
New
37
Increased
65
Reduced
62
Closed
41
Calls
$11M
Puts
$13.1M
Net Calls
-$2.13M
Net Calls Change
-$2.46M

Top Buyers

1
Morgan Stanley
1
Morgan Stanley
New York
$76.2M
2
SM
2
Senvest Management
New York
$66.9M
3
D.E. Shaw & Co
3
D.E. Shaw & Co
New York
$14.9M
4
CS
4
Credit Suisse
Switzerland
$13.8M
5
Citadel Advisors
5
Citadel Advisors
Florida
$17.3M

Top Sellers

1
Invesco
1
Invesco
Georgia
$9.03M
2
Mirae Asset Global Investments
2
Mirae Asset Global Investments
South Korea
$0
3
American Century Companies
3
American Century Companies
Missouri
$432K
4
Goldman Sachs
4
Goldman Sachs
New York
$71.1M
5
WAM
5
Wolverine Asset Management
Illinois
$0
Name Holding Trade Value Shares
Change 		Shares
Change %
State of Tennessee, Department of Treasury
76
State of Tennessee, Department of Treasury
Tennessee
$1.02M -$88.3K -5,040 -8%
Citigroup
77
Citigroup
New York
$977K -$76.7K -4,378 -7%
Jane Street
78
Jane Street
New York
$973K +$300K +17,112 +45%
Stifel Financial
79
Stifel Financial
Missouri
$931K -$242K -13,798 -21%
State Board of Administration of Florida Retirement System
80
State Board of Administration of Florida Retirement System
Florida
$923K – – –
Russell Investments Group
81
Russell Investments Group
United Kingdom
$912K -$240K -13,724 -21%
COPPSERS
82
Commonwealth of Pennsylvania Public School Employees Retirement System
Pennsylvania
$881K -$2.56K -146 -0.3%
ECM
83
ExodusPoint Capital Management
New York
$865K +$865K +49,346 New
Millennium Management
84
Millennium Management
New York
$811K +$600K +34,223 +284%
WFI
85
West Family Investments
California
$791K – – –
FM
86
Family Management
New York
$771K +$771K +43,995 New
CSS
87
Cubist Systematic Strategies
Connecticut
$760K -$695K -39,639 -48%
MIM
88
MetLife Investment Management
New Jersey
$757K – – –
PAM
89
Panagora Asset Management
Massachusetts
$749K -$303K -17,320 -29%
IA
90
IndexIQ Advisors
New York
$742K -$138K -7,883 -16%
IAN
91
Integrated Advisors Network
Texas
$709K +$631 +36 +0.1%
OPERF
92
Oregon Public Employees Retirement Fund
Oregon
$703K – – –
EMG
93
Ellington Management Group
Connecticut
$701K +$701K +40,000 New
MSA
94
Mason Street Advisors
Wisconsin
$657K +$45.7K +2,609 +7%
CF
95
Centaurus Financial
California
$649K +$333K +18,998 +106%
Nisa Investment Advisors
96
Nisa Investment Advisors
Missouri
$626K -$253K -14,411 -29%
VOYA Investment Management
97
VOYA Investment Management
Georgia
$605K -$166K -9,439 -21%
First Trust Advisors
98
First Trust Advisors
Illinois
$600K -$6.07M -346,599 -91%
Two Sigma Advisers
99
Two Sigma Advisers
New York
$590K -$865K -49,300 -59%
Janney Montgomery Scott
100
Janney Montgomery Scott
Pennsylvania
$560K +$32.6K +1,862 +6%
2 3
4
5 6