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 %
AQR Capital Management
76
AQR Capital Management
Connecticut
$1.12M -$234K -14,591 -17%
AIG
77
American International Group
New York
$1.1M -$27.9K -1,737 -2%
WT
78
Whittier Trust
California
$1.09M +$35.8K +2,226 +3%
TRCT
79
Tower Research Capital (TRC)
New York
$1.07M +$886K +55,104 +471%
AG
80
Aperio Group
California
$1.03M -$20.2K -1,256 -2%
Allianz Asset Management
81
Allianz Asset Management
Germany
$1.02M -$1.44M -89,677 -59%
Nisa Investment Advisors
82
Nisa Investment Advisors
Missouri
$994K +$420K +26,163 +73%
State of Tennessee, Department of Treasury
83
State of Tennessee, Department of Treasury
Tennessee
$948K +$12.6K +782 +1%
MWNA
84
Marshall Wace North America
New York
$941K -$682K -42,482 -42%
Manulife (Manufacturers Life Insurance)
85
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$908K -$37.5K -2,335 -4%
State Board of Administration of Florida Retirement System
86
State Board of Administration of Florida Retirement System
Florida
$846K – – –
PAM
87
Panagora Asset Management
Massachusetts
$836K +$149K +9,247 +22%
SM
88
Senvest Management
New York
$826K -$60.5M -3,763,046 -99%
ECM
89
ExodusPoint Capital Management
New York
$807K +$14K +873 +2%
Osaic Holdings
90
Osaic Holdings
Arizona
$804K -$143K -8,867 -15%
HF
91
HRT Financial
New York
$773K +$773K +48,124 New
LSERS
92
Louisiana State Employees Retirement System
Louisiana
$739K +$303K +18,890 +70%
Qube Research & Technologies (QRT)
93
Qube Research & Technologies (QRT)
United Kingdom
$719K +$719K +44,723 New
Stifel Financial
94
Stifel Financial
Missouri
$698K -$155K -9,647 -18%
MIM
95
MetLife Investment Management
New Jersey
$694K – – –
Skandinaviska Enskilda Banken (SEB)
96
Skandinaviska Enskilda Banken (SEB)
Sweden
$660K +$660K +41,100 New
RJA
97
Raymond James & Associates
Florida
$657K -$330K -20,549 -33%
OPERF
98
Oregon Public Employees Retirement Fund
Oregon
$654K +$9.64K +600 +1%
FGA
99
Fortis Group Advisors
New Jersey
$649K +$649K +40,400 New
EMG
100
Ellington Management Group
Connecticut
$643K – – –
2 3
4
5 6