PMT

PennyMac Mortgage Investment
PMT

Overview Fund Activity

206 hedge funds and large institutions have $1.26B invested in PennyMac Mortgage Investment in 2020 Q4 according to their latest regulatory filings, with 38 funds opening new positions, 65 increasing their positions, 70 reducing their positions, and 31 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
206
Holders Change
+5
Holders Change %
+2.49%
% of All Funds
3.66%
Holding in Top 10
–
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-100%
% of All Funds
–
New
38
Increased
65
Reduced
70
Closed
31
Calls
$14.8M
Puts
$15.3M
Net Calls
-$555K
Net Calls Change
+$999K

Top Buyers

1
BlackRock
1
BlackRock
New York
$312M
2
IC
2
IEQ Capital
California
$13.7M
3
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
3
Healthcare of Ontario Pension Plan (HOOPP) Trust Fund
Ontario, Canada
$19.2M
4
Citadel Advisors
4
Citadel Advisors
Florida
$19.2M
5
Renaissance Technologies
5
Renaissance Technologies
New York
$8.82M

Top Sellers

1
Morgan Stanley
1
Morgan Stanley
New York
$26.7M
2
TIM
2
Thornburg Investment Management
New Mexico
$5.92M
3
Grantham, Mayo, Van Otterloo & Co (GMO)
3
Grantham, Mayo, Van Otterloo & Co (GMO)
Massachusetts
$0
4
Canada Pension Plan Investment Board
4
Canada Pension Plan Investment Board
Ontario, Canada
$0
5
JPMorgan Chase & Co
5
JPMorgan Chase & Co
New York
$22M
Name Holding Trade Value Shares
Change 		Shares
Change %
AG
76
Aperio Group
California
$1.13M +$6.88K +391 +0.6%
Los Angeles Capital Management
77
Los Angeles Capital Management
California
$1.1M +$427K +24,300 +63%
State of Tennessee, Department of Treasury
78
State of Tennessee, Department of Treasury
Tennessee
$1.07M +$34.7K +1,973 +3%
Manulife (Manufacturers Life Insurance)
79
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$1.02M +$29.1K +1,652 +3%
Nisa Investment Advisors
80
Nisa Investment Advisors
Missouri
$948K -$140K -7,945 -13%
RJA
81
Raymond James & Associates
Florida
$920K +$201K +11,428 +28%
PAM
82
Panagora Asset Management
Massachusetts
$902K -$12.6K -718 -1%
Osaic Holdings
83
Osaic Holdings
Arizona
$861K -$17.3K -984 -2%
State Board of Administration of Florida Retirement System
84
State Board of Administration of Florida Retirement System
Florida
$860K -$66.2K -3,760 -7%
HSBC Holdings
85
HSBC Holdings
United Kingdom
$850K +$850K +48,195 New
Stifel Financial
86
Stifel Financial
Missouri
$838K +$73.2K +4,161 +10%
Allianz Asset Management
87
Allianz Asset Management
Germany
$833K -$282K -16,000 -25%
AQR Capital Management
88
AQR Capital Management
Connecticut
$819K -$405K -23,003 -33%
LSERS
89
Louisiana State Employees Retirement System
Louisiana
$800K -$8.79K -500 -1%
MIM
90
MetLife Investment Management
New Jersey
$760K – – –
BNP Paribas Financial Markets
91
BNP Paribas Financial Markets
France
$750K +$298K +16,942 +66%
Skandinaviska Enskilda Banken (SEB)
92
Skandinaviska Enskilda Banken (SEB)
Sweden
$723K – – –
OPERF
93
Oregon Public Employees Retirement Fund
Oregon
$705K -$11K -625 -2%
EMG
94
Ellington Management Group
Connecticut
$704K – – –
FM
95
Family Management
New York
$651K -$11.5K -653 -2%
MSA
96
Mason Street Advisors
Wisconsin
$648K -$7.14K -406 -1%
CRC
97
Curi RMB Capital
Illinois
$642K +$642K +36,521 New
IA
98
IndexIQ Advisors
New York
$622K -$10K -568 -2%
Citigroup
99
Citigroup
New York
$578K -$1.65M -93,684 -74%
Envestnet Asset Management
100
Envestnet Asset Management
Illinois
$571K +$172K +9,786 +43%
2 3
4
5 6