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 %
OPERF
101
Oregon Public Employees Retirement Fund
Oregon
$426K +$47.8K +4,500 +13%
RJA
102
Raymond James & Associates
Florida
$424K -$51.6K -4,862 -11%
CM
103
Caption Management
Oklahoma
$413K +$413K +39,000 New
Jane Street
104
Jane Street
New York
$408K +$408K +38,390 New
WFI
105
West Family Investments
California
$377K – – –
MSA
106
Mason Street Advisors
Wisconsin
$370K – – –
SEI Investments
107
SEI Investments
Pennsylvania
$357K -$39.6K -3,738 -10%
MERSOM
108
Municipal Employees' Retirement System of Michigan
Michigan
$330K +$44.3K +4,170 +16%
Envestnet Asset Management
109
Envestnet Asset Management
Illinois
$325K +$125K +11,809 +63%
MLICM
110
Metropolitan Life Insurance Company (MetLife)
New York
$324K +$37.2K +3,503 +13%
VI
111
Vestcor Inc
New Brunswick, Canada
$324K -$36K -3,394 -10%
Janney Montgomery Scott
112
Janney Montgomery Scott
Pennsylvania
$319K -$57.1K -5,387 -15%
UBS Group
113
UBS Group
Switzerland
$314K -$20.1M -1,894,252 -98%
DIM
114
DC Investments Management
Virginia
$297K +$30.6K +2,882 +12%
GC
115
Guggenheim Capital
Illinois
$295K -$77.2K -7,281 -21%
WAM
116
Wakefield Asset Management
Colorado
$291K +$40.5K +3,820 +16%
SO
117
STRS Ohio
Ohio
$279K +$29.7K +2,800 +12%
RFN
118
RDA Financial Network
Iowa
$272K +$17.2K +1,615 +7%
LSERS
119
Louisiana State Employees Retirement System
Louisiana
$267K -$64.1K -6,030 -19%
TRSOTSOK
120
Teachers Retirement System of the State of Kentucky
Kentucky
$254K -$14.9K -1,400 -6%
NIT
121
NumerixS Investment Technologies
British Columbia, Canada
$241K +$140K +13,207 +139%
ASRS
122
Arizona State Retirement System
Arizona
$227K -$482K -45,311 -68%
Cambridge Investment Research Advisors
123
Cambridge Investment Research Advisors
Iowa
$222K -$102K -9,575 -31%
RJFSA
124
Raymond James Financial Services Advisors
Florida
$218K -$70.3K -6,605 -24%
WS
125
Wedbush Securities
California
$216K -$1.27K -120 -0.6%
3 4
5
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