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 %
Los Angeles Capital Management
101
Los Angeles Capital Management
California
$618K +$618K +38,454 New
FM
102
Family Management
New York
$605K -$102K -6,339 -14%
MSA
103
Mason Street Advisors
Wisconsin
$599K -$3.83K -238 -0.6%
Janney Montgomery Scott
104
Janney Montgomery Scott
Pennsylvania
$589K +$75.6K +4,704 +15%
IA
105
IndexIQ Advisors
New York
$577K -$103K -6,437 -15%
Russell Investments Group
106
Russell Investments Group
United Kingdom
$573K -$262K -16,322 -31%
CF
107
Centaurus Financial
California
$547K -$47.9K -2,980 -8%
MGIM
108
M&G Investment Management
United Kingdom
$533K +$533K +33,330 New
SAM
109
Shell Asset Management
Netherlands
$505K – – –
MLICM
110
Metropolitan Life Insurance Company (MetLife)
New York
$491K – – –
ASRS
111
Arizona State Retirement System
Arizona
$484K +$120K +7,478 +33%
Squarepoint
112
Squarepoint
New York
$482K +$482K +30,014 New
DA
113
Duality Advisers
Florida
$478K +$478K +29,770 New
PI
114
PEAK6 Investments
Illinois
$456K +$456K +28,396 New
Two Sigma Advisers
115
Two Sigma Advisers
New York
$430K -$111K -6,900 -21%
WTC
116
WhitTier Trust Company
Nevada
$430K +$24.8K +1,546 +6%
EGM
117
Engineers Gate Manager
New York
$427K -$50.6K -3,145 -11%
PP
118
Paloma Partners
Connecticut
$427K +$427K +26,620 New
First Trust Advisors
119
First Trust Advisors
Illinois
$425K -$125K -7,802 -23%
BNP Paribas Financial Markets
120
BNP Paribas Financial Markets
France
$413K +$278K +17,298 +206%
SO
121
STRS Ohio
Ohio
$412K -$9.62K -600 -2%
RFN
122
RDA Financial Network
Iowa
$411K -$2.97K -185 -0.7%
QC
123
Quadrature Capital
United Kingdom
$388K +$388K +24,157 New
TRSOTSOK
124
Teachers Retirement System of the State of Kentucky
Kentucky
$384K – – –
Envestnet Asset Management
125
Envestnet Asset Management
Illinois
$365K +$3.97K +247 +1%
3 4
5
6 7