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 %
SAM
101
Shell Asset Management
Netherlands
$553K – – –
QT
102
Quantbot Technologies
New York
$545K +$380K +21,661 +231%
MLICM
103
Metropolitan Life Insurance Company (MetLife)
New York
$537K – – –
Janney Montgomery Scott
104
Janney Montgomery Scott
Pennsylvania
$532K -$112K -6,386 -17%
WTC
105
WhitTier Trust Company
Nevada
$517K +$46.3K +2,636 +10%
ASRS
106
Arizona State Retirement System
Arizona
$506K -$23.5K -1,335 -4%
Russell Investments Group
107
Russell Investments Group
United Kingdom
$491K -$137K -7,775 -22%
RFN
108
RDA Financial Network
Iowa
$464K +$13.7K +779 +3%
CF
109
Centaurus Financial
California
$462K -$136K -7,750 -23%
Handelsbanken Fonder
110
Handelsbanken Fonder
Sweden
$458K +$134K +7,600 +41%
Bank of Montreal
111
Bank of Montreal
Ontario, Canada
$431K +$318K +18,332 +283%
EGM
112
Engineers Gate Manager
New York
$424K -$42.9K -2,440 -9%
SO
113
STRS Ohio
Ohio
$423K -$28.1K -1,600 -6%
TRSOTSOK
114
Teachers Retirement System of the State of Kentucky
Kentucky
$420K – – –
ProShare Advisors
115
ProShare Advisors
Maryland
$416K +$170K +9,681 +69%
RJFSA
116
Raymond James Financial Services Advisors
Florida
$412K +$42.5K +2,419 +12%
Squarepoint
117
Squarepoint
New York
$406K -$122K -6,918 -23%
Cambridge Investment Research Advisors
118
Cambridge Investment Research Advisors
Iowa
$372K +$13K +741 +4%
WAP
119
Wealthcare Advisory Partners
Pennsylvania
$372K +$372K +21,150 New
Jane Street
120
Jane Street
New York
$358K +$358K +20,348 New
EWM
121
Edge Wealth Management
New York
$354K – – –
QOP
122
Quinn Opportunity Partners
Virginia
$352K +$352K +20,000 New
PP
123
Paloma Partners
Connecticut
$344K -$124K -7,045 -26%
ACM
124
AlphaCrest Capital Management
New York
$323K +$73K +4,143 +29%
PIA
125
Perennial Investment Advisors
California
$317K +$132K +7,504 +71%
3 4
5
6 7