AlphaCrest Capital Management’s PennyMac Mortgage Investment PMT Stock Holding History

AlphaCrest Capital Management’s Portfolio PMT Stock Details PMT Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2022 Q4	–	Sell	-31,000	Closed	-$365K	–	858
2022 Q3	$365K	Sell	31,000 -173,742	-85%	-$2.54M	0.02%	1084
2022 Q2	$2.83M	Buy	204,742 +192,129	+1,523%	+$2.93M	0.14%	185
2022 Q1	$213K	Sell	12,613 -15,359	-55%	-$257K	0.01%	1196
2021 Q4	$485K	Sell	27,972 -17,988	-39%	-$341K	0.02%	1108
2021 Q3	$905K	Buy	45,960 +10,906	+31%	+$214K	0.05%	660
2021 Q2	$738K	Buy	35,054 +19,768	+129%	+$395K	0.03%	797
2021 Q1	$300K	Sell	15,286 -3,050	-17%	-$56.5K	0.02%	1017
2020 Q4	$323K	Buy	18,336 +4,143	+29%	+$70.2K	0.03%	891
2020 Q3	$228K	Buy	+14,193	New	+$251K	0.02%	993
2020 Q2	–	Sell	-47,300	Closed	-$502K	–	1068
2020 Q1	$502K	Buy	47,300 +32,548	+221%	+$643K	0.06%	569
2019 Q4	$329K	Buy	+14,752	New	+$334K	0.03%	1012

Other funds holding PMT

BlackRock New York $5.72T AUM 30.48% 1-Year Est. Return

Vanguard Group Malvern, Pennsylvania $6.9T AUM 27.45% 1-Year Est. Return

T. Rowe Price Investment Management Baltimore, Maryland $145B AUM 22.78% 1-Year Est. Return

State Street Boston, Massachusetts $2.9T AUM 29.55% 1-Year Est. Return

Goldman Sachs New York $871B AUM 31.28% 1-Year Est. Return

Geode Capital Management Boston, Massachusetts $1.61T AUM 30.72% 1-Year Est. Return

Mirae Asset Global Investments Seoul, South Korea $67.7B AUM 51.91% 1-Year Est. Return

Caption Management Oklahoma City, Oklahoma $17.1B AUM 70.99% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

Charles Schwab San Francisco, California $654B AUM 26.35% 1-Year Est. Return

AlphaCrest Capital Management's PMT Position: Q4 2022 in Review

AlphaCrest Capital Management sold out of PennyMac Mortgage Investment (PMT) in Q4 2022, closing a stake of 31,000 shares — an estimated $365K sold.

AlphaCrest Capital Management first reported a position in PMT in Q4 2019 and held it in 11 quarters. The position peaked at $2.83M in Q2 2022. 197 funds tracked by Wall St. Rank hold PMT as of Q4 2022.

AlphaCrest Capital Management reported no remaining PennyMac Mortgage Investment position as of Q4 2022 after selling out during the quarter.
AlphaCrest Capital Management sold 31,000 PennyMac Mortgage Investment shares in Q4 2022, an estimated $365K.
AlphaCrest Capital Management first reported a position in PennyMac Mortgage Investment in Q4 2019 and held it in 11 quarters.
AlphaCrest Capital Management's PennyMac Mortgage Investment position peaked at $2.83M in Q2 2022.
197 funds tracked by Wall St. Rank held PennyMac Mortgage Investment as of Q4 2022.

Based on AlphaCrest Capital Management's 13F filing for Q4 2022.