Grantham, Mayo, Van Otterloo & Co (GMO)’s PennyMac Mortgage Investment PMT Stock Holding History

Grantham, Mayo, Van Otterloo & Co (GMO)’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
2020 Q4	–	Sell	-871,900	Closed	-$14M	–	869
2020 Q3	$14M	Sell	871,900 -380,900	-30%	-$6.75M	0.1%	125
2020 Q2	$22M	Sell	1,252,800 -144,600	-10%	-$1.74M	0.16%	83
2020 Q1	$14.8M	Buy	1,397,400 +43,700	+3%	+$863K	0.12%	110
2019 Q4	$30.2M	Buy	1,353,700 +105,100	+8%	+$2.38M	0.2%	85
2019 Q3	$27.8M	Buy	1,248,600 +758,800	+155%	+$16.7M	0.19%	80
2019 Q2	$10.7M	Buy	489,800 +312,000	+175%	+$6.62M	0.08%	183
2019 Q1	$3.68M	Buy	+177,800	New	+$3.58M	0.03%	321
2014 Q1	–	Sell	-15,081	Closed	-$346K	–	623
2013 Q4	$346K	Sell	15,081 -3,900	-21%	-$88.2K	﹤0.01%	608
2013 Q3	$430K	Sell	18,981 -2,315	-11%	-$50.6K	﹤0.01%	575
2013 Q2	$448K	Buy	+21,296	New	+$497K	﹤0.01%	548

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 Associates Baltimore, Maryland $865B AUM 30.76% 1-Year Est. Return

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

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

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

D.E. Shaw & Co New York $166B AUM 43.98% 1-Year Est. Return

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

LSV Asset Management Chicago, Illinois $46.4B AUM 27.74% 1-Year Est. Return

Norges Bank Oslo, Norway $935B AUM

Grantham, Mayo, Van Otterloo & Co (GMO)'s PMT Position: Q4 2020 in Review

Grantham, Mayo, Van Otterloo & Co (GMO) sold out of PennyMac Mortgage Investment (PMT) in Q4 2020, closing a stake of 871,900 shares — an estimated $14M sold.

Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in PMT in Q2 2013 and held it in 10 quarters. The position peaked at $30.2M in Q4 2019. 206 funds tracked by Wall St. Rank hold PMT as of Q4 2020.

Grantham, Mayo, Van Otterloo & Co (GMO) reported no remaining PennyMac Mortgage Investment position as of Q4 2020 after selling out during the quarter.
Grantham, Mayo, Van Otterloo & Co (GMO) sold 871,900 PennyMac Mortgage Investment shares in Q4 2020, an estimated $14M.
Grantham, Mayo, Van Otterloo & Co (GMO) first reported a position in PennyMac Mortgage Investment in Q2 2013 and held it in 10 quarters.
Grantham, Mayo, Van Otterloo & Co (GMO)'s PennyMac Mortgage Investment position peaked at $30.2M in Q4 2019.
206 funds tracked by Wall St. Rank held PennyMac Mortgage Investment as of Q4 2020.

Based on Grantham, Mayo, Van Otterloo & Co (GMO)'s 13F filing for Q4 2020, filed 12 Feb 2021.