Quantitative Systematic Strategies’s PennyMac Mortgage Investment PMT Stock Holding History

Quantitative Systematic Strategies’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
2019 Q4	–	Sell	-29,969	Closed	-$666K	–	626
2019 Q3	$666K	Sell	29,969 -4,804	-14%	-$106K	0.15%	185
2019 Q2	$759K	Buy	34,773 +24,926	+253%	+$529K	0.14%	193
2019 Q1	$204K	Buy	+9,847	New	+$198K	0.05%	323
2016 Q3	–	Sell	-60,558	Closed	-$973K	–	463
2016 Q2	$973K	Buy	60,558 +5,825	+11%	+$85.3K	0.45%	62
2016 Q1	$749K	Sell	54,733 -10,235	-16%	-$136K	0.29%	140
2015 Q4	$1M	Buy	+64,968	New	+$1.01M	0.27%	58

Other funds holding PMT

BlackRock New York $6.73T AUM 46.02% 1-Year Est. Return

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

State Street Boston, Massachusetts $3.37T AUM 44.26% 1-Year Est. Return

Goldman Sachs New York $1.15T AUM 47.82% 1-Year Est. Return

UBS Group Zurich, Switzerland $786B AUM 40.34% 1-Year Est. Return

T. Rowe Price Associates Baltimore, Maryland $999B AUM 46.22% 1-Year Est. Return

Mirae Asset Global Investments Seoul, South Korea $67.7B AUM 57.61% 1-Year Est. Return

TIM

Thornburg Investment Management Santa Fe, New Mexico $10.5B AUM 30.38% 1-Year Est. Return

Invesco Atlanta, Georgia $1.26T AUM 61.52% 1-Year Est. Return

LSV Asset Management Chicago, Illinois $55.1B AUM 45.38% 1-Year Est. Return

Quantitative Systematic Strategies's PMT Position: Q4 2019 in Review

Quantitative Systematic Strategies sold out of PennyMac Mortgage Investment (PMT) in Q4 2019, closing a stake of 29,969 shares — an estimated $666K sold.

Quantitative Systematic Strategies first reported a position in PMT in Q4 2015 and held it in 6 quarters. The position peaked at $1M in Q4 2015. 227 funds tracked by Wall St. Rank hold PMT as of Q4 2019.

Quantitative Systematic Strategies reported no remaining PennyMac Mortgage Investment position as of Q4 2019 after selling out during the quarter.
Quantitative Systematic Strategies sold 29,969 PennyMac Mortgage Investment shares in Q4 2019, an estimated $666K.
Quantitative Systematic Strategies first reported a position in PennyMac Mortgage Investment in Q4 2015 and held it in 6 quarters.
Quantitative Systematic Strategies's PennyMac Mortgage Investment position peaked at $1M in Q4 2015.
227 funds tracked by Wall St. Rank held PennyMac Mortgage Investment as of Q4 2019.

Based on Quantitative Systematic Strategies's 13F filing for Q4 2019, filed 11 Feb 2020.