Delphi Financial Group’s PennyMac Mortgage Investment PMT Stock Holding History

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2017 Q4	–	Sell	-532,945	Closed	-$9.27M	–	20
2017 Q3	$9.27M	Sell	532,945 -792,200	-60%	-$13.8M	4.24%	8
2017 Q2	$24.2M	Sell	1,325,145 -1,399,814	-51%	-$24.9M	8.72%	4
2017 Q1	$48.3M	Hold	2,724,959	–	–	16.12%	2
2016 Q4	$44.6M	Hold	2,724,959	–	–	14.44%	3
2016 Q3	$42.4M	Hold	2,724,959	–	–	13.73%	4
2016 Q2	$44.2M	Hold	2,724,959	–	–	11.4%	4
2016 Q1	$37.2M	Hold	2,724,959	–	–	11.09%	5
2015 Q4	$41.6M	Hold	2,724,959	–	–	11.67%	4
2015 Q3	$42.1M	Buy	2,724,959 +140,000	+5%	+$2.3M	11.1%	3
2015 Q2	$45.1M	Hold	2,584,959	–	–	10.52%	4
2015 Q1	$55M	Hold	2,584,959	–	–	12.64%	2
2014 Q4	$54.5M	Buy	2,584,959 +54,900	+2%	+$1.18M	14.37%	2
2014 Q3	$54.2M	Buy	2,530,059 +803,257	+47%	+$17.5M	13.68%	3
2014 Q2	$37.9M	Hold	1,726,802	–	–	13.91%	3
2014 Q1	$41.3M	Buy	1,726,802 +546,248	+46%	+$12.9M	16.36%	2
2013 Q4	$27.1M	Buy	+1,180,554	New	+$26.7M	14.52%	3