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

Delphi Financial Group’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
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

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

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

TIM

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

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

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

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

WAM

Wolverine Asset Management Chicago, Illinois $11.4B AUM 5.65% 1-Year Est. Return

GXMC

Global X Management Company New York $5.62B AUM 10.7% 1-Year Est. Return

Citigroup New York $303B AUM 53.02% 1-Year Est. Return

Delphi Financial Group's PMT Position: Q4 2017 in Review

Delphi Financial Group sold out of PennyMac Mortgage Investment (PMT) in Q4 2017, closing a stake of 532,945 shares — an estimated $9.27M sold.

Delphi Financial Group first reported a position in PMT in Q4 2013 and held it in 16 quarters. The position peaked at $55M in Q1 2015. 137 funds tracked by Wall St. Rank hold PMT as of Q4 2017.

Delphi Financial Group reported no remaining PennyMac Mortgage Investment position as of Q4 2017 after selling out during the quarter.
Delphi Financial Group sold 532,945 PennyMac Mortgage Investment shares in Q4 2017, an estimated $9.27M.
Delphi Financial Group first reported a position in PennyMac Mortgage Investment in Q4 2013 and held it in 16 quarters.
Delphi Financial Group's PennyMac Mortgage Investment position peaked at $55M in Q1 2015.
137 funds tracked by Wall St. Rank held PennyMac Mortgage Investment as of Q4 2017.

Based on Delphi Financial Group's 13F filing for Q4 2017, filed 30 Jan 2018.