Key Colony Management’s PennyMac Mortgage Investment PMT Stock Holding History

Key Colony 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
2015 Q4	–	Sell	-102,500	Closed	-$1.59M	–	14
2015 Q3	$1.59M	Sell	102,500 -20,000	-16%	-$328K	2.11%	9
2015 Q2	$2.13M	Sell	122,500 -1,000	-0.8%	-$19.5K	2.49%	8
2015 Q1	$2.63M	Hold	123,500	–	–	2.57%	10
2014 Q4	$2.6M	Hold	123,500	–	–	2.36%	12
2014 Q3	$2.65M	Hold	123,500	–	–	2.3%	13
2014 Q2	$2.71M	Hold	123,500	–	–	1.95%	10
2014 Q1	$2.95M	Sell	123,500 -3,000	-2%	-$70.9K	2.19%	9
2013 Q4	$2.9M	Sell	126,500 -74,500	-37%	-$1.68M	2.49%	11
2013 Q3	$4.56M	Sell	201,000 -25,000	-11%	-$546K	3.77%	9
2013 Q2	$4.76M	Buy	+226,000	New	+$5.28M	4.48%	8

Other funds holding PMT

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

DFG

Delphi Financial Group Wilmington, Delaware $222M AUM 11.28% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.13% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

TIM

Thornburg Investment Management Santa Fe, New Mexico $9.63B AUM 35.65% 1-Year Est. Return

LPC

Long Pond Capital New York $1.05B AUM 16.49% 1-Year Est. Return

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

RIM

RS Investment Management San Francisco, California $9.73B AUM 3.24% 1-Year Est. Return

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

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.07% 1-Year Est. Return

Key Colony Management's PMT Position: Q4 2015 in Review

Key Colony Management sold out of PennyMac Mortgage Investment (PMT) in Q4 2015, closing a stake of 102,500 shares — an estimated $1.59M sold.

Key Colony Management first reported a position in PMT in Q2 2013 and held it in 10 quarters. The position peaked at $4.76M in Q2 2013. 160 funds tracked by Wall St. Rank hold PMT as of Q4 2015.

Key Colony Management reported no remaining PennyMac Mortgage Investment position as of Q4 2015 after selling out during the quarter.
Key Colony Management sold 102,500 PennyMac Mortgage Investment shares in Q4 2015, an estimated $1.59M.
Key Colony Management first reported a position in PennyMac Mortgage Investment in Q2 2013 and held it in 10 quarters.
Key Colony Management's PennyMac Mortgage Investment position peaked at $4.76M in Q2 2013.
160 funds tracked by Wall St. Rank held PennyMac Mortgage Investment as of Q4 2015.

Based on Key Colony Management's 13F filing for Q4 2015, filed 16 Feb 2016.