Pine River Capital Management’s PennyMac Mortgage Investment PMT Stock Holding History

Pine River Capital 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 Q3	–	Sell	-791,536	Closed	-$13.8M	–	709
2015 Q2	$13.8M	Sell	791,536 -392,269	-33%	-$7.63M	0.15%	129
2015 Q1	$25.2M	Buy	1,183,805 +499,997	+73%	+$10.8M	0.31%	63
2014 Q4	$14.4M	Sell	683,808 -6,800	-1%	-$146K	0.18%	96
2014 Q3	$14.8M	Buy	+690,608	New	+$15.1M	0.17%	117
2014 Q1	–	Sell	-659,562	Closed	-$15.1M	–	714
2013 Q4	$15.1M	Sell	659,562 -948,483	-59%	-$21.4M	0.18%	146
2013 Q3	$36.5M	Buy	+1,608,045	New	+$35.1M	0.39%	53

Other funds holding PMT

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

Wells Fargo San Francisco, California $617B AUM 30.33% 1-Year Est. Return

Delphi Financial Group Wilmington, Delaware $202M AUM 21.25% 1-Year Est. Return

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

Long Pond Capital New York $1.04B AUM 2.38% 1-Year Est. Return

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

Omega Advisors New York $1.02B AUM 7% 1-Year Est. Return

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

State Street Boston, Massachusetts $3.38T AUM 44.17% 1-Year Est. Return

RS Investment Management San Francisco, California $9.7B AUM 3.24% 1-Year Est. Return

Pine River Capital Management's PMT Position: Q3 2015 in Review

Pine River Capital Management sold out of PennyMac Mortgage Investment (PMT) in Q3 2015, closing a stake of 791,536 shares — an estimated $13.8M sold.

Pine River Capital Management first reported a position in PMT in Q3 2013 and held it in 6 quarters. The position peaked at $36.5M in Q3 2013. 148 funds tracked by Wall St. Rank hold PMT as of Q3 2015.

Pine River Capital Management reported no remaining PennyMac Mortgage Investment position as of Q3 2015 after selling out during the quarter.
Pine River Capital Management sold 791,536 PennyMac Mortgage Investment shares in Q3 2015, an estimated $13.8M.
Pine River Capital Management first reported a position in PennyMac Mortgage Investment in Q3 2013 and held it in 6 quarters.
Pine River Capital Management's PennyMac Mortgage Investment position peaked at $36.5M in Q3 2013.
148 funds tracked by Wall St. Rank held PennyMac Mortgage Investment as of Q3 2015.

Based on Pine River Capital Management's 13F filing for Q3 2015, filed 16 Nov 2015.