State of New Jersey Common Pension Fund A’s PennyMac Mortgage Investment PMT Stock Holding History

State of New Jersey Common Pension Fund A’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
2013 Q4	–	Sell	-40,000	Closed	-$907K	–	828
2013 Q3	$907K	Hold	40,000	–	–	﹤0.01%	772
2013 Q2	$842K	Buy	+40,000	New	+$934K	﹤0.01%	781

Other funds holding PMT

BNP Paribas Financial Markets Paris, France $206B AUM 31.61% 1-Year Est. Return

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

HCM

Hayman Capital Management Dallas, Texas $63.3M AUM 3.78% 1-Year Est. Return

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

CLG

Cooperman Leon G $3.05B AUM 42.78% 1-Year Est. Return

BFA

BlackRock Fund Advisors San Francisco, California $542B AUM 18.14% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

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

BIT

BlackRock Institutional Trust San Francisco, California $675B AUM 16.26% 1-Year Est. Return

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

State of New Jersey Common Pension Fund A's PMT Position: Q4 2013 in Review

State of New Jersey Common Pension Fund A sold out of PennyMac Mortgage Investment (PMT) in Q4 2013, closing a stake of 40,000 shares — an estimated $907K sold.

State of New Jersey Common Pension Fund A first reported a position in PMT in Q2 2013 and held it in 2 quarters. The position peaked at $907K in Q3 2013. 170 funds tracked by Wall St. Rank hold PMT as of Q4 2013.

State of New Jersey Common Pension Fund A reported no remaining PennyMac Mortgage Investment position as of Q4 2013 after selling out during the quarter.
State of New Jersey Common Pension Fund A sold 40,000 PennyMac Mortgage Investment shares in Q4 2013, an estimated $907K.
State of New Jersey Common Pension Fund A first reported a position in PennyMac Mortgage Investment in Q2 2013 and held it in 2 quarters.
State of New Jersey Common Pension Fund A's PennyMac Mortgage Investment position peaked at $907K in Q3 2013.
170 funds tracked by Wall St. Rank held PennyMac Mortgage Investment as of Q4 2013.

Based on State of New Jersey Common Pension Fund A's 13F filing for Q4 2013, filed 7 Feb 2014.