Vault-13

PENNYMAC CORP PMT 5.5 11.01.24

NOTE 5.500%11/0 · US DOMESTIC · CUSIP 70932AAD5

29 institutional holders +2 vs Q3 2022
7,596,0007.6m shares reported held*
$100.4mreported value*
7 new 6 added 5 reduced 6 sold out net sold ≈ $24.2m (-2.9m shares)

* Summed across managers. Shares that two managers' reports both contain – a subsidiary's holdings that its parent's report includes too, or a sub-adviser's in its client's – are counted once. Holder counts are more reliable. Implied quarter-end price ≈ $13.22.

Trends to Q4 2022

Institutional holders

Managers reporting a position, each quarter

0102030Q3 22: 27Q4 22: 2929Q3 22Q4 22
Numbers
QuarterHolders
Q3 202227
Q4 202229

Biggest buyers

SSI INVESTMENT MANAGEMENT LLC Added +4,667,000+4.7m
PALISADE CAPITAL MANAGEMENT, LP New +2,866,000+2.9m
Western Asset Management Company, LLC New +1,500,000+1.5m
OAKTREE CAPITAL MANAGEMENT LP Added +1,424,000+1.4m
EMG Holdings, L.P. Added +500,000+500.0k
Russell Investments Group, Ltd. Added +380,000+380.0k
MOORE CAPITAL MANAGEMENT, LP New +161,000+161.0k
FIRST HAWAIIAN BANK Added +118,000+118.0k
INTERNATIONAL ASSETS INVESTMENT MANAGEMENT, LLC New +60,000+60.0k
CENTAURUS FINANCIAL, INC. New +60,000+60.0k

Biggest sellers

BNP PARIBAS FINANCIAL MARKETS Sold out -28,495,000-28.5m
FMR LLC Reduced -7,398,000-7.4m
PALISADE CAPITAL MANAGEMENT, LP Sold out -2,866,000-2.9m
LAZARD ASSET MANAGEMENT LLC Reduced -2,500,000-2.5m
BNP PARIBAS FINANCIAL MARKETS Sold out -252,539-252.5k
ROYAL BANK OF CANADA Reduced -99,000-99.0k
PARSONS CAPITAL MANAGEMENT INC/RI Reduced -50,000-50.0k
NewEdge Advisors, LLC Sold out -30,000-30.0k
DFPG INVESTMENTS, LLC Sold out -20,000-20.0k
STIFEL FINANCIAL CORP Reduced -4,188-4.2k

Holders, Q4 2022

#ManagerLocationShares Value% of their portfolioChangeShares change
1 FMR LLC 0.00% of their portfolio BOSTON, MA 21,895,00021.9m $19.5m $19.5m 0.00% Reduced -7.4m -7,398,000
2 OAKTREE CAPITAL MANAGEMENT LP 0.18% of their portfolio LOS ANGELES, CA 18,771,00018.8m $16.8m $16.8m 0.18% Added +1.4m +1,424,000
3 BARINGS LLC 0.55% of their portfolio CHARLOTTE, NC 17,000,00017.0m $15.4m $15.4m 0.55% Unchanged
4 LAZARD ASSET MANAGEMENT LLC 0.02% of their portfolio NEW YORK, NY 13,824,00013.8m $12.4m $12.4m 0.02% Reduced -2.5m -2,500,000
5 SSI INVESTMENT MANAGEMENT LLC 0.60% of their portfolio Los Angeles, CA 10,667,00010.7m $9.5m $9.5m 0.60% Added +4.7m +4,667,000
6 AMERICAN FINANCIAL GROUP INC 2.11% of their portfolio CINCINNATI, OH 7,000,0007.0m $6.3m $6.3m 2.11% Unchanged
7 INCOME RESEARCH & MANAGEMENT 2.74% of their portfolio Boston, MA 6,500,0006.5m $5.8m $5.8m 2.74% Unchanged
8 Russell Investments Group, Ltd. 0.01% of their portfolio Seattle, WA 4,233,0004.2m $3.9m $3.9m 0.01% Added +380.0k +380,000
9 WESTWOOD HOLDINGS GROUP INC 0.03% of their portfolio DALLAS, TX 3,500,0003.5m $3.2m $3.2m 0.03% Unchanged
10 PALISADE CAPITAL MANAGEMENT, LP 0.07% of their portfolio FORT LEE, NJ 2,866,0002.9m $2.6m $2.6m 0.07% New
11 Western Asset Management Company, LLC 0.59% of their portfolio Pasadena, CA 1,500,0001.5m $1.3m $1.3m 0.59% New
12 EMG Holdings, L.P. 0.97% of their portfolio OLD GREENWICH, CT 1,250,0001.2m $1.1m $1.1m 0.97% Added +500.0k +500,000
13 PARSONS CAPITAL MANAGEMENT INC/RI 0.05% of their portfolio PROVIDENCE, RI 700,000700.0k $639.2k $639.2k 0.05% Reduced -50.0k -50,000
14 ROYAL BANK OF CANADA 0.00% of their portfolio TORONTO, A6 532,000532.0k $475.0k $475.0k 0.00% Reduced -99.0k -99,000
15 FIRST HAWAIIAN BANK 0.01% of their portfolio HONOLULU, HI 223,000223.0k $199.0k $199.0k 0.01% Added +118.0k +118,000
16 Perkins Coie Trust Co 0.06% of their portfolio SEATTLE, WA 200,000200.0k $178.5k $178.5k 0.06% Unchanged
17 BARCLAYS PLC 0.00% of their portfolio LONDON, X0 190,000190.0k $170.5k $170.5k 0.00% First filing
18 MOORE CAPITAL MANAGEMENT, LP 0.00% of their portfolio NEW YORK, NY 161,000161.0k $144.5k $144.5k 0.00% New
19 MacKay Shields LLC 0.00% of their portfolio New York, NY 100,000100.0k $89.8k $89.8k 0.00% Unchanged
20 Forum Financial Management, LP 0.00% of their portfolio LOMBARD, IL 100,000100.0k $91.3k $91.3k 0.00% Unchanged
21 Federation des caisses Desjardins du Quebec 0.00% of their portfolio LEVIS, A8 100,000100.0k $93.4k $93.4k 0.00% Unchanged
22 STIFEL FINANCIAL CORP 0.00% of their portfolio ST. LOUIS, MO 89,25089.2k $89.2k $89.2k 0.00% Reduced -4.2k -4,188
23 CENTAURUS FINANCIAL, INC. 0.01% of their portfolio ANAHEIM, CA 60,00060.0k $54.0k $54.0k 0.01% New
24 INTERNATIONAL ASSETS INVESTMENT MANAGEMENT, LLC 0.01% of their portfolio ORLANDO, FL 60,00060.0k $53.5k $53.5k 0.01% New
25 LPL Financial LLC 0.00% of their portfolio FORT MILL, SC 52,00052.0k $47.0k $47.0k 0.00% Added +2.0k +2,000
26 HBK Sorce Advisory LLC 0.00% of their portfolio ERIE, PA 50,00050.0k $45.0k $45.0k 0.00% New
27 HighTower Advisors, LLC 0.00% of their portfolio CHICAGO, IL 50,00050.0k $45.0k $45.0k 0.00% New
28 Cambridge Investment Research Advisors, Inc. 0.00% of their portfolio FAIRFIELD, IA 25,00025.0k $22.0k $22.0k 0.00% Unchanged
29 CONCOURSE FINANCIAL GROUP SECURITIES, INC. 0.00% of their portfolio BIRMINGHAM, AL 00 $0 $0 0.00% Unchanged