NORTEL NETWORKS CORP NEW

CUSIP: 656568AE2 Class: CONV BND

DUPONT CAPITAL MANAGEMENT CORP's Holding History (CIK: 0001128251)

Note: Option positions (PUT/CALL) are excluded.

Q3 2016
Shares 1,000,000 Value ($000) $908 Avg Close — Range —
Q2 2016
Shares 1,000,000 Value ($000) $866 Avg Close — Range —
Q1 2016
Shares 1,000,000 Value ($000) $850 Avg Close — Range —