PENNYMAC MTG INVT TR

Ticker: PMT CUSIP: 70931T103 Class: REIT

HIGHBRIDGE CAPITAL MANAGEMENT LLC's Holding History (CIK: 0000919185)

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

Q3 2013
Shares 57,158 Value ($000) $1,296 Avg Close — Range —
Q2 2013
Shares 2,067,000 Value ($000) $43,510 Avg Close — Range —