PENNYMAC MTG INVT TR

Ticker: PMT CUSIP: 70931T103 Class: REIT

PARADIGM ASSET MANAGEMENT CO LLC's Holding History (CIK: 0001034549)

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

Q2 2014
Shares 2,800 Value ($000) $61,432 Avg Close — Range —
Q1 2014
Shares 10,000 Value ($000) $239,000 Avg Close — Range —
Q4 2013
Shares 10,000 Value ($000) $229,600 Avg Close — Range —
Q3 2013
Shares 10,000 Value ($000) $226,800 Avg Close — Range —
Q2 2013
Shares 8,950 Value ($000) $188,397 Avg Close — Range —