PENNYMAC MTG INVT TR

Ticker: PMT CUSIP: 70931T103 Class: REIT

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

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

Q4 2013
Shares 223,080 Value ($000) $5,122 Avg Close — Range —
Q3 2013
Shares 90,200 Value ($000) $2,046 Avg Close — Range —
Q2 2013
Shares 201,567 Value ($000) $4,243 Avg Close — Range —