PENNYMAC MTG INVT TR

Ticker: PMT CUSIP: 70931T103 Class: REIT

CTC Alternative Strategies, Ltd.'s Holding History (CIK: 0001569550)

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

Q1 2015
Shares 10,000 Value ($000) $212,900 Avg Close — Range —
Q4 2014
Shares 10,000 Value ($000) $210,900 Avg Close — Range —
Q3 2014
Shares 10,000 Value ($000) $214,300 Avg Close — Range —
Q2 2014
Shares 10,000 Value ($000) $219,400 Avg Close — Range —
Q1 2014
Shares 10,800 Value ($000) $258,120 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 12,000 Value ($000) $252,600 Avg Close — Range —