TOWER GROUP INC

CUSIP: 891777AC8 Class: 5.00% 9/15/2014

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

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

Q2 2014
Shares 1,500,000 Value ($000) $1,294 Avg Close — Range —
Q1 2014
Shares 2,000,000 Value ($000) $1,890 Avg Close — Range —
Q4 2013
Shares 2,000,000 Value ($000) $1,694 Avg Close — Range —