CTC Alternative Strategies, Ltd.

Holdings History for PennyMac Mortgage Investment Trust - Common Stock (PMT)

Symbol: PMT on NYSE
Investment type: Equity / Common Stock

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Shares	Change	Activity %	Price	All Holders
30 Jun 2015		-0.57%	$0	0	-10,000	-100%	$12.31	Q2 2015
31 Mar 2015	0.57%	0%	$212,900	10,000	0		$21.29	Q1 2015
31 Dec 2014	0.42%	0%	$210,900	10,000	0		$21.09	Q4 2014
30 Sep 2014	0.39%	0%	$214,300	10,000	0		$21.43	Q3 2014
30 Jun 2014	0.19%	-0.01%	$219,400	10,000	-800	-7.4%	$21.94	Q2 2014
31 Mar 2014	0.23%	+0.02%	$258,120	10,800	+800	+8%	$23.90	Q1 2014
31 Dec 2013	0.23%	0%	$229,600	10,000	0		$22.96	Q4 2013

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.