State of New Jersey Common Pension Fund A’s PennyMac Mortgage Investment PMT Stock Holding History

Bought
Maintained
Sold
Quarter Market Value Status Shares Shares
Change %
Capital Flow Portfolio Weight Portfolio Position
2013
Q4
Sell
-40,000
Closed -$907K 828
2013
Q3
$907K Hold
40,000
﹤0.01% 771
2013
Q2
$842K Buy
+40,000
New +$842K ﹤0.01% 780