WESTERN ASSET MGD HI INCM FD

CUSIP: 95766L107 Class: COM

AQR Arbitrage LLC's Holding History (CIK: 0001167456)

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

Q1 2016
Shares 124,116 Value ($000) $550 Avg Close — Range —
Q4 2015
Shares 279,421 Value ($000) $1,263 Avg Close — Range —
Q3 2015
Shares 311,975 Value ($000) $1,395 Avg Close — Range —
Q2 2015
Shares 343,032 Value ($000) $1,695 Avg Close — Range —
Q1 2015
Shares 294,426 Value ($000) $1,522 Avg Close — Range —