WESTERN ASSET MTG DEFINED OP

CUSIP: 95790B109 Class: COM

NEW VERNON INVESTMENT MANAGEMENT LLC's Holding History (CIK: 0001500605)

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

Q3 2016
Shares 148,036 Value ($000) $3,537 Avg Close — Range —
Q2 2016
Shares 148,036 Value ($000) $3,423 Avg Close — Range —
Q1 2016
Shares 170,000 Value ($000) $3,871 Avg Close — Range —