WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

LOS ANGELES CAPITAL MANAGEMENT LLC's Holding History (CIK: 0001177206)

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

Q3 2017
Shares 23,740 Value ($000) $249 Avg Close — Range —
Q2 2017
Shares 14,540 Value ($000) $150 Avg Close — Range —