WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

TWO SIGMA INVESTMENTS, LP's Holding History (CIK: 0001179392)

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

Q4 2021
Shares 244,039 Value ($000) $515 Avg Close — Range —
Q3 2021
Shares 878,401 Value ($000) $2,293 Avg Close — Range —
Q2 2021
Shares 1,214,054 Value ($000) $3,946 Avg Close — Range —
Q1 2021
Shares 679,502 Value ($000) $2,168 Avg Close — Range —
Q4 2020
Shares 526,823 Value ($000) $1,717 Avg Close — Range —
Q3 2020
Shares 94,523 Value ($000) $193 Avg Close — Range —
Q1 2020
Shares 325,433 Value ($000) $745 Avg Close — Range —
Q4 2019
Shares 225,167 Value ($000) $2,326 Avg Close — Range —
Q3 2019
Shares 139,379 Value ($000) $1,345 Avg Close — Range —
Q2 2019
Shares 146,073 Value ($000) $1,458 Avg Close — Range —
Q1 2019
Shares 40,086 Value ($000) $410 Avg Close — Range —
Q4 2017
Shares 85,220 Value ($000) $848 Avg Close — Range —
Q3 2017
Shares 31,492 Value ($000) $330 Avg Close — Range —
Q2 2014
Shares 66,081 Value ($000) $936 Avg Close — Range —