WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

Pine River Capital Management L.P.'s Holding History (CIK: 0001288136)

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

Q3 2016
Shares 559,440 Value ($000) $1 Avg Close — Range —
Q2 2016
Shares 559,440 Value ($000) $8 Avg Close — Range —
Q1 2016
Shares 559,440 Value ($000) $26 Avg Close — Range —
Q4 2015
Shares 559,440 Value ($000) $11 Avg Close — Range —
Q3 2015
Shares 559,440 Value ($000) $5 Avg Close — Range —
Q2 2015
Shares 559,440 Value ($000) $8 Avg Close — Range —
Q1 2015
Shares 559,440 Value ($000) $29 Avg Close — Range —
Q4 2014
Shares 559,440 Value ($000) $30 Avg Close — Range —
Q3 2014
Shares 725,223 Value ($000) $2,463 Avg Close — Range —
Q2 2014
Shares 559,440 Value ($000) $37 Avg Close — Range —
Q4 2013
Shares 506,341 Value ($000) $9 Avg Close — Range —