WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

CAPITAL FUND MANAGEMENT S.A.'s Holding History (CIK: 0001323645)

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

Q3 2017
Shares 20,100 Value ($000) $210 Avg Close — Range —
Q2 2017
Shares 19,200 Value ($000) $198 Avg Close — Range —
Q1 2016
Shares 46,895 Value ($000) $471 Avg Close — Range —
Q4 2014
Shares 15,551 Value ($000) $229 Avg Close — Range —
Q2 2014
Shares 29,471 Value ($000) $418 Avg Close — Range —