WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

Grantham, Mayo, Van Otterloo & Co. LLC's Holding History (CIK: 0001352662)

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

Q3 2019
Shares 92,300 Value ($000) $891 Avg Close — Range —
Q2 2019
Shares 34,000 Value ($000) $339 Avg Close — Range —
Q1 2019
Shares 22,600 Value ($000) $231 Avg Close — Range —