WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

PRELUDE CAPITAL MANAGEMENT, LLC's Holding History (CIK: 0001387508)

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

Q3 2017
Shares 9,000 Value ($000) $94 Avg Close — Range —
Q2 2017
Shares 6,900 Value ($000) $71 Avg Close — Range —
Q1 2017
Shares 6,600 Value ($000) $64 Avg Close — Range —
Q4 2016
Shares 20,400 Value ($000) $205 Avg Close — Range —
Q2 2015
Shares 1,200 Value ($000) $18 Avg Close — Range —
Q1 2015
Shares 2,400 Value ($000) $36 Avg Close — Range —
Q4 2014
Shares 2,400 Value ($000) $35 Avg Close — Range —
Q3 2014
Shares 11,200 Value ($000) $166 Avg Close — Range —
Q4 2013
Shares 2,200 Value ($000) $33 Avg Close — Range —