WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

O'SHAUGHNESSY ASSET MANAGEMENT, LLC's Holding History (CIK: 0001423442)

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

Q1 2022
Shares 11,889 Value ($000) $20 Avg Close — Range —
Q4 2021
Shares 19,928 Value ($000) $42 Avg Close — Range —
Q3 2021
Shares 2,165 Value ($000) $6 Avg Close — Range —