WESTERN ASSET MTG CAP CORP

CUSIP: 95790D105 Class: COM

State of New Jersey Common Pension Fund D's Holding History (CIK: 0001483066)

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

Q1 2020
Shares 214,595 Value ($000) $491 Avg Close — Range —
Q4 2019
Shares 214,595 Value ($000) $2,217 Avg Close — Range —
Q3 2019
Shares 228,500 Value ($000) $2,205 Avg Close — Range —